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Update filtering

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Sik Yoon 2024-06-01 04:28:40 +09:00
parent 7f88bab770
commit 7c1e12bcbb
2 changed files with 28 additions and 23 deletions
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26
src/strategy_team/future_strategy_long.rs
View File

@ -34,23 +34,23 @@ pub async fn list_up_for_buy(
// sma3_close(current) > sma3_open (current), sma3_close(prev) < sma3_open (prev) // sma3_close(current) > sma3_open (current), sma3_close(prev) < sma3_open (prev)
let mut keys_to_remove: HashSet<String> = HashSet::new(); let mut keys_to_remove: HashSet<String> = HashSet::new();
let ema30 = ema(30, &alldata.rt_price_1m_vec, &filtered_data).await?; let ema30 = ema(30, &alldata.rt_price_1m_vec, &filtered_data).await?;
let ema200 = ema(200, &alldata.rt_price_1m_vec, &filtered_data).await?; let ema100 = ema(100, &alldata.rt_price_1m_vec, &filtered_data).await?;
let server_epoch = get_server_epoch().await; let server_epoch = get_server_epoch().await;
for (symbol, values) in &mut filtered_data { for (symbol, values) in &mut filtered_data {
let mut do_buy = false; let mut do_buy = false;
let price_and_closetime = get_current_price_decimal(&symbol, &alldata.rt_price_1m_vec).await; let price_and_closetime = get_current_price_decimal(&symbol, &alldata.rt_price_1m_vec).await;
if let (Some(ema30_vec), Some(ema200_vec), Some(current_info)) = (ema30.get(symbol), ema200.get(symbol), price_and_closetime) { if let (Some(ema30_vec), Some(ema100_vec), Some(current_info)) = (ema30.get(symbol), ema100.get(symbol), price_and_closetime) {
if ema30_vec.len() > 10 if ema30_vec.len() > 10
&& ema200_vec.len() > 10 && ema100_vec.len() > 10
&& ema30_vec.last().unwrap().close_time > server_epoch && ema30_vec.last().unwrap().close_time > server_epoch
&& ema30_vec.last().unwrap().close_time == ema200_vec.last().unwrap().close_time && ema30_vec.last().unwrap().close_time == ema100_vec.last().unwrap().close_time
{ {
if ema30_vec.last().unwrap().ema_value > ema200_vec.last().unwrap().ema_value if ema30_vec.last().unwrap().ema_value > ema100_vec.last().unwrap().ema_value
&& ema30_vec[ema30_vec.len()-1].ema_value - ema200_vec[ema200_vec.len()-1].ema_value > ema30_vec[ema30_vec.len()-2].ema_value - ema200_vec[ema200_vec.len()-2].ema_value && ema30_vec[ema30_vec.len()-1].ema_value - ema100_vec[ema100_vec.len()-1].ema_value > ema30_vec[ema30_vec.len()-2].ema_value - ema100_vec[ema100_vec.len()-2].ema_value
&& ema30_vec[ema30_vec.len()-2].ema_value - ema200_vec[ema200_vec.len()-2].ema_value > ema30_vec[ema30_vec.len()-3].ema_value - ema200_vec[ema200_vec.len()-3].ema_value && ema30_vec[ema30_vec.len()-2].ema_value - ema100_vec[ema100_vec.len()-2].ema_value > ema30_vec[ema30_vec.len()-3].ema_value - ema100_vec[ema100_vec.len()-3].ema_value
&& ema30_vec[ema30_vec.len()-3].ema_value - ema200_vec[ema200_vec.len()-3].ema_value > ema30_vec[ema30_vec.len()-4].ema_value - ema200_vec[ema200_vec.len()-4].ema_value && ema30_vec[ema30_vec.len()-3].ema_value - ema100_vec[ema100_vec.len()-3].ema_value > ema30_vec[ema30_vec.len()-4].ema_value - ema100_vec[ema100_vec.len()-4].ema_value
&& ema30_vec[ema30_vec.len()-4].ema_value - ema200_vec[ema200_vec.len()-4].ema_value > ema30_vec[ema30_vec.len()-5].ema_value - ema200_vec[ema200_vec.len()-5].ema_value && ema30_vec[ema30_vec.len()-4].ema_value - ema100_vec[ema100_vec.len()-4].ema_value > ema30_vec[ema30_vec.len()-5].ema_value - ema100_vec[ema100_vec.len()-5].ema_value
