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Update filtering

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This commit is contained in:
Sik Yoon 2024-06-06 14:40:37 +09:00
parent 64f1ef7851
commit c0cef48c50
2 changed files with 9 additions and 1 deletions
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6
src/strategy_team/future_strategy_long.rs
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@ -401,7 +401,11 @@ pub async fn list_up_for_sell(all_data: &AllData, futures_exchange_info_map: &Ha
if element.pure_profit_percent.is_sign_positive() && lr_vec.last().unwrap().r_squared >= 0.7 { if element.pure_profit_percent.is_sign_positive() && lr_vec.last().unwrap().r_squared >= 0.7 {
is_sell = true; is_sell = true;
} else if lr_vec[lr_vec.len()-1].lr_value < lr_vec[lr_vec.len()-2].lr_value { } else if lr_vec[lr_vec.len()-1].lr_value < lr_vec[lr_vec.len()-2].lr_value {
is_sell = true;
} else if lr_vec[lr_vec.len()-1].r_squared < lr_vec[lr_vec.len()-2].r_squared
&& lr_vec[lr_vec.len()-2].r_squared > lr_vec[lr_vec.len()-3].r_squared
&& lr_vec[lr_vec.len()-3].r_squared > lr_vec[lr_vec.len()-4].r_squared {
is_sell = true; is_sell = true;
} }

4
src/strategy_team/future_strategy_short.rs
View File

@ -408,6 +408,10 @@ pub async fn list_up_for_sell(all_data: &AllData, futures_exchange_info_map: &Ha
is_sell = true; is_sell = true;
} else if lr_vec[lr_vec.len()-1].lr_value > lr_vec[lr_vec.len()-2].lr_value { } else if lr_vec[lr_vec.len()-1].lr_value > lr_vec[lr_vec.len()-2].lr_value {
is_sell = true; is_sell = true;
} else if lr_vec[lr_vec.len()-1].r_squared < lr_vec[lr_vec.len()-2].r_squared
&& lr_vec[lr_vec.len()-2].r_squared > lr_vec[lr_vec.len()-3].r_squared
&& lr_vec[lr_vec.len()-3].r_squared > lr_vec[lr_vec.len()-4].r_squared {
is_sell = true;
} }
let minimum_candles = 5; let minimum_candles = 5;