Sik/tradingbot
1
0
Fork 0
Code Issues Pull Requests Actions Packages Projects Releases Wiki Activity

Delete unnecassary threading

Browse Source
This commit is contained in:
Sik Yoon 2024-01-13 19:25:08 +09:00
parent 5582fba946
commit bcdb693049
1 changed files with 97 additions and 146 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

105
src/strategy_team/strategy_004.rs
View File

@ -81,24 +81,17 @@ pub async fn list_up_for_buy(
// 3rd filtering: supertrend(ATR period 10, multiplier: 2, 30m close price), area should be DOWN // 3rd filtering: supertrend(ATR period 10, multiplier: 2, 30m close price), area should be DOWN
let filtered_data_2nd = filtered_data_2nd_arc.lock().await.clone(); let filtered_data_2nd = filtered_data_2nd_arc.lock().await.clone();
let mut filtered_data_3rd: Vec<FilteredData> = Vec::new(); let mut filtered_data_3rd: Vec<FilteredData> = Vec::new();
let mut filtered_data_3rd_arc: Arc<Mutex<Vec<FilteredData>>> =
Arc::new(Mutex::new(filtered_data_3rd));
let mut task_vec = Vec::new();
for element in filtered_data_2nd { for element in filtered_data_2nd {
let mut rt_30m_vec: Vec<RealtimePriceData> = Vec::new(); let mut rt_30m_vec: Vec<RealtimePriceData> = Vec::new();
let mut supertrend_vec: Vec<SupertrendData> = Vec::new(); let mut supertrend_vec: Vec<SupertrendData> = Vec::new();
let rt_price_30m_vec_c = alldata.rt_price_30m_vec.clone(); let rt_30m_option = alldata.rt_price_30m_vec
let filtered_data_3rd_arc_c = Arc::clone(&filtered_data_3rd_arc);
task_vec.push(tokio::spawn(async move {
let rt_30m_option = rt_price_30m_vec_c
.iter() .iter()
.position(|x| *x.0 == element.symbol); .position(|x| *x.0 == element.symbol);
let supertrend_option_30m = let supertrend_option_30m =
supertrend(&element.symbol, &rt_price_30m_vec_c, 10, 2.0, true).await; supertrend(&element.symbol, &alldata.rt_price_30m_vec, 10, 2.0, true).await;
if rt_30m_option.is_some() && supertrend_option_30m.is_some() { if rt_30m_option.is_some() && supertrend_option_30m.is_some() {
rt_30m_vec = rt_price_30m_vec_c[rt_30m_option.unwrap()].1.clone(); rt_30m_vec = alldata.rt_price_30m_vec[rt_30m_option.unwrap()].1.clone();
supertrend_vec = supertrend_option_30m.unwrap(); supertrend_vec = supertrend_option_30m.unwrap();
let server_epoch = server_epoch().await; let server_epoch = server_epoch().await;
if rt_30m_vec.len() >= 3 && supertrend_vec.len() >= 3 && rt_30m_vec.last().unwrap().close_time > server_epoch { if rt_30m_vec.len() >= 3 && supertrend_vec.len() >= 3 && rt_30m_vec.last().unwrap().close_time > server_epoch {
@ -111,11 +104,8 @@ pub async fn list_up_for_buy(
close_time, close_time,
}| *close_time, }| *close_time,
); );
if supertrend_search_result.is_ok() { if supertrend_search_result.is_ok_and(|x|
if supertrend_vec[supertrend_search_result.unwrap()].area.contains("DOWN") supertrend_vec[x].area.contains("DOWN") && supertrend_vec[x].band_value > element.current_price.to_f64().unwrap()) {
&& supertrend_vec[supertrend_search_result.unwrap()].band_value > element.current_price.to_f64().unwrap()
{
let mut filtered_data_3rd_lock = filtered_data_3rd_arc_c.lock().await;
let mut filtered_data = FilteredData::new(); let mut filtered_data = FilteredData::new();
filtered_data.symbol = element.symbol.clone(); filtered_data.symbol = element.symbol.clone();
filtered_data.closetime = element.closetime; filtered_data.closetime = element.closetime;
@ -124,44 +114,31 @@ pub async fn list_up_for_buy(
let stop_loss = decimal_sub(filtered_data.current_price, decimal_div(decimal_sub(filtered_data.target_price, filtered_data.current_price), dec!(2))); let stop_loss = decimal_sub(filtered_data.current_price, decimal_div(decimal_sub(filtered_data.target_price, filtered_data.current_price), dec!(2)));
filtered_data.stoploss = stop_loss; filtered_data.stoploss = stop_loss;
filtered_data_3rd_lock.push(filtered_data); filtered_data_3rd.push(filtered_data);
} }
} }
} }
} }
}));
}
try_join_all(task_vec).await?;
// 4th filtering: the latest 5 30m candle close prices > EMA 200 // 4th filtering: the latest 5 30m candle close prices > EMA 200
