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Update filtering

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This commit is contained in:
Sik Yoon 2024-06-02 17:34:51 +09:00
parent 54f70b47eb
commit 3990205979
2 changed files with 32 additions and 23 deletions
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26
src/strategy_team/future_strategy_long.rs
View File

@ -35,18 +35,22 @@ pub async fn list_up_for_buy(
let mut keys_to_remove: HashSet<String> = 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<SupertrendData> = Vec::new();
// let mut filtered_symbols: HashMap<String, FilteredDataValue> = 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<SupertrendData> = Vec::new();
let mut filtered_symbols: HashMap<String, FilteredDataValue> = 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;
@ -361,6 +365,8 @@ 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;
@ -393,8 +399,6 @@ 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
// && 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;

23
src/strategy_team/future_strategy_short.rs
View File

@ -35,18 +35,21 @@ pub async fn list_up_for_buy(
let mut keys_to_remove: HashSet<String> = 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<SupertrendData> = Vec::new();
// let mut filtered_symbols: HashMap<String, FilteredDataValue> = 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<SupertrendData> = Vec::new();
let mut filtered_symbols: HashMap<String, FilteredDataValue> = 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;
@ -368,6 +371,8 @@ 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;