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This commit is contained in:
Sik Yoon 2024-06-08 02:08:20 +09:00
parent eae8a367dd
commit 3d821c7ec3
2 changed files with 6 additions and 6 deletions
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6
src/strategy_team/future_strategy_long.rs
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@ -46,7 +46,7 @@ pub async fn list_up_for_buy(
&& sma_vec.last().is_some_and(|x| x.close_time > server_epoch) && 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()-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[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()-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 && 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 let Some(wpr100_vec) = wpr100_map.get(symbol) {
if wpr100_vec.len() > 15 if wpr100_vec.len() > 15
&& wpr100_vec.last().unwrap().close_time > server_epoch && 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; 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; // is_sell = true;
// } else // } 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; is_sell = true;
} else if server_epoch - element.close_time > 900_000 } 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 { && lr_vec[lr_vec.len()-1].lr_value < lr_vec[lr_vec.len()-2].lr_value {

6
src/strategy_team/future_strategy_short.rs
View File

@ -46,7 +46,7 @@ pub async fn list_up_for_buy(
&& sma_vec.last().is_some_and(|x| x.close_time > server_epoch) && 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()-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[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()-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 && 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 let Some(wpr100_vec) = wpr100_map.get(symbol) {
if wpr100_vec.len() > 15 if wpr100_vec.len() > 15
&& wpr100_vec.last().unwrap().close_time > server_epoch && 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; 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 { // } else if element.pure_profit_percent <= element.stoploss_percent {
// is_sell = true; // is_sell = true;
// } else // } 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; is_sell = true;
} else if server_epoch - element.close_time > 900_000 } 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 { && lr_vec[lr_vec.len()-1].lr_value > lr_vec[lr_vec.len()-2].lr_value {