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Update filtering

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This commit is contained in:
Sik Yoon 2024-05-25 06:29:23 +09:00
parent 566ea51ee6
commit c1ed9af720
2 changed files with 154 additions and 108 deletions
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125
src/strategy_team/future_strategy_long.rs
View File

@ -31,29 +31,56 @@ pub async fn list_up_for_buy(
}
// current Tema(15) > current Tema(30)
// let mut keys_to_remove: HashSet<String> = HashSet::new();
// let tema_15 = tema(15, &alldata.rt_price_1m_vec, &filtered_data).await?;
// let tema_30 = tema(30, &alldata.rt_price_1m_vec, &filtered_data).await?;
// let server_epoch = get_server_epoch().await;
// for (symbol, values) in &mut filtered_data {
// let mut do_buy = false;
// let price_and_closetime = get_current_price_decimal(&symbol, &alldata.rt_price_1m_vec).await;
// if let (Some(tema15_vec), Some(tema30_vec), Some(current_info)) = (tema_15.get(symbol), tema_30.get(symbol), price_and_closetime) {
// if tema15_vec.len() > 10
// && tema30_vec.len() > 10
// && tema15_vec.last().unwrap().close_time == tema30_vec.last().unwrap().close_time
// && tema15_vec.last().unwrap().close_time > server_epoch
// && tema30_vec.last().unwrap().close_time > server_epoch
// {
// if tema15_vec[tema15_vec.len()-1].tema_value < tema15_vec[tema15_vec.len()-2].tema_value
// && tema15_vec[tema15_vec.len()-1].tema_value < tema15_vec[tema15_vec.len()-3].tema_value
// && tema15_vec[tema15_vec.len()-2].tema_value > tema15_vec[tema15_vec.len()-3].tema_value {
// values.closetime = current_info.1;
// values.current_price = current_info.0;
// do_buy = true;
// }
// }
// }
// if do_buy == false {
// keys_to_remove.insert(symbol.clone());
// }
// }
// remove_keys(&mut filtered_data, keys_to_remove).await;
// supertrend(ATR period 10, multiplier: 3.0, 30m close price)
let mut keys_to_remove: HashSet<String> = HashSet::new();
let tema_15 = tema(15, &alldata.rt_price_1m_vec, &filtered_data).await?;
let tema_30 = tema(30, &alldata.rt_price_1m_vec, &filtered_data).await?;
let server_epoch = get_server_epoch().await;
let supertrend_1m_map =
supertrend(60, 1.5, true, &alldata.rt_price_1m_vec, &filtered_data).await?;
for (symbol, values) in &mut filtered_data {
let mut do_buy = false;
let price_and_closetime = get_current_price_decimal(&symbol, &alldata.rt_price_1m_vec).await;
if let (Some(tema15_vec), Some(tema30_vec), Some(current_info)) = (tema_15.get(symbol), tema_30.get(symbol), price_and_closetime) {
if tema15_vec.len() > 10
&& tema30_vec.len() > 10
&& tema15_vec.last().unwrap().close_time == tema30_vec.last().unwrap().close_time
&& tema15_vec.last().unwrap().close_time > server_epoch
&& tema30_vec.last().unwrap().close_time > server_epoch
if let (Some(supertrend_vec), Some(current_info)) = (
supertrend_1m_map.get(symbol),
price_and_closetime,
) {
if supertrend_vec.last().unwrap().close_time > current_info.1
&& supertrend_vec.last().unwrap().signal.as_ref().is_some_and(|a| *a == SuperTrendSignal::BUY)
{
if tema15_vec[tema15_vec.len()-1].tema_value < tema15_vec[tema15_vec.len()-2].tema_value
&& tema15_vec[tema15_vec.len()-1].tema_value < tema15_vec[tema15_vec.len()-3].tema_value
&& tema15_vec[tema15_vec.len()-2].tema_value > tema15_vec[tema15_vec.len()-3].tema_value {
values.closetime = current_info.1;
values.current_price = current_info.0;
values.closetime = current_info.1;
do_buy = true;
