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Delete unnecessary threading

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This commit is contained in:
Sik Yoon 2024-01-13 19:36:30 +09:00
parent bcdb693049
commit 61844671ba
1 changed files with 73 additions and 106 deletions
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179
src/strategy_team/strategy_006.rs
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@ -91,76 +91,24 @@ pub async fn list_up_for_buy(
// 3rd filtering: the 5 previous ADX(10, 10)s are over 25.0 and increased // 3rd filtering: the 5 previous ADX(10, 10)s are over 25.0 and increased
let filtered_data_2nd = filtered_data_2nd_arc.lock().await.clone(); let filtered_data_2nd = filtered_data_2nd_arc.lock().await.clone();
let mut filtered_data_3rd: Vec<FilteredData> = Vec::new(); let mut filtered_data_3rd: Vec<FilteredData> = Vec::new();
let mut filtered_data_3rd_arc: Arc<Mutex<Vec<FilteredData>>> =
Arc::new(Mutex::new(filtered_data_3rd));
let mut task_vec = Vec::new();
let valid_symbol_vec_c = alldata.valid_symbol_vec.clone();
let adx_vec = adx(10, 10, &alldata.rt_price_30m_vec, &filtered_data_2nd).await?; let adx_vec = adx(10, 10, &alldata.rt_price_30m_vec, &filtered_data_2nd).await?;
for element in filtered_data_2nd { for element in filtered_data_2nd {
let mut adx_vec_c = adx_vec.clone(); let idx_result = adx_vec.iter().position(|elem| elem.0 == element.symbol);
let symbol = element.symbol.clone();
let close_time = element.closetime;
let idx_result = adx_vec.iter().position(|elem| elem.0 == symbol);
let filtered_data_3rd_arc_c = Arc::clone(&filtered_data_3rd_arc);
if idx_result.is_some(){ if idx_result.is_some(){
task_vec.push(tokio::spawn(async move { let closetime_idx_result = adx_vec[idx_result.unwrap()].1.iter().position(|elem| elem.close_time == element.closetime);
let closetime_idx_result = adx_vec_c[idx_result.unwrap()].1.iter().position(|elem| elem.close_time==close_time); if closetime_idx_result.is_some() {
if closetime_idx_result.is_some() { if adx_vec[idx_result.unwrap()].1[closetime_idx_result.unwrap()-1].adx > 25.0 &&
if adx_vec_c[idx_result.unwrap()].1[closetime_idx_result.unwrap()-1].adx > 25.0 && adx_vec[idx_result.unwrap()].1[closetime_idx_result.unwrap()-2].adx > 25.0 &&
adx_vec_c[idx_result.unwrap()].1[closetime_idx_result.unwrap()-2].adx > 25.0 && adx_vec[idx_result.unwrap()].1[closetime_idx_result.unwrap()-3].adx > 25.0 &&
adx_vec_c[idx_result.unwrap()].1[closetime_idx_result.unwrap()-3].adx > 25.0 && adx_vec[idx_result.unwrap()].1[closetime_idx_result.unwrap()-4].adx > 25.0 &&
adx_vec_c[idx_result.unwrap()].1[closetime_idx_result.unwrap()-4].adx > 25.0 && adx_vec[idx_result.unwrap()].1[closetime_idx_result.unwrap()-5].adx > 25.0 &&
adx_vec_c[idx_result.unwrap()].1[closetime_idx_result.unwrap()-5].adx > 25.0 && adx_vec[idx_result.unwrap()].1[closetime_idx_result.unwrap()-1].adx > adx_vec[idx_result.unwrap()].1[closetime_idx_result.unwrap()-2].adx &&
adx_vec_c[idx_result.unwrap()].1[closetime_idx_result.unwrap()-1].adx > adx_vec_c[idx_result.unwrap()].1[closetime_idx_result.unwrap()-2].adx && adx_vec[idx_result.unwrap()].1[closetime_idx_result.unwrap()-2].adx > adx_vec[idx_result.unwrap()].1[closetime_idx_result.unwrap()-3].adx &&
adx_vec_c[idx_result.unwrap()].1[closetime_idx_result.unwrap()-2].adx > adx_vec_c[idx_result.unwrap()].1[closetime_idx_result.unwrap()-3].adx && adx_vec[idx_result.unwrap()].1[closetime_idx_result.unwrap()-3].adx > adx_vec[idx_result.unwrap()].1[closetime_idx_result.unwrap()-4].adx &&
adx_vec_c[idx_result.unwrap()].1[closetime_idx_result.unwrap()-3].adx > adx_vec_c[idx_result.unwrap()].1[closetime_idx_result.unwrap()-4].adx && adx_vec[idx_result.unwrap()].1[closetime_idx_result.unwrap()-4].adx > adx_vec[idx_result.unwrap()].1[closetime_idx_result.unwrap()-5].adx {
adx_vec_c[idx_result.unwrap()].1[closetime_idx_result.unwrap()-4].adx > adx_vec_c[idx_result.unwrap()].1[closetime_idx_result.unwrap()-5].adx {
