diff --git a/src/strategy_team/strategy_008.rs b/src/strategy_team/strategy_008.rs index f479e11..33ee1e7 100644 --- a/src/strategy_team/strategy_008.rs +++ b/src/strategy_team/strategy_008.rs @@ -45,21 +45,25 @@ pub async fn list_up_for_buy( } remove_keys(&mut filtered_data, keys_to_remove).await; - // current Tema(10) < current Tema(5) - // previous Tema(10) > previous Tema(5) + // current Tema(30) < current Tema(5) + // previous Tema(30) > previous Tema(5) let mut keys_to_remove: HashSet = HashSet::new(); - let tema_10 = tema(10, &alldata.rt_price_30m_vec, &filtered_data).await?; + let tema_30 = tema(30, &alldata.rt_price_30m_vec, &filtered_data).await?; let tema_5 = tema(5, &alldata.rt_price_30m_vec, &filtered_data).await?; + let tema_200 = tema(200, &alldata.rt_price_30m_vec, &filtered_data).await?; let server_epoch = get_server_epoch().await; for (symbol, values) in &mut filtered_data { - if let (Some(tema10_vec), Some(tema5_vec)) = (tema_10.get(symbol), tema_5.get(symbol)) { - if tema10_vec.len() > 10 && tema5_vec.len() > 10 && - tema10_vec.last().unwrap().close_time == tema5_vec.last().unwrap().close_time && - tema10_vec.last().unwrap().close_time > server_epoch && + if let (Some(tema30_vec), Some(tema5_vec), Some(tema_200_vec), Some(rt_price_vec)) = + (tema_30.get(symbol), tema_5.get(symbol), tema_200.get(symbol), alldata.rt_price_30m_vec.get(symbol)) { + if (tema30_vec.len() > 10 && tema5_vec.len() > 10 && tema_200_vec.len() > 10 && rt_price_vec.len() > 10) && + tema30_vec.last().unwrap().close_time == tema5_vec.last().unwrap().close_time && + tema_200_vec.last().unwrap().close_time == tema5_vec.last().unwrap().close_time && tema5_vec.last().unwrap().close_time > server_epoch { - if tema10_vec.last().unwrap().tema_value < tema5_vec.last().unwrap().tema_value && - tema10_vec[tema10_vec.len()-2].tema_value > tema5_vec[tema5_vec.len()-2].tema_value && - tema10_vec[tema10_vec.len()-3].tema_value > tema5_vec[tema5_vec.len()-3].tema_value{ + if tema30_vec.last().unwrap().tema_value < tema5_vec.last().unwrap().tema_value && + tema30_vec[tema30_vec.len()-2].tema_value > tema5_vec[tema5_vec.len()-2].tema_value && + tema30_vec[tema30_vec.len()-3].tema_value > tema5_vec[tema5_vec.len()-3].tema_value && + tema_200_vec.last().unwrap().tema_value < rt_price_vec.last().unwrap().opclo_price && + tema_200_vec[tema_200_vec.len()-2].tema_value < rt_price_vec[rt_price_vec.len()-2].opclo_price{ } else { keys_to_remove.insert(symbol.clone()); } @@ -114,28 +118,28 @@ pub async fn list_up_for_buy( remove_keys(&mut filtered_data, keys_to_remove).await; // current ADX(15, 15) < 25 - let mut keys_to_remove: HashSet = HashSet::new(); - let adx_vec = adx(15, 15, &alldata.rt_price_30m_vec, &filtered_data).await?; - for (symbol, values) in &mut filtered_data { - if let Some(adx_vec) = adx_vec.get(symbol) { - if let Some(last_idx) = adx_vec.iter().position(|elem| elem.close_time == values.closetime) { - if adx_vec.len() > 10 && - adx_vec[last_idx].adx < 25.0 { - } else { - keys_to_remove.insert(symbol.clone()); - } - } else { - keys_to_remove.insert(symbol.clone()); - } - } else { - keys_to_remove.insert(symbol.clone()); - } - } - remove_keys(&mut filtered_data, keys_to_remove).await; + // let mut keys_to_remove: HashSet = HashSet::new(); + // let adx_vec = adx(15, 15, &alldata.rt_price_30m_vec, &filtered_data).await?; + // for (symbol, values) in &mut filtered_data { + // if let Some(adx_vec) = adx_vec.get(symbol) { + // if let Some(last_idx) = adx_vec.iter().position(|elem| elem.close_time == values.closetime) { + // if adx_vec.len() > 10 && + // adx_vec[last_idx].adx < 25.0 { + // } else { + // keys_to_remove.insert(symbol.clone()); + // } + // } else { + // keys_to_remove.insert(symbol.clone()); + // } + // } else { + // keys_to_remove.insert(symbol.clone()); + // } + // } + // remove_keys(&mut filtered_data, keys_to_remove).await; - // StochRSI (RSI_len: 30, StochRSI_len: 30, K: 3, D: 3) K_current < 70, K_current > d_current + // StochRSI (RSI_len: 10, StochRSI_len: 10, K: 3, D: 3) K_current < 70, K_current > d_current let mut keys_to_remove: HashSet = HashSet::new(); - let stoch_rsis = stoch_rsi(30, 30, 3, 3, &alldata.rt_price_30m_vec, &filtered_data).await?; + let stoch_rsis = stoch_rsi(10, 10, 3, 3, &alldata.rt_price_30m_vec, &filtered_data).await?; for (symbol, values) in &mut filtered_data { if stoch_rsis.contains_key(symbol) { let stoch_rsi_vec = stoch_rsis.get(symbol).unwrap(); @@ -245,19 +249,19 @@ pub async fn list_up_for_sell( filtered_symbols.insert(element.symbol.clone(), FilteredDataValue::new()); } let supertrend_30m = supertrend(10, 2.0, true, &all_data.rt_price_30m_vec, &filtered_symbols).await?; - let tema_10 = tema(10, &all_data.rt_price_30m_vec, &filtered_symbols).await?; + let tema_30 = tema(30, &all_data.rt_price_30m_vec, &filtered_symbols).await?; let tema_5 = tema(5, &all_data.rt_price_30m_vec, &filtered_symbols).await?; for element in filled_buy_orders { let mut is_sell = false; let mut is_overturned = false; if element.used_usdt >= dec!(10.0) { - if let (Some(tema10_vec), Some(tema5_vec)) = (tema_10.get(&element.symbol), tema_5.get(&element.symbol)) { - if tema10_vec.len() > 2 && tema5_vec.len() > 2 && - tema10_vec.last().unwrap().close_time == tema5_vec.last().unwrap().close_time && - tema10_vec.last().unwrap().close_time > server_epoch && + if let (Some(tema30_vec), Some(tema5_vec)) = (tema_30.get(&element.symbol), tema_5.get(&element.symbol)) { + if tema30_vec.len() > 2 && tema5_vec.len() > 2 && + tema30_vec.last().unwrap().close_time == tema5_vec.last().unwrap().close_time && + tema30_vec.last().unwrap().close_time > server_epoch && tema5_vec.last().unwrap().close_time > server_epoch && - tema10_vec.last().unwrap().tema_value > tema5_vec.last().unwrap().tema_value && - tema10_vec[tema10_vec.len()-2].tema_value < tema5_vec[tema5_vec.len()-2].tema_value { + tema30_vec.last().unwrap().tema_value > tema5_vec.last().unwrap().tema_value && + tema30_vec[tema30_vec.len()-2].tema_value < tema5_vec[tema5_vec.len()-2].tema_value { is_overturned = true; } }