}
}
}
if do_buy == false {
keys_to_remove.insert(symbol.clone());
}
@ -61,42 +88,38 @@ pub async fn list_up_for_buy(
remove_keys(&mut filtered_data, keys_to_remove).await;
// Heatmap volume: filtering close price with Extra High is over the previous candle from 30 previous candles
// let mut keys_to_remove: HashSet<String> = HashSet::new();
// let heatmap_volumes = heatmap_volume(
// 60,
// 60,
// 4.0,
// 2.5,
// 1.0,
// -0.5,
// &filtered_data,
// &alldata.rt_price_1m_vec,
// )
// .await?;
// let server_epoch = get_server_epoch().await;
// for (symbol, values) in &mut filtered_data {
// let mut do_buy = false;
// if let (Some(heatmap_volume_vec), Some(rt_price_vec), Some(rt_price_vec_30m)) = (heatmap_volumes.get(symbol), alldata.rt_price_1m_vec.get(symbol), alldata.rt_price_30m_vec.get(symbol)) {
// if heatmap_volume_vec.len() > 100
// && heatmap_volume_vec.last().unwrap().close_time > server_epoch
// && rt_price_vec.last().unwrap().close_time == heatmap_volume_vec.last().unwrap().close_time
// && heatmap_volume_vec[heatmap_volume_vec.len()-2].heatmap_level == HeatMapLevel::ExtraHigh
// && rt_price_vec[rt_price_vec.len()-2].candle_type == CandleType::DOWN {
// let current_price: Decimal = rust_decimal::prelude::FromPrimitive::from_f64(
// rt_price_vec_30m.last().unwrap().close_price,
// )
// .unwrap();
// values.closetime = heatmap_volume_vec.last().unwrap().close_time;
// values.current_price = current_price;
// do_buy = true;
// }
// }
let mut keys_to_remove: HashSet<String> = HashSet::new();
let heatmap_volumes = heatmap_volume(
60,
60,
4.0,
1.5,
0.5,
-0.5,
&filtered_data,
&alldata.rt_price_1m_vec,
)
.await?;
let server_epoch = get_server_epoch().await;
for (symbol, values) in &mut filtered_data {
let mut do_buy = false;
if let Some(heatmap_volume_vec) = heatmap_volumes.get(symbol) {
if heatmap_volume_vec.len() > 100
&& heatmap_volume_vec.last().unwrap().close_time > server_epoch
&& ((heatmap_volume_vec.last().unwrap().heatmap_level == HeatMapLevel::ExtraHigh || heatmap_volume_vec.last().unwrap().heatmap_level == HeatMapLevel::High)
|| (heatmap_volume_vec[heatmap_volume_vec.len()-2].heatmap_level == HeatMapLevel::ExtraHigh || heatmap_volume_vec[heatmap_volume_vec.len()-2].heatmap_level == HeatMapLevel::High)
|| (heatmap_volume_vec[heatmap_volume_vec.len()-3].heatmap_level == HeatMapLevel::ExtraHigh || heatmap_volume_vec[heatmap_volume_vec.len()-3].heatmap_level == HeatMapLevel::High)
|| (heatmap_volume_vec[heatmap_volume_vec.len()-4].heatmap_level == HeatMapLevel::ExtraHigh || heatmap_volume_vec[heatmap_volume_vec.len()-4].heatmap_level == HeatMapLevel::High))
{
do_buy = true;
}
}
// if do_buy == false {
// keys_to_remove.insert(symbol.clone());
// }
// }
// remove_keys(&mut filtered_data, keys_to_remove).await;
if do_buy == false {
keys_to_remove.insert(symbol.clone());
}
}
remove_keys(&mut filtered_data, keys_to_remove).await;
// StochRSI (RSI_len: 30, StochRSI_len: 30, K: 2, D: 2) K_current < 70, K_prev < 70, K_prev_1 < 70
// let server_epoch = get_server_epoch().await;
@ -174,11 +197,11 @@ pub async fn list_up_for_sell(alldata: &AllData) -> Result<(), Box<dyn std::erro
// TODO: BNB 코인이 없으면
if !element.current_price.is_zero() {
if element.pure_profit_percent >= 0.2 {
if element.pure_profit_percent >= 0.3 {
is_sell = true;
} else if element.pure_profit_percent <= -0.2 {
} else if element.pure_profit_percent <= -0.3 {
is_sell = true;
} else if server_epoch - element.transact_time >= (300_000) * 1 {
