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Add verifying the latest rt candle

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This commit is contained in:
Sik Yoon 2023-12-18 04:33:16 +09:00
parent 115c7fda72
commit 3bfea6663b
4 changed files with 12 additions and 11 deletions
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1
src/strategy_team/mod.rs
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@ -8,6 +8,7 @@ pub mod strategy_test;
pub mod strategy_manager; pub mod strategy_manager;
use crate::coex::order_team::{limit_order_sell, select_filled_buy_orders}; use crate::coex::order_team::{limit_order_sell, select_filled_buy_orders};
use crate::coex::exchange_team::server_epoch;
use crate::coin_health_check_team::request_others::{ExchangeInfo, TradeFee}; use crate::coin_health_check_team::request_others::{ExchangeInfo, TradeFee};
use crate::database_control::*; use crate::database_control::*;
use crate::decimal_funcs::*; use crate::decimal_funcs::*;

2
src/strategy_team/strategy_004.rs
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@ -2,7 +2,7 @@ use super::{
dec, decimal_add, decimal_sub, ema, exists_record, insert_pre_suggested_coins, dec, decimal_add, decimal_sub, ema, exists_record, insert_pre_suggested_coins,
limit_order_sell, rsi, select_filled_buy_orders, stoch_rsi, supertrend, try_join_all, AllData, limit_order_sell, rsi, select_filled_buy_orders, stoch_rsi, supertrend, try_join_all, AllData,
Arc, Client, ClientBuilder, Decimal, EmaData, ExchangeInfo, FilteredData, Mutex, Arc, Client, ClientBuilder, Decimal, EmaData, ExchangeInfo, FilteredData, Mutex,
RealtimePriceData, RoundingStrategy, RsiData, StochRsiData, SupertrendData, TradeFee, update_record3 RealtimePriceData, RoundingStrategy, RsiData, StochRsiData, SupertrendData, TradeFee, update_record3, server_epoch
}; };
// Triple SuperTrend strategy // Triple SuperTrend strategy

10
src/strategy_team/strategy_005.rs
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@ -2,7 +2,7 @@ use super::{
dec, decimal_add, decimal_sub, ema, exists_record, insert_pre_suggested_coins, dec, decimal_add, decimal_sub, ema, exists_record, insert_pre_suggested_coins,
limit_order_sell, rsi, select_filled_buy_orders, stoch_rsi, supertrend, try_join_all, AllData, limit_order_sell, rsi, select_filled_buy_orders, stoch_rsi, supertrend, try_join_all, AllData,
Arc, Client, ClientBuilder, Decimal, EmaData, ExchangeInfo, FilteredData, Mutex, Arc, Client, ClientBuilder, Decimal, EmaData, ExchangeInfo, FilteredData, Mutex,
RealtimePriceData, RoundingStrategy, RsiData, StochRsiData, SupertrendData, TradeFee, update_record3, adx, AdxData RealtimePriceData, RoundingStrategy, RsiData, StochRsiData, SupertrendData, TradeFee, update_record3, adx, AdxData, server_epoch
}; };
// Triple SuperTrend strategy // Triple SuperTrend strategy
@ -89,8 +89,8 @@ pub async fn list_up_for_buy(
if rt_30m_option.is_some() && supertrend_option_30m.is_some() { if rt_30m_option.is_some() && supertrend_option_30m.is_some() {
rt_30m_vec = rt_price_30m_vec_c[rt_30m_option.unwrap()].1.clone(); rt_30m_vec = rt_price_30m_vec_c[rt_30m_option.unwrap()].1.clone();
supertrend_vec = supertrend_option_30m.unwrap(); supertrend_vec = supertrend_option_30m.unwrap();
let server_epoch = server_epoch().await;
if rt_30m_vec.len() >= 3 && supertrend_vec.len() >= 3 { if rt_30m_vec.len() >= 3 && supertrend_vec.len() >= 3 && rt_30m_vec.last().unwrap().close_time > server_epoch {
let supertrend_search_result = supertrend_vec.binary_search_by_key( let supertrend_search_result = supertrend_vec.binary_search_by_key(
&rt_30m_vec.last().unwrap().close_time, &rt_30m_vec.last().unwrap().close_time,
|SupertrendData { |SupertrendData {
@ -209,7 +209,7 @@ pub async fn list_up_for_buy(
} }
try_join_all(task_vec).await?; try_join_all(task_vec).await?;
// 5th filtering: 0.5% <= the average amplitude of the latest 10 30m candles <= 1.0% // 5th filtering: 0.5% <= the average amplitude of the latest 10 30m candles <= 1.5%
let filtered_data_4th_c = filtered_data_4th_arc.lock().await.clone(); let filtered_data_4th_c = filtered_data_4th_arc.lock().await.clone();
let mut filtered_data_5th: Vec<FilteredData> = Vec::new(); let mut filtered_data_5th: Vec<FilteredData> = Vec::new();
let mut filtered_data_5th_arc: Arc<Mutex<Vec<FilteredData>>> = let mut filtered_data_5th_arc: Arc<Mutex<Vec<FilteredData>>> =
@ -235,7 +235,7 @@ pub async fn list_up_for_buy(
} }
average_amplitude /= 10.0; average_amplitude /= 10.0;
if 0.005 <= average_amplitude && average_amplitude <= 0.01 { if 0.005 <= average_amplitude && average_amplitude <= 0.015 {
let mut filtered_data_5th_lock = filtered_data_5th_arc_c.lock().await; let mut filtered_data_5th_lock = filtered_data_5th_arc_c.lock().await;
let mut filtered_data = FilteredData::new(); let mut filtered_data = FilteredData::new();
filtered_data.symbol = element.symbol.clone(); filtered_data.symbol = element.symbol.clone();