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>>> =
Arc::new(Mutex::new(filtered_data_4th));
let mut task_vec = Vec::new();
let ema_vec = ema(200, &alldata.rt_price_30m_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_30m_vec = alldata.rt_price_30m_vec.clone(); let ema_search_result = ema_vec.iter().position(|x| x.0 == element.symbol);
let mut supertrend_vec: Vec<SupertrendData> = Vec::new(); let candle_search_result = alldata.rt_price_30m_vec.iter().position(|x| x.0 == element.symbol);
let ema_vec_c = ema_vec.clone();
let filtered_data_4th_arc_c = Arc::clone(&filtered_data_4th_arc);
task_vec.push(tokio::spawn(async move {
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 ema_search_result.is_some() && candle_search_result.is_some() { 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( let search_result = ema_vec[ema_search_result.unwrap()].1.binary_search_by_key(
&opclo_30m_vec[candle_search_result.unwrap()].1.last().unwrap().close_time, &alldata.rt_price_30m_vec[candle_search_result.unwrap()].1.last().unwrap().close_time,
|EmaData { |EmaData {
ema_value, ema_value,
close_time, close_time,
}| *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) && if search_result.is_ok_and(|x| ema_vec[ema_search_result.unwrap()].1[search_result.unwrap()].ema_value < alldata.rt_price_30m_vec[candle_search_result.unwrap()].1[alldata.rt_price_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[ema_search_result.unwrap()].1[search_result.unwrap()-1].ema_value < alldata.rt_price_30m_vec[candle_search_result.unwrap()].1[alldata.rt_price_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[ema_search_result.unwrap()].1[search_result.unwrap()-2].ema_value < alldata.rt_price_30m_vec[candle_search_result.unwrap()].1[alldata.rt_price_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[ema_search_result.unwrap()].1[search_result.unwrap()-3].ema_value < alldata.rt_price_30m_vec[candle_search_result.unwrap()].1[alldata.rt_price_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) { search_result.is_ok_and(|x| ema_vec[ema_search_result.unwrap()].1[search_result.unwrap()-4].ema_value < alldata.rt_price_30m_vec[candle_search_result.unwrap()].1[alldata.rt_price_30m_vec[candle_search_result.unwrap()].1.len()-5].close_price) {
let mut filtered_4th_symbols_lock =
filtered_data_4th_arc_c.lock().await;
let mut filtered_data = FilteredData::new(); let mut filtered_data = FilteredData::new();
filtered_data.symbol = element.symbol.clone(); filtered_data.symbol = element.symbol.clone();
filtered_data.closetime = element.closetime; filtered_data.closetime = element.closetime;
@ -169,31 +146,20 @@ pub async fn list_up_for_buy(
filtered_data.stoploss = element.stoploss; filtered_data.stoploss = element.stoploss;
filtered_data.target_price = element.target_price; filtered_data.target_price = element.target_price;
filtered_4th_symbols_lock.push(filtered_data); filtered_data_4th.push(filtered_data);
} }
} }
}));
} }
try_join_all(task_vec).await?;
// 5th filtering: 0.5% <= the average amplitude of the latest 10 30m candles <= 1.0% // 5th filtering: 0.5% <= the average amplitude of the latest 10 30m candles <= 1.0%
let filtered_data_4th_c = filtered_data_4th_arc.lock().await.clone();
let mut filtered_data_5th: Vec<FilteredData> = Vec::new(); let mut filtered_data_5th: Vec<FilteredData> = Vec::new();
let mut filtered_data_5th_arc: Arc<Mutex<Vec<FilteredData>>> = for element in filtered_data_4th {
Arc::new(Mutex::new(filtered_data_5th)); let position_idx = alldata.rt_price_30m_vec.iter().position(|elem| elem.0 == element.symbol);
let mut task_vec = Vec::new();
for element in filtered_data_4th_c {
let mut supertrend_vec: Vec<SupertrendData> = Vec::new();
let rt_price_30m_vec_c = alldata.rt_price_30m_vec.clone();
let filtered_data_5th_arc_c = Arc::clone(&filtered_data_5th_arc);
task_vec.push(tokio::spawn(async move {
let position_idx = rt_price_30m_vec_c.iter().position(|elem| elem.0 == element.symbol);
if position_idx.is_some() { if position_idx.is_some() {
let vec_len = rt_price_30m_vec_c[position_idx.unwrap()].1.len(); let vec_len = alldata.rt_price_30m_vec[position_idx.unwrap()].1.len();
if vec_len >= 11 { if vec_len >= 11 {
let candles = rt_price_30m_vec_c[position_idx.unwrap()].1.get(vec_len-12..vec_len-1).unwrap(); let candles = alldata.rt_price_30m_vec[position_idx.unwrap()].1.get(vec_len-12..vec_len-1).unwrap();
let windows = candles.windows(2); let windows = candles.windows(2);
let mut average_amplitude = 0.0; let mut average_amplitude = 0.0;
@ -203,7 +169,6 @@ pub async fn list_up_for_buy(
average_amplitude /= 10.0; average_amplitude /= 10.0;
if 0.005 <= average_amplitude && average_amplitude <= 0.01 { if 0.005 <= average_amplitude && average_amplitude <= 0.01 {
let mut filtered_data_5th_lock = filtered_data_5th_arc_c.lock().await;
let mut filtered_data = FilteredData::new(); let mut filtered_data = FilteredData::new();
filtered_data.symbol = element.symbol.clone(); filtered_data.symbol = element.symbol.clone();
filtered_data.closetime = element.closetime; filtered_data.closetime = element.closetime;
@ -211,34 +176,22 @@ pub async fn list_up_for_buy(
filtered_data.stoploss = element.stoploss; filtered_data.stoploss = element.stoploss;
filtered_data.target_price = element.target_price; filtered_data.target_price = element.target_price;
filtered_data_5th_lock.push(filtered_data); filtered_data_5th.push(filtered_data);
} }
} }
} }
}));
} }
try_join_all(task_vec).await?;
// 6th filtering: 30m StochRSI (RSI_len: 10, StochRSI_len: 10, K: 3, D: 3) current K, D < 20 // 6th filtering: 30m StochRSI (RSI_len: 10, StochRSI_len: 10, K: 3, D: 3) current K, D < 20
let filtered_data_5th_c = filtered_data_5th_arc.lock().await.clone();
let mut filtered_data_6th: Vec<FilteredData> = Vec::new(); let mut filtered_data_6th: Vec<FilteredData> = Vec::new();
let mut filtered_data_6th_arc: Arc<Mutex<Vec<FilteredData>>> = let stoch_rsis = stoch_rsi(10, 10, 3, 3, &alldata.rt_price_30m_vec, &filtered_data_5th).await?;
Arc::new(Mutex::new(filtered_data_6th)); for element in filtered_data_5th {
let mut task_vec = Vec::new(); let position_idx = stoch_rsis.iter().position(|elem| elem.0 == element.symbol);
let stoch_rsis = stoch_rsi(10, 10, 3, 3, &alldata.rt_price_30m_vec, &filtered_data_5th_c).await?;
for element in filtered_data_5th_c {
let stoch_rsis_c = stoch_rsis.clone();
let rt_price_30m_vec_c = alldata.rt_price_30m_vec.clone();
let filtered_data_6th_arc_c = Arc::clone(&filtered_data_6th_arc);
task_vec.push(tokio::spawn(async move {
let position_idx = stoch_rsis_c.iter().position(|elem| elem.0 == element.symbol);
if position_idx.is_some() { if position_idx.is_some() {
let stoch_rsi_vec = stoch_rsis_c[position_idx.unwrap()].1.clone(); let stoch_rsi_vec = stoch_rsis[position_idx.unwrap()].1.clone();
let search_result = stoch_rsi_vec.iter().position(|x| x.close_time == element.closetime); let search_result = stoch_rsi_vec.iter().position(|x| x.close_time == element.closetime);
if search_result.is_some_and(|a| stoch_rsi_vec[a].k < 15.0 && stoch_rsi_vec[a].d < 15.0) { if search_result.is_some_and(|a| stoch_rsi_vec[a].k < 15.0 && stoch_rsi_vec[a].d < 15.0) {
let mut filtered_data_6th_lock = filtered_data_6th_arc_c.lock().await;
let mut filtered_data = FilteredData::new(); let mut filtered_data = FilteredData::new();
filtered_data.symbol = element.symbol.clone(); filtered_data.symbol = element.symbol.clone();
filtered_data.closetime = element.closetime; filtered_data.closetime = element.closetime;
@ -246,14 +199,12 @@ pub async fn list_up_for_buy(
filtered_data.stoploss = element.stoploss; filtered_data.stoploss = element.stoploss;
filtered_data.target_price = element.target_price; filtered_data.target_price = element.target_price;
filtered_data_6th_lock.push(filtered_data); filtered_data_6th.push(filtered_data);
} }
} }
}));
} }
try_join_all(task_vec).await?;
let final_filtered_data = duplicate_filter(4, &filtered_data_6th_arc.lock().await.clone()).await?; let final_filtered_data = duplicate_filter(4, &filtered_data_6th).await?;
insert_pre_suggested_coins(4, false, &final_filtered_data, &alldata).await; insert_pre_suggested_coins(4, false, &final_filtered_data, &alldata).await;
Ok(()) Ok(())