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Update filtering

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This commit is contained in:
Sik Yoon 2024-05-12 19:09:49 +09:00
parent 6d843dc0e2
commit 574f4f41f7
1 changed files with 7 additions and 7 deletions
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14
src/strategy_team/strategy_008.rs
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@ -52,19 +52,19 @@ pub async fn list_up_for_buy(
// remove_keys(&mut filtered_data, keys_to_remove).await; // remove_keys(&mut filtered_data, keys_to_remove).await;
// Wiliams %R(200) < -60.0 // Wiliams %R(200) < -60.0
// Wiliams %R(30) < -60.0 // Wiliams %R(50) < -60.0
let mut keys_to_remove: HashSet<String> = HashSet::new(); let mut keys_to_remove: HashSet<String> = HashSet::new();
let mut wprs200 = wiliams_percent_r(200, &alldata.rt_price_30m_vec, &filtered_data).await?; 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; let server_epoch = get_server_epoch().await;
for (symbol, values) in &mut filtered_data { 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 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().close_time > server_epoch
&& wpr200_vec.last().unwrap().r_value < -60.0 && wpr200_vec.last().unwrap().r_value < -60.0
&& wpr30_vec.last().unwrap().close_time > server_epoch && wpr50_vec.last().unwrap().close_time > server_epoch
&& wpr30_vec.last().unwrap().r_value < -60.0 && wpr50_vec.last().unwrap().r_value < -60.0
{ {
} else { } else {
keys_to_remove.insert(symbol.clone()); 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()); filtered_symbols.insert(element.symbol.clone(), FilteredDataValue::new());
} }
let supertrend_30m = 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_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_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?; let tema_100 = tema(100, &all_data.rt_price_30m_vec, &filtered_symbols).await?;