Sik/tradingbot
1
0
Fork 0
Code Issues Pull Requests Actions Packages Projects Releases Wiki Activity

Change filtering

Browse Source
This commit is contained in:
Sik Yoon 2024-01-03 00:47:46 +09:00
parent d4767af7de
commit 774e4fab25
1 changed files with 2 additions and 2 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

4
src/strategy_team/strategy_004.rs
View File

@ -70,7 +70,7 @@ pub async fn list_up_for_buy(
}
try_join_all(task_vec).await?;
// 2nd filtering: BollingerBand (len:10, multiplier 2.5) previous_30m_price (close or low price) < lower_band
// 2nd filtering: BollingerBand (len:20, multiplier 3) previous_30m_price (close or low price) < lower_band
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>>> =
@ -272,7 +272,7 @@ pub async fn list_up_for_buy(
if position_idx.is_some() {
let stoch_rsi_vec = stoch_rsis_c[position_idx.unwrap()].1.clone();
let search_result = stoch_rsi_vec.iter().position(|x| x.close_time == element.closetime);
if search_result.is_some_and(|a| stoch_rsi_vec[a].k < 20.0 && stoch_rsi_vec[a].d < 20.0) {
if search_result.is_some_and(|a| stoch_rsi_vec[a].k < 15.0 && stoch_rsi_vec[a].d < 15.0) {
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();