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Update filtering

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This commit is contained in:
Sik Yoon 2024-06-01 17:25:16 +09:00
parent 069f1c85a6
commit 7fbf68ba11
2 changed files with 10 additions and 10 deletions
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10
src/strategy_team/future_strategy_long.rs
View File

@ -90,10 +90,10 @@ 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;
// supertrend(ATR period 30, multiplier: 3.0, 1m close price) // supertrend(ATR period 30, multiplier: 2.0, 1m close price)
let mut keys_to_remove: HashSet<String> = HashSet::new(); let mut keys_to_remove: HashSet<String> = HashSet::new();
let supertrend_1m_map = let supertrend_1m_map =
supertrend(30, 3.0, true, &alldata.rt_price_1m_vec, &filtered_data).await?; supertrend(30, 2.0, true, &alldata.rt_price_1m_vec, &filtered_data).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;
if let Some(supertrend_vec) = supertrend_1m_map.get(symbol) if let Some(supertrend_vec) = supertrend_1m_map.get(symbol)
@ -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 -30.0 > %R(100) // Wiliams -50.0 > %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;
@ -152,7 +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 < -30.0 { && wpr100_vec.last().unwrap().r_value < -50.0 {
do_buy = true; do_buy = true;
} }
} }
@ -359,7 +359,7 @@ pub async fn list_up_for_sell(all_data: &AllData, futures_exchange_info_map: &Ha
filtered_symbols.insert(element.symbol.clone(), FilteredDataValue::new()); filtered_symbols.insert(element.symbol.clone(), FilteredDataValue::new());
} }
let supertrend_1m_map = let supertrend_1m_map =
supertrend(30, 3.0, true, &all_data.rt_price_1m_vec, &filtered_symbols).await?; supertrend(30, 2.0, 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?; 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;

10
src/strategy_team/future_strategy_short.rs
View File

@ -90,10 +90,10 @@ 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;
// supertrend(ATR period 30, multiplier: 3.0, 1m close price) // supertrend(ATR period 30, multiplier: 2.0, 1m close price)
let mut keys_to_remove: HashSet<String> = HashSet::new(); let mut keys_to_remove: HashSet<String> = HashSet::new();
let supertrend_1m_map = let supertrend_1m_map =
supertrend(30, 3.0, true, &alldata.rt_price_1m_vec, &filtered_data).await?; supertrend(30, 2.0, true, &alldata.rt_price_1m_vec, &filtered_data).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;
if let Some(supertrend_vec) = supertrend_1m_map.get(symbol) if let Some(supertrend_vec) = supertrend_1m_map.get(symbol)
@ -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 -70.0 < %R(100) // Wiliams -50.0 < %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;
@ -152,7 +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 > -70.0 { && wpr100_vec.last().unwrap().r_value > -50.0 {
do_buy = true; do_buy = true;
} }
} }
@ -359,7 +359,7 @@ pub async fn list_up_for_sell(all_data: &AllData, futures_exchange_info_map: &Ha
filtered_symbols.insert(element.symbol.clone(), FilteredDataValue::new()); filtered_symbols.insert(element.symbol.clone(), FilteredDataValue::new());
} }
let supertrend_1m_map = let supertrend_1m_map =
supertrend(30, 3.0, true, &all_data.rt_price_1m_vec, &filtered_symbols).await?; supertrend(30, 2.0, 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?; 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;