From 3d821c7ec3c5e551b596e86c98ca83428773096d Mon Sep 17 00:00:00 2001 From: Sik Yoon Date: Sat, 8 Jun 2024 02:08:20 +0900 Subject: [PATCH] Update filtering --- src/strategy_team/future_strategy_long.rs | 6 +++--- src/strategy_team/future_strategy_short.rs | 6 +++--- 2 files changed, 6 insertions(+), 6 deletions(-) diff --git a/src/strategy_team/future_strategy_long.rs b/src/strategy_team/future_strategy_long.rs index 248c99c..1273ca9 100644 --- a/src/strategy_team/future_strategy_long.rs +++ b/src/strategy_team/future_strategy_long.rs @@ -46,7 +46,7 @@ pub async fn list_up_for_buy( && sma_vec.last().is_some_and(|x| x.close_time > server_epoch) && lr_vec[lr_vec.len()-1].lr_value > lr_vec[lr_vec.len()-2].lr_value && lr_vec[lr_vec.len()-2].lr_value > lr_vec[lr_vec.len()-3].lr_value - && lr_vec.last().unwrap().r_squared <= 0.01 + && lr_vec.last().unwrap().r_squared <= 0.15 && lr_vec[lr_vec.len()-1].lr_value >= sma_vec[sma_vec.len()-1].sma_value && lr_vec[lr_vec.len()-2].lr_value <= sma_vec[sma_vec.len()-1].sma_value { @@ -176,7 +176,7 @@ pub async fn list_up_for_buy( if let Some(wpr100_vec) = wpr100_map.get(symbol) { if wpr100_vec.len() > 15 && wpr100_vec.last().unwrap().close_time > server_epoch - && wpr100_vec.last().unwrap().r_value < -60.0 { + && wpr100_vec.last().unwrap().r_value < -70.0 { do_buy = true; } } @@ -400,7 +400,7 @@ pub async fn list_up_for_sell(all_data: &AllData, futures_exchange_info_map: &Ha // is_sell = true; // } else - if element.pure_profit_percent.is_sign_positive() && lr_vec.last().unwrap().r_squared >= 0.65 { + if element.pure_profit_percent.is_sign_positive() && lr_vec.last().unwrap().r_squared >= 0.85 { is_sell = true; } else if server_epoch - element.close_time > 900_000 && lr_vec[lr_vec.len()-1].lr_value < lr_vec[lr_vec.len()-2].lr_value { diff --git a/src/strategy_team/future_strategy_short.rs b/src/strategy_team/future_strategy_short.rs index 925a75a..0b77780 100644 --- a/src/strategy_team/future_strategy_short.rs +++ b/src/strategy_team/future_strategy_short.rs @@ -46,7 +46,7 @@ pub async fn list_up_for_buy( && sma_vec.last().is_some_and(|x| x.close_time > server_epoch) && lr_vec[lr_vec.len()-1].lr_value < lr_vec[lr_vec.len()-2].lr_value && lr_vec[lr_vec.len()-2].lr_value < lr_vec[lr_vec.len()-3].lr_value - && lr_vec.last().unwrap().r_squared <= 0.01 + && lr_vec.last().unwrap().r_squared <= 0.15 && lr_vec[lr_vec.len()-1].lr_value <= sma_vec[sma_vec.len()-1].sma_value && lr_vec[lr_vec.len()-2].lr_value >= sma_vec[sma_vec.len()-1].sma_value @@ -175,7 +175,7 @@ pub async fn list_up_for_buy( if let Some(wpr100_vec) = wpr100_map.get(symbol) { if wpr100_vec.len() > 15 && wpr100_vec.last().unwrap().close_time > server_epoch - && wpr100_vec.last().unwrap().r_value > -40.0 { + && wpr100_vec.last().unwrap().r_value > -30.0 { do_buy = true; } } @@ -405,7 +405,7 @@ pub async fn list_up_for_sell(all_data: &AllData, futures_exchange_info_map: &Ha // } else if element.pure_profit_percent <= element.stoploss_percent { // is_sell = true; // } else - if element.pure_profit_percent.is_sign_positive() && lr_vec.last().unwrap().r_squared >= 0.65 { + if element.pure_profit_percent.is_sign_positive() && lr_vec.last().unwrap().r_squared >= 0.85 { is_sell = true; } else if server_epoch - element.close_time > 900_000 && lr_vec[lr_vec.len()-1].lr_value > lr_vec[lr_vec.len()-2].lr_value {