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This commit is contained in:
Sik Yoon 2024-01-08 20:09:19 +09:00
parent 53c74828b4
commit ae12688b5f
4 changed files with 109 additions and 72 deletions
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26
src/strategy_team/strategy_004.rs
View File

@ -180,22 +180,33 @@ pub async fn list_up_for_buy(
} }
try_join_all(task_vec).await?; try_join_all(task_vec).await?;
// 4th filtering: MACD 1d (fast:3, slow:7, smoothing:3) MACD > signal // 4th filtering: the latest 5 30m candle close prices > EMA 200
let filtered_data_3rd = filtered_data_3rd_arc.lock().await.clone(); let filtered_data_3rd = filtered_data_3rd_arc.lock().await.clone();
let mut filtered_data_4th: Vec<FilteredData> = Vec::new(); let mut filtered_data_4th: Vec<FilteredData> = Vec::new();
let mut filtered_data_4th_arc: Arc<Mutex<Vec<FilteredData>>> = let mut filtered_data_4th_arc: Arc<Mutex<Vec<FilteredData>>> =
Arc::new(Mutex::new(filtered_data_4th)); Arc::new(Mutex::new(filtered_data_4th));
let mut task_vec = Vec::new(); let mut task_vec = Vec::new();
let macd_vec = ema_macd(3, 7, 3, &alldata.rt_price_1d_vec, &filtered_data_3rd).await?; let ema_vec = ema(200, &alldata.rt_price_30m_vec, &filtered_data_3rd).await?;
for element in filtered_data_3rd { for element in filtered_data_3rd {
let mut opclo_1d_vec: Vec<RealtimePriceData> = Vec::new(); let mut opclo_30m_vec = alldata.rt_price_30m_vec.clone();
let mut supertrend_vec: Vec<SupertrendData> = Vec::new(); let mut supertrend_vec: Vec<SupertrendData> = Vec::new();
let macd_vec_c = macd_vec.clone(); let ema_vec_c = ema_vec.clone();
let filtered_data_4th_arc_c = Arc::clone(&filtered_data_4th_arc); let filtered_data_4th_arc_c = Arc::clone(&filtered_data_4th_arc);
task_vec.push(tokio::spawn(async move { task_vec.push(tokio::spawn(async move {
let search_result = macd_vec_c.iter().position(|x| x.0 == element.symbol); let ema_search_result = ema_vec_c.iter().position(|x| x.0 == element.symbol);
let candle_search_result = opclo_30m_vec.iter().position(|x| x.0 == element.symbol);
if search_result.is_some_and(|a| macd_vec_c[a].1.last().unwrap().macd_value > macd_vec_c[a].1.last().unwrap().signal_value) { if ema_search_result.is_some() && candle_search_result.is_some() {
let search_result = ema_vec_c[ema_search_result.unwrap()].1.binary_search_by_key(
&opclo_30m_vec[candle_search_result.unwrap()].1.last().unwrap().close_time,
|EmaData {
ema_value,
close_time,
}| *close_time);
if search_result.is_ok_and(|x| ema_vec_c[ema_search_result.unwrap()].1[search_result.unwrap()].ema_value < opclo_30m_vec[candle_search_result.unwrap()].1[opclo_30m_vec[candle_search_result.unwrap()].1.len()-1].close_price) &&
search_result.is_ok_and(|x| ema_vec_c[ema_search_result.unwrap()].1[search_result.unwrap()-1].ema_value < opclo_30m_vec[candle_search_result.unwrap()].1[opclo_30m_vec[candle_search_result.unwrap()].1.len()-2].close_price) &&
search_result.is_ok_and(|x| ema_vec_c[ema_search_result.unwrap()].1[search_result.unwrap()-2].ema_value < opclo_30m_vec[candle_search_result.unwrap()].1[opclo_30m_vec[candle_search_result.unwrap()].1.len()-3].close_price) &&