} else if server_epoch - element.transact_time >= (600_000) * 1 {
// time up selling
is_sell = true;
} else if over_turned == true {

125
src/strategy_team/future_strategy_short.rs
View File

@ -31,29 +31,56 @@ pub async fn list_up_for_buy(
}
// current Tema(15) > current Tema(30)
// let mut keys_to_remove: HashSet<String> = HashSet::new();
// let tema_15 = tema(15, &alldata.rt_price_1m_vec, &filtered_data).await?;
// let tema_30 = tema(30, &alldata.rt_price_1m_vec, &filtered_data).await?;
// let server_epoch = get_server_epoch().await;
// for (symbol, values) in &mut filtered_data {
// let mut do_buy = false;
// let price_and_closetime = get_current_price_decimal(&symbol, &alldata.rt_price_1m_vec).await;
// if let (Some(tema15_vec), Some(tema30_vec), Some(current_info)) = (tema_15.get(symbol), tema_30.get(symbol), price_and_closetime) {
// if tema15_vec.len() > 10
// && tema30_vec.len() > 10
// && tema15_vec.last().unwrap().close_time == tema30_vec.last().unwrap().close_time
// && tema15_vec.last().unwrap().close_time > server_epoch
// && tema30_vec.last().unwrap().close_time > server_epoch
// {
// if tema15_vec[tema15_vec.len()-1].tema_value > tema15_vec[tema15_vec.len()-2].tema_value
// && tema15_vec[tema15_vec.len()-1].tema_value > tema15_vec[tema15_vec.len()-3].tema_value
// && tema15_vec[tema15_vec.len()-2].tema_value < tema15_vec[tema15_vec.len()-3].tema_value {
// values.closetime = current_info.1;
// values.current_price = current_info.0;
// do_buy = true;
// }
// }
// }
// if do_buy == false {
// keys_to_remove.insert(symbol.clone());
// }
// }
// remove_keys(&mut filtered_data, keys_to_remove).await;
// supertrend(ATR period 10, multiplier: 3.0, 30m close price)
let mut keys_to_remove: HashSet<String> = HashSet::new();
let tema_15 = tema(15, &alldata.rt_price_1m_vec, &filtered_data).await?;
let tema_30 = tema(30, &alldata.rt_price_1m_vec, &filtered_data).await?;
let server_epoch = get_server_epoch().await;
let supertrend_1m_map =
supertrend(60, 1.5, true, &alldata.rt_price_1m_vec, &filtered_data).await?;
for (symbol, values) in &mut filtered_data {
let mut do_buy = false;
let price_and_closetime = get_current_price_decimal(&symbol, &alldata.rt_price_1m_vec).await;
if let (Some(tema15_vec), Some(tema30_vec), Some(current_info)) = (tema_15.get(symbol), tema_30.get(symbol), price_and_closetime) {
if tema15_vec.len() > 10
&& tema30_vec.len() > 10
&& tema15_vec.last().unwrap().close_time == tema30_vec.last().unwrap().close_time
&& tema15_vec.last().unwrap().close_time > server_epoch
&& tema30_vec.last().unwrap().close_time > server_epoch
if let (Some(supertrend_vec), Some(current_info)) = (
supertrend_1m_map.get(symbol),
price_and_closetime,
) {
if supertrend_vec.last().unwrap().close_time > current_info.1
&& supertrend_vec.last().unwrap().signal.as_ref().is_some_and(|a| *a == SuperTrendSignal::SELL)
{
if tema15_vec[tema15_vec.len()-1].tema_value > tema15_vec[tema15_vec.len()-2].tema_value
&& tema15_vec[tema15_vec.len()-1].tema_value > tema15_vec[tema15_vec.len()-3].tema_value
&& tema15_vec[tema15_vec.len()-2].tema_value < tema15_vec[tema15_vec.len()-3].tema_value {
values.closetime = current_info.1;
values.current_price = current_info.0;
values.closetime = current_info.1;
do_buy = true;
}
}
}
if do_buy == false {
keys_to_remove.insert(symbol.clone());
}
@ -61,42 +88,38 @@ pub async fn list_up_for_buy(
remove_keys(&mut filtered_data, keys_to_remove).await;
