Add new filtering based on StochRSI into strategy1

src/coex/strategy_team.rs

@@ -106,7 +106,7 @@ pub async fn execute_strategists(
     all_data: &AllData,
 ) -> Result<(), Box<dyn std::error::Error + Send + Sync>> {
     strategist_001(all_data).await?;
-    strategist_002(all_data).await?;
+    // strategist_002(all_data).await?;
 
     Ok(())
 }
@@ -275,42 +275,85 @@ pub async fn strategist_001(
 
     // 4th filtering: RSI (length: 10, 30m close price) the current index should be lower than 28.
     let filtered_4th_symbol_c = filtered_4th_symbols_arc.lock().await.clone();
-    let mut rsi10_30m_data: Vec<(String, Vec<RsiData>)> = Vec::new();
+    let mut rsi10_30m_data: Vec<(String, Vec<RsiData>)> = rsi(
-    rsi(
         10,
         &alldata.rt_price_30m_vec,
-        &mut rsi10_30m_data,
         &filtered_4th_symbol_c,
     )
     .await?;
-    let mut rsi10_30m_vec: Vec<RsiData> = Vec::new();
+    let mut task_vec = Vec::new();
     let mut filtered_5th_symbols: Vec<(String, i64)> = Vec::new(); // (symbol, closetime)
+    let mut filtered_5th_symbols_arc: Arc<Mutex<Vec<(String, i64)>>> =
+    Arc::new(Mutex::new(filtered_5th_symbols)); // (symbol, closetime)
     for element in filtered_4th_symbol_c {
         let rsi10_30m_option = rsi10_30m_data.iter().position(|x| *x.0 == element.0);
+        let filtered_5th_symbols_arc_c = Arc::clone(&filtered_5th_symbols_arc);
 
         if rsi10_30m_option.is_some() {
-            rsi10_30m_vec = rsi10_30m_data[rsi10_30m_option.unwrap()].1.clone();
+            let mut rsi10_30m_vec = rsi10_30m_data[rsi10_30m_option.unwrap()].1.clone();
 
             if rsi10_30m_vec.len() >= 3 {
-                let rsi_search_result = rsi10_30m_vec.binary_search_by_key(
+                let element_c = element.clone();
+                task_vec.push(tokio::spawn(async move {
+                    let rsi_search_result = rsi10_30m_vec.binary_search_by_key(
+                        &element.1,
+                        |&RsiData {
+                            rsi_value,
+                            close_time,
+                        }| close_time,
+                    );
+                    if rsi_search_result.is_ok() {
+                        if rsi10_30m_vec[rsi_search_result.unwrap()].rsi_value <= 28.0 {
+                            let mut filtered_5th_symbols_lock =
+                                filtered_5th_symbols_arc_c.lock().await;
+                            filtered_5th_symbols_lock.push(element_c);
+
+                        }
+                    }
+                }));
+            }
+        }
+    }
+    try_join_all(task_vec).await?;
+
+    // 5th filtering: StochRSI (RSI length: 14, Stoch length: 14, smooth k: 3, smooth d: 3) smooth k should be lower than 20.
+    let filtered_5th_symbol_c = filtered_5th_symbols_arc.lock().await.clone();
+    let mut rsi14_30m_data: Vec<(String, Vec<RsiData>)> = rsi(
+        14,
+        &alldata.rt_price_30m_vec,
+        &filtered_5th_symbol_c,
+    )
+    .await?;
+    let stoch_rsi_data = stoch_rsi(&rsi10_30m_data, 14, 3, 3).await?;
+    let mut stoch_rsi14_30m_vec: Vec<StochRsiData> = Vec::new();
+    let mut filtered_6th_symbols: Vec<(String, i64)> = Vec::new(); // (symbol, closetime)
+    for element in filtered_5th_symbol_c {
+        let stoch_rsi14_30m_option = stoch_rsi_data.iter().position(|x| *x.0 == element.0);
+
+        if stoch_rsi14_30m_option.is_some() {
+            stoch_rsi14_30m_vec = stoch_rsi_data[stoch_rsi14_30m_option.unwrap()].1.clone();
+
+            if stoch_rsi14_30m_vec.len() >= 3 {
+                let stoch_rsi_search_result = stoch_rsi14_30m_vec.binary_search_by_key(
                     &element.1,
-                    |&RsiData {
+                    |&StochRsiData {
-                         rsi_value,
+                         k,
+                         d,
                          close_time,
                      }| close_time,
                 );
-                if rsi_search_result.is_ok() {
+                if stoch_rsi_search_result.is_ok() {
-                    if rsi10_30m_vec[rsi_search_result.unwrap()].rsi_value <= 28.0 {
+                    if stoch_rsi14_30m_vec[stoch_rsi_search_result.unwrap()].k <= 20.0 {
-                        filtered_5th_symbols.push(element);
+                        filtered_6th_symbols.push(element);
                     }
                 }
             }
         }
     }
-
+    
-    // 5th filtering: heatmap volume(MA length 10, std length 10, 30m close price), the current candle should be over than high at least.
+    // 6th filtering: heatmap volume(MA length 10, std length 10, 30m close price), the current candle should be over than high at least.
-    let mut filtered_6th_symbols: Vec<(String, i64)> = Vec::new(); // (symbol, closetime)
+    let mut filtered_7th_symbols: Vec<(String, i64)> = Vec::new(); // (symbol, closetime)
-    for element in filtered_5th_symbols {
+    for element in filtered_6th_symbols {
         let rt_price_30m_vec_c = alldata.rt_price_30m_vec.clone();
         let opclo_30m_option = rt_price_30m_vec_c.iter().position(|x| *x.0 == element.0);
         if opclo_30m_option.is_some() {
@@ -338,7 +381,7 @@ pub async fn strategist_001(
                             || heatmap_volume_vec[heatmap_search_result.unwrap()].heatmap_level
                                 == HeatMapLevel::ExtraHigh
                         {
-                            filtered_6th_symbols.push(element);
+                            filtered_7th_symbols.push(element);
                         }
                     }
                 }
@@ -350,7 +393,7 @@ pub async fn strategist_001(
     let mut filtered_symbols: Vec<(String, i64, f64)> = Vec::new(); // (symbol, closetime, current price)
     let mut filtered_symbols_arc = Arc::new(Mutex::new(filtered_symbols));
     let mut task_vec = Vec::new();
-    for element in filtered_6th_symbols {
+    for element in filtered_7th_symbols {
         let mut filtered_symbols_arc_c = Arc::clone(&filtered_symbols_arc);
         let rt_price_30m_vec_c = alldata.rt_price_30m_vec.clone();
 
