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Change filtering

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This commit is contained in:
Sik Yoon 2023-12-09 03:44:47 +09:00
parent 7736c2e373
commit 3fe5df885d
1 changed files with 12 additions and 14 deletions
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26
src/strategy_team/strategy_004.rs
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@ -68,7 +68,7 @@ pub async fn list_up_for_buy(
}
try_join_all(task_vec).await?;
// 2nd filtering: supertrend(ATR period 10, multiplier: 1.5, 30m close price), signal should be BUY
// 2nd filtering: supertrend(ATR period 10, multiplier: 1.1, 30m close price), signal should be BUY
let filtered_data_1st = filtered_data_1st_arc.lock().await.clone();
let mut filtered_data_2nd: Vec<FilteredData> = Vec::new();
let mut filtered_data_2nd_arc: Arc<Mutex<Vec<FilteredData>>> =
@ -85,7 +85,7 @@ pub async fn list_up_for_buy(
.iter()
.position(|x| *x.0 == element.symbol);
let supertrend_option_30m =
supertrend(&element.symbol, &rt_price_30m_vec_c, 10, 1.5, true).await;
supertrend(&element.symbol, &rt_price_30m_vec_c, 10, 1.1, true).await;
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();
@ -117,12 +117,6 @@ pub async fn list_up_for_buy(
filtered_data.symbol = element.symbol.clone();
filtered_data.closetime = rt_30m_vec.last().unwrap().close_time;
filtered_data.current_price = current_price;
filtered_data.stoploss = rust_decimal::prelude::FromPrimitive::from_f64(supertrend_vec[supertrend_search_result.unwrap()].band_value).unwrap();
let target_price = decimal_add(
filtered_data.current_price,
decimal_sub(filtered_data.current_price, filtered_data.stoploss),
);
filtered_data.target_price = target_price;
filtered_data_2nd_lock.push(filtered_data);
}
@ -133,7 +127,7 @@ pub async fn list_up_for_buy(
}
try_join_all(task_vec).await?;
// 3rd filtering: supertrend(ATR period 50, multiplier: 4.0, 30m close price), the area should be in UP area.
// 3rd filtering: supertrend(ATR period 50, multiplier: 2.0, 30m close price), the area should be in UP area.
let filtered_data_2nd = filtered_data_2nd_arc.lock().await.clone();
let mut filtered_data_3rd: Vec<FilteredData> = Vec::new();
let mut filtered_data_3rd_arc: Arc<Mutex<Vec<FilteredData>>> =
@ -147,7 +141,7 @@ pub async fn list_up_for_buy(
let filtered_data_3rd_arc_c = Arc::clone(&filtered_data_3rd_arc);
task_vec.push(tokio::spawn(async move {
let supertrend_option_30m =
supertrend(&element.symbol, &rt_price_30m_vec_c, 50, 4.0, true).await;
supertrend(&element.symbol, &rt_price_30m_vec_c, 50, 2.0, true).await;
if supertrend_option_30m.is_some() {
supertrend_vec = supertrend_option_30m.unwrap();
@ -185,7 +179,7 @@ pub async fn list_up_for_buy(
}
try_join_all(task_vec).await?;
// 4th filtering: supertrend(ATR period 10, multiplier: 1.2, 30m close price), the area should be UP
// 4th filtering: supertrend(ATR period 10, multiplier: 1.5, 30m close price), the area should be UP
// set stoploss and target_price
let filtered_data_3rd_c = filtered_data_3rd_arc.lock().await.clone();
let mut filtered_data_4th: Vec<FilteredData> = Vec::new();
@ -199,7 +193,7 @@ pub async fn list_up_for_buy(
task_vec.push(tokio::spawn(async move {
let supertrend_option_30m =
supertrend(&element.symbol, &rt_price_30m_vec_c, 10, 1.2, true).await;
supertrend(&element.symbol, &rt_price_30m_vec_c, 10, 1.5, true).await;
if supertrend_option_30m.is_some() {
supertrend_vec = supertrend_option_30m.unwrap();
@ -224,8 +218,12 @@ pub async fn list_up_for_buy(
filtered_data.symbol = element.symbol.clone();
filtered_data.closetime = element.closetime;
filtered_data.current_price = element.current_price;
filtered_data.stoploss = element.stoploss;
filtered_data.target_price = element.target_price;
filtered_data.stoploss = rust_decimal::prelude::FromPrimitive::from_f64(supertrend_vec[supertrend_search_result.unwrap()].band_value).unwrap();
let target_price = decimal_add(
filtered_data.current_price,
decimal_sub(filtered_data.current_price, filtered_data.stoploss),
);
filtered_data.target_price = target_price;
filtered_data_4th_lock.push(filtered_data);
}