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Update filtering

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This commit is contained in:
Sik Yoon 2024-04-07 17:13:27 +09:00
parent a227a0bfcf
commit 3b5ef82d44
1 changed files with 30 additions and 16 deletions
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46
src/strategy_team/strategy_008.rs
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@ -90,7 +90,7 @@ pub async fn list_up_for_buy(
values.current_price = current_price; values.current_price = current_price;
values.closetime = rt_price_vec.last().unwrap().close_time; values.closetime = rt_price_vec.last().unwrap().close_time;
values.stoploss = band_value; values.stoploss = band_value;
values.target_price = decimal_add(decimal_mul(decimal_sub(current_price, values.stoploss), dec!(3.0)), current_price); values.target_price = decimal_add(decimal_mul(decimal_sub(current_price, values.stoploss), dec!(4.0)), current_price);
} else if supertrend_vec.last().unwrap().area == SuperTrendArea::DOWN && } else if supertrend_vec.last().unwrap().area == SuperTrendArea::DOWN &&
band_value > current_price && band_value > current_price &&
band_value > open_price band_value > open_price
@ -98,7 +98,7 @@ pub async fn list_up_for_buy(
values.current_price = current_price; values.current_price = current_price;
values.closetime = rt_price_vec.last().unwrap().close_time; values.closetime = rt_price_vec.last().unwrap().close_time;
values.stoploss = decimal_sub(open_price, decimal_sub(band_value, open_price)); values.stoploss = decimal_sub(open_price, decimal_sub(band_value, open_price));
values.target_price = decimal_add(decimal_mul(decimal_sub(open_price, values.stoploss), dec!(3.0)), current_price); values.target_price = decimal_add(decimal_mul(decimal_sub(open_price, values.stoploss), dec!(4.0)), current_price);
} else { } else {
keys_to_remove.insert(symbol.clone()); keys_to_remove.insert(symbol.clone());
@ -214,7 +214,7 @@ pub async fn list_up_for_sell(
} }
let supertrend_30m = supertrend(10, 2.0, true, &all_data.rt_price_30m_vec, &filtered_symbols).await?; let supertrend_30m = supertrend(10, 2.0, true, &all_data.rt_price_30m_vec, &filtered_symbols).await?;
let tema_10 = tema(10, &all_data.rt_price_30m_vec, &filtered_symbols).await?; let tema_10 = tema(10, &all_data.rt_price_30m_vec, &filtered_symbols).await?;
let tema_5 = tema(50, &all_data.rt_price_30m_vec, &filtered_symbols).await?; let tema_5 = tema(5, &all_data.rt_price_30m_vec, &filtered_symbols).await?;
for element in filled_buy_orders { for element in filled_buy_orders {
let mut is_sell = false; let mut is_sell = false;
let mut is_overturned = false; let mut is_overturned = false;
@ -262,8 +262,7 @@ pub async fn list_up_for_sell(
RoundingStrategy::ToZero, RoundingStrategy::ToZero,
); );
let target_profit_percent = decimal_div(decimal_sub(element.target_price, element.buy_price), element.buy_price).to_f64().unwrap(); let target_profit_percent = decimal_div(decimal_sub(element.target_price, element.buy_price), element.buy_price).to_f64().unwrap();
if (element.is_long == 0 || element.is_long == 1) if !element.current_price.is_zero()
&& !element.current_price.is_zero()
{ {
if element.current_price <= element.stoploss { if element.current_price <= element.stoploss {
is_sell = true; is_sell = true;
@ -272,36 +271,51 @@ pub async fn list_up_for_sell(
} else if server_epoch - element.transact_time > (1_800_000) * 1 && is_overturned == true { } else if server_epoch - element.transact_time > (1_800_000) * 1 && is_overturned == true {
is_sell = true; is_sell = true;
} else if server_epoch - element.transact_time > (1_800_000) * 5 && } else if server_epoch - element.transact_time > (1_800_000) * 5 &&
(target_profit_percent != 0.0 && target_profit_percent.is_sign_positive() && target_profit_percent * (10.0/11.0) <= element.pure_profit_percent) { (target_profit_percent != 0.0 && target_profit_percent.is_sign_positive() && target_profit_percent * (15.0/16.0) <= element.pure_profit_percent) {
is_sell = true; is_sell = true;
} else if server_epoch - element.transact_time > (1_800_000) * 6 && } else if server_epoch - element.transact_time > (1_800_000) * 6 &&
(target_profit_percent != 0.0 && target_profit_percent.is_sign_positive() && target_profit_percent * (9.0/11.0) <= element.pure_profit_percent) { (target_profit_percent != 0.0 && target_profit_percent.is_sign_positive() && target_profit_percent * (14.0/16.0) <= element.pure_profit_percent) {
is_sell = true; is_sell = true;
} else if server_epoch - element.transact_time > (1_800_000) * 7 && } else if server_epoch - element.transact_time > (1_800_000) * 7 &&
(target_profit_percent != 0.0 && target_profit_percent.is_sign_positive() && target_profit_percent * (8.0/11.0) <= element.pure_profit_percent) { (target_profit_percent != 0.0 && target_profit_percent.is_sign_positive() && target_profit_percent * (13.0/16.0) <= element.pure_profit_percent) {
