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Change filtering

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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
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4
src/strategy_team/strategy_004.rs
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@ -70,7 +70,7 @@ pub async fn list_up_for_buy(
} }
try_join_all(task_vec).await?; 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 filtered_data_1st = filtered_data_1st_arc.lock().await.clone();
let mut filtered_data_2nd: Vec<FilteredData> = Vec::new(); let mut filtered_data_2nd: Vec<FilteredData> = Vec::new();
let mut filtered_data_2nd_arc: Arc<Mutex<Vec<FilteredData>>> = 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() { if position_idx.is_some() {
let stoch_rsi_vec = stoch_rsis_c[position_idx.unwrap()].1.clone(); 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); 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_6th_lock = filtered_data_6th_arc_c.lock().await;
let mut filtered_data = FilteredData::new(); let mut filtered_data = FilteredData::new();
filtered_data.symbol = element.symbol.clone(); filtered_data.symbol = element.symbol.clone();