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Update filtering

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This commit is contained in:
Sik Yoon 2024-06-06 14:14:09 +09:00
parent 98a29873b9
commit 805d8c87e8
2 changed files with 12 additions and 6 deletions
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9
src/strategy_team/future_strategy_long.rs
View File

@ -42,6 +42,7 @@ pub async fn list_up_for_buy(
if lr_vec.len() > 10 if lr_vec.len() > 10
&& lr_vec.last().is_some_and(|x| x.close_time > server_epoch) && lr_vec.last().is_some_and(|x| x.close_time > server_epoch)
&& lr_vec[lr_vec.len()-1].lr_value > lr_vec[lr_vec.len()-2].lr_value && lr_vec[lr_vec.len()-1].lr_value > lr_vec[lr_vec.len()-2].lr_value
&& lr_vec[lr_vec.len()-2].lr_value > lr_vec[lr_vec.len()-3].lr_value
&& lr_vec.last().unwrap().r_squared <= 0.01 && lr_vec.last().unwrap().r_squared <= 0.01
{ {
values.closetime = current_info.1; values.closetime = current_info.1;
@ -161,7 +162,7 @@ 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 -50 > %R(100) // Wiliams -60 > %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;
@ -170,7 +171,7 @@ 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 < -50.0 { && wpr100_vec.last().unwrap().r_value < -60.0 {
do_buy = true; do_buy = true;
} }
} }
@ -393,7 +394,9 @@ pub async fn list_up_for_sell(all_data: &AllData, futures_exchange_info_map: &Ha
// is_sell = true; // is_sell = true;
// } else // } else
if lr_vec.last().unwrap().r_squared >= 0.55 { if element.pure_profit_percent.is_sign_positive() && lr_vec.last().unwrap().r_squared >= 0.7 {
is_sell = true;
} else if lr_vec[lr_vec.len()-1].lr_value < lr_vec[lr_vec.len()-2].lr_value {
is_sell = true; is_sell = true;
} }

9
src/strategy_team/future_strategy_short.rs
View File

@ -42,6 +42,7 @@ pub async fn list_up_for_buy(
if lr_vec.len() > 10 if lr_vec.len() > 10
&& lr_vec.last().is_some_and(|x| x.close_time > server_epoch) && lr_vec.last().is_some_and(|x| x.close_time > server_epoch)
&& lr_vec[lr_vec.len()-1].lr_value < lr_vec[lr_vec.len()-2].lr_value && lr_vec[lr_vec.len()-1].lr_value < lr_vec[lr_vec.len()-2].lr_value
&& lr_vec[lr_vec.len()-2].lr_value < lr_vec[lr_vec.len()-3].lr_value
&& lr_vec.last().unwrap().r_squared <= 0.01 && lr_vec.last().unwrap().r_squared <= 0.01
{ {
values.closetime = current_info.1; values.closetime = current_info.1;
@ -159,7 +160,7 @@ 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 -50.0 < %R(100) // Wiliams -40.0 < %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;
@ -168,7 +169,7 @@ 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 > -50.0 { && wpr100_vec.last().unwrap().r_value > -40.0 {
do_buy = true; do_buy = true;
} }
} }
@ -397,7 +398,9 @@ pub async fn list_up_for_sell(all_data: &AllData, futures_exchange_info_map: &Ha
// } else if element.pure_profit_percent <= element.stoploss_percent { // } else if element.pure_profit_percent <= element.stoploss_percent {
// is_sell = true; // is_sell = true;
// } else // } else
if lr_vec.last().unwrap().r_squared >= 0.55 { if element.pure_profit_percent.is_sign_positive() && lr_vec.last().unwrap().r_squared >= 0.7 {
is_sell = true;
} else if lr_vec[lr_vec.len()-1].lr_value > lr_vec[lr_vec.len()-2].lr_value {
is_sell = true; is_sell = true;
} }