Add filtering

src/strategy_team/strategy_004.rs

@@ -278,6 +278,49 @@ pub async fn list_up_for_buy(
     }
     try_join_all(task_vec).await?;
     
+    // 6th filtering: 0.5% <= the average amplitude of the latest 10 30m candles <= 2%
+    let filtered_data_5th_c = filtered_data_5th_arc.lock().await.clone();
+    let mut filtered_data_6th: Vec<FilteredData> = Vec::new();
+    let mut filtered_data_6th_arc: Arc<Mutex<Vec<FilteredData>>> =
+        Arc::new(Mutex::new(filtered_data_6th));
+    let mut task_vec = Vec::new();
+    for element in filtered_data_5th_c {
+        let mut supertrend_vec: Vec<SupertrendData> = Vec::new();
+        let rt_price_30m_vec_c = alldata.rt_price_30m_vec.clone();
+        let filtered_data_6th_arc_c = Arc::clone(&filtered_data_5th_arc);
+
+        task_vec.push(tokio::spawn(async move {
+            let position_idx = rt_price_30m_vec_c.iter().position(|elem| elem.0 == element.symbol);
+            
+            if position_idx.is_some() {
+                let vec_len = rt_price_30m_vec_c[position_idx.unwrap()].1.len();
+                if vec_len >= 11 {
+                    let candles = rt_price_30m_vec_c[position_idx.unwrap()].1.get(vec_len-12..vec_len-1).unwrap();
+                    let windows = candles.windows(2);
+                    let mut average_amplitude = 0.0;
+
+                    for window in windows {
+                        average_amplitude += (window.last().unwrap().high_price - window.last().unwrap().low_price) / window.first().unwrap().close_price;
+                    }
+                    average_amplitude /= 10.0;
+
+                    if 0.005 <= average_amplitude && average_amplitude <= 0.02 {
+                        let mut filtered_data_6th_lock = filtered_data_6th_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_6th_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>)> =
@@ -360,7 +403,7 @@ pub async fn list_up_for_buy(
     // }
     // try_join_all(task_vec).await?;
 
-    let final_filtered_data = filtered_data_5th_arc.lock().await.clone();
+    let final_filtered_data = filtered_data_6th_arc.lock().await.clone();
     insert_pre_suggested_coins(4, false, &final_filtered_data, &alldata).await;
 
     Ok(())