let mut filtered_3rd_symbols_lock =
filtered_data_3rd_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_3rd_symbols_lock.push(filtered_data);
}
}
}));
}
}
try_join_all(task_vec).await?;
// 4th filtering: the latest 5 30m candle close prices > EMA 200
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 ema_vec = ema(200, &alldata.rt_price_30m_vec, &filtered_data_3rd).await?;
for element in filtered_data_3rd {
let mut opclo_30m_vec = alldata.rt_price_30m_vec.clone();
let mut supertrend_vec: Vec<SupertrendData> = Vec::new();
let ema_vec_c = ema_vec.clone();
let filtered_data_4th_arc_c = Arc::clone(&filtered_data_4th_arc);
task_vec.push(tokio::spawn(async move {
let ema_search_result = ema_vec_c.iter().position(|x| x.0 == element.symbol);
let candle_search_result = opclo_30m_vec.iter().position(|x| x.0 == element.symbol);
if ema_search_result.is_some() && candle_search_result.is_some() {
let search_result = ema_vec_c[ema_search_result.unwrap()].1.binary_search_by_key(
&opclo_30m_vec[candle_search_result.unwrap()].1.last().unwrap().close_time,
|EmaData {
ema_value,
close_time,
}| *close_time);
if search_result.is_ok_and(|x| ema_vec_c[ema_search_result.unwrap()].1[search_result.unwrap()].ema_value < opclo_30m_vec[candle_search_result.unwrap()].1[opclo_30m_vec[candle_search_result.unwrap()].1.len()-1].close_price) &&
search_result.is_ok_and(|x| ema_vec_c[ema_search_result.unwrap()].1[search_result.unwrap()-1].ema_value < opclo_30m_vec[candle_search_result.unwrap()].1[opclo_30m_vec[candle_search_result.unwrap()].1.len()-2].close_price) &&
search_result.is_ok_and(|x| ema_vec_c[ema_search_result.unwrap()].1[search_result.unwrap()-2].ema_value < opclo_30m_vec[candle_search_result.unwrap()].1[opclo_30m_vec[candle_search_result.unwrap()].1.len()-3].close_price) &&
search_result.is_ok_and(|x| ema_vec_c[ema_search_result.unwrap()].1[search_result.unwrap()-3].ema_value < opclo_30m_vec[candle_search_result.unwrap()].1[opclo_30m_vec[candle_search_result.unwrap()].1.len()-4].close_price) &&
search_result.is_ok_and(|x| ema_vec_c[ema_search_result.unwrap()].1[search_result.unwrap()-4].ema_value < opclo_30m_vec[candle_search_result.unwrap()].1[opclo_30m_vec[candle_search_result.unwrap()].1.len()-5].close_price) {
let mut filtered_4th_symbols_lock =
filtered_data_4th_arc_c.lock().await;
let mut filtered_data = FilteredData::new(); let mut filtered_data = FilteredData::new();
filtered_data.symbol = element.symbol.clone(); filtered_data.symbol = element.symbol.clone();
filtered_data.closetime = element.closetime; filtered_data.closetime = element.closetime;
@ -168,57 +116,76 @@ pub async fn list_up_for_buy(
filtered_data.stoploss = element.stoploss; filtered_data.stoploss = element.stoploss;
filtered_data.target_price = element.target_price; filtered_data.target_price = element.target_price;
filtered_4th_symbols_lock.push(filtered_data); filtered_data_3rd.push(filtered_data);
} }
} }
})); }
}
// 4th filtering: the latest 5 30m candle close prices > EMA 200
let mut filtered_data_4th: Vec<FilteredData> = Vec::new();
let ema_vec = ema(200, &alldata.rt_price_30m_vec, &filtered_data_3rd).await?;
for element in filtered_data_3rd {
let ema_search_result = ema_vec.iter().position(|x| x.0 == element.symbol);
let candle_search_result = alldata.rt_price_30m_vec.iter().position(|x| x.0 == element.symbol);
if ema_search_result.is_some() && candle_search_result.is_some() {
let search_result = ema_vec[ema_search_result.unwrap()].1.binary_search_by_key(
&alldata.rt_price_30m_vec[candle_search_result.unwrap()].1.last().unwrap().close_time,
|EmaData {
ema_value,
close_time,
}| *close_time);
if search_result.is_ok_and(|x| ema_vec[ema_search_result.unwrap()].1[search_result.unwrap()].ema_value < alldata.rt_price_30m_vec[candle_search_result.unwrap()].1[alldata.rt_price_30m_vec[candle_search_result.unwrap()].1.len()-1].close_price) &&