&& ema30_vec[ema30_vec.len()-5].ema_value - ema200_vec[ema200_vec.len()-5].ema_value > ema30_vec[ema30_vec.len()-6].ema_value - ema200_vec[ema200_vec.len()-6].ema_value && ema30_vec[ema30_vec.len()-5].ema_value - ema100_vec[ema100_vec.len()-5].ema_value > ema30_vec[ema30_vec.len()-6].ema_value - ema100_vec[ema100_vec.len()-6].ema_value
{ {
values.current_price = current_info.0; values.current_price = current_info.0;
values.closetime = current_info.1; values.closetime = current_info.1;
@ -342,7 +342,7 @@ pub async fn list_up_for_sell(all_data: &AllData, futures_exchange_info_map: &Ha
} }
let supertrend_1m_map = let supertrend_1m_map =
supertrend(30, 3.0, true, &all_data.rt_price_1m_vec, &filtered_symbols).await?; supertrend(30, 3.0, true, &all_data.rt_price_1m_vec, &filtered_symbols).await?;
let adx_vec = adx(15, 15, &all_data.rt_price_1m_vec, &filtered_symbols).await?;
for element in filled_positions { for element in filled_positions {
let mut is_sell = false; let mut is_sell = false;
@ -353,7 +353,9 @@ pub async fn list_up_for_sell(all_data: &AllData, futures_exchange_info_map: &Ha
is_sell = true; is_sell = true;
} else if server_epoch - element.close_time > 7_200_000 { } else if server_epoch - element.close_time > 7_200_000 {
is_sell = true; is_sell = true;
} else if supertrend_1m_map.get(&element.symbol).is_some_and(|a| a.last().is_some_and(|b| b.close_time > server_epoch && b.area == SuperTrendArea::DOWN)) { } else if supertrend_1m_map.get(&element.symbol).is_some_and(|a| a.len() > 10 && a.last().is_some_and(|b| b.close_time > server_epoch && b.area == SuperTrendArea::DOWN)) {
is_sell = true;
} else if element.pure_profit_percent.is_sign_negative() && adx_vec.get(&element.symbol).is_some_and(|a| a.len() > 10 && a.last().is_some_and(|b| b.close_time > server_epoch && b.adx < 20.0)) {
is_sell = true; is_sell = true;
} }

25
src/strategy_team/future_strategy_short.rs
View File

@ -34,23 +34,23 @@ pub async fn list_up_for_buy(
// sma3_close(current) > sma3_open (current), sma3_close(prev) < sma3_open (prev) // sma3_close(current) > sma3_open (current), sma3_close(prev) < sma3_open (prev)
let mut keys_to_remove: HashSet<String> = HashSet::new(); let mut keys_to_remove: HashSet<String> = HashSet::new();
let ema30 = ema(30, &alldata.rt_price_1m_vec, &filtered_data).await?; let ema30 = ema(30, &alldata.rt_price_1m_vec, &filtered_data).await?;
let ema200 = ema(200, &alldata.rt_price_1m_vec, &filtered_data).await?; let ema100 = ema(100, &alldata.rt_price_1m_vec, &filtered_data).await?;
let server_epoch = get_server_epoch().await; let server_epoch = get_server_epoch().await;
for (symbol, values) in &mut filtered_data { for (symbol, values) in &mut filtered_data {
let mut do_buy = false; let mut do_buy = false;
let price_and_closetime = get_current_price_decimal(&symbol, &alldata.rt_price_1m_vec).await; let price_and_closetime = get_current_price_decimal(&symbol, &alldata.rt_price_1m_vec).await;
if let (Some(ema30_vec), Some(ema200_vec), Some(current_info)) = (ema30.get(symbol), ema200.get(symbol), price_and_closetime) { if let (Some(ema30_vec), Some(ema100_vec), Some(current_info)) = (ema30.get(symbol), ema100.get(symbol), price_and_closetime) {
if ema30_vec.len() > 20 if ema30_vec.len() > 20
&& ema200_vec.len() > 20 && ema100_vec.len() > 20
&& ema30_vec.last().unwrap().close_time > server_epoch && ema30_vec.last().unwrap().close_time > server_epoch
&& ema30_vec.last().unwrap().close_time == ema200_vec.last().unwrap().close_time && ema30_vec.last().unwrap().close_time == ema100_vec.last().unwrap().close_time