search_result.is_ok_and(|x| ema_vec_c[ema_search_result.unwrap()].1[search_result.unwrap()-3].ema_value < opclo_30m_vec[candle_search_result.unwrap()].1[opclo_30m_vec[candle_search_result.unwrap()].1.len()-4].close_price) &&
search_result.is_ok_and(|x| ema_vec_c[ema_search_result.unwrap()].1[search_result.unwrap()-4].ema_value < opclo_30m_vec[candle_search_result.unwrap()].1[opclo_30m_vec[candle_search_result.unwrap()].1.len()-5].close_price) {
let mut filtered_4th_symbols_lock = let mut filtered_4th_symbols_lock =
filtered_data_4th_arc_c.lock().await; filtered_data_4th_arc_c.lock().await;
let mut filtered_data = FilteredData::new(); let mut filtered_data = FilteredData::new();
@ -207,6 +218,7 @@ pub async fn list_up_for_buy(
filtered_4th_symbols_lock.push(filtered_data); filtered_4th_symbols_lock.push(filtered_data);
} }
}
})); }));
} }
try_join_all(task_vec).await?; try_join_all(task_vec).await?;

27
src/strategy_team/strategy_005.rs
View File

@ -8,6 +8,7 @@ use super::{
// Triple SuperTrend strategy // Triple SuperTrend strategy
// SuperTrend length: 20, multiplier: 1.5, BUY signal // SuperTrend length: 20, multiplier: 1.5, BUY signal
// ADX(10, 10) < 25.0 // ADX(10, 10) < 25.0
// the latest 5 candle close prices > EMA 200
pub async fn list_up_for_buy( pub async fn list_up_for_buy(
alldata: AllData, alldata: AllData,
) -> Result<(), Box<dyn std::error::Error + Send + Sync>> { ) -> Result<(), Box<dyn std::error::Error + Send + Sync>> {
@ -168,22 +169,33 @@ pub async fn list_up_for_buy(
} }
try_join_all(task_vec).await?; try_join_all(task_vec).await?;
// 4th filtering: MACD 1d (fast:3, slow:7, smoothing:3) MACD > signal // 4th filtering: the latest 5 30m candle close prices > EMA 200
let filtered_data_3rd = filtered_data_3rd_arc.lock().await.clone(); let filtered_data_3rd = filtered_data_3rd_arc.lock().await.clone();
let mut filtered_data_4th: Vec<FilteredData> = Vec::new(); let mut filtered_data_4th: Vec<FilteredData> = Vec::new();
let mut filtered_data_4th_arc: Arc<Mutex<Vec<FilteredData>>> = let mut filtered_data_4th_arc: Arc<Mutex<Vec<FilteredData>>> =
Arc::new(Mutex::new(filtered_data_4th)); Arc::new(Mutex::new(filtered_data_4th));
let mut task_vec = Vec::new(); let mut task_vec = Vec::new();
let macd_vec = ema_macd(3, 7, 3, &alldata.rt_price_1d_vec, &filtered_data_3rd).await?; let ema_vec = ema(200, &alldata.rt_price_30m_vec, &filtered_data_3rd).await?;
for element in filtered_data_3rd { for element in filtered_data_3rd {
let mut opclo_1d_vec: Vec<RealtimePriceData> = Vec::new(); let mut opclo_30m_vec = alldata.rt_price_30m_vec.clone();
let mut supertrend_vec: Vec<SupertrendData> = Vec::new(); let mut supertrend_vec: Vec<SupertrendData> = Vec::new();
let macd_vec_c = macd_vec.clone(); let ema_vec_c = ema_vec.clone();
let filtered_data_4th_arc_c = Arc::clone(&filtered_data_4th_arc); let filtered_data_4th_arc_c = Arc::clone(&filtered_data_4th_arc);
task_vec.push(tokio::spawn(async move { task_vec.push(tokio::spawn(async move {
let search_result = macd_vec_c.iter().position(|x| x.0 == element.symbol); let ema_search_result = ema_vec_c.iter().position(|x| x.0 == element.symbol);
let candle_search_result = opclo_30m_vec.iter().position(|x| x.0 == element.symbol);
if search_result.is_some_and(|a| macd_vec_c[a].1.last().unwrap().macd_value > macd_vec_c[a].1.last().unwrap().signal_value) { if ema_search_result.is_some() && candle_search_result.is_some() {