search_result.is_ok_and(|x| ema_vec[ema_search_result.unwrap()].1[search_result.unwrap()-1].ema_value < alldata.rt_price_30m_vec[candle_search_result.unwrap()].1[alldata.rt_price_30m_vec[candle_search_result.unwrap()].1.len()-2].close_price) &&
search_result.is_ok_and(|x| ema_vec[ema_search_result.unwrap()].1[search_result.unwrap()-2].ema_value < alldata.rt_price_30m_vec[candle_search_result.unwrap()].1[alldata.rt_price_30m_vec[candle_search_result.unwrap()].1.len()-3].close_price) &&
search_result.is_ok_and(|x: usize| ema_vec[ema_search_result.unwrap()].1[search_result.unwrap()-3].ema_value < alldata.rt_price_30m_vec[candle_search_result.unwrap()].1[alldata.rt_price_30m_vec[candle_search_result.unwrap()].1.len()-4].close_price) &&
search_result.is_ok_and(|x| ema_vec[ema_search_result.unwrap()].1[search_result.unwrap()-4].ema_value < alldata.rt_price_30m_vec[candle_search_result.unwrap()].1[alldata.rt_price_30m_vec[candle_search_result.unwrap()].1.len()-5].close_price) {
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_data_4th.push(filtered_data);
}
}
} }
try_join_all(task_vec).await?;
// 5th filtering: 0.5% <= the average amplitude of the latest 10 30m candles <= 1.0% // 5th filtering: 0.5% <= the average amplitude of the latest 10 30m candles <= 1.0%
let filtered_data_4th_c = filtered_data_4th_arc.lock().await.clone();
let mut filtered_data_5th: Vec<FilteredData> = Vec::new(); let mut filtered_data_5th: Vec<FilteredData> = Vec::new();
let mut filtered_data_5th_arc: Arc<Mutex<Vec<FilteredData>>> = for element in filtered_data_4th {
Arc::new(Mutex::new(filtered_data_5th)); let position_idx = alldata.rt_price_30m_vec.iter().position(|elem| elem.0 == element.symbol);
let mut task_vec = Vec::new();
for element in filtered_data_4th_c { if position_idx.is_some() {
let mut supertrend_vec: Vec<SupertrendData> = Vec::new(); let vec_len = alldata.rt_price_30m_vec[position_idx.unwrap()].1.len();
let rt_price_30m_vec_c = alldata.rt_price_30m_vec.clone(); if vec_len >= 11 {
let filtered_data_5th_arc_c = Arc::clone(&filtered_data_5th_arc); let candles = alldata.rt_price_30m_vec[position_idx.unwrap()].1.get(vec_len-12..vec_len-1).unwrap();
let windows = candles.windows(2);
let mut average_amplitude = 0.0;
task_vec.push(tokio::spawn(async move { for window in windows {
let position_idx = rt_price_30m_vec_c.iter().position(|elem| elem.0 == element.symbol); average_amplitude += (window.last().unwrap().high_price - window.last().unwrap().low_price) / window.first().unwrap().close_price;
}
if position_idx.is_some() { average_amplitude /= 10.0;
let vec_len = rt_price_30m_vec_c[position_idx.unwrap()].1.len();
if vec_len >= 11 {
let candles = rt_price_30m_vec_c[position_idx.unwrap()].1.get(vec_len-12..vec_len-1).unwrap();
let windows = candles.windows(2);
let mut average_amplitude = 0.0;
for window in windows { if 0.005 <= average_amplitude && average_amplitude <= 0.01 {
average_amplitude += (window.last().unwrap().high_price - window.last().unwrap().low_price) / window.first().unwrap().close_price; let mut filtered_data = FilteredData::new();
} filtered_data.symbol = element.symbol.clone();
average_amplitude /= 10.0; filtered_data.closetime = element.closetime;
filtered_data.current_price = element.current_price;
if 0.005 <= average_amplitude && average_amplitude <= 0.01 { filtered_data.stoploss = element.stoploss;
let mut filtered_data_5th_lock = filtered_data_5th_arc_c.lock().await; filtered_data.target_price = element.target_price;
let mut filtered_data = FilteredData::new();
filtered_data.symbol = element.symbol.clone(); filtered_data_5th.push(filtered_data);
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_data_5th_lock.push(filtered_data);
}
} }
} }
})); }
} }
try_join_all(task_vec).await?;
let final_filtered_data = duplicate_filter(6, &filtered_data_5th_arc.lock().await.clone()).await?; let final_filtered_data = duplicate_filter(6, &filtered_data_5th).await?;
insert_pre_suggested_coins(6, false, &final_filtered_data, &alldata).await; insert_pre_suggested_coins(6, false, &final_filtered_data, &alldata).await;
Ok(()) Ok(())