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Update filtering

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This commit is contained in:
Sik Yoon 2024-05-25 04:22:41 +09:00
parent 583787432e
commit ab6ae5e667
2 changed files with 82 additions and 71 deletions
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75
src/strategy_team/future_strategy_long.rs
View File

@ -37,14 +37,19 @@ pub async fn list_up_for_buy(
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 {
let mut do_buy = false; 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 if tema15_vec.len() > 10
&& tema30_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 == tema30_vec.last().unwrap().close_time
&& tema15_vec.last().unwrap().close_time > server_epoch && tema15_vec.last().unwrap().close_time > server_epoch
&& tema30_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; do_buy = true;
} }
} }
@ -94,39 +99,39 @@ 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;
// StochRSI (RSI_len: 30, StochRSI_len: 30, K: 2, D: 2) K_current < 70, K_prev < 70, K_prev_1 < 70 // 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 server_epoch = get_server_epoch().await;
let mut keys_to_remove: HashSet<String> = HashSet::new(); // let mut keys_to_remove: HashSet<String> = HashSet::new();
let stoch_rsis = stoch_rsi(30, 30, 2, 2, &alldata.rt_price_1m_vec, &filtered_data).await?; // let stoch_rsis = stoch_rsi(30, 30, 2, 2, &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; // let mut do_buy = false;
let price_and_closetime = get_current_price_decimal(&symbol, &alldata.rt_price_1m_vec).await; // 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 let (Some(stoch_rsi_vec), Some(current_info)) = (stoch_rsis.get(symbol), price_and_closetime) {
if server_epoch < current_info.1 { // if server_epoch < current_info.1 {
let search_result = stoch_rsi_vec // let search_result = stoch_rsi_vec
.iter() // .iter()
.position(|x| x.close_time == current_info.1); // .position(|x| x.close_time == current_info.1);
if stoch_rsi_vec.len() > 10 // if stoch_rsi_vec.len() > 10
&& search_result.is_some_and(|a| { // && search_result.is_some_and(|a| {
stoch_rsi_vec[a].k > 20.0 // stoch_rsi_vec[a].k > 20.0
&& stoch_rsi_vec[a].k > stoch_rsi_vec[a].d // && stoch_rsi_vec[a].k > stoch_rsi_vec[a].d
&& stoch_rsi_vec[a - 1].k < 20.0 // && stoch_rsi_vec[a - 1].k < 20.0
&& stoch_rsi_vec[a - 2].k < 20.0 // && stoch_rsi_vec[a - 2].k < 20.0
&& stoch_rsi_vec[a - 3].k < 20.0 // && stoch_rsi_vec[a - 3].k < 20.0
&& stoch_rsi_vec[a - 4].k < 20.0 // && stoch_rsi_vec[a - 4].k < 20.0
}) // })
{ // {
values.closetime = current_info.1; // values.closetime = current_info.1;
values.current_price = current_info.0; // values.current_price = current_info.0;
do_buy = true; // do_buy = true;
} // }
} // }
} // }
if do_buy == false { // if do_buy == false {
keys_to_remove.insert(symbol.clone()); // keys_to_remove.insert(symbol.clone());
} // }
} // }
remove_keys(&mut filtered_data, keys_to_remove).await; // remove_keys(&mut filtered_data, keys_to_remove).await;
let final_filtered_data = future_duplicate_filter(&filtered_data, &future_exchange_info_map).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?; 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<dyn std::erro
if stoch_rsis_vec.last().unwrap().close_time > server_epoch if stoch_rsis_vec.last().unwrap().close_time > 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()-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 { && 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 // TODO: BNB 코인이 있으면

78
src/strategy_team/future_strategy_short.rs
View File

@ -30,21 +30,26 @@ pub async fn list_up_for_buy(
filtered_data.insert(symbol.clone(), FilteredDataValue::new()); 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<String> = HashSet::new(); let mut keys_to_remove: HashSet<String> = HashSet::new();
let tema_15 = tema(15, &alldata.rt_price_1m_vec, &filtered_data).await?; 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 tema_30 = tema(30, &alldata.rt_price_1m_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 {
let mut do_buy = false; 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 if tema15_vec.len() > 10
&& tema30_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 == tema30_vec.last().unwrap().close_time
&& tema15_vec.last().unwrap().close_time > server_epoch && tema15_vec.last().unwrap().close_time > server_epoch
&& tema30_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; do_buy = true;
} }
} }
@ -94,39 +99,40 @@ 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;
// StochRSI (RSI_len: 30, StochRSI_len: 30, K: 2, D: 2) K_current < 70, K_prev < 70, K_prev_1 < 70 // 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 server_epoch = get_server_epoch().await;
let mut keys_to_remove: HashSet<String> = HashSet::new(); // let mut keys_to_remove: HashSet<String> = HashSet::new();
let stoch_rsis = stoch_rsi(30, 30, 2, 2, &alldata.rt_price_1m_vec, &filtered_data).await?; // let stoch_rsis = stoch_rsi(30, 30, 2, 2, &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; // let mut do_buy = false;
let price_and_closetime = get_current_price_decimal(&symbol, &alldata.rt_price_1m_vec).await; // 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 let (Some(stoch_rsi_vec), Some(current_info)) = (stoch_rsis.get(symbol), price_and_closetime) {
if server_epoch < current_info.1 { // if server_epoch < current_info.1 {
let search_result = stoch_rsi_vec // let search_result = stoch_rsi_vec
.iter() // .iter()
.position(|x| x.close_time == current_info.1); // .position(|x| x.close_time == current_info.1);
if stoch_rsi_vec.len() > 10 // if stoch_rsi_vec.len() > 10
&& search_result.is_some_and(|a| { // && search_result.is_some_and(|a| {
stoch_rsi_vec[a].k < 80.0 // stoch_rsi_vec[a].k < 80.0
&& stoch_rsi_vec[a].k < stoch_rsi_vec[a].d // && stoch_rsi_vec[a].k < stoch_rsi_vec[a].d
&& stoch_rsi_vec[a - 1].k > 80.0 // && stoch_rsi_vec[a - 1].k > 80.0
&& stoch_rsi_vec[a - 2].k > 80.0 // && stoch_rsi_vec[a - 2].k > 80.0
&& stoch_rsi_vec[a - 3].k > 80.0 // && stoch_rsi_vec[a - 3].k > 80.0
&& stoch_rsi_vec[a - 4].k > 80.0 // && stoch_rsi_vec[a - 4].k > 80.0
}) // })
{ // {
values.closetime = current_info.1; // values.closetime = current_info.1;
values.current_price = current_info.0; // values.current_price = current_info.0;
do_buy = true; // 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?; 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?; 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<dyn std::erro
if stoch_rsis_vec.last().unwrap().close_time > server_epoch if stoch_rsis_vec.last().unwrap().close_time > 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()-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 { && 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 // TODO: BNB 코인이 있으면