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Add more RSI criteria

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This commit is contained in:
Sik Yoon 2023-08-16 22:32:21 +09:00
parent a44901f537
commit be190a8c7a
1 changed files with 15 additions and 4 deletions
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19
src/coex/strategy_team.rs
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@ -273,7 +273,7 @@ pub async fn strategist_001(
} }
try_join_all(task_vec).await?; try_join_all(task_vec).await?;
// 4th filtering: RSI (length: 10, 30m close price) the current index should be lower than 28. // 4th filtering: RSI (length: 10, 30m close price) the current index should be lower than 20, 25, 28.
let filtered_4th_symbol_c = filtered_4th_symbols_arc.lock().await.clone(); let filtered_4th_symbol_c = filtered_4th_symbols_arc.lock().await.clone();
let mut rsi10_30m_data: Vec<(String, Vec<RsiData>)> = rsi( let mut rsi10_30m_data: Vec<(String, Vec<RsiData>)> = rsi(
10, 10,
@ -285,6 +285,17 @@ pub async fn strategist_001(
let mut filtered_5th_symbols: Vec<(String, i64)> = Vec::new(); // (symbol, closetime) let mut filtered_5th_symbols: Vec<(String, i64)> = Vec::new(); // (symbol, closetime)
let mut filtered_5th_symbols_arc: Arc<Mutex<Vec<(String, i64)>>> = let mut filtered_5th_symbols_arc: Arc<Mutex<Vec<(String, i64)>>> =
Arc::new(Mutex::new(filtered_5th_symbols)); // (symbol, closetime) Arc::new(Mutex::new(filtered_5th_symbols)); // (symbol, closetime)
let market_cap_angle = select_marketcap().await;
let rsi_criterion = if market_cap_angle.last().unwrap().market_cap_index < -30.0 {
15.0
} else if market_cap_angle.last().unwrap().market_cap_index > -30.0 && market_cap_angle.last().unwrap().market_cap_index < -20.0 {
20.0
} else if market_cap_angle.last().unwrap().market_cap_index > -20.0 && market_cap_angle.last().unwrap().market_cap_index < -10.0 {
25.0
} else {
28.0
};
for element in filtered_4th_symbol_c { for element in filtered_4th_symbol_c {
let rsi10_30m_option = rsi10_30m_data.iter().position(|x| *x.0 == element.0); let rsi10_30m_option = rsi10_30m_data.iter().position(|x| *x.0 == element.0);
let filtered_5th_symbols_arc_c = Arc::clone(&filtered_5th_symbols_arc); let filtered_5th_symbols_arc_c = Arc::clone(&filtered_5th_symbols_arc);
@ -303,7 +314,7 @@ pub async fn strategist_001(
}| close_time, }| close_time,
); );
if rsi_search_result.is_ok() { if rsi_search_result.is_ok() {
if rsi10_30m_vec[rsi_search_result.unwrap()].rsi_value <= 28.0 { if rsi10_30m_vec[rsi_search_result.unwrap()].rsi_value <= rsi_criterion {
let mut filtered_5th_symbols_lock = let mut filtered_5th_symbols_lock =
filtered_5th_symbols_arc_c.lock().await; filtered_5th_symbols_arc_c.lock().await;
filtered_5th_symbols_lock.push(element_c); filtered_5th_symbols_lock.push(element_c);
@ -316,7 +327,7 @@ pub async fn strategist_001(
} }
try_join_all(task_vec).await?; try_join_all(task_vec).await?;
// 5th filtering: StochRSI (RSI length: 14, Stoch length: 14, smooth k: 3, smooth d: 3) smooth k should be lower than 20. // 5th filtering: StochRSI (RSI length: 14, Stoch length: 14, smooth k: 3, smooth d: 3) smooth kn <= 15, kn-1 <= 25
let filtered_5th_symbol_c = filtered_5th_symbols_arc.lock().await.clone(); let filtered_5th_symbol_c = filtered_5th_symbols_arc.lock().await.clone();
let mut rsi14_30m_data: Vec<(String, Vec<RsiData>)> = rsi( let mut rsi14_30m_data: Vec<(String, Vec<RsiData>)> = rsi(
14, 14,
@ -343,7 +354,7 @@ pub async fn strategist_001(
}| close_time, }| close_time,
); );
if stoch_rsi_search_result.is_ok() { if stoch_rsi_search_result.is_ok() {
if stoch_rsi14_30m_vec[stoch_rsi_search_result.unwrap()].k <= 20.0 { if stoch_rsi14_30m_vec[stoch_rsi_search_result.unwrap()].k <= 15.0 && stoch_rsi14_30m_vec[stoch_rsi_search_result.unwrap()-1].k <= 25.0 {
filtered_6th_symbols.push(element); filtered_6th_symbols.push(element);
} }
} }