Sik/tradingbot
1
0
Fork 0
Code Issues Pull Requests Actions Packages Projects Releases Wiki Activity

Apply formatter

Browse Source
This commit is contained in:
Sik Yoon 2023-07-22 20:28:32 +09:00
parent 95c7dd4b23
commit a147535dc7
3 changed files with 82 additions and 90 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

69
src/coex/strategy_team.rs
View File

@ -14,15 +14,15 @@ use crate::value_estimation_team::indicators::rsi::RsiData;
use crate::value_estimation_team::indicators::sma::SmaData;
use crate::value_estimation_team::indicators::stoch_rsi::{StochRsiDData, StochRsiKData};
use crate::value_estimation_team::indicators::supertrend::{supertrend, SupertrendData};
use futures::future::try_join_all;
use csv::{DeserializeRecordsIter, StringRecord};
use futures::future::try_join_all;
use rust_decimal::prelude::ToPrimitive;
use rust_decimal::Decimal;
use serde::Deserialize;
use sqlx::FromRow;
use std::{cmp::Ordering, sync::Arc};
use tokio::time::{sleep, Duration, Instant};
use tokio::sync::Mutex;
use tokio::time::{sleep, Duration, Instant};
use crate::signal_association::signal_decision::*;
@ -930,11 +930,10 @@ pub async fn execute_strategists(
pub async fn execute_strategist_for_test_temp(
alldata: &AllData,
) -> Result<(), Box<dyn std::error::Error + Send + Sync>> {
// 1st filtering: supertrend(ATR period 10, multiplier: 1.3, 30m close price), the area should be in SELL area.
let mut filtered_2nd_symbols: Vec<(String, i64)> = Vec::new();
let mut filtered_2nd_symbols_arc: Arc<Mutex<Vec<(String, i64)>>> = Arc::new(Mutex::new(filtered_2nd_symbols)); // (symbol, closetime)
let mut filtered_2nd_symbols_arc: Arc<Mutex<Vec<(String, i64)>>> =
Arc::new(Mutex::new(filtered_2nd_symbols)); // (symbol, closetime)
let mut task_vec = Vec::new();
let valid_symbol_vec_c = alldata.valid_symbol_vec.clone();
for symbol in valid_symbol_vec_c {
@ -943,15 +942,12 @@ pub async fn execute_strategist_for_test_temp(
let rt_price_30m_vec_c = alldata.rt_price_30m_vec.clone();
let filtered_2nd_symbols_arc_c = Arc::clone(&filtered_2nd_symbols_arc);
task_vec.push(tokio::spawn(async move {
let opclo_30m_option = rt_price_30m_vec_c.iter()
.position(|x| *x.0 == symbol);
let opclo_30m_option = rt_price_30m_vec_c.iter().position(|x| *x.0 == symbol);
let supertrend_option_30m =
supertrend(&symbol, &rt_price_30m_vec_c, 10, 1.3, true).await;
if opclo_30m_option.is_some() && supertrend_option_30m.is_some() {
opclo_30m_vec = rt_price_30m_vec_c[opclo_30m_option.unwrap()]
.1
.clone();
opclo_30m_vec = rt_price_30m_vec_c[opclo_30m_option.unwrap()].1.clone();
supertrend_vec = supertrend_option_30m.unwrap();
if opclo_30m_vec.len() >= 3 && supertrend_vec.len() >= 3 {
@ -969,7 +965,8 @@ pub async fn execute_strategist_for_test_temp(
.area
.contains("DOWN")
{
let mut filtered_2nd_symbols_lock = filtered_2nd_symbols_arc_c.lock().await;
let mut filtered_2nd_symbols_lock =
filtered_2nd_symbols_arc_c.lock().await;
filtered_2nd_symbols_lock
.push((symbol.clone(), opclo_30m_vec.last().unwrap().close_time));
}
@ -987,7 +984,8 @@ pub async fn execute_strategist_for_test_temp(
let inspect_table_name_4 = String::from("suggested_coin_list");
let mut filtered_3rd_symbols: Vec<(String, i64)> = Vec::new();
let mut filtered_3rd_symbols_arc: Arc<Mutex<Vec<(String, i64)>>> = Arc::new(Mutex::new(filtered_3rd_symbols)); // (symbol, closetime)
let mut filtered_3rd_symbols_arc: Arc<Mutex<Vec<(String, i64)>>> =
Arc::new(Mutex::new(filtered_3rd_symbols)); // (symbol, closetime)
let mut task_vec = Vec::new();
let filtered_2nd_iter = filtered_2nd_symbols_arc.lock().await.clone().into_iter();
@ -1005,10 +1003,14 @@ pub async fn execute_strategist_for_test_temp(
let element_c = element.clone();
let filtered_3rd_symbols_arc_c = Arc::clone(&filtered_3rd_symbols_arc);
task_vec.push(tokio::spawn(async move {
let inspect_result_1 = exists_record(&inspect_table_name_1_c, &exists_condition_c).await;
let inspect_result_2 = exists_record(&inspect_table_name_2_c, &exists_condition_c).await;
let inspect_result_3 = exists_record(&inspect_table_name_3_c, &exists_condition_c).await;
let inspect_result_4 = exists_record(&inspect_table_name_4_c, &exists_condition_c).await;
let inspect_result_1 =
exists_record(&inspect_table_name_1_c, &exists_condition_c).await;
let inspect_result_2 =
exists_record(&inspect_table_name_2_c, &exists_condition_c).await;
let inspect_result_3 =
exists_record(&inspect_table_name_3_c, &exists_condition_c).await;
let inspect_result_4 =
exists_record(&inspect_table_name_4_c, &exists_condition_c).await;
if inspect_result_1 == false
&& inspect_result_2 == false
@ -1016,8 +1018,7 @@ pub async fn execute_strategist_for_test_temp(
&& inspect_result_4 == false
{
let mut filtered_3rd_symbols_lock = filtered_3rd_symbols_arc_c.lock().await;
filtered_3rd_symbols_lock
.push(element_c);
filtered_3rd_symbols_lock.push(element_c);
}
}));
}
@ -1033,7 +1034,8 @@ pub async fn execute_strategist_for_test_temp(
)
.await?;
let bb10_30m_data: Vec<(String, Vec<BollingerBandData>)> = value_estimation_team::indicators::bollingerband::bollingerband(
let bb10_30m_data: Vec<(String, Vec<BollingerBandData>)> =
value_estimation_team::indicators::bollingerband::bollingerband(
10,
3.0,
&sma10_30m_data,
@ -1044,7 +1046,8 @@ pub async fn execute_strategist_for_test_temp(
let mut task_vec = Vec::new();
let mut filtered_4th_symbols: Vec<(String, i64)> = Vec::new();
let mut filtered_4th_symbols_arc: Arc<Mutex<Vec<(String, i64)>>> = Arc::new(Mutex::new(filtered_4th_symbols)); // (symbol, closetime)
let mut filtered_4th_symbols_arc: Arc<Mutex<Vec<(String, i64)>>> =
Arc::new(Mutex::new(filtered_4th_symbols)); // (symbol, closetime)
for element in filtered_3rd_iter {
let mut bb10_30m_vec: Vec<BollingerBandData> = Vec::new();
let bb10_30m_option = bb10_30m_data.iter().position(|x| *x.0 == element.0);
@ -1072,9 +1075,9 @@ pub async fn execute_strategist_for_test_temp(
);
if bb_search_result.is_ok() {
if bb10_30m_vec_c[bb_search_result.unwrap()].lowerband > current_price {
let mut filtered_4th_symbols_lock = filtered_4th_symbols_arc_c.lock().await;
filtered_4th_symbols_lock
.push(element_c);
let mut filtered_4th_symbols_lock =
filtered_4th_symbols_arc_c.lock().await;
filtered_4th_symbols_lock.push(element_c);
}
}
}));
@ -1122,25 +1125,13 @@ pub async fn execute_strategist_for_test_temp(
let mut filtered_6th_symbols: Vec<(String, i64)> = Vec::new(); // (symbol, closetime)
for element in filtered_5th_symbols {
let rt_price_30m_vec_c = alldata.rt_price_30m_vec.clone();
let opclo_30m_option = rt_price_30m_vec_c
.iter()
.position(|x| *x.0 == element.0);
let opclo_30m_option = rt_price_30m_vec_c.iter().position(|x| *x.0 == element.0);
if opclo_30m_option.is_some() {
let opclo_30m_vec = rt_price_30m_vec_c[opclo_30m_option.unwrap()]
.1
.clone();
let opclo_30m_vec = rt_price_30m_vec_c[opclo_30m_option.unwrap()].1.clone();
if opclo_30m_vec.len() >= 3 {
let heatmap_volume_option = heatmap_volume(
&element.0,
&rt_price_30m_vec_c,
10,
10,
4.0,
2.5,
1.0,
-0.5,
)
let heatmap_volume_option =
heatmap_volume(&element.0, &rt_price_30m_vec_c, 10, 10, 4.0, 2.5, 1.0, -0.5)
.await;
if heatmap_volume_option.is_some() {
let heatmap_volume_vec = heatmap_volume_option.unwrap();

