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Update filtering

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This commit is contained in:
Sik Yoon 2024-06-06 14:29:49 +09:00
parent 805d8c87e8
commit 64f1ef7851
2 changed files with 15 additions and 4 deletions
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9
src/strategy_team/future_strategy_long.rs
View File

@ -36,14 +36,19 @@ pub async fn list_up_for_buy(
// current lr > prev lr, current r_squared <= 0.01
let mut keys_to_remove: HashSet<String> = HashSet::new();
let lr_map = linear_regression(10, 0, &alldata.rt_price_30m_vec, &filtered_data).await?;
let sma_map = sma(10, &alldata.rt_price_30m_vec, &filtered_data).await?;
for (symbol, values) in &mut filtered_data {
let mut do_buy = false;
if let (Some(lr_vec), Some(current_info)) = (lr_map.get(symbol), get_current_price_decimal(&symbol, &alldata.rt_price_30m_vec).await) {
if let (Some(lr_vec), Some(sma_vec), Some(current_info)) = (lr_map.get(symbol), sma_map.get(symbol), get_current_price_decimal(&symbol, &alldata.rt_price_30m_vec).await) {
if lr_vec.len() > 10
&& sma_vec.len() > 10
&& lr_vec.last().is_some_and(|x| x.close_time > server_epoch)
&& sma_vec.last().is_some_and(|x| x.close_time > server_epoch)
&& lr_vec[lr_vec.len()-1].lr_value > lr_vec[lr_vec.len()-2].lr_value
&& lr_vec[lr_vec.len()-2].lr_value > lr_vec[lr_vec.len()-3].lr_value
&& lr_vec.last().unwrap().r_squared <= 0.01
&& lr_vec[lr_vec.len()-1].lr_value >= sma_vec[sma_vec.len()-1].sma_value
&& lr_vec[lr_vec.len()-2].lr_value <= sma_vec[sma_vec.len()-1].sma_value
{
values.closetime = current_info.1;
do_buy = true;
@ -401,7 +406,7 @@ pub async fn list_up_for_sell(all_data: &AllData, futures_exchange_info_map: &Ha
}
let minimum_candles = 5;
let maximum_candles = 6;
let maximum_candles = 20;
// for count_candles in minimum_candles..=maximum_candles {
// if count_candles < maximum_candles
// && server_epoch - element.transact_time

10
src/strategy_team/future_strategy_short.rs
View File

@ -36,14 +36,20 @@ pub async fn list_up_for_buy(
// current lr < prev lr, current r_squared <= 0.01
let mut keys_to_remove: HashSet<String> = HashSet::new();
let lr_map = linear_regression(10, 0, &alldata.rt_price_30m_vec, &filtered_data).await?;
let sma10_map = sma(10, &alldata.rt_price_30m_vec, &filtered_data).await?;
for (symbol, values) in &mut filtered_data {
let mut do_buy = false;
if let (Some(lr_vec), Some(current_info)) = (lr_map.get(symbol), get_current_price_decimal(&symbol, &alldata.rt_price_30m_vec).await) {
if let (Some(lr_vec), Some(sma_vec), Some(current_info)) = (lr_map.get(symbol), sma10_map.get(symbol), get_current_price_decimal(&symbol, &alldata.rt_price_30m_vec).await) {
if lr_vec.len() > 10
&& sma_vec.len() > 10
&& lr_vec.last().is_some_and(|x| x.close_time > server_epoch)
&& sma_vec.last().is_some_and(|x| x.close_time > server_epoch)
&& lr_vec[lr_vec.len()-1].lr_value < lr_vec[lr_vec.len()-2].lr_value
&& lr_vec[lr_vec.len()-2].lr_value < lr_vec[lr_vec.len()-3].lr_value
&& lr_vec.last().unwrap().r_squared <= 0.01
&& lr_vec[lr_vec.len()-1].lr_value <= sma_vec[sma_vec.len()-1].sma_value
&& lr_vec[lr_vec.len()-2].lr_value >= sma_vec[sma_vec.len()-1].sma_value
{
values.closetime = current_info.1;
do_buy = true;
@ -405,7 +411,7 @@ pub async fn list_up_for_sell(all_data: &AllData, futures_exchange_info_map: &Ha
}
let minimum_candles = 5;
let maximum_candles = 6;
let maximum_candles = 20;
// for count_candles in minimum_candles..=maximum_candles {
// if count_candles < maximum_candles
// && server_epoch - element.transact_time