Change filtering

src/coex/order_team.rs

@@ -66,6 +66,7 @@ pub struct BuyOrderedCoinList {
     pub pure_profit_percent: f64,
     pub minimum_profit_percent: f64,
     pub maximum_profit_percent: f64,
+    pub sell_count: u16,
     pub registerer: u16,
     pub is_long: u8,
 }
@@ -89,6 +90,7 @@ pub struct SellOrderedCoinList {
     pub base_qty_ordered: Decimal,
     pub pure_profit_percent: Decimal,
     pub maximum_profit_percent: f64,
+    pub sell_count: u16,
     pub registerer: u16,
     pub is_long: u8,
 }
@@ -132,6 +134,7 @@ impl DBlist for SellOrderedCoinList {
             base_qty_ordered: Decimal::new(0, 8),
             pure_profit_percent: Decimal::new(0, 8),
             maximum_profit_percent: 0.0,
+            sell_count: 0,
             registerer: 0,
             is_long: 0,
         };
@@ -160,6 +163,7 @@ impl DBlist for BuyOrderedCoinList {
             pure_profit_percent: 0.0,
             minimum_profit_percent: 0.0,
             maximum_profit_percent: 0.0,
+            sell_count: 0,
             registerer: 0,
             is_long: 0,
         };
@@ -326,6 +330,7 @@ pub async fn limit_order_buy(
         "pure_profit_percent",
         "minimum_profit_percent",
         "maximum_profit_percent",
+        "sell_count",
         "registerer",
         "is_long",
     ];
@@ -350,6 +355,7 @@ pub async fn limit_order_buy(
         insert_value_container.push(0.0.to_string()); // pure_profit_percent
         insert_value_container.push(0.0.to_string()); // minimum_profit_percent
         insert_value_container.push(0.0.to_string()); // maximum_profit_percent
+        insert_value_container.push(0.to_string()); // registerer
         insert_value_container.push(element.registerer.to_string()); // registerer
         insert_value_container.push(0.to_string()); // is_long
 
@@ -480,6 +486,7 @@ pub async fn limit_order_buy(
                     insert_value_container.push(0.0.to_string()); // pure_profit_percent
                     insert_value_container.push(0.0.to_string()); // minimum_profit_percent
                     insert_value_container.push(0.0.to_string()); // maximum_profit_percent
+                    insert_value_container.push(0.to_string()); // sell_count
                     insert_value_container.push(element.registerer.to_string()); // registerer
                     insert_value_container.push(0.to_string()); // is_long
 
@@ -718,6 +725,7 @@ pub async fn limit_order_sell(
         "base_qty_ordered",
         "pure_profit_percent",
         "maximum_profit_percent",
+        "sell_count",
         "registerer",
         "is_long",
     ];
@@ -1337,6 +1345,7 @@ pub async fn cancel_sell_order(
                         "pure_profit_percent",
                         "minimum_profit_percent",
                         "maximum_profit_percent",
+                        "sell_count",
                         "registerer",
                         "is_long",
                     ];
@@ -1381,6 +1390,7 @@ pub async fn cancel_sell_order(
                         insert_value_container.push(0.0.to_string()); // pure_profit_percent
                         insert_value_container.push(0.0.to_string()); // minimum_profit_percent
                         insert_value_container.push(order.maximum_profit_percent.to_string()); // maximum_profit_percent
+                        insert_value_container.push(order.sell_count.to_string()); // sell_count
                         insert_value_container.push(order.registerer.to_string()); // registerer
                         insert_value_container.push(order.is_long.to_string()); // is_long
 
