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Update filtering

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This commit is contained in:
Sik Yoon 2024-05-02 23:16:59 +09:00
parent 89d10e7ab8
commit a6831d7f3e
1 changed files with 10 additions and 6 deletions
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16
src/strategy_team/strategy_008.rs
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@ -51,15 +51,19 @@ 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 %R < -50.0 // Wiliams %R(200) < -50.0
// Wiliams %R(30) < -30.0
let mut keys_to_remove: HashSet<String> = HashSet::new(); let mut keys_to_remove: HashSet<String> = HashSet::new();
let mut wprs = wiliams_percent_r(200, &alldata.rt_price_30m_vec, &filtered_data).await?; let mut wprs200 = wiliams_percent_r(200, &alldata.rt_price_30m_vec, &filtered_data).await?;
let mut wprs30 = wiliams_percent_r(30, &alldata.rt_price_30m_vec, &filtered_data).await?;
let server_epoch = get_server_epoch().await; let server_epoch = get_server_epoch().await;
for (symbol, values) in &mut filtered_data { for (symbol, values) in &mut filtered_data {
if let Some(wpr_vec) = wprs.get(symbol) { if let (Some(wpr200_vec), Some(wpr30_vec)) = (wprs200.get(symbol), wprs30.get(symbol)) {
if wpr_vec.len() > 15 if wpr200_vec.len() > 15 && wpr30_vec.len() > 15
&& wpr_vec.last().unwrap().close_time > server_epoch && wpr200_vec.last().unwrap().close_time > server_epoch
&& wpr_vec.last().unwrap().r_value < -50.0 && wpr200_vec.last().unwrap().r_value < -50.0
&& wpr30_vec.last().unwrap().close_time > server_epoch
&& wpr30_vec.last().unwrap().r_value < -30.0
{ {
} else { } else {
keys_to_remove.insert(symbol.clone()); keys_to_remove.insert(symbol.clone());