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Add new filtering

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This commit is contained in:
Sik Yoon 2024-03-24 06:18:54 +09:00
parent e7c2d63102
commit b587809813
1 changed files with 24 additions and 1 deletions
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25
src/strategy_team/strategy_006.rs
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@ -23,7 +23,7 @@ pub async fn list_up_for_buy(
for symbol in &alldata.valid_symbol_vec {
filtered_data.insert(symbol.clone(), FilteredDataValue::new());
}
// 2nd filtering: 1d MACD (3, 7, 30) cross
let mut keys_to_remove: HashSet<String> = HashSet::new();
let macd_1d_map = ema_macd(3, 7, 30, &alldata.rt_price_1d_vec, &filtered_data).await?;
@ -51,6 +51,29 @@ pub async fn list_up_for_buy(
}
remove_keys(&mut filtered_data, keys_to_remove).await;
// Dema(5) > Tema(30)
let mut keys_to_remove: HashSet<String> = HashSet::new();
let dema_5 = dema(5, &alldata.rt_price_1d_vec, &filtered_data).await?;
let tema_30 = tema(30, &alldata.rt_price_1d_vec, &filtered_data).await?;
let server_epoch = get_server_epoch().await;
for (symbol, values) in &mut filtered_data {
if let (Some(dema_vec), Some(tema_vec)) = (dema_5.get(symbol), tema_30.get(symbol)) {
if dema_vec.last().unwrap().close_time == tema_vec.last().unwrap().close_time &&
dema_vec.last().unwrap().close_time > server_epoch &&
tema_vec.last().unwrap().close_time > server_epoch {
if dema_vec.last().unwrap().dema_value > tema_vec.last().unwrap().tema_value {
} else {
keys_to_remove.insert(symbol.clone());
}
} else {
keys_to_remove.insert(symbol.clone());
}
} else {
keys_to_remove.insert(symbol.clone());
}
}
remove_keys(&mut filtered_data, keys_to_remove).await;
// 1d StochRSI (RSI_len: 30, StochRSI_len: 30, K: 3, D: 3) K_prev < 10, K_prev < K_current
let mut keys_to_remove: HashSet<String> = HashSet::new();
let stoch_rsis = stoch_rsi(30, 30, 3, 3, &alldata.rt_price_1d_vec, &filtered_data).await?;