From 39902059796a1269f27bc0e6da0d639bd6468bfa Mon Sep 17 00:00:00 2001 From: Sik Yoon Date: Sun, 2 Jun 2024 17:34:51 +0900 Subject: [PATCH] Update filtering --- src/strategy_team/future_strategy_long.rs | 30 ++++++++++++---------- src/strategy_team/future_strategy_short.rs | 25 ++++++++++-------- 2 files changed, 32 insertions(+), 23 deletions(-) diff --git a/src/strategy_team/future_strategy_long.rs b/src/strategy_team/future_strategy_long.rs index 26023fe..09c9a5d 100644 --- a/src/strategy_team/future_strategy_long.rs +++ b/src/strategy_team/future_strategy_long.rs @@ -35,18 +35,22 @@ pub async fn list_up_for_buy( let mut keys_to_remove: HashSet = HashSet::new(); let ema10_open = ema_open(5, &alldata.rt_price_30m_vec, &filtered_data).await?; let ema10_close = ema(5, &alldata.rt_price_30m_vec, &filtered_data).await?; + let ema200_close = ema(200, &alldata.rt_price_30m_vec, &filtered_data).await?; let server_epoch = get_server_epoch().await; for (symbol, values) in &mut filtered_data { let mut do_buy = false; let price_and_closetime = get_current_price_decimal(&symbol, &alldata.rt_price_30m_vec).await; - if let (Some(ema10_open_vec), Some(ema10_close_vec), Some(current_info)) - = (ema10_open.get(symbol), ema10_close.get(symbol), price_and_closetime) { + if let (Some(ema10_open_vec), Some(ema10_close_vec), Some(ema200_close_vec), Some(current_info)) + = (ema10_open.get(symbol), ema10_close.get(symbol), ema200_close.get(symbol), price_and_closetime) { if ema10_open_vec.len() > 20 && ema10_close_vec.len() > 20 + && ema200_close_vec.len() > 20 && ema10_open_vec.last().unwrap().close_time > server_epoch && ema10_open_vec.last().unwrap().close_time == ema10_close_vec.last().unwrap().close_time + && ema10_open_vec.last().unwrap().close_time == ema200_close_vec.last().unwrap().close_time { if ema10_open_vec.last().unwrap().ema_value < ema10_close_vec.last().unwrap().ema_value + && current_info.0.to_f64().is_some_and(|a| a > ema200_close_vec.last().unwrap().ema_value) { values.current_price = current_info.0; values.closetime = current_info.1; @@ -345,13 +349,13 @@ pub async fn list_up_for_sell(all_data: &AllData, futures_exchange_info_map: &Ha let server_epoch = get_server_epoch().await; - // let mut supertrend_vec: Vec = Vec::new(); - // let mut filtered_symbols: HashMap = HashMap::new(); - // for element in &filled_positions { - // filtered_symbols.insert(element.symbol.clone(), FilteredDataValue::new()); - // } - // let supertrend_1m_map = - // supertrend(30, 2.0, true, &all_data.rt_price_1m_vec, &filtered_symbols).await?; + let mut supertrend_vec: Vec = Vec::new(); + let mut filtered_symbols: HashMap = HashMap::new(); + for element in &filled_positions { + filtered_symbols.insert(element.symbol.clone(), FilteredDataValue::new()); + } + let supertrend_30m_map = + supertrend(100, 1.5, true, &all_data.rt_price_30m_vec, &filtered_symbols).await?; // let adx_vec = adx(15, 15, &all_data.rt_price_1m_vec, &filtered_symbols).await?; for element in filled_positions { let mut is_sell = false; @@ -361,7 +365,9 @@ pub async fn list_up_for_sell(all_data: &AllData, futures_exchange_info_map: &Ha is_sell = true; } else if element.pure_profit_percent <= element.stoploss_percent { is_sell = true; - } + } else if server_epoch - element.close_time > 300_000 && supertrend_30m_map.get(&element.symbol).is_some_and(|a| a.len() > 10 && a.last().is_some_and(|b| b.close_time > server_epoch && b.area == SuperTrendArea::DOWN)) { + is_sell = true; + } let minimum_candles = 5; let maximum_candles = 20; @@ -393,9 +399,7 @@ pub async fn list_up_for_sell(all_data: &AllData, futures_exchange_info_map: &Ha is_sell = true; } - // else if