From 574f4f41f71a3be81650d60d02b25dd9a1c17ab0 Mon Sep 17 00:00:00 2001 From: Sik Yoon Date: Sun, 12 May 2024 19:09:49 +0900 Subject: [PATCH] Update filtering --- src/strategy_team/strategy_008.rs | 14 +++++++------- 1 file changed, 7 insertions(+), 7 deletions(-) diff --git a/src/strategy_team/strategy_008.rs b/src/strategy_team/strategy_008.rs index d300b61..3b96b34 100644 --- a/src/strategy_team/strategy_008.rs +++ b/src/strategy_team/strategy_008.rs @@ -52,19 +52,19 @@ pub async fn list_up_for_buy( // remove_keys(&mut filtered_data, keys_to_remove).await; // Wiliams %R(200) < -60.0 - // Wiliams %R(30) < -60.0 + // Wiliams %R(50) < -60.0 let mut keys_to_remove: HashSet = HashSet::new(); let mut wprs200 = wiliams_percent_r(200, &alldata.rt_price_30m_vec, &filtered_data).await?; - let mut wprs30 = wiliams_percent_r(30, &alldata.rt_price_30m_vec, &filtered_data).await?; + let mut wprs50 = wiliams_percent_r(50, &alldata.rt_price_30m_vec, &filtered_data).await?; let server_epoch = get_server_epoch().await; for (symbol, values) in &mut filtered_data { - if let (Some(wpr200_vec), Some(wpr30_vec)) = (wprs200.get(symbol), wprs30.get(symbol)) { + if let (Some(wpr200_vec), Some(wpr50_vec)) = (wprs200.get(symbol), wprs50.get(symbol)) { if wpr200_vec.len() > 15 - && wpr30_vec.len() > 15 + && wpr50_vec.len() > 15 && wpr200_vec.last().unwrap().close_time > server_epoch && wpr200_vec.last().unwrap().r_value < -60.0 - && wpr30_vec.last().unwrap().close_time > server_epoch - && wpr30_vec.last().unwrap().r_value < -60.0 + && wpr50_vec.last().unwrap().close_time > server_epoch + && wpr50_vec.last().unwrap().r_value < -60.0 { } else { keys_to_remove.insert(symbol.clone()); @@ -353,7 +353,7 @@ pub async fn list_up_for_sell( filtered_symbols.insert(element.symbol.clone(), FilteredDataValue::new()); } let supertrend_30m = - supertrend(10, 2.0, true, &all_data.rt_price_30m_vec, &filtered_symbols).await?; + supertrend(10, 3.0, true, &all_data.rt_price_30m_vec, &filtered_symbols).await?; let tema_300 = tema(300, &all_data.rt_price_30m_vec, &filtered_symbols).await?; let tema_200 = tema(200, &all_data.rt_price_30m_vec, &filtered_symbols).await?; let tema_100 = tema(100, &all_data.rt_price_30m_vec, &filtered_symbols).await?;