9
src/value_estimation_team/indicators/bollingerband.rs
View File

@ -5,11 +5,11 @@ use crate::database_control::*;
use crate::value_estimation_team::datapoints::price_data::RealtimePriceData;
use crate::value_estimation_team::indicators::sma::SmaData;
use csv::{DeserializeRecordsIter, StringRecord};
use futures::future::try_join_all;
use serde::Deserialize;
use sqlx::FromRow;
use tokio::{fs::*, io::AsyncWriteExt, time::*, sync::Mutex};
use futures::future::try_join_all;
use std::{sync::Arc};
use std::sync::Arc;
use tokio::{fs::*, io::AsyncWriteExt, sync::Mutex, time::*};
#[derive(Clone, Debug)]
pub struct BollingerBandData {
@ -128,7 +128,8 @@ pub async fn bollingerband(
Err(E) => {}
}
let mut bb_data_wrapper_lock = bb_data_wrapper_arc_c.lock().await;
bb_data_wrapper_lock.push((symbol_c.0.clone(), bb_data_vec.clone()));
bb_data_wrapper_lock
.push((symbol_c.0.clone(), bb_data_vec.clone()));
}
}));
}

6
src/value_estimation_team/indicators/sma.rs
View File

@ -4,11 +4,11 @@
use crate::database_control::*;
use crate::value_estimation_team::datapoints::price_data::RealtimePriceData;
use csv::{DeserializeRecordsIter, StringRecord};
use futures::future::try_join_all;
use serde::Deserialize;
use sqlx::FromRow;
use tokio::{fs::*, io::AsyncWriteExt, time::*, sync::Mutex};
use futures::future::try_join_all;
use std::{sync::Arc};
use std::sync::Arc;
use tokio::{fs::*, io::AsyncWriteExt, sync::Mutex, time::*};
#[derive(Clone, Debug)]
pub struct SmaData {