@@ -420,31 +463,26 @@ pub async fn strategist_002(
 ) -> Result<(), Box<dyn std::error::Error + Send + Sync>> {
     // print rt_price for debugging
     let a = alldata.rt_price_30m_vec.iter().position(|a| a.0 == "BTCUSDT");
+    let b = alldata.rt_price_30m_vec.iter().position(|a| a.0 == "XRPUSDT");
     // println!("BTCUSDT: {:?}", alldata.rt_price_30m_vec[a.unwrap()].1.last().unwrap());
 
     
     // 1st filtering: supertrend(ATR period 10, multiplier: 1.3, 30m close price), the area should be in SELL area.
     let mut filtered_2nd_symbols: Vec<(String, i64)> = Vec::new();
     filtered_2nd_symbols.push((String::from("BTCUSDT"), alldata.rt_price_30m_vec[a.unwrap()].1.last().unwrap().close_time));
+    filtered_2nd_symbols.push((String::from("XRPUSDT"), alldata.rt_price_30m_vec[b.unwrap()].1.last().unwrap().close_time));
 
     // 4th filtering: RSI (length: 10, 30m close price) the current index should be lower than 28.
     
-    let mut rsi10_30m_data: Vec<(String, Vec<RsiData>)> = Vec::new();
+    let mut rsi10_30m_data: Vec<(String, Vec<RsiData>)> = rsi(
-    rsi(
+        14,
-        10,
         &alldata.rt_price_30m_vec,
-        &mut rsi10_30m_data,
         &filtered_2nd_symbols,
     )
     .await?;
-    let stoch_rsi = stoch_rsi(&rsi10_30m_data, 10, 3, 3).await;
 
-    let mut a = stoch_rsi.unwrap();
+    let stoch_rsi = stoch_rsi(&rsi10_30m_data, 14, 3, 3).await?;
-    a.reverse();
+
-    a.truncate(30);
-    a.reverse();
-    println!("BTCUSDT StochRsi: {:?}", a);
-    
     // for element in filtered_2nd_symbols {
     //     let rsi10_30m_option = rsi10_30m_data.iter().position(|x| *x.0 == element.0);