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Update filtering

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This commit is contained in:
Sik Yoon 2024-04-23 09:26:52 +09:00
parent e36005f11e
commit 7ab84cbe05
1 changed files with 66 additions and 63 deletions
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129
src/strategy_team/strategy_008.rs
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@ -24,58 +24,62 @@ pub async fn list_up_for_buy(
}
// current Tema(3) > current Tema(10)
let mut keys_to_remove: HashSet<String> = HashSet::new();
let tema_3 = tema(3, &alldata.rt_price_1d_vec, &filtered_data).await?;
let tema_10 = tema(10, &alldata.rt_price_1d_vec, &filtered_data).await?;
let server_epoch = get_server_epoch().await;
for (symbol, values) in &mut filtered_data {
if let (Some(tema5_vec), Some(tema10_vec)) = (tema_3.get(symbol), tema_10.get(symbol)) {
if tema5_vec.len() > 2
&& tema10_vec.len() > 2
&& tema5_vec.last().unwrap().close_time == tema10_vec.last().unwrap().close_time
&& tema5_vec.last().unwrap().close_time > server_epoch
&& tema10_vec.last().unwrap().close_time > server_epoch
{
if tema5_vec.last().unwrap().tema_value > tema10_vec.last().unwrap().tema_value {
} else {
keys_to_remove.insert(symbol.clone());
}
} else {
keys_to_remove.insert(symbol.clone());
}
} else {
keys_to_remove.insert(symbol.clone());
}
}
remove_keys(&mut filtered_data, keys_to_remove).await;
// let mut keys_to_remove: HashSet<String> = HashSet::new();
// let tema_3 = tema(3, &alldata.rt_price_1d_vec, &filtered_data).await?;
// let tema_10 = tema(10, &alldata.rt_price_1d_vec, &filtered_data).await?;
// let server_epoch = get_server_epoch().await;
// for (symbol, values) in &mut filtered_data {
// if let (Some(tema5_vec), Some(tema10_vec)) = (tema_3.get(symbol), tema_10.get(symbol)) {
// if tema5_vec.len() > 2
// && tema10_vec.len() > 2
// && tema5_vec.last().unwrap().close_time == tema10_vec.last().unwrap().close_time
// && tema5_vec.last().unwrap().close_time > server_epoch
// && tema10_vec.last().unwrap().close_time > server_epoch
// {
// if tema5_vec.last().unwrap().tema_value > tema10_vec.last().unwrap().tema_value {
// } else {
// keys_to_remove.insert(symbol.clone());
// }
// } else {
// keys_to_remove.insert(symbol.clone());
// }
// } else {
// keys_to_remove.insert(symbol.clone());
// }
// }
// remove_keys(&mut filtered_data, keys_to_remove).await;
// current Tema(200) < current Tema(5)
// previous Tema(200) > previous Tema(5)
// current Tema(300) < current Tema(200) < current Tema(100)
// previous Tema(300) < previous Tema(100)
// previous Tema(200) < previous Tema(100)
// previous Tema(300) > previous Tema(200)
let mut keys_to_remove: HashSet<String> = HashSet::new();
let tema_5 = tema(5, &alldata.rt_price_30m_vec, &filtered_data).await?;
let tema_100 = tema(100, &alldata.rt_price_30m_vec, &filtered_data).await?;
let tema_200 = tema(200, &alldata.rt_price_30m_vec, &filtered_data).await?;
let tema_300 = tema(300, &alldata.rt_price_30m_vec, &filtered_data).await?;
let server_epoch = get_server_epoch().await;
for (symbol, values) in &mut filtered_data {
if let (Some(tema5_vec), Some(tema200_vec)) = (
tema_5.get(symbol),
tema_200.get(symbol)
if let (Some(tema100_vec), Some(tema200_vec), Some(tema300_vec)) = (
tema_100.get(symbol),
tema_200.get(symbol),
tema_300.get(symbol)
) {
if (tema5_vec.len() > 10
&& tema200_vec.len() > 10)
&& tema200_vec.last().unwrap().close_time == tema5_vec.last().unwrap().close_time
&& tema5_vec.last().unwrap().close_time > server_epoch
if (tema100_vec.len() > 15
&& tema200_vec.len() > 15
&& tema300_vec.len() > 15)
&& tema100_vec.last().unwrap().close_time == tema200_vec.last().unwrap().close_time
&& tema200_vec.last().unwrap().close_time == tema300_vec.last().unwrap().close_time
&& tema100_vec.last().unwrap().close_time > server_epoch
{
if tema200_vec.last().unwrap().tema_value < tema5_vec.last().unwrap().tema_value
&& tema200_vec[tema200_vec.len() - 2].tema_value
> tema5_vec[tema5_vec.len() - 2].tema_value
&& tema200_vec[tema200_vec.len() - 3].tema_value
> tema5_vec[tema5_vec.len() - 3].tema_value
&& tema200_vec[tema200_vec.len() - 4].tema_value
> tema5_vec[tema5_vec.len() - 4].tema_value
&& tema200_vec[tema200_vec.len() - 5].tema_value
> tema5_vec[tema5_vec.len() - 5].tema_value
&& tema200_vec[tema200_vec.len() - 6].tema_value
> tema5_vec[tema5_vec.len() - 6].tema_value
if tema100_vec.last().unwrap().tema_value > tema300_vec.last().unwrap().tema_value
&& tema200_vec.last().unwrap().tema_value > tema300_vec.last().unwrap().tema_value
