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Update filtering

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This commit is contained in:
Sik Yoon 2024-06-06 06:20:32 +09:00
parent 0efc7505cb
commit 98a29873b9
2 changed files with 15 additions and 10 deletions
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13
src/strategy_team/future_strategy_long.rs
View File

@ -44,6 +44,7 @@ pub async fn list_up_for_buy(
&& 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.last().unwrap().r_squared <= 0.01 && lr_vec.last().unwrap().r_squared <= 0.01
{ {
values.closetime = current_info.1;
do_buy = true; do_buy = true;
} }
} }
@ -386,11 +387,13 @@ pub async fn list_up_for_sell(all_data: &AllData, futures_exchange_info_map: &Ha
if let Some(lr_vec) = lr_map.get(&element.symbol) { if let Some(lr_vec) = lr_map.get(&element.symbol) {
if !element.current_price.is_zero() && lr_vec.len() > 10 && lr_vec.last().is_some_and(|x| x.close_time > server_epoch) { if !element.current_price.is_zero() && lr_vec.len() > 10 && lr_vec.last().is_some_and(|x| x.close_time > server_epoch) {
if element.pure_profit_percent >= element.target_percent { // if element.pure_profit_percent >= element.target_percent {
is_sell = true; // is_sell = true;
} 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 if lr_vec.last().unwrap().r_squared >= 0.55 { // } else
if lr_vec.last().unwrap().r_squared >= 0.55 {
is_sell = true; is_sell = true;
} }

12
src/strategy_team/future_strategy_short.rs
View File

@ -44,6 +44,7 @@ pub async fn list_up_for_buy(
&& 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.last().unwrap().r_squared <= 0.01 && lr_vec.last().unwrap().r_squared <= 0.01
{ {
values.closetime = current_info.1;
do_buy = true; do_buy = true;
} }
} }
@ -391,11 +392,12 @@ pub async fn list_up_for_sell(all_data: &AllData, futures_exchange_info_map: &Ha
if let Some(lr_vec) = lr_map.get(&element.symbol) { if let Some(lr_vec) = lr_map.get(&element.symbol) {
if !element.current_price.is_zero() && lr_vec.len() > 10 && lr_vec.last().is_some_and(|x| x.close_time > server_epoch) { if !element.current_price.is_zero() && lr_vec.len() > 10 && lr_vec.last().is_some_and(|x| x.close_time > server_epoch) {
if element.pure_profit_percent >= element.target_percent { // if element.pure_profit_percent >= element.target_percent {
is_sell = true; // is_sell = true;
} 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 if lr_vec.last().unwrap().r_squared >= 0.55 { // } else
if lr_vec.last().unwrap().r_squared >= 0.55 {
is_sell = true; is_sell = true;
} }