Update filtering
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c1ed9af720
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c691999599
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@ -162,31 +162,58 @@ pub async fn list_up_for_buy(
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Ok(())
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}
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pub async fn list_up_for_sell(alldata: &AllData) -> Result<(), Box<dyn std::error::Error + Send + Sync>> {
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pub async fn list_up_for_sell(all_data: &AllData) -> Result<(), Box<dyn std::error::Error + Send + Sync>> {
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let filled_positions = select_filled_positions().await?;
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let client = ClientBuilder::new()
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.timeout(tokio::time::Duration::from_millis(5000))
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.build()
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.unwrap();
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let server_epoch = get_server_epoch().await;
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let mut filtered_symbols: HashMap<String, FilteredDataValue> = HashMap::new();
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for element in &filled_positions {
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filtered_symbols.insert(element.symbol.clone(), FilteredDataValue::new());
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}
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let server_epoch = get_server_epoch().await;
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let stoch_rsis = stoch_rsi(30, 30, 2, 2, &alