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Update filtering

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This commit is contained in:
Sik Yoon 2024-06-01 13:42:55 +09:00
parent fadf1ea26a
commit 80dad1d352
2 changed files with 32 additions and 14 deletions
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33
src/strategy_team/future_strategy_long.rs
View File

@ -68,6 +68,7 @@ pub async fn list_up_for_buy(
let mut keys_to_remove: HashSet<String> = HashSet::new(); let mut keys_to_remove: HashSet<String> = HashSet::new();
let adx_vec = adx(15, 15, &alldata.rt_price_1m_vec, &filtered_data).await?; let adx_vec = adx(15, 15, &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;
if let Some(adx_vec) = adx_vec.get(symbol) { if let Some(adx_vec) = adx_vec.get(symbol) {
if let Some(last_idx) = adx_vec.iter().position(|elem| elem.close_time == values.closetime) { if let Some(last_idx) = adx_vec.iter().position(|elem| elem.close_time == values.closetime) {
if adx_vec.len() > 10 if adx_vec.len() > 10
@ -79,13 +80,11 @@ pub async fn list_up_for_buy(
&& adx_vec[last_idx-1].adx > adx_vec[last_idx-2].adx && adx_vec[last_idx-1].adx > adx_vec[last_idx-2].adx
&& adx_vec[last_idx-1].adx > adx_vec[last_idx-3].adx && adx_vec[last_idx-1].adx > adx_vec[last_idx-3].adx
&& adx_vec[last_idx-2].adx > adx_vec[last_idx-3].adx { && adx_vec[last_idx-2].adx > adx_vec[last_idx-3].adx {
} else { do_buy = true;
keys_to_remove.insert(symbol.clone()); }
} }
} else { }
keys_to_remove.insert(symbol.clone()); if do_buy == false {
}
} else {
keys_to_remove.insert(symbol.clone()); keys_to_remove.insert(symbol.clone());
} }
} }
@ -144,6 +143,26 @@ 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
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 > -80.0
&& wpr100_vec.last().unwrap().r_value < -20.0 {
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?;

13
src/strategy_team/future_strategy_short.rs
View File

@ -68,6 +68,7 @@ pub async fn list_up_for_buy(
let mut keys_to_remove: HashSet<String> = HashSet::new(); let mut keys_to_remove: HashSet<String> = HashSet::new();
let adx_vec = adx(15, 15, &alldata.rt_price_1m_vec, &filtered_data).await?; let adx_vec = adx(15, 15, &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;
if let Some(adx_vec) = adx_vec.get(symbol) { if let Some(adx_vec) = adx_vec.get(symbol) {
if let Some(last_idx) = adx_vec.iter().position(|elem| elem.close_time == values.closetime) { if let Some(last_idx) = adx_vec.iter().position(|elem| elem.close_time == values.closetime) {
if adx_vec.len() > 10 if adx_vec.len() > 10
@ -79,13 +80,11 @@ pub async fn list_up_for_buy(
&& adx_vec[last_idx-1].adx > adx_vec[last_idx-2].adx && adx_vec[last_idx-1].adx > adx_vec[last_idx-2].adx
&& adx_vec[last_idx-1].adx > adx_vec[last_idx-3].adx && adx_vec[last_idx-1].adx > adx_vec[last_idx-3].adx
&& adx_vec[last_idx-2].adx > adx_vec[last_idx-3].adx { && adx_vec[last_idx-2].adx > adx_vec[last_idx-3].adx {
} else { do_buy = true;
keys_to_remove.insert(symbol.clone()); }
} }
} else { }
keys_to_remove.insert(symbol.clone()); if do_buy == false {
}
} else {
keys_to_remove.insert(symbol.clone()); keys_to_remove.insert(symbol.clone());
} }
} }