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Update filtering

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This commit is contained in:
Sik Yoon 2024-04-12 04:22:09 +09:00
parent 51ad971321
commit 6933823fc4
1 changed files with 41 additions and 37 deletions
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78
src/strategy_team/strategy_008.rs
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@ -45,21 +45,25 @@ pub async fn list_up_for_buy(
} }
remove_keys(&mut filtered_data, keys_to_remove).await; remove_keys(&mut filtered_data, keys_to_remove).await;
// current Tema(10) < current Tema(5) // current Tema(30) < current Tema(5)
// previous Tema(10) > previous Tema(5) // previous Tema(30) > previous Tema(5)
let mut keys_to_remove: HashSet<String> = HashSet::new(); let mut keys_to_remove: HashSet<String> = 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_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; let server_epoch = get_server_epoch().await;
for (symbol, values) in &mut filtered_data { for (symbol, values) in &mut filtered_data {
if let (Some(tema10_vec), Some(tema5_vec)) = (tema_10.get(symbol), tema_5.get(symbol)) { if let (Some(tema30_vec), Some(tema5_vec), Some(tema_200_vec), Some(rt_price_vec)) =
if tema10_vec.len() > 10 && tema5_vec.len() > 10 && (tema_30.get(symbol), tema_5.get(symbol), tema_200.get(symbol), alldata.rt_price_30m_vec.get(symbol)) {
tema10_vec.last().unwrap().close_time == tema5_vec.last().unwrap().close_time && if (tema30_vec.len() > 10 && tema5_vec.len() > 10 && tema_200_vec.len() > 10 && rt_price_vec.len() > 10) &&
tema10_vec.last().unwrap().close_time > server_epoch && 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 { tema5_vec.last().unwrap().close_time > server_epoch {
if tema10_vec.last().unwrap().tema_value < tema5_vec.last().unwrap().tema_value && if tema30_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[tema30_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{ 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 { } else {
keys_to_remove.insert(symbol.clone()); 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; remove_keys(&mut filtered_data, keys_to_remove).await;
// current ADX(15, 15) < 25 // current ADX(15, 15) < 25
let mut keys_to_remove: HashSet<String> = HashSet::new(); // let mut keys_to_remove: HashSet<String> = HashSet::new();
let adx_vec = adx(15, 15, &alldata.rt_price_30m_vec, &filtered_data).await?; // let adx_vec = adx(15, 15, &alldata.rt_price_30m_vec, &filtered_data).await?;
for (symbol, values) in &mut filtered_data { // for (symbol, values) in &mut filtered_data {
if let Some(adx_vec) = adx_vec.get(symbol) { // 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 let Some(last_idx) = adx_vec.iter().position(|elem| elem.close_time == values.closetime) {
if adx_vec.len() > 10 && // if adx_vec.len() > 10 &&
adx_vec[last_idx].adx < 25.0 { // adx_vec[last_idx].adx < 25.0 {
} else { // } else {
keys_to_remove.insert(symbol.clone()); // keys_to_remove.insert(symbol.clone());
} // }
} else { // } else {
keys_to_remove.insert(symbol.clone()); // keys_to_remove.insert(symbol.clone());
} // }
} else { // } else {
keys_to_remove.insert(symbol.clone()); // keys_to_remove.insert(symbol.clone());
} // }
} // }
remove_keys(&mut filtered_data, keys_to_remove).await; // 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<String> = HashSet::new(); let mut keys_to_remove: HashSet<String> = 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 { for (symbol, values) in &mut filtered_data {
if stoch_rsis.contains_key(symbol) { if stoch_rsis.contains_key(symbol) {
let stoch_rsi_vec = stoch_rsis.get(symbol).unwrap(); 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()); 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 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?; let tema_5 = tema(5, &all_data.rt_price_30m_vec, &filtered_symbols).await?;
for element in filled_buy_orders { for element in filled_buy_orders {
let mut is_sell = false; let mut is_sell = false;
let mut is_overturned = false; let mut is_overturned = false;
if element.used_usdt >= dec!(10.0) { 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 let (Some(tema30_vec), Some(tema5_vec)) = (tema_30.get(&element.symbol), tema_5.get(&element.symbol)) {
if tema10_vec.len() > 2 && tema5_vec.len() > 2 && if tema30_vec.len() > 2 && tema5_vec.len() > 2 &&
tema10_vec.last().unwrap().close_time == tema5_vec.last().unwrap().close_time && tema30_vec.last().unwrap().close_time == tema5_vec.last().unwrap().close_time &&
tema10_vec.last().unwrap().close_time > server_epoch && tema30_vec.last().unwrap().close_time > server_epoch &&
tema5_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 && tema30_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[tema30_vec.len()-2].tema_value < tema5_vec[tema5_vec.len()-2].tema_value {
is_overturned = true; is_overturned = true;
} }
} }