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Update filtering

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This commit is contained in:
Sik Yoon 2024-05-25 03:24:43 +09:00
parent 0425911286
commit 583787432e
2 changed files with 48 additions and 48 deletions
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48
src/strategy_team/future_strategy_long.rs
View File

@ -30,30 +30,30 @@ pub async fn list_up_for_buy(
filtered_data.insert(symbol.clone(), FilteredDataValue::new());
}
// current Tema(15) < current Tema(60)
// let mut keys_to_remove: HashSet<String> = HashSet::new();
// let tema_15 = tema(15, &alldata.rt_price_1m_vec, &filtered_data).await?;
// let tema_60 = tema(60, &alldata.rt_price_1m_vec, &filtered_data).await?;
// let server_epoch = get_server_epoch().await;
// for (symbol, values) in &mut filtered_data {
// let mut do_buy = false;
// if let (Some(tema15_vec), Some(tema60_vec)) = (tema_15.get(symbol), tema_60.get(symbol)) {
// if tema15_vec.len() > 10
// && tema60_vec.len() > 10
// && tema15_vec.last().unwrap().close_time == tema60_vec.last().unwrap().close_time
// && tema15_vec.last().unwrap().close_time > server_epoch
// && tema60_vec.last().unwrap().close_time > server_epoch
// {
// if tema15_vec.last().unwrap().tema_value > tema60_vec.last().unwrap().tema_value {
// do_buy = true;
// }
// }
// }
// if do_buy == false {
// keys_to_remove.insert(symbol.clone());
// }
// }
// remove_keys(&mut filtered_data, keys_to_remove).await;
// current Tema(15) > current Tema(30)
let mut keys_to_remove: HashSet<String> = HashSet::new();
let tema_15 = tema(15, &alldata.rt_price_1m_vec, &filtered_data).await?;
let tema_30 = tema(30, &alldata.rt_price_1m_vec, &filtered_data).await?;
let server_epoch = get_server_epoch().await;
for (symbol, values) in &mut filtered_data {
let mut do_buy = false;
if let (Some(tema15_vec), Some(tema30_vec)) = (tema_15.get(symbol), tema_30.get(symbol)) {
if tema15_vec.len() > 10
&& tema30_vec.len() > 10
&& tema15_vec.last().unwrap().close_time == tema30_vec.last().unwrap().close_time
&& tema15_vec.last().unwrap().close_time > server_epoch
&& tema30_vec.last().unwrap().close_time > server_epoch
{
if tema15_vec.last().unwrap().tema_value > tema30_vec.last().unwrap().tema_value {
do_buy = true;
}
}
}
if do_buy == false {
keys_to_remove.insert(symbol.clone());
}
}
remove_keys(&mut filtered_data, keys_to_remove).await;
// Heatmap volume: filtering close price with Extra High is over the previous candle from 30 previous candles
// let mut keys_to_remove: HashSet<String> = HashSet::new();

48
src/strategy_team/future_strategy_short.rs
View File

@ -30,30 +30,30 @@ pub async fn list_up_for_buy(
filtered_data.insert(symbol.clone(), FilteredDataValue::new());
}
// current Tema(15) < current Tema(60)
// let mut keys_to_remove: HashSet<String> = HashSet::new();
// let tema_15 = tema(15, &alldata.rt_price_1m_vec, &filtered_data).await?;
// let tema_60 = tema(60, &alldata.rt_price_1m_vec, &filtered_data).await?;
// let server_epoch = get_server_epoch().await;
// for (symbol, values) in &mut filtered_data {
// let mut do_buy = false;
// if let (Some(tema15_vec), Some(tema60_vec)) = (tema_15.get(symbol), tema_60.get(symbol)) {
// if tema15_vec.len() > 10
// && tema60_vec.len() > 10
// && tema15_vec.last().unwrap().close_time == tema60_vec.last().unwrap().close_time
// && tema15_vec.last().unwrap().close_time > server_epoch
// && tema60_vec.last().unwrap().close_time > server_epoch
// {
// if tema15_vec.last().unwrap().tema_value < tema60_vec.last().unwrap().tema_value {
// do_buy = true;
// }
// }
// }
// if do_buy == false {
// keys_to_remove.insert(symbol.clone());
// }
// }
// remove_keys(&mut filtered_data, keys_to_remove).await;
// current Tema(15) < current Tema(30)
let mut keys_to_remove: HashSet<String> = HashSet::new();
let tema_15 = tema(15, &alldata.rt_price_1m_vec, &filtered_data).await?;
let tema_30 = tema(30, &alldata.rt_price_1m_vec, &filtered_data).await?;
let server_epoch = get_server_epoch().await;
for (symbol, values) in &mut filtered_data {
let mut do_buy = false;
if let (Some(tema15_vec), Some(tema30_vec)) = (tema_15.get(symbol), tema_30.get(symbol)) {
if tema15_vec.len() > 10
&& tema30_vec.len() > 10
&& tema15_vec.last().unwrap().close_time == tema30_vec.last().unwrap().close_time
&& tema15_vec.last().unwrap().close_time > server_epoch
&& tema30_vec.last().unwrap().close_time > server_epoch
{
if tema15_vec.last().unwrap().tema_value < tema30_vec.last().unwrap().tema_value {
do_buy = true;
}
}
}
if do_buy == false {
keys_to_remove.insert(symbol.clone());
}
}
remove_keys(&mut filtered_data, keys_to_remove).await;
// Heatmap volume: filtering close price with Extra High is over the previous candle from 30 previous candles
// let mut keys_to_remove: HashSet<String> = HashSet::new();