Update filtering

src/strategy_team/future_strategy_long.rs

@@ -121,6 +121,57 @@ pub async fn list_up_for_buy(
     }
     remove_keys(&mut filtered_data, keys_to_remove).await;
 
+    let mut keys_to_remove: HashSet<String> = HashSet::new();
+    let server_epoch = get_server_epoch().await;
+    for (symbol, values) in &mut filtered_data {
+        let mut do_buy = false;
+        let opclo_sample_length: usize = 60; // 15 candle samsples
+        let mut target_profit_percent = 0.0;
+        if let Some(price_1m_vec) = alldata.rt_price_1m_vec.get(symbol) {
+            let vec_len = price_1m_vec.len();
+            if let Some(candles) =
+                price_1m_vec.get(vec_len - opclo_sample_length - 2..vec_len - 1)
+            {
+                let windows = candles.windows(2);
+                let mut sum_amplitude_candles = 0.0;
+                let mut sum_ratio_amp_body = 0.0;
+                let mut average_amplitude = 0.0;
+
+                for window in windows {
+                    sum_amplitude_candles += ((window.last().unwrap().high_price
+                        - window.last().unwrap().low_price)
+                        * 100.0)
+                        / window.first().unwrap().close_price;
+                }
+                let average_amplitude = sum_amplitude_candles / opclo_sample_length as f64; // percent unit
+                let mut amplitude_variance = 0.0;
+
+                let windows = candles.windows(2);
+                for window in windows {
+                    amplitude_variance += ((((window.last().unwrap().high_price
+                        - window.last().unwrap().low_price)
+                        * 100.0)
+                        / window.first().unwrap().close_price)
+                        - average_amplitude)
+                        .powi(2);
+                }
+                amplitude_variance = amplitude_variance / (opclo_sample_length - 1) as f64;
+                let standard_deviation_amplitude = amplitude_variance.sqrt();
+                target_profit_percent =
+                    average_amplitude + (standard_deviation_amplitude * 0.5);
+
+                if target_profit_percent * 2.0 > 0.14 {
+                    do_buy = true;
+                }
+            }
+        }
+        
+        if do_buy == false {
+            keys_to_remove.insert(symbol.clone());
+        }
+    }
+    remove_keys(&mut filtered_data, keys_to_remove).await;
+
     // StochRSI (RSI_len: 30, StochRSI_len: 30, K: 2, D: 2) K_current < 70, K_prev < 70, K_prev_1 < 70
     // let server_epoch = get_server_epoch().await;
     // let mut keys_to_remove: HashSet<String> = HashSet::new();

src/strategy_team/future_strategy_short.rs

@@ -121,6 +121,57 @@ pub async fn list_up_for_buy(
     }
     remove_keys(&mut filtered_data, keys_to_remove).await;
 
+    let mut keys_to_remove: HashSet<String> = HashSet::new();
+    let server_epoch = get_server_epoch().await;
+    for (symbol, values) in &mut filtered_data {
+        let mut do_buy = false;
+        let opclo_sample_length: usize = 60; // 15 candle samsples
+        let mut target_profit_percent = 0.0;
+        if let Some(price_1m_vec) = alldata.rt_price_1m_vec.get(symbol) {
+            let vec_len = price_1m_vec.len();
+            if let Some(candles) =
+                price_1m_vec.get(vec_len - opclo_sample_length - 2..vec_len - 1)
+            {
+                let windows = candles.windows(2);
+                let mut sum_amplitude_candles = 0.0;
+                let mut sum_ratio_amp_body = 0.0;
+                let mut average_amplitude = 0.0;
+
+                for window in windows {
+                    sum_amplitude_candles += ((window.last().unwrap().high_price
+                        - window.last().unwrap().low_price)
+                        * 100.0)
+                        / window.first().unwrap().close_price;
+                }
+                let average_amplitude = sum_amplitude_candles / opclo_sample_length as f64; // percent unit
+                let mut amplitude_variance = 0.0;
+
+                let windows = candles.windows(2);
+                for window in windows {
+                    amplitude_variance += ((((window.last().unwrap().high_price
+                        - window.last().unwrap().low_price)
+                        * 100.0)
+                        / window.first().unwrap().close_price)
+                        - average_amplitude)
+                        .powi(2);
+                }
+                amplitude_variance = amplitude_variance / (opclo_sample_length - 1) as f64;
+                let standard_deviation_amplitude = amplitude_variance.sqrt();
+                target_profit_percent =
+                    average_amplitude + (standard_deviation_amplitude * 0.5);
+
+                if target_profit_percent * 2.0 > 0.14 {
+                    do_buy = true;
+                }
+            }
+        }
+        
+        if do_buy == false {
+            keys_to_remove.insert(symbol.clone());
+        }
+    }
+    remove_keys(&mut filtered_data, keys_to_remove).await;
+
     // StochRSI (RSI_len: 30, StochRSI_len: 30, K: 2, D: 2) K_current < 70, K_prev < 70, K_prev_1 < 70
     // let server_epoch = get_server_epoch().await;
     // let mut keys_to_remove: HashSet<String> = HashSet::new();