server_epoch - element.close_time > 300_000 && supertrend_1m_map.get(&element.symbol).is_some_and(|a| a.len() > 10 && a.last().is_some_and(|b| b.close_time > server_epoch && b.area == SuperTrendArea::DOWN)) { - // is_sell = true; - // } else if server_epoch - element.close_time > 300_000 + //} else if server_epoch - element.close_time > 300_000 // && adx_vec.get(&element.symbol).is_some_and(|a| a.len() > 10 && a.last().is_some_and(|b| b.close_time > server_epoch && b.adx < 15.0)) { // is_sell = true; // } diff --git a/src/strategy_team/future_strategy_short.rs b/src/strategy_team/future_strategy_short.rs index be7e492..3a40e83 100644 --- a/src/strategy_team/future_strategy_short.rs +++ b/src/strategy_team/future_strategy_short.rs @@ -35,18 +35,21 @@ pub async fn list_up_for_buy( let mut keys_to_remove: HashSet = HashSet::new(); let ema10_open = ema_open(5, &alldata.rt_price_30m_vec, &filtered_data).await?; let ema10_close = ema(5, &alldata.rt_price_30m_vec, &filtered_data).await?; + let ema200_close = ema(200, &alldata.rt_price_30m_vec, &filtered_data).await?; let server_epoch = get_server_epoch().await; for (symbol, values) in &mut filtered_data { let mut do_buy = false; let price_and_closetime = get_current_price_decimal(&symbol, &alldata.rt_price_30m_vec).await; - if let (Some(ema10_open_vec), Some(ema10_close_vec), Some(current_info)) - = (ema10_open.get(symbol), ema10_close.get(symbol), price_and_closetime) { + if let (Some(ema10_open_vec), Some(ema10_close_vec), Some(ema200_close_vec), Some(current_info)) + = (ema10_open.get(symbol), ema10_close.get(symbol), ema200_close.get(symbol), price_and_closetime) { if ema10_open_vec.len() > 20 && ema10_close_vec.len() > 20 && ema10_open_vec.last().unwrap().close_time > server_epoch && ema10_open_vec.last().unwrap().close_time == ema10_close_vec.last().unwrap().close_time + && ema10_open_vec.last().unwrap().close_time == ema200_close_vec.last().unwrap().close_time { if ema10_open_vec.last().unwrap().ema_value > ema10_close_vec.last().unwrap().ema_value + && current_info.0.to_f64().is_some_and(|a| a < ema200_close_vec.last().unwrap().ema_value) { values.current_price = current_info.0; values.closetime = current_info.1; @@ -344,13 +347,13 @@ pub async fn list_up_for_sell(all_data: &AllData, futures_exchange_info_map: &Ha .unwrap(); let server_epoch = get_server_epoch().await; - // let mut supertrend_vec: Vec = Vec::new(); - // let mut filtered_symbols: HashMap = HashMap::new(); - // for element in &filled_positions { - // filtered_symbols.insert(element.symbol.clone(), FilteredDataValue::new()); - // } - // let supertrend_1m_map = - // supertrend(30, 2.0, true, &all_data.rt_price_1m_vec, &filtered_symbols).await?; + let mut supertrend_vec: Vec = Vec::new(); + let mut filtered_symbols: HashMap = HashMap::new(); + for element in &filled_positions { + filtered_symbols.insert(element.symbol.clone(), FilteredDataValue::new()); + } + let supertrend_30m_map = + supertrend(100, 1.5, true, &all_data.rt_price_30m_vec, &filtered_symbols).await?; // let adx_vec = adx(15, 15, &all_data.rt_price_1m_vec, &filtered_symbols).await?; for element in filled_positions { let mut is_sell = false; @@ -368,7 +371,9 @@ pub async fn list_up_for_sell(all_data: &AllData, futures_exchange_info_map: &Ha is_sell = true; } else if element.pure_profit_percent <= element.stoploss_percent { is_sell = true; - } + } else if server_epoch - element.close_time > 300_000 && supertrend_30m_map.get(&element.symbol).is_some_and(|a| a.len() > 10 && a.last().is_some_and(|b| b.close_time > server_epoch && b.area == SuperTrendArea::UP)) { + is_sell = true; + } let minimum_candles = 5; let maximum_candles = 20;