Add filtering

src/strategy_team/strategy_004.rs

@@ -68,7 +68,7 @@ pub async fn list_up_for_buy(
     }
     try_join_all(task_vec).await?;
 
-    // 2nd filtering: supertrend(ATR period 10, multiplier: 1.1, 30m close price), signal should be BUY
+    // 2nd filtering: supertrend(ATR period 10, multiplier: 1.2, 30m close price), signal should be BUY
     let filtered_data_1st = filtered_data_1st_arc.lock().await.clone();
     let mut filtered_data_2nd: Vec<FilteredData> = Vec::new();
     let mut filtered_data_2nd_arc: Arc<Mutex<Vec<FilteredData>>> =
@@ -85,7 +85,7 @@ pub async fn list_up_for_buy(
                 .iter()
                 .position(|x| *x.0 == element.symbol);
             let supertrend_option_30m =
-                supertrend(&element.symbol, &rt_price_30m_vec_c, 10, 1.1, true).await;
+                supertrend(&element.symbol, &rt_price_30m_vec_c, 10, 1.2, true).await;
 
             if rt_30m_option.is_some() && supertrend_option_30m.is_some() {
                 rt_30m_vec = rt_price_30m_vec_c[rt_30m_option.unwrap()].1.clone();
@@ -319,6 +319,51 @@ pub async fn list_up_for_buy(
     }
     try_join_all(task_vec).await?;
 
+    // 7th filtering: ema3_30m < ema5_30m latest 3 candles
+    let filtered_data_6th_c = filtered_data_6th_arc.lock().await.clone();
+    let mut filtered_data_7th: Vec<FilteredData> = Vec::new();
+    let mut filtered_data_7th_arc: Arc<Mutex<Vec<FilteredData>>> =
+        Arc::new(Mutex::new(filtered_data_7th));
+    let mut task_vec = Vec::new();
+    let ema3_30m_data = ema(3, &alldata.rt_price_30m_vec, &filtered_data_6th_c).await?;
+    let ema5_30m_data = ema(5, &alldata.rt_price_30m_vec, &filtered_data_6th_c).await?;
+    for element in filtered_data_6th_c {
+        let filtered_data_7th_arc_c = Arc::clone(&filtered_data_7th_arc);
+        let ema3_30m_data_c = ema3_30m_data.clone();
+        let ema5_30m_data_c = ema5_30m_data.clone();
+
+        task_vec.push(tokio::spawn(async move {
+            let ema3_idx = ema3_30m_data_c.iter().position(|elem| elem.0 == element.symbol);
+            let ema5_idx = ema5_30m_data_c.iter().position(|elem| elem.0 == element.symbol);
+
+            if ema3_idx.is_some() && ema5_idx.is_some() {
+                let ema3_30m = &ema3_30m_data_c[ema3_idx.unwrap()].1;
+                let ema5_30m = &ema5_30m_data_c[ema3_idx.unwrap()].1;
+
+                let ema3_close_time_idx = ema3_30m.iter().position(|elem| elem.close_time == element.closetime);
+                let ema5_close_time_idx = ema5_30m.iter().position(|elem| elem.close_time == element.closetime);
+
+                if ema3_30m.len() >= 5 && ema5_30m.len() >= 5 && ema3_close_time_idx.is_some() && ema5_close_time_idx.is_some() {
+                    if ema3_30m[ema3_close_time_idx.unwrap()-1].ema_value < ema5_30m[ema5_close_time_idx.unwrap()-1].ema_value ||
+                    ema3_30m[ema3_close_time_idx.unwrap()-2].ema_value < ema5_30m[ema5_close_time_idx.unwrap()-2].ema_value ||
+                    ema3_30m[ema3_close_time_idx.unwrap()-3].ema_value < ema5_30m[ema5_close_time_idx.unwrap()-3].ema_value {
+                        let mut filtered_data_7th_lock = filtered_data_7th_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_data_7th_lock.push(filtered_data);
+                    }
+                    
+                }
+            }
+        }));
+    }
+    try_join_all(task_vec).await?;
+
     // // 4th filtering: StochRSI (RSI length: 3, Stoch length: 3, smooth k: 3, smooth d: 3) 80 > k > kn-1
     // let filtered_4th_symbol_c = filtered_data_4th_arc.lock().await.clone();
     // let mut rsi10_1d_data: Vec<(String, Vec<RsiData>)> =
@@ -401,7 +446,7 @@ pub async fn list_up_for_buy(
     // }
     // try_join_all(task_vec).await?;
 
-    let final_filtered_data = filtered_data_6th_arc.lock().await.clone();
+    let final_filtered_data = filtered_data_7th_arc.lock().await.clone();
     insert_pre_suggested_coins(4, false, &final_filtered_data, &alldata).await;
 
     Ok(())

src/value_estimation_team/indicators/ema.rs

@@ -8,6 +8,7 @@ use serde::Deserialize;
 use sqlx::FromRow;
 use std::sync::Arc;
 use tokio::{fs::*, io::AsyncWriteExt, sync::Mutex, time::*};
+use super::FilteredData;
 
 #[derive(Clone, Debug)]
 pub struct EmaData {
@@ -28,7 +29,7 @@ impl EmaData {
 pub async fn ema(
     moving_number: usize,
     input_rt_data: &Vec<(String, Vec<RealtimePriceData>)>,
-    filtered_symbols: &Vec<(String, i64)>,
+    filtered_symbols: &Vec<FilteredData>,
 ) -> Result<Vec<(String, Vec<EmaData>)>, Box<dyn std::error::Error + Send + Sync>> {
     if filtered_symbols.is_empty() {
         Err("Err")?;
@@ -41,13 +42,13 @@ pub async fn ema(
     let mut ema_data_wrapper: Vec<(String, Vec<EmaData>)> = Vec::new();
     let mut ema_data_wrapper_arc = Arc::new(Mutex::new(ema_data_wrapper));
     let mut task_vec = Vec::new();
-    for symbol in filtered_symbols {
+    for filtered_elem in filtered_symbols {
-        let symbol_search_result = input_rt_data.iter().position(|x| x.0 == *symbol.0);
+        let symbol_search_result = input_rt_data.iter().position(|x| x.0 == *filtered_elem.symbol);
 
         match symbol_search_result {
             Some(T) => {
                 let ema_data_wrapper_arc_c = Arc::clone(&ema_data_wrapper_arc);
-                let symbol_c = symbol.clone();
+                let filtered_elem_c = filtered_elem.clone();
                 let mut ema_data = EmaData::new();
                 let mut ema_data_vec: Vec<EmaData> = Vec::new();
                 let input_rt_data_c = input_rt_data.clone();
@@ -83,7 +84,7 @@ pub async fn ema(
                         }
                     }
                     let mut ema_data_wrapper_lock = ema_data_wrapper_arc_c.lock().await;
-                    ema_data_wrapper_lock.push((symbol_c.0.clone(), ema_data_vec.clone()));
+                    ema_data_wrapper_lock.push((filtered_elem_c.symbol.clone(), ema_data_vec.clone()));
                 }));
             }
             None => {}

src/value_estimation_team/indicators/mod.rs

@@ -7,3 +7,5 @@ pub mod sma;
 pub mod stoch_rsi;
 pub mod supertrend;
 pub mod tema;
+
+use crate::strategy_team::FilteredData;