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Change function name

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This commit is contained in:
Sik Yoon 2023-08-12 21:58:50 +09:00
parent 5ead6052e9
commit 799afebefc
1 changed files with 37 additions and 19 deletions
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56
src/coex/strategy_team.rs
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@ -258,7 +258,7 @@ struct Record {
pub async fn execute_strategists(
all_data: &AllData,
) -> Result<(), Box<dyn std::error::Error + Send + Sync>> {
// strategist_001(all_data).await;
// strategist_002(all_data).await;
// strategist_003(all_data).await;
// strategist_004(all_data).await;
@ -276,7 +276,7 @@ pub async fn execute_strategists(
// strategist_015(all_data).await;
// strategist_016(all_data).await;
execute_strategist_for_test_temp(all_data).await?;
strategist_001(all_data).await?;
// execute_strategist_for_test1(all_data).await;
// execute_strategist_for_test2(all_data).await;
Ok(())
@ -925,13 +925,13 @@ pub async fn execute_strategists(
// Ok(())
// }
pub async fn execute_strategist_for_test_temp(
pub async fn strategist_001(
alldata: &AllData,
) -> Result<(), Box<dyn std::error::Error + Send + Sync>> {
// print rt_price for debugging
// let a = alldata.rt_price_30m_vec.iter().position(|a| a.0 == "BTCUSDT");
// println!("BTCUSDT: {:?}", alldata.rt_price_30m_vec[a.unwrap()].1.last().unwrap());
// 1st filtering: supertrend(ATR period 10, multiplier: 1.3, 30m close price), the area should be in SELL area.
let mut filtered_2nd_symbols: Vec<(String, i64)> = Vec::new();
let mut filtered_2nd_symbols_arc: Arc<Mutex<Vec<(String, i64)>>> =
@ -978,7 +978,7 @@ pub async fn execute_strategist_for_test_temp(
}));
}
try_join_all(task_vec).await?;
// 2nd filtering: lookup tables if the tradepair is already there
let inspect_table_name_1 = String::from("buy_ordered_coin_list");
let inspect_table_name_2 = String::from("sell_ordered_coin_list");
@ -1025,7 +1025,7 @@ pub async fn execute_strategist_for_test_temp(
}));
}
try_join_all(task_vec).await?;
// 3rd filtering: BollingerBand (length 10, stddev: 2.5, 30m close price) the current price should be under the lowerband of BB.
let filtered_3rd_symbols_c = filtered_3rd_symbols_arc.lock().await.clone();
let sma10_30m_data: Vec<(String, Vec<SmaData>)> = value_estimation_team::indicators::sma::sma(
@ -1044,7 +1044,7 @@ pub async fn execute_strategist_for_test_temp(
&filtered_3rd_symbols_c,
)
.await?;
let mut task_vec = Vec::new();
let mut filtered_4th_symbols: Vec<(String, i64)> = Vec::new();
let mut filtered_4th_symbols_arc: Arc<Mutex<Vec<(String, i64)>>> =
@ -1074,7 +1074,7 @@ pub async fn execute_strategist_for_test_temp(
close_time,
}| close_time,
);
if bb_search_result.is_ok() {
if bb_search_result.is_ok() {
if bb10_30m_vec_c[bb_search_result.unwrap()].lowerband > current_price {
let mut filtered_4th_symbols_lock =
filtered_4th_symbols_arc_c.lock().await;
@ -1086,8 +1086,8 @@ pub async fn execute_strategist_for_test_temp(
}
}
try_join_all(task_vec).await?;
// 4th filtering: RSI (length: 10, 30m close price) the current index should be lower than 30.
// 4th filtering: RSI (length: 10, 30m close price) the current index should be lower than 28.
let filtered_4th_symbol_c = filtered_4th_symbols_arc.lock().await.clone();
let mut rsi10_30m_data: Vec<(String, Vec<RsiData>)> = Vec::new();
value_estimation_team::indicators::rsi::rsi(
@ -1104,7 +1104,7 @@ pub async fn execute_strategist_for_test_temp(
if rsi10_30m_option.is_some() {
rsi10_30m_vec = rsi10_30m_data[rsi10_30m_option.unwrap()].1.clone();
if rsi10_30m_vec.len() >= 3 {
let rsi_search_result = rsi10_30m_vec.binary_search_by_key(
&element.1,
@ -1114,14 +1114,14 @@ pub async fn execute_strategist_for_test_temp(
}| close_time,
);
if rsi_search_result.is_ok() {
if rsi10_30m_vec[rsi_search_result.unwrap()].rsi_value <= 30.0 {
if rsi10_30m_vec[rsi_search_result.unwrap()].rsi_value <= 28.0 {
filtered_5th_symbols.push(element);
}
}
}
}
}
// 5th filtering: heatmap volume(MA length 10, std length 10, 30m close price), the current candle should be over than high at least.
let mut filtered_6th_symbols: Vec<(String, i64)> = Vec::new(); // (symbol, closetime)
for element in filtered_5th_symbols {
@ -1167,14 +1167,29 @@ pub async fn execute_strategist_for_test_temp(
for element in filtered_6th_symbols {
let mut filtered_symbols_arc_c = Arc::clone(&filtered_symbols_arc);
let rt_price_30m_vec_c = alldata.rt_price_30m_vec.clone();
let elememt_c = element.clone();
task_vec.push(tokio::spawn(async move {
let opclo_30m_option = rt_price_30m_vec_c.iter().position(|x| *x.0 == element.0);
if opclo_30m_option.is_some() {
if rt_price_30m_vec_c[opclo_30m_option.unwrap()].1.last().is_some() {
let mut filtered_symbols_lock: tokio::sync::MutexGuard<'_, Vec<(String, i64, f64)>> = filtered_symbols_arc_c.lock().await;
filtered_symbols_lock.push((elememt_c.0, elememt_c.1, rt_price_30m_vec_c[opclo_30m_option.unwrap()].1.last().unwrap().close_price));
if rt_price_30m_vec_c[opclo_30m_option.unwrap()]
.1
.last()
.is_some()
{
let mut filtered_symbols_lock: tokio::sync::MutexGuard<
'_,
Vec<(String, i64, f64)>,
> = filtered_symbols_arc_c.lock().await;
filtered_symbols_lock.push((
elememt_c.0,
elememt_c.1,
rt_price_30m_vec_c[opclo_30m_option.unwrap()]
.1
.last()
.unwrap()
.close_price,
));
}
}
}));
@ -6573,7 +6588,10 @@ pub async fn execute_strategist_for_test_temp(
// }
// useful functions for strategists
pub async fn get_current_price(symbol: &String, rt_price_vec: &Vec<(String, Vec<RealtimePriceData>)>) -> Option<f64> {
pub async fn get_current_price(
symbol: &String,
rt_price_vec: &Vec<(String, Vec<RealtimePriceData>)>,
) -> Option<f64> {
let index_result = rt_price_vec.iter().position(|x| *x.0 == *symbol);
match index_result {
Some(T) => {
@ -6582,7 +6600,7 @@ pub async fn get_current_price(symbol: &String, rt_price_vec: &Vec<(String, Vec<
} else {
None
}
},
}
None => None,
}
}