let search_result = ema_vec_c[ema_search_result.unwrap()].1.binary_search_by_key(
&opclo_30m_vec[candle_search_result.unwrap()].1.last().unwrap().close_time,
|EmaData {
ema_value,
close_time,
}| *close_time);
if search_result.is_ok_and(|x| ema_vec_c[ema_search_result.unwrap()].1[search_result.unwrap()].ema_value < opclo_30m_vec[candle_search_result.unwrap()].1[opclo_30m_vec[candle_search_result.unwrap()].1.len()-1].close_price) &&
search_result.is_ok_and(|x| ema_vec_c[ema_search_result.unwrap()].1[search_result.unwrap()-1].ema_value < opclo_30m_vec[candle_search_result.unwrap()].1[opclo_30m_vec[candle_search_result.unwrap()].1.len()-2].close_price) &&
search_result.is_ok_and(|x| ema_vec_c[ema_search_result.unwrap()].1[search_result.unwrap()-2].ema_value < opclo_30m_vec[candle_search_result.unwrap()].1[opclo_30m_vec[candle_search_result.unwrap()].1.len()-3].close_price) &&
search_result.is_ok_and(|x| ema_vec_c[ema_search_result.unwrap()].1[search_result.unwrap()-3].ema_value < opclo_30m_vec[candle_search_result.unwrap()].1[opclo_30m_vec[candle_search_result.unwrap()].1.len()-4].close_price) &&
search_result.is_ok_and(|x| ema_vec_c[ema_search_result.unwrap()].1[search_result.unwrap()-4].ema_value < opclo_30m_vec[candle_search_result.unwrap()].1[opclo_30m_vec[candle_search_result.unwrap()].1.len()-5].close_price) {
let mut filtered_4th_symbols_lock = let mut filtered_4th_symbols_lock =
filtered_data_4th_arc_c.lock().await; filtered_data_4th_arc_c.lock().await;
let mut filtered_data = FilteredData::new(); let mut filtered_data = FilteredData::new();
@ -195,6 +207,7 @@ pub async fn list_up_for_buy(
filtered_4th_symbols_lock.push(filtered_data); filtered_4th_symbols_lock.push(filtered_data);
} }
}
})); }));
} }
try_join_all(task_vec).await?; try_join_all(task_vec).await?;

26
src/strategy_team/strategy_006.rs
View File

@ -176,22 +176,33 @@ pub async fn list_up_for_buy(
} }
try_join_all(task_vec).await?; try_join_all(task_vec).await?;
// 4th filtering: MACD 1d (fast:3, slow:7, smoothing:3) MACD > signal // 4th filtering: the latest 5 30m candle close prices > EMA 200
let filtered_data_3rd = filtered_data_3rd_arc.lock().await.clone(); let filtered_data_3rd = filtered_data_3rd_arc.lock().await.clone();
let mut filtered_data_4th: Vec<FilteredData> = Vec::new(); let mut filtered_data_4th: Vec<FilteredData> = Vec::new();
let mut filtered_data_4th_arc: Arc<Mutex<Vec<FilteredData>>> = let mut filtered_data_4th_arc: Arc<Mutex<Vec<FilteredData>>> =
Arc::new(Mutex::new(filtered_data_4th)); Arc::new(Mutex::new(filtered_data_4th));
let mut task_vec = Vec::new(); let mut task_vec = Vec::new();
let macd_vec = ema_macd(3, 7, 3, &alldata.rt_price_1d_vec, &filtered_data_3rd).await?; let ema_vec = ema(200, &alldata.rt_price_30m_vec, &filtered_data_3rd).await?;
for element in filtered_data_3rd { for element in filtered_data_3rd {
let mut opclo_1d_vec: Vec<RealtimePriceData> = Vec::new(); let mut opclo_30m_vec = alldata.rt_price_30m_vec.clone();
let mut supertrend_vec: Vec<SupertrendData> = Vec::new(); let mut supertrend_vec: Vec<SupertrendData> = Vec::new();
let macd_vec_c = macd_vec.clone(); let ema_vec_c = ema_vec.clone();
