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Update filtering

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This commit is contained in:
Sik Yoon 2024-05-26 01:42:09 +09:00
parent a4ecc2df5b
commit 75f4432090
2 changed files with 12 additions and 4 deletions
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6
src/strategy_team/future_strategy_long.rs
View File

@ -267,12 +267,13 @@ pub async fn list_up_for_sell(all_data: &AllData) -> Result<(), Box<dyn std::err
for element in filled_positions { for element in filled_positions {
let mut is_sell = false; let mut is_sell = false;
let mut over_turned = false;
if let (Some(sma3_open_vec), Some(sma3_close_vec)) = (sma3_open.get(&element.symbol), sma3_close.get(&element.symbol)) { if let (Some(sma3_open_vec), Some(sma3_close_vec)) = (sma3_open.get(&element.symbol), sma3_close.get(&element.symbol)) {
if sma3_close_vec.len() > 10 && sma3_open_vec.len() > 10 { if sma3_close_vec.len() > 10 && sma3_open_vec.len() > 10 {
if sma3_open_vec.last().unwrap().close_time == sma3_close_vec.last().unwrap().close_time if sma3_open_vec.last().unwrap().close_time == sma3_close_vec.last().unwrap().close_time
&& sma3_open_vec.last().unwrap().close_time > server_epoch && sma3_open_vec.last().unwrap().close_time > server_epoch
&& sma3_open_vec.last().unwrap().sma_value > sma3_close_vec.last().unwrap().sma_value { && sma3_open_vec.last().unwrap().sma_value > sma3_close_vec.last().unwrap().sma_value {
is_sell = true; over_turned = true;
} }
} }
} }
@ -290,6 +291,9 @@ pub async fn list_up_for_sell(all_data: &AllData) -> Result<(), Box<dyn std::err
// } else if element.pure_profit_percent <= target_profit_percent * -2.0 { // } else if element.pure_profit_percent <= target_profit_percent * -2.0 {
// is_sell = true; // is_sell = true;
// } // }
if over_turned == true && server_epoch - element.registered_server_epoch > 1_800_000 {
is_sell = true;
}
if is_sell == true { if is_sell == true {
limit_order_close( limit_order_close(

6
src/strategy_team/future_strategy_short.rs
View File

@ -267,12 +267,13 @@ pub async fn list_up_for_sell(all_data: &AllData) -> Result<(), Box<dyn std::err
for element in filled_positions { for element in filled_positions {
let mut is_sell = false; let mut is_sell = false;
let mut over_turned = false;
if let (Some(sma3_open_vec), Some(sma3_close_vec)) = (sma3_open.get(&element.symbol), sma3_close.get(&element.symbol)) { if let (Some(sma3_open_vec), Some(sma3_close_vec)) = (sma3_open.get(&element.symbol), sma3_close.get(&element.symbol)) {
if sma3_close_vec.len() > 10 && sma3_open_vec.len() > 10 { if sma3_close_vec.len() > 10 && sma3_open_vec.len() > 10 {
if sma3_open_vec.last().unwrap().close_time == sma3_close_vec.last().unwrap().close_time if sma3_open_vec.last().unwrap().close_time == sma3_close_vec.last().unwrap().close_time
&& sma3_open_vec.last().unwrap().close_time > server_epoch && sma3_open_vec.last().unwrap().close_time > server_epoch
&& sma3_open_vec.last().unwrap().sma_value < sma3_close_vec.last().unwrap().sma_value { && sma3_open_vec.last().unwrap().sma_value < sma3_close_vec.last().unwrap().sma_value {
is_sell = true; over_turned = true;
} }
} }
} }
@ -290,6 +291,9 @@ pub async fn list_up_for_sell(all_data: &AllData) -> Result<(), Box<dyn std::err
// } else if element.pure_profit_percent <= target_profit_percent * -2.0 { // } else if element.pure_profit_percent <= target_profit_percent * -2.0 {
// is_sell = true; // is_sell = true;
// } // }
if over_turned == true && server_epoch - element.registered_server_epoch > 1_800_000 {
is_sell = true;
}
if is_sell == true { if is_sell == true {
limit_order_close( limit_order_close(