10
src/strategy_team/strategy_006.rs
View File

@ -2,7 +2,7 @@ use super::{
dec, decimal_add, decimal_sub, ema, exists_record, insert_pre_suggested_coins, dec, decimal_add, decimal_sub, ema, exists_record, insert_pre_suggested_coins,
limit_order_sell, rsi, select_filled_buy_orders, stoch_rsi, supertrend, try_join_all, AllData, limit_order_sell, rsi, select_filled_buy_orders, stoch_rsi, supertrend, try_join_all, AllData,
Arc, Client, ClientBuilder, Decimal, EmaData, ExchangeInfo, FilteredData, Mutex, Arc, Client, ClientBuilder, Decimal, EmaData, ExchangeInfo, FilteredData, Mutex,
RealtimePriceData, RoundingStrategy, RsiData, StochRsiData, SupertrendData, TradeFee, update_record3, adx, AdxData RealtimePriceData, RoundingStrategy, RsiData, StochRsiData, SupertrendData, TradeFee, update_record3, adx, AdxData, server_epoch
}; };
// Triple SuperTrend strategy // Triple SuperTrend strategy
@ -89,8 +89,8 @@ pub async fn list_up_for_buy(
if rt_30m_option.is_some() && supertrend_option_30m.is_some() { if rt_30m_option.is_some() && supertrend_option_30m.is_some() {
rt_30m_vec = rt_price_30m_vec_c[rt_30m_option.unwrap()].1.clone(); rt_30m_vec = rt_price_30m_vec_c[rt_30m_option.unwrap()].1.clone();
supertrend_vec = supertrend_option_30m.unwrap(); supertrend_vec = supertrend_option_30m.unwrap();
let server_epoch = server_epoch().await;
if rt_30m_vec.len() >= 3 && supertrend_vec.len() >= 3 { if rt_30m_vec.len() >= 3 && supertrend_vec.len() >= 3 && rt_30m_vec.last().unwrap().close_time > server_epoch {
let supertrend_search_result = supertrend_vec.binary_search_by_key( let supertrend_search_result = supertrend_vec.binary_search_by_key(
&rt_30m_vec.last().unwrap().close_time, &rt_30m_vec.last().unwrap().close_time,
|SupertrendData { |SupertrendData {
@ -217,7 +217,7 @@ pub async fn list_up_for_buy(
} }
try_join_all(task_vec).await?; try_join_all(task_vec).await?;
// 5th filtering: 0.5% <= the average amplitude of the latest 10 30m candles <= 1.0% // 5th filtering: 0.5% <= the average amplitude of the latest 10 30m candles <= 1.5%
let filtered_data_4th_c = filtered_data_4th_arc.lock().await.clone(); let filtered_data_4th_c = filtered_data_4th_arc.lock().await.clone();
let mut filtered_data_5th: Vec<FilteredData> = Vec::new(); let mut filtered_data_5th: Vec<FilteredData> = Vec::new();
let mut filtered_data_5th_arc: Arc<Mutex<Vec<FilteredData>>> = let mut filtered_data_5th_arc: Arc<Mutex<Vec<FilteredData>>> =
@ -243,7 +243,7 @@ pub async fn list_up_for_buy(
} }
average_amplitude /= 10.0; average_amplitude /= 10.0;
if 0.005 <= average_amplitude && average_amplitude <= 0.01 { if 0.005 <= average_amplitude && average_amplitude <= 0.015 {
let mut filtered_data_5th_lock = filtered_data_5th_arc_c.lock().await; let mut filtered_data_5th_lock = filtered_data_5th_arc_c.lock().await;
let mut filtered_data = FilteredData::new(); let mut filtered_data = FilteredData::new();
filtered_data.symbol = element.symbol.clone(); filtered_data.symbol = element.symbol.clone();