&& tema200_vec.last().unwrap().tema_value < tema100_vec.last().unwrap().tema_value
&& tema100_vec[tema100_vec.len() - 2].tema_value > tema300_vec[tema300_vec.len() - 2].tema_value
&& tema200_vec[tema200_vec.len() - 2].tema_value < tema300_vec[tema300_vec.len() - 2].tema_value
&& tema200_vec[tema200_vec.len() - 2].tema_value < tema100_vec[tema100_vec.len() - 2].tema_value
&& tema100_vec[tema100_vec.len() - 3].tema_value > tema300_vec[tema300_vec.len() - 3].tema_value
&& tema200_vec[tema200_vec.len() - 3].tema_value < tema300_vec[tema300_vec.len() - 3].tema_value
&& tema200_vec[tema200_vec.len() - 3].tema_value < tema100_vec[tema100_vec.len() - 3].tema_value
{
} else {
keys_to_remove.insert(symbol.clone());
@ -123,7 +127,7 @@ pub async fn list_up_for_buy(
values.closetime = rt_price_vec.last().unwrap().close_time;
values.stoploss = band_value;
values.target_price = decimal_add(
decimal_mul(decimal_sub(current_price, values.stoploss), dec!(5.0)),
decimal_mul(decimal_sub(current_price, values.stoploss), dec!(10.0)),
current_price,
);
} else if supertrend_vec.last().unwrap().area == SuperTrendArea::DOWN
@ -134,7 +138,7 @@ pub async fn list_up_for_buy(
values.closetime = rt_price_vec.last().unwrap().close_time;
values.stoploss = decimal_sub(open_price, decimal_sub(band_value, open_price));
values.target_price = decimal_add(
decimal_mul(decimal_sub(open_price, values.stoploss), dec!(5.0)),
decimal_mul(decimal_sub(open_price, values.stoploss), dec!(10.0)),
current_price,
);
} else {
@ -169,9 +173,9 @@ pub async fn list_up_for_buy(
// }
// remove_keys(&mut filtered_data, keys_to_remove).await;
// StochRSI (RSI_len: 10, StochRSI_len: 10, K: 3, D: 3) K_current < 70, K_current > d_current
// StochRSI (RSI_len: 200, StochRSI_len: 200, K: 3, D: 3) K_current < 70, K_prev < 70, K_prev_1 < 70
let mut keys_to_remove: HashSet<String> = HashSet::new();
let stoch_rsis = stoch_rsi(30, 30, 3, 3, &alldata.rt_price_30m_vec, &filtered_data).await?;
let stoch_rsis = stoch_rsi(200, 200, 3, 3, &alldata.rt_price_30m_vec, &filtered_data).await?;
for (symbol, values) in &mut filtered_data {
if stoch_rsis.contains_key(symbol) {
let stoch_rsi_vec = stoch_rsis.get(symbol).unwrap();
@ -180,10 +184,9 @@ pub async fn list_up_for_buy(
.position(|x| x.close_time == values.closetime);
if stoch_rsi_vec.len() > 10
&& search_result.is_some_and(|a| {
stoch_rsi_vec[a].k > stoch_rsi_vec[a].d
&& stoch_rsi_vec[a].k < 70.0
&& stoch_rsi_vec[a - 1].k < 60.0
&& stoch_rsi_vec[a - 2].k < 50.0
stoch_rsi_vec[a].k < 70.0
&& stoch_rsi_vec[a - 1].k < 70.0
&& stoch_rsi_vec[a - 2].k < 70.0
})
{
} else {
@ -321,24 +324,24 @@ pub async fn list_up_for_sell(
let supertrend_30m =
supertrend(10, 2.0, true, &all_data.rt_price_30m_vec, &filtered_symbols).await?;
let tema_200 = tema(200, &all_data.rt_price_30m_vec, &filtered_symbols).await?;
let tema_5 = tema(5, &all_data.rt_price_30m_vec, &filtered_symbols).await?;
let tema_100 = tema(100, &all_data.rt_price_30m_vec, &filtered_symbols).await?;
for element in filled_buy_orders {
let mut is_sell = false;
let mut is_overturned = false;
if element.used_usdt >= dec!(10.0) {
if let (Some(tema200_vec), Some(tema5_vec)) =
(tema_200.get(&element.symbol), tema_5.get(&element.symbol))
if let (Some(tema200_vec), Some(tema100_vec)) =
(tema_200.get(&element.symbol), tema_100.get(&element.symbol))
{
if tema200_vec.len() > 2
&& tema5_vec.len() > 2
&& tema100_vec.len() > 2
&& tema200_vec.last().unwrap().close_time
== tema5_vec.last().unwrap().close_time
== tema100_vec.last().unwrap().close_time
&& tema200_vec.last().unwrap().close_time > server_epoch
&& tema5_vec.last().unwrap().close_time > server_epoch
&& tema100_vec.last().unwrap().close_time > server_epoch
&& tema200_vec.last().unwrap().tema_value
> tema5_vec.last().unwrap().tema_value
> tema100_vec.last().unwrap().tema_value
&& tema200_vec[tema200_vec.len() - 2].tema_value
< tema5_vec[tema5_vec.len() - 2].tema_value
< tema100_vec[tema100_vec.len() - 2].tema_value
{
is_overturned = true;
}
@ -391,14 +394,14 @@ pub async fn list_up_for_sell(
is_sell = true;
} else if element.current_price >= element.target_price {
is_sell = true;
} else if server_epoch - element.transact_time > (1_800_000) * 1
} else if server_epoch - element.transact_time >= (1_800_000) * 5
&& is_overturned == true
{
is_sell = true;
}
let minimum_candles = 5;
let maximum_candles = 30;
let maximum_candles = 240;
for count_candles in minimum_candles..=maximum_candles {
if count_candles < maximum_candles
&& server_epoch - element.transact_time