@@ -1531,6 +1541,7 @@ pub async fn cancel_sell_order(
                                 insert_value_container.push(0.0.to_string()); // pure_profit_percent
                                 insert_value_container.push(0.0.to_string()); // minimum_profit_percent
                                 insert_value_container.push(0.0.to_string()); // maximum_profit_percent
+                                insert_value_container.push(order.sell_count.to_string()); // sell_count
                                 insert_value_container.push(order.registerer.to_string()); // registerer
                                 insert_value_container.push(order.is_long.to_string()); // is_long
 

src/strategy_team/strategy_005.rs

@@ -2,7 +2,7 @@ use super::{
     dec, decimal_add, decimal_sub, ema, exists_record, insert_pre_suggested_coins,
     limit_order_sell, rsi, select_filled_buy_orders, stoch_rsi, supertrend, try_join_all, AllData,
     Arc, Client, ClientBuilder, Decimal, EmaData, ExchangeInfo, FilteredData, Mutex,
-    RealtimePriceData, RoundingStrategy, RsiData, StochRsiData, SupertrendData, TradeFee, update_record3, adx, AdxData, server_epoch
+    RealtimePriceData, RoundingStrategy, RsiData, StochRsiData, SupertrendData, TradeFee, update_record3, adx, AdxData, server_epoch, MacdData, ema_macd
 };
 
 // Triple SuperTrend strategy
@@ -168,42 +168,32 @@ pub async fn list_up_for_buy(
     }
     try_join_all(task_vec).await?;
 
-    // 4th filtering: supertrend(ATR period 3, multiplier: 1.05, 1d close price), the area should be in UP area.
+    // 4th filtering: MACD 1d (fast:3, slow:7, smoothing:3) MACD > signal
     let filtered_data_3rd = filtered_data_3rd_arc.lock().await.clone();
     let mut filtered_data_4th: Vec<FilteredData> = Vec::new();
     let mut filtered_data_4th_arc: Arc<Mutex<Vec<FilteredData>>> =
         Arc::new(Mutex::new(filtered_data_4th));
     let mut task_vec = Vec::new();
-    let valid_symbol_vec_c = alldata.valid_symbol_vec.clone();
+    let macd_vec = ema_macd(3, 7, 3, &alldata.rt_price_1d_vec, &filtered_data_3rd).await?;
     for element in filtered_data_3rd {
         let mut opclo_1d_vec: Vec<RealtimePriceData> = Vec::new();
         let mut supertrend_vec: Vec<SupertrendData> = Vec::new();
-        let rt_price_1d_vec_c = alldata.rt_price_1d_vec.clone();
+        let macd_vec_c = macd_vec.clone();
         let filtered_data_4th_arc_c = Arc::clone(&filtered_data_4th_arc);
         task_vec.push(tokio::spawn(async move {
-            let supertrend_option_1d =
+            let search_result = macd_vec_c.iter().position(|x| x.0 == element.symbol);
-                supertrend(&element.symbol, &rt_price_1d_vec_c, 3, 1.05, true).await;
 
-            if supertrend_option_1d.is_some() {
+            if search_result.is_some_and(|a| macd_vec_c[a].1.last().unwrap().macd_value > macd_vec_c[a].1.last().unwrap().signal_value) {
-                supertrend_vec = supertrend_option_1d.unwrap();
+                let mut filtered_4th_symbols_lock =
+                    filtered_data_4th_arc_c.lock().await;
+                let mut filtered_data = FilteredData::new();
+                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;
 
-                if supertrend_vec.len() >= 3 {
+                filtered_4th_symbols_lock.push(filtered_data);
-                    if supertrend_vec.last().unwrap()
-                        .area
-                        .contains("UP")
-                    {
-                        let mut filtered_4th_symbols_lock =
-                            filtered_data_4th_arc_c.lock().await;
-                        let mut filtered_data = FilteredData::new();
-                        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_4th_symbols_lock.push(filtered_data);
-                    }
-                }
             }
         }));
     }

src/strategy_team/strategy_006.rs

@@ -2,7 +2,7 @@ use super::{
     dec, decimal_add, decimal_sub, ema, exists_record, insert_pre_suggested_coins,
     limit_order_sell, rsi, select_filled_buy_orders, stoch_rsi, supertrend, try_join_all, AllData,
     Arc, Client, ClientBuilder, Decimal, EmaData, ExchangeInfo, FilteredData, Mutex,
-    RealtimePriceData, RoundingStrategy, RsiData, StochRsiData, SupertrendData, TradeFee, update_record3, adx, AdxData, server_epoch
+    RealtimePriceData, RoundingStrategy, RsiData, StochRsiData, SupertrendData, TradeFee, update_record3, adx, AdxData, server_epoch, MacdData, ema_macd
 };
 