// Heatmap volume: filtering close price with Extra High is over the previous candle from 30 previous candles
// let mut keys_to_remove: HashSet<String> = HashSet::new();
// let heatmap_volumes = heatmap_volume(
// 60,
// 60,
// 4.0,
// 2.5,
// 1.0,
// -0.5,
// &filtered_data,
// &alldata.rt_price_1m_vec,
// )
// .await?;
// let server_epoch = get_server_epoch().await;
// for (symbol, values) in &mut filtered_data {
// let mut do_buy = false;
// if let (Some(heatmap_volume_vec), Some(rt_price_vec), Some(rt_price_vec_30m)) = (heatmap_volumes.get(symbol), alldata.rt_price_1m_vec.get(symbol), alldata.rt_price_30m_vec.get(symbol)) {
// if heatmap_volume_vec.len() > 100
// && heatmap_volume_vec.last().unwrap().close_time > server_epoch
// && rt_price_vec.last().unwrap().close_time == heatmap_volume_vec.last().unwrap().close_time
// && heatmap_volume_vec[heatmap_volume_vec.len()-2].heatmap_level == HeatMapLevel::ExtraHigh
// && rt_price_vec[rt_price_vec.len()-2].candle_type == CandleType::DOWN {
// let current_price: Decimal = rust_decimal::prelude::FromPrimitive::from_f64(
// rt_price_vec_30m.last().unwrap().close_price,
// )
// .unwrap();
// values.closetime = heatmap_volume_vec.last().unwrap().close_time;
// values.current_price = current_price;
// do_buy = true;
// }
// }
let mut keys_to_remove: HashSet<String> = HashSet::new();
let heatmap_volumes = heatmap_volume(
60,
60,
4.0,
1.5,
0.5,
-0.5,
&filtered_data,
&alldata.rt_price_1m_vec,
)
.await?;
let server_epoch = get_server_epoch().await;
for (symbol, values) in &mut filtered_data {
let mut do_buy = false;
if let Some(heatmap_volume_vec) = heatmap_volumes.get(symbol) {
if heatmap_volume_vec.len() > 100
&& heatmap_volume_vec.last().unwrap().close_time > server_epoch
&& ((heatmap_volume_vec.last().unwrap().heatmap_level == HeatMapLevel::ExtraHigh || heatmap_volume_vec.last().unwrap().heatmap_level == HeatMapLevel::High)
|| (heatmap_volume_vec[heatmap_volume_vec.len()-2].heatmap_level == HeatMapLevel::ExtraHigh || heatmap_volume_vec[heatmap_volume_vec.len()-2].heatmap_level == HeatMapLevel::High)
|| (heatmap_volume_vec[heatmap_volume_vec.len()-3].heatmap_level == HeatMapLevel::ExtraHigh || heatmap_volume_vec[heatmap_volume_vec.len()-3].heatmap_level == HeatMapLevel::High)
|| (heatmap_volume_vec[heatmap_volume_vec.len()-4].heatmap_level == HeatMapLevel::ExtraHigh || heatmap_volume_vec[heatmap_volume_vec.len()-4].heatmap_level == HeatMapLevel::High))
{
do_buy = true;
}
}
// if do_buy == false {
// keys_to_remove.insert(symbol.clone());
// }
// }
// remove_keys(&mut filtered_data, keys_to_remove).await;
if do_buy == false {
keys_to_remove.insert(symbol.clone());
}
}
remove_keys(&mut filtered_data, keys_to_remove).await;
// StochRSI (RSI_len: 30, StochRSI_len: 30, K: 2, D: 2) K_current < 70, K_prev < 70, K_prev_1 < 70
// let server_epoch = get_server_epoch().await;
@ -174,11 +197,11 @@ pub async fn list_up_for_sell(alldata: &AllData) -> Result<(), Box<dyn std::erro
// TODO: BNB 코인이 없으면
if !element.current_price.is_zero() {
if element.pure_profit_percent >= 0.2 {
if element.pure_profit_percent >= 0.3 {
is_sell = true;
} else if element.pure_profit_percent <= -0.2 {
} else if element.pure_profit_percent <= -0.3 {
is_sell = true;
} else if server_epoch - element.transact_time >= (300_000) * 1 {
} else if server_epoch - element.transact_time >= (600_000) * 1 {
// time up selling
is_sell = true;
} else if over_turned == true {