is_sell = true; is_sell = true;
} else if server_epoch - element.transact_time > (1_800_000) * 8 && } else if server_epoch - element.transact_time > (1_800_000) * 8 &&
(target_profit_percent != 0.0 && target_profit_percent.is_sign_positive() && target_profit_percent * (7.0/11.0) <= element.pure_profit_percent) { (target_profit_percent != 0.0 && target_profit_percent.is_sign_positive() && target_profit_percent * (12.0/16.0) <= element.pure_profit_percent) {
is_sell = true; is_sell = true;
} else if server_epoch - element.transact_time > (1_800_000) * 9 && } else if server_epoch - element.transact_time > (1_800_000) * 9 &&
(target_profit_percent != 0.0 && target_profit_percent.is_sign_positive() && target_profit_percent * (6.0/11.0) <= element.pure_profit_percent) { (target_profit_percent != 0.0 && target_profit_percent.is_sign_positive() && target_profit_percent * (11.0/16.0) <= element.pure_profit_percent) {
is_sell = true; is_sell = true;
} else if server_epoch - element.transact_time > (1_800_000) * 10 && } else if server_epoch - element.transact_time > (1_800_000) * 10 &&
(target_profit_percent != 0.0 && target_profit_percent.is_sign_positive() && target_profit_percent * (5.0/11.0) <= element.pure_profit_percent) { (target_profit_percent != 0.0 && target_profit_percent.is_sign_positive() && target_profit_percent * (10.0/16.0) <= element.pure_profit_percent) {
is_sell = true; is_sell = true;
} else if server_epoch - element.transact_time > (1_800_000) * 11 && } else if server_epoch - element.transact_time > (1_800_000) * 11 &&
(target_profit_percent != 0.0 && target_profit_percent.is_sign_positive() && target_profit_percent * (4.0/11.0) <= element.pure_profit_percent) { (target_profit_percent != 0.0 && target_profit_percent.is_sign_positive() && target_profit_percent * (9.0/16.0) <= element.pure_profit_percent) {
is_sell = true; is_sell = true;
} else if server_epoch - element.transact_time > (1_800_000) * 12 && } else if server_epoch - element.transact_time > (1_800_000) * 12 &&
(target_profit_percent != 0.0 && target_profit_percent.is_sign_positive() && target_profit_percent * (3.0/11.0) <= element.pure_profit_percent) { (target_profit_percent != 0.0 && target_profit_percent.is_sign_positive() && target_profit_percent * (8.0/16.0) <= element.pure_profit_percent) {
is_sell = true; is_sell = true;
} else if server_epoch - element.transact_time > (1_800_000) * 13 && } else if server_epoch - element.transact_time > (1_800_000) * 13 &&
(target_profit_percent != 0.0 && target_profit_percent.is_sign_positive() && target_profit_percent * (2.0/11.0) <= element.pure_profit_percent) { (target_profit_percent != 0.0 && target_profit_percent.is_sign_positive() && target_profit_percent * (7.0/16.0) <= element.pure_profit_percent) {
is_sell = true; is_sell = true;
} else if server_epoch - element.transact_time > (1_800_000) * 14 && } else if server_epoch - element.transact_time > (1_800_000) * 14 &&
(target_profit_percent != 0.0 && target_profit_percent.is_sign_positive() && target_profit_percent * (1.0/11.0) <= element.pure_profit_percent) { (target_profit_percent != 0.0 && target_profit_percent.is_sign_positive() && target_profit_percent * (6.0/16.0) <= element.pure_profit_percent) {
is_sell = true; is_sell = true;
} else if server_epoch - element.transact_time > (1_800_000) * 15 { // time up selling } else if server_epoch - element.transact_time > (1_800_000) * 15 &&
(target_profit_percent != 0.0 && target_profit_percent.is_sign_positive() && target_profit_percent * (5.0/16.0) <= element.pure_profit_percent) {
is_sell = true;
} else if server_epoch - element.transact_time > (1_800_000) * 16 &&
(target_profit_percent != 0.0 && target_profit_percent.is_sign_positive() && target_profit_percent * (4.0/16.0) <= element.pure_profit_percent) {
is_sell = true;
} else if server_epoch - element.transact_time > (1_800_000) * 17 &&
(target_profit_percent != 0.0 && target_profit_percent.is_sign_positive() && target_profit_percent * (3.0/16.0) <= element.pure_profit_percent) {
is_sell = true;
} else if server_epoch - element.transact_time > (1_800_000) * 18 &&
(target_profit_percent != 0.0 && target_profit_percent.is_sign_positive() && target_profit_percent * (2.0/16.0) <= element.pure_profit_percent) {
is_sell = true;
} else if server_epoch - element.transact_time > (1_800_000) * 19 &&
(target_profit_percent != 0.0 && target_profit_percent.is_sign_positive() && target_profit_percent * (1.0/16.0) <= element.pure_profit_percent) {
is_sell = true;
} else if server_epoch - element.transact_time > (1_800_000) * 20 { // time up selling
is_sell = true; is_sell = true;
} }
// TODO: sell_count가 1일 때 적용하기 // TODO: sell_count가 1일 때 적용하기