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Update filtering

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This commit is contained in:
Sik Yoon 2024-06-01 14:01:53 +09:00
parent 80dad1d352
commit 7c0b8960cb
2 changed files with 23 additions and 5 deletions
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7
src/strategy_team/future_strategy_long.rs
View File

@ -116,7 +116,7 @@ pub async fn list_up_for_buy(
let mut do_buy = false; let mut do_buy = false;
if let Some(realtime_price_vec) = alldata.rt_price_1m_vec.get(symbol) if let Some(realtime_price_vec) = alldata.rt_price_1m_vec.get(symbol)
{ {
let element_number = 30; let element_number = 15;
if let Some(truncated_vec) = realtime_price_vec.get(realtime_price_vec.len()-element_number..) { if let Some(truncated_vec) = realtime_price_vec.get(realtime_price_vec.len()-element_number..) {
let min_price = truncated_vec let min_price = truncated_vec
@ -143,7 +143,7 @@ pub async fn list_up_for_buy(
} }
remove_keys(&mut filtered_data, keys_to_remove).await; remove_keys(&mut filtered_data, keys_to_remove).await;
// Wiliams -20 > %R(100) > -80.0 // Wiliams -30.0 > %R(100)
let mut keys_to_remove: HashSet<String> = HashSet::new(); let mut keys_to_remove: HashSet<String> = HashSet::new();
let mut wpr100_map = wiliams_percent_r(100, &alldata.rt_price_1m_vec, &filtered_data).await?; let mut wpr100_map = wiliams_percent_r(100, &alldata.rt_price_1m_vec, &filtered_data).await?;
let server_epoch = get_server_epoch().await; let server_epoch = get_server_epoch().await;
@ -152,8 +152,7 @@ pub async fn list_up_for_buy(
if let Some(wpr100_vec) = wpr100_map.get(symbol) { if let Some(wpr100_vec) = wpr100_map.get(symbol) {
if wpr100_vec.len() > 15 if wpr100_vec.len() > 15
&& wpr100_vec.last().unwrap().close_time > server_epoch && wpr100_vec.last().unwrap().close_time > server_epoch
&& wpr100_vec.last().unwrap().r_value > -80.0 && wpr100_vec.last().unwrap().r_value < -30.0 {
&& wpr100_vec.last().unwrap().r_value < -20.0 {
do_buy = true; do_buy = true;
} }
} }

21
src/strategy_team/future_strategy_short.rs
View File

@ -116,7 +116,7 @@ pub async fn list_up_for_buy(
let mut do_buy = false; let mut do_buy = false;
if let Some(realtime_price_vec) = alldata.rt_price_1m_vec.get(symbol) if let Some(realtime_price_vec) = alldata.rt_price_1m_vec.get(symbol)
{ {
let element_number = 30; let element_number = 15;
if let Some(truncated_vec) = realtime_price_vec.get(realtime_price_vec.len()-element_number..) { if let Some(truncated_vec) = realtime_price_vec.get(realtime_price_vec.len()-element_number..) {
let max_price = truncated_vec let max_price = truncated_vec
@ -143,6 +143,25 @@ pub async fn list_up_for_buy(
} }
remove_keys(&mut filtered_data, keys_to_remove).await; remove_keys(&mut filtered_data, keys_to_remove).await;
// Wiliams -70.0 < %R(100)
let mut keys_to_remove: HashSet<String> = HashSet::new();
let mut wpr100_map = wiliams_percent_r(100, &alldata.rt_price_1m_vec, &filtered_data).await?;
let server_epoch = get_server_epoch().await;
for (symbol, values) in &mut filtered_data {
let mut do_buy = false;
if let Some(wpr100_vec) = wpr100_map.get(symbol) {
if wpr100_vec.len() > 15
&& wpr100_vec.last().unwrap().close_time > server_epoch
&& wpr100_vec.last().unwrap().r_value > -70.0 {
do_buy = true;
}
}
if do_buy == false {
keys_to_remove.insert(symbol.clone());
}
}
remove_keys(&mut filtered_data, keys_to_remove).await;
// current Tema(15) < current Tema(30) // current Tema(15) < current Tema(30)
// let mut keys_to_remove: HashSet<String> = HashSet::new(); // let mut keys_to_remove: HashSet<String> = HashSet::new();
// let tema_10 = tema(10, &alldata.rt_price_30m_vec, &filtered_data).await?; // let tema_10 = tema(10, &alldata.rt_price_30m_vec, &filtered_data).await?;