 // Triple SuperTrend strategy
@@ -176,42 +176,32 @@ pub async fn list_up_for_buy(
     }
     try_join_all(task_vec).await?;
 
-    // 4th filtering: supertrend(ATR period 3, multiplier: 1.05, 1d close price), the area should be in UP area.
+    // 4th filtering: MACD 1d (fast:3, slow:7, smoothing:3) MACD > signal
     let filtered_data_3rd = filtered_data_3rd_arc.lock().await.clone();
     let mut filtered_data_4th: Vec<FilteredData> = Vec::new();
     let mut filtered_data_4th_arc: Arc<Mutex<Vec<FilteredData>>> =
         Arc::new(Mutex::new(filtered_data_4th));
     let mut task_vec = Vec::new();
-    let valid_symbol_vec_c = alldata.valid_symbol_vec.clone();
+    let macd_vec = ema_macd(3, 7, 3, &alldata.rt_price_1d_vec, &filtered_data_3rd).await?;
     for element in filtered_data_3rd {
         let mut opclo_1d_vec: Vec<RealtimePriceData> = Vec::new();
         let mut supertrend_vec: Vec<SupertrendData> = Vec::new();
-        let rt_price_1d_vec_c = alldata.rt_price_1d_vec.clone();
+        let macd_vec_c = macd_vec.clone();
         let filtered_data_4th_arc_c = Arc::clone(&filtered_data_4th_arc);
         task_vec.push(tokio::spawn(async move {
-            let supertrend_option_1d =
+            let search_result = macd_vec_c.iter().position(|x| x.0 == element.symbol);
-                supertrend(&element.symbol, &rt_price_1d_vec_c, 3, 1.05, true).await;
 
-            if supertrend_option_1d.is_some() {
+            if search_result.is_some_and(|a| macd_vec_c[a].1.last().unwrap().macd_value > macd_vec_c[a].1.last().unwrap().signal_value) {
-                supertrend_vec = supertrend_option_1d.unwrap();
+                let mut filtered_4th_symbols_lock =
+                    filtered_data_4th_arc_c.lock().await;
+                let mut filtered_data = FilteredData::new();
+                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;
 
-                if supertrend_vec.len() >= 3 {
+                filtered_4th_symbols_lock.push(filtered_data);
-                    if supertrend_vec.last().unwrap()
-                        .area
-                        .contains("UP")
-                    {
-                        let mut filtered_4th_symbols_lock =
-                            filtered_data_4th_arc_c.lock().await;
-                        let mut filtered_data = FilteredData::new();
-                        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_4th_symbols_lock.push(filtered_data);
-                    }
-                }
             }
         }));
     }

src/strategy_team/strategy_manager.rs

@@ -37,7 +37,7 @@ pub async fn execute_list_up_for_buy(
     // let all_data_c4 = all_data.clone();
     let all_data_c5 = all_data.clone();
     let all_data_c6 = all_data.clone();
-    let all_data_ct = all_data.clone();
+    
     // strategist_001(all_data).await?;
     // strategist_002(all_data).await?;
     // task_vec.push(tokio::spawn(async move {
@@ -52,9 +52,10 @@ pub async fn execute_list_up_for_buy(
     task_vec.push(tokio::spawn(async move {
         crate::strategy_team::strategy_006::list_up_for_buy(all_data_c6).await;
     }));
-    task_vec.push(tokio::spawn(async move {
+    // let all_data_ct = all_data.clone();
-        crate::strategy_team::strategy_test::strategist_test(all_data_ct).await;
+    // task_vec.push(tokio::spawn(async move {
-    }));
+    //     crate::strategy_team::strategy_test::strategist_test(all_data_ct).await;
+    // }));
 
     try_join_all(task_vec).await?;
     Ok(())