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Update filtering

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This commit is contained in:
Sik Yoon 2024-06-07 15:51:07 +09:00
parent 6bb2b2df8e
commit 73e72bdd3c
2 changed files with 8 additions and 2 deletions
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5
src/strategy_team/future_strategy_long.rs
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@ -399,7 +399,7 @@ pub async fn list_up_for_sell(all_data: &AllData, futures_exchange_info_map: &Ha
// is_sell = true; // is_sell = true;
// } else // } else
if element.pure_profit_percent.is_sign_positive() && lr_vec.last().unwrap().r_squared >= 0.7 { if element.pure_profit_percent.is_sign_positive() && lr_vec.last().unwrap().r_squared >= 0.75 {
is_sell = true; is_sell = true;
} else if server_epoch - element.close_time > 900_000 } else if server_epoch - element.close_time > 900_000
&& lr_vec[lr_vec.len()-1].lr_value < lr_vec[lr_vec.len()-2].lr_value { && lr_vec[lr_vec.len()-1].lr_value < lr_vec[lr_vec.len()-2].lr_value {
@ -409,6 +409,9 @@ pub async fn list_up_for_sell(all_data: &AllData, futures_exchange_info_map: &Ha
&& lr_vec[lr_vec.len()-2].r_squared > lr_vec[lr_vec.len()-3].r_squared && lr_vec[lr_vec.len()-2].r_squared > lr_vec[lr_vec.len()-3].r_squared
&& lr_vec[lr_vec.len()-3].r_squared > lr_vec[lr_vec.len()-4].r_squared { && lr_vec[lr_vec.len()-3].r_squared > lr_vec[lr_vec.len()-4].r_squared {
is_sell = true; is_sell = true;
} else if server_epoch - element.close_time > 600_000
&& element.pure_profit_percent <= -0.8 {
is_sell = true;
} }
let minimum_candles = 5; let minimum_candles = 5;

5
src/strategy_team/future_strategy_short.rs
View File

@ -404,7 +404,7 @@ pub async fn list_up_for_sell(all_data: &AllData, futures_exchange_info_map: &Ha
// } else if element.pure_profit_percent <= element.stoploss_percent { // } else if element.pure_profit_percent <= element.stoploss_percent {
// is_sell = true; // is_sell = true;
// } else // } else
if element.pure_profit_percent.is_sign_positive() && lr_vec.last().unwrap().r_squared >= 0.7 { if element.pure_profit_percent.is_sign_positive() && lr_vec.last().unwrap().r_squared >= 0.75 {
is_sell = true; is_sell = true;
} else if server_epoch - element.close_time > 900_000 } else if server_epoch - element.close_time > 900_000
&& lr_vec[lr_vec.len()-1].lr_value > lr_vec[lr_vec.len()-2].lr_value { && lr_vec[lr_vec.len()-1].lr_value > lr_vec[lr_vec.len()-2].lr_value {
@ -414,6 +414,9 @@ pub async fn list_up_for_sell(all_data: &AllData, futures_exchange_info_map: &Ha
&& lr_vec[lr_vec.len()-2].r_squared > lr_vec[lr_vec.len()-3].r_squared && lr_vec[lr_vec.len()-2].r_squared > lr_vec[lr_vec.len()-3].r_squared
&& lr_vec[lr_vec.len()-3].r_squared > lr_vec[lr_vec.len()-4].r_squared { && lr_vec[lr_vec.len()-3].r_squared > lr_vec[lr_vec.len()-4].r_squared {
is_sell = true; is_sell = true;
} else if server_epoch - element.close_time > 600_000
&& element.pure_profit_percent <= -0.8 {
is_sell = true;
} }
let minimum_candles = 5; let minimum_candles = 5;