let filtered_data_4th_arc_c = Arc::clone(&filtered_data_4th_arc); let filtered_data_4th_arc_c = Arc::clone(&filtered_data_4th_arc);
task_vec.push(tokio::spawn(async move { task_vec.push(tokio::spawn(async move {
let search_result = macd_vec_c.iter().position(|x| x.0 == element.symbol); let ema_search_result = ema_vec_c.iter().position(|x| x.0 == element.symbol);
let candle_search_result = opclo_30m_vec.iter().position(|x| x.0 == element.symbol);
if search_result.is_some_and(|a| macd_vec_c[a].1.last().unwrap().macd_value > macd_vec_c[a].1.last().unwrap().signal_value) { if ema_search_result.is_some() && candle_search_result.is_some() {
let search_result = ema_vec_c[ema_search_result.unwrap()].1.binary_search_by_key(
&opclo_30m_vec[candle_search_result.unwrap()].1.last().unwrap().close_time,
|EmaData {
ema_value,
close_time,
}| *close_time);
if search_result.is_ok_and(|x| ema_vec_c[ema_search_result.unwrap()].1[search_result.unwrap()].ema_value < opclo_30m_vec[candle_search_result.unwrap()].1[opclo_30m_vec[candle_search_result.unwrap()].1.len()-1].close_price) &&
search_result.is_ok_and(|x| ema_vec_c[ema_search_result.unwrap()].1[search_result.unwrap()-1].ema_value < opclo_30m_vec[candle_search_result.unwrap()].1[opclo_30m_vec[candle_search_result.unwrap()].1.len()-2].close_price) &&
search_result.is_ok_and(|x| ema_vec_c[ema_search_result.unwrap()].1[search_result.unwrap()-2].ema_value < opclo_30m_vec[candle_search_result.unwrap()].1[opclo_30m_vec[candle_search_result.unwrap()].1.len()-3].close_price) &&
search_result.is_ok_and(|x| ema_vec_c[ema_search_result.unwrap()].1[search_result.unwrap()-3].ema_value < opclo_30m_vec[candle_search_result.unwrap()].1[opclo_30m_vec[candle_search_result.unwrap()].1.len()-4].close_price) &&
search_result.is_ok_and(|x| ema_vec_c[ema_search_result.unwrap()].1[search_result.unwrap()-4].ema_value < opclo_30m_vec[candle_search_result.unwrap()].1[opclo_30m_vec[candle_search_result.unwrap()].1.len()-5].close_price) {
let mut filtered_4th_symbols_lock = let mut filtered_4th_symbols_lock =
filtered_data_4th_arc_c.lock().await; filtered_data_4th_arc_c.lock().await;
let mut filtered_data = FilteredData::new(); let mut filtered_data = FilteredData::new();
@ -203,6 +214,7 @@ pub async fn list_up_for_buy(
filtered_4th_symbols_lock.push(filtered_data); filtered_4th_symbols_lock.push(filtered_data);
} }
}
})); }));
} }
try_join_all(task_vec).await?; try_join_all(task_vec).await?;

54
src/strategy_team/strategy_manager.rs
View File

@ -33,9 +33,9 @@ pub async fn execute_list_up_for_buy(
all_data: &AllData, all_data: &AllData,
) -> Result<(), Box<dyn std::error::Error + Send + Sync>> { ) -> Result<(), Box<dyn std::error::Error + Send + Sync>> {
let mut task_vec = Vec::new(); let mut task_vec = Vec::new();
let all_data_c3 = all_data.clone(); // let all_data_c3 = all_data.clone();
let all_data_c4 = all_data.clone(); let all_data_c4 = all_data.clone();
// let all_data_c5 = all_data.clone(); let all_data_c5 = all_data.clone();
let all_data_c6 = all_data.clone(); let all_data_c6 = all_data.clone();
// strategist_001(all_data).await?; // strategist_001(all_data).await?;
@ -49,12 +49,12 @@ pub async fn execute_list_up_for_buy(
task_vec.push(tokio::spawn(async move { task_vec.push(tokio::spawn(async move {