{ {
if ema30_vec.last().unwrap().ema_value < ema200_vec.last().unwrap().ema_value if ema30_vec.last().unwrap().ema_value < ema100_vec.last().unwrap().ema_value
&& (ema30_vec[ema30_vec.len()-1].ema_value - ema200_vec[ema200_vec.len()-1].ema_value).abs() < (ema30_vec[ema30_vec.len()-2].ema_value - ema200_vec[ema200_vec.len()-2].ema_value).abs() && (ema30_vec[ema30_vec.len()-1].ema_value - ema100_vec[ema100_vec.len()-1].ema_value).abs() < (ema30_vec[ema30_vec.len()-2].ema_value - ema100_vec[ema100_vec.len()-2].ema_value).abs()
&& (ema30_vec[ema30_vec.len()-2].ema_value - ema200_vec[ema200_vec.len()-2].ema_value).abs() < (ema30_vec[ema30_vec.len()-3].ema_value - ema200_vec[ema200_vec.len()-3].ema_value).abs() && (ema30_vec[ema30_vec.len()-2].ema_value - ema100_vec[ema100_vec.len()-2].ema_value).abs() < (ema30_vec[ema30_vec.len()-3].ema_value - ema100_vec[ema100_vec.len()-3].ema_value).abs()
&& (ema30_vec[ema30_vec.len()-3].ema_value - ema200_vec[ema200_vec.len()-3].ema_value).abs() < (ema30_vec[ema30_vec.len()-4].ema_value - ema200_vec[ema200_vec.len()-4].ema_value).abs() && (ema30_vec[ema30_vec.len()-3].ema_value - ema100_vec[ema100_vec.len()-3].ema_value).abs() < (ema30_vec[ema30_vec.len()-4].ema_value - ema100_vec[ema100_vec.len()-4].ema_value).abs()
&& (ema30_vec[ema30_vec.len()-4].ema_value - ema200_vec[ema200_vec.len()-4].ema_value).abs() < (ema30_vec[ema30_vec.len()-5].ema_value - ema200_vec[ema200_vec.len()-5].ema_value).abs() && (ema30_vec[ema30_vec.len()-4].ema_value - ema100_vec[ema100_vec.len()-4].ema_value).abs() < (ema30_vec[ema30_vec.len()-5].ema_value - ema100_vec[ema100_vec.len()-5].ema_value).abs()
&& (ema30_vec[ema30_vec.len()-5].ema_value - ema200_vec[ema200_vec.len()-5].ema_value).abs() < (ema30_vec[ema30_vec.len()-6].ema_value - ema200_vec[ema200_vec.len()-6].ema_value).abs() && (ema30_vec[ema30_vec.len()-5].ema_value - ema100_vec[ema100_vec.len()-5].ema_value).abs() < (ema30_vec[ema30_vec.len()-6].ema_value - ema100_vec[ema100_vec.len()-6].ema_value).abs()
{ {
values.current_price = current_info.0; values.current_price = current_info.0;
values.closetime = current_info.1; values.closetime = current_info.1;
@ -342,6 +342,7 @@ pub async fn list_up_for_sell(all_data: &AllData, futures_exchange_info_map: &Ha
} }
let supertrend_1m_map = let supertrend_1m_map =
supertrend(30, 3.0, true, &all_data.rt_price_1m_vec, &filtered_symbols).await?; supertrend(30, 3.0, true, &all_data.rt_price_1m_vec, &filtered_symbols).await?;
let adx_vec = adx(15, 15, &all_data.rt_price_1m_vec, &filtered_symbols).await?;
for element in filled_positions { for element in filled_positions {
let mut is_sell = false; let mut is_sell = false;
@ -360,7 +361,9 @@ pub async fn list_up_for_sell(all_data: &AllData, futures_exchange_info_map: &Ha
is_sell = true; is_sell = true;
} else if server_epoch - element.close_time > 7_200_000 { } else if server_epoch - element.close_time > 7_200_000 {
is_sell = true; is_sell = true;
} else if supertrend_1m_map.get(&element.symbol).is_some_and(|a| a.last().is_some_and(|b| b.close_time > server_epoch && b.area == SuperTrendArea::UP)) { } else if supertrend_1m_map.get(&element.symbol).is_some_and(|a| a.len() > 10 && a.last().is_some_and(|b| b.close_time > server_epoch && b.area == SuperTrendArea::UP)) {
is_sell = true;
} else if element.pure_profit_percent.is_sign_negative() && adx_vec.get(&element.symbol).is_some_and(|a| a.len() > 10 && a.last().is_some_and(|b| b.close_time > server_epoch && b.adx < 20.0)) {
is_sell = true; is_sell = true;
} }