From ab6ae5e6670f84c26c44c2812364224ff00447f7 Mon Sep 17 00:00:00 2001 From: Sik Yoon Date: Sat, 25 May 2024 04:22:41 +0900 Subject: [PATCH] Update filtering --- src/strategy_team/future_strategy_long.rs | 75 +++++++++++---------- src/strategy_team/future_strategy_short.rs | 78 ++++++++++++---------- 2 files changed, 82 insertions(+), 71 deletions(-) diff --git a/src/strategy_team/future_strategy_long.rs b/src/strategy_team/future_strategy_long.rs index 45d4dae..7679da9 100644 --- a/src/strategy_team/future_strategy_long.rs +++ b/src/strategy_team/future_strategy_long.rs @@ -37,14 +37,19 @@ pub async fn list_up_for_buy( let server_epoch = get_server_epoch().await; for (symbol, values) in &mut filtered_data { let mut do_buy = false; - if let (Some(tema15_vec), Some(tema30_vec)) = (tema_15.get(symbol), tema_30.get(symbol)) { + let price_and_closetime = get_current_price_decimal(&symbol, &alldata.rt_price_1m_vec).await; + if let (Some(tema15_vec), Some(tema30_vec), Some(current_info)) = (tema_15.get(symbol), tema_30.get(symbol), price_and_closetime) { if tema15_vec.len() > 10 && tema30_vec.len() > 10 && tema15_vec.last().unwrap().close_time == tema30_vec.last().unwrap().close_time && tema15_vec.last().unwrap().close_time > server_epoch && tema30_vec.last().unwrap().close_time > server_epoch { - if tema15_vec.last().unwrap().tema_value > tema30_vec.last().unwrap().tema_value { + if tema15_vec[tema15_vec.len()-1].tema_value > tema15_vec[tema15_vec.len()-2].tema_value + && tema15_vec[tema15_vec.len()-1].tema_value > tema15_vec[tema15_vec.len()-3].tema_value + && tema15_vec[tema15_vec.len()-2].tema_value < tema15_vec[tema15_vec.len()-3].tema_value { + values.closetime = current_info.1; + values.current_price = current_info.0; do_buy = true; } } @@ -94,39 +99,39 @@ pub async fn list_up_for_buy( // remove_keys(&mut filtered_data, keys_to_remove).await; // StochRSI (RSI_len: 30, StochRSI_len: 30, K: 2, D: 2) K_current < 70, K_prev < 70, K_prev_1 < 70 - let server_epoch = get_server_epoch().await; - let mut keys_to_remove: HashSet = HashSet::new(); - let stoch_rsis = stoch_rsi(30, 30, 2, 2, &alldata.rt_price_1m_vec, &filtered_data).await?; - for (symbol, values) in &mut filtered_data { - let mut do_buy = false; - let price_and_closetime = get_current_price_decimal(&symbol, &alldata.rt_price_1m_vec).await; - if let (Some(stoch_rsi_vec), Some(current_info)) = (stoch_rsis.get(symbol), price_and_closetime) { - if server_epoch < current_info.1 { - let search_result = stoch_rsi_vec - .iter() - .position(|x| x.close_time == current_info.1); - if stoch_rsi_vec.len() > 10 - && search_result.is_some_and(|a| { - stoch_rsi_vec[a].k > 20.0 - && stoch_rsi_vec[a].k > stoch_rsi_vec[a].d - && stoch_rsi_vec[a - 1].k < 20.0 - && stoch_rsi_vec[a - 2].k < 20.0 - && stoch_rsi_vec[a - 3].k < 20.0 - && stoch_rsi_vec[a - 4].k < 20.0 - }) - { - values.closetime = current_info.1; - values.current_price = current_info.0; - do_buy = true; - } - } - } + // let server_epoch = get_server_epoch().await; + // let mut keys_to_remove: HashSet = HashSet::new(); + // let stoch_rsis = stoch_rsi(30, 30, 2, 2, &alldata.rt_price_1m_vec, &filtered_data).await?; + // for (symbol, values) in &mut filtered_data { + // let mut do_buy = false; + // let price_and_closetime = get_current_price_decimal(&symbol, &alldata.rt_price_1m_vec).await; + // if let (Some(stoch_rsi_vec), Some(current_info)) = (stoch_rsis.get(symbol), price_and_closetime) { + // if server_epoch < current_info.1 { + // let search_result = stoch_rsi_vec + // .iter() + // .position(|x| x.close_time == current_info.1); + // if stoch_rsi_vec.len() > 10 + // && search_result.is_some_and(|a| { + // stoch_rsi_vec[a].k > 20.0 + // && stoch_rsi_vec[a].k > stoch_rsi_vec[a].d + // && stoch_rsi_vec[a - 1].k < 20.0 + // && stoch_rsi_vec[a - 2].k < 20.0 + // && stoch_rsi_vec[a - 3].k < 20.0 + // && stoch_rsi_vec[a - 4].k < 20.0 + // }) + // { + // values.closetime = current_info.1; + // values.current_price = current_info.0; + // do_buy = true; + // } + // } + // } - if do_buy == false { - keys_to_remove.insert(symbol.clone()); - } - } - remove_keys(&mut filtered_data, keys_to_remove).await; + // if do_buy == false { + // keys_to_remove.insert(symbol.clone()); + // } + // } + // remove_keys(&mut filtered_data, keys_to_remove).await; let final_filtered_data = future_duplicate_filter(&filtered_data, &future_exchange_info_map).await?; insert_future_coins(Position::Long, server_epoch, &final_filtered_data).await?; @@ -157,7 +162,7 @@ pub async fn list_up_for_sell(alldata: &AllData) -> Result<(), Box server_epoch && stoch_rsis_vec[stoch_rsis_vec.len()-1].k < stoch_rsis_vec[stoch_rsis_vec.len()-1].d && stoch_rsis_vec[stoch_rsis_vec.len()-2].k > stoch_rsis_vec[stoch_rsis_vec.len()-2].d { - over_turned = true; + // over_turned = true; } // TODO: BNB 코인이 있으면 diff --git a/src/strategy_team/future_strategy_short.rs b/src/strategy_team/future_strategy_short.rs index 6ddb107..15df549 100644 --- a/src/strategy_team/future_strategy_short.rs +++ b/src/strategy_team/future_strategy_short.rs @@ -30,21 +30,26 @@ pub async fn list_up_for_buy( filtered_data.insert(symbol.clone(), FilteredDataValue::new()); } - // current Tema(15) < current Tema(30) + // current Tema(15) > current Tema(30) let mut keys_to_remove: HashSet = HashSet::new(); let tema_15 = tema(15, &alldata.rt_price_1m_vec, &filtered_data).await?; let tema_30 = tema(30, &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(tema15_vec), Some(tema30_vec)) = (tema_15.get(symbol), tema_30.get(symbol)) { + let price_and_closetime = get_current_price_decimal(&symbol, &alldata.rt_price_1m_vec).await; + if let (Some(tema15_vec), Some(tema30_vec), Some(current_info)) = (tema_15.get(symbol), tema_30.get(symbol), price_and_closetime) { if tema15_vec.len() > 10 && tema30_vec.len() > 10 && tema15_vec.last().unwrap().close_time == tema30_vec.last().unwrap().close_time && tema15_vec.last().unwrap().close_time > server_epoch && tema30_vec.last().unwrap().close_time > server_epoch { - if tema15_vec.last().unwrap().tema_value < tema30_vec.last().unwrap().tema_value { + if tema15_vec[tema15_vec.len()-1].tema_value < tema15_vec[tema15_vec.len()-2].tema_value + && tema15_vec[tema15_vec.len()-1].tema_value < tema15_vec[tema15_vec.len()-3].tema_value + && tema15_vec[tema15_vec.len()-2].tema_value > tema15_vec[tema15_vec.len()-3].tema_value { + values.closetime = current_info.1; + values.current_price = current_info.0; do_buy = true; } } @@ -94,39 +99,40 @@ pub async fn list_up_for_buy( // remove_keys(&mut filtered_data, keys_to_remove).await; // StochRSI (RSI_len: 30, StochRSI_len: 30, K: 2, D: 2) K_current < 70, K_prev < 70, K_prev_1 < 70 - let server_epoch = get_server_epoch().await; - let mut keys_to_remove: HashSet = HashSet::new(); - let stoch_rsis = stoch_rsi(30, 30, 2, 2, &alldata.rt_price_1m_vec, &filtered_data).await?; - for (symbol, values) in &mut filtered_data { - let mut do_buy = false; - let price_and_closetime = get_current_price_decimal(&symbol, &alldata.rt_price_1m_vec).await; - if let (Some(stoch_rsi_vec), Some(current_info)) = (stoch_rsis.get(symbol), price_and_closetime) { - if server_epoch < current_info.1 { - let search_result = stoch_rsi_vec - .iter() - .position(|x| x.close_time == current_info.1); - if stoch_rsi_vec.len() > 10 - && search_result.is_some_and(|a| { - stoch_rsi_vec[a].k < 80.0 - && stoch_rsi_vec[a].k < stoch_rsi_vec[a].d - && stoch_rsi_vec[a - 1].k > 80.0 - && stoch_rsi_vec[a - 2].k > 80.0 - && stoch_rsi_vec[a - 3].k > 80.0 - && stoch_rsi_vec[a - 4].k > 80.0 - }) - { - values.closetime = current_info.1; - values.current_price = current_info.0; - do_buy = true; - } - } - } + // let server_epoch = get_server_epoch().await; + // let mut keys_to_remove: HashSet = HashSet::new(); + // let stoch_rsis = stoch_rsi(30, 30, 2, 2, &alldata.rt_price_1m_vec, &filtered_data).await?; + // for (symbol, values) in &mut filtered_data { + // let mut do_buy = false; + // let price_and_closetime = get_current_price_decimal(&symbol, &alldata.rt_price_1m_vec).await; + // if let (Some(stoch_rsi_vec), Some(current_info)) = (stoch_rsis.get(symbol), price_and_closetime) { + // if server_epoch < current_info.1 { + // let search_result = stoch_rsi_vec + // .iter() + // .position(|x| x.close_time == current_info.1); + // if stoch_rsi_vec.len() > 10 + // && search_result.is_some_and(|a| { + // stoch_rsi_vec[a].k < 80.0 + // && stoch_rsi_vec[a].k < stoch_rsi_vec[a].d + // && stoch_rsi_vec[a - 1].k > 80.0 + // && stoch_rsi_vec[a - 2].k > 80.0 + // && stoch_rsi_vec[a - 3].k > 80.0 + // && stoch_rsi_vec[a - 4].k > 80.0 + // }) + // { + // values.closetime = current_info.1; + // values.current_price = current_info.0; + // do_buy = true; + // } + // } + // } - if do_buy == false { - keys_to_remove.insert(symbol.clone()); - } - } - remove_keys(&mut filtered_data, keys_to_remove).await; + // if do_buy == false { + // keys_to_remove.insert(symbol.clone()); + // } + // } + // remove_keys(&mut filtered_data, keys_to_remove).await; + let final_filtered_data = future_duplicate_filter(&filtered_data, &future_exchange_info_map).await?; insert_future_coins(Position::Short, server_epoch, &final_filtered_data).await?; @@ -156,7 +162,7 @@ pub async fn list_up_for_sell(alldata: &AllData) -> Result<(), Box server_epoch && stoch_rsis_vec[stoch_rsis_vec.len()-1].k > stoch_rsis_vec[stoch_rsis_vec.len()-1].d && stoch_rsis_vec[stoch_rsis_vec.len()-2].k < stoch_rsis_vec[stoch_rsis_vec.len()-2].d { - over_turned = true; + // over_turned = true; } // TODO: BNB 코인이 있으면