crate::strategy_team::strategy_004::list_up_for_buy(all_data_c4).await; crate::strategy_team::strategy_004::list_up_for_buy(all_data_c4).await;
})); }));
// task_vec.push(tokio::spawn(async move { task_vec.push(tokio::spawn(async move {
// crate::strategy_team::strategy_005::list_up_for_buy(all_data_c5).await; crate::strategy_team::strategy_005::list_up_for_buy(all_data_c5).await;
// })); }));
// task_vec.push(tokio::spawn(async move { task_vec.push(tokio::spawn(async move {
// crate::strategy_team::strategy_006::list_up_for_buy(all_data_c6).await; crate::strategy_team::strategy_006::list_up_for_buy(all_data_c6).await;
// })); }));
// let all_data_ct = all_data.clone(); // let all_data_ct = all_data.clone();
// task_vec.push(tokio::spawn(async move { // task_vec.push(tokio::spawn(async move {
// crate::strategy_team::strategy_test::strategist_test(all_data_ct).await; // crate::strategy_team::strategy_test::strategist_test(all_data_ct).await;
@ -69,15 +69,15 @@ pub async fn execute_list_up_for_sell(
exchange_info_vec: &Vec<ExchangeInfo>, exchange_info_vec: &Vec<ExchangeInfo>,
trade_fee_vec: &Vec<TradeFee>, trade_fee_vec: &Vec<TradeFee>,
) -> Result<(), Box<dyn std::error::Error + Send + Sync>> { ) -> Result<(), Box<dyn std::error::Error + Send + Sync>> {
let all_data_c3 = all_data.clone(); // let all_data_c3 = all_data.clone();
let all_data_c4 = all_data.clone(); let all_data_c4 = all_data.clone();
let all_data_c5 = all_data.clone(); let all_data_c5 = all_data.clone();
let all_data_c6 = all_data.clone(); let all_data_c6 = all_data.clone();
let exchange_info_vec_c3 = exchange_info_vec.clone(); // let exchange_info_vec_c3 = exchange_info_vec.clone();
let exchange_info_vec_c4 = exchange_info_vec.clone(); let exchange_info_vec_c4 = exchange_info_vec.clone();
let exchange_info_vec_c5 = exchange_info_vec.clone(); let exchange_info_vec_c5 = exchange_info_vec.clone();
let exchange_info_vec_c6 = exchange_info_vec.clone(); let exchange_info_vec_c6 = exchange_info_vec.clone();
let trade_fee_vec_c3 = trade_fee_vec.clone(); // let trade_fee_vec_c3 = trade_fee_vec.clone();
let trade_fee_vec_c4 = trade_fee_vec.clone(); let trade_fee_vec_c4 = trade_fee_vec.clone();
let trade_fee_vec_c5 = trade_fee_vec.clone(); let trade_fee_vec_c5 = trade_fee_vec.clone();
let trade_fee_vec_c6 = trade_fee_vec.clone(); let trade_fee_vec_c6 = trade_fee_vec.clone();
@ -101,23 +101,23 @@ pub async fn execute_list_up_for_sell(
.await; .await;
})); }));
// task_vec.push(tokio::spawn(async move { task_vec.push(tokio::spawn(async move {
// crate::strategy_team::strategy_005::list_up_for_sell( crate::strategy_team::strategy_005::list_up_for_sell(
// &all_data_c5, &all_data_c5,
// &exchange_info_vec_c5, &exchange_info_vec_c5,
// &trade_fee_vec_c5, &trade_fee_vec_c5,
// ) )
// .await; .await;
// })); }));
// task_vec.push(tokio::spawn(async move { task_vec.push(tokio::spawn(async move {
// crate::strategy_team::strategy_006::list_up_for_sell( crate::strategy_team::strategy_006::list_up_for_sell(
// &all_data_c6, &all_data_c6,
// &exchange_info_vec_c6, &exchange_info_vec_c6,
// &trade_fee_vec_c6, &trade_fee_vec_c6,
// ) )
// .await; .await;
// })); }));
try_join_all(task_vec).await?; try_join_all(task_vec).await?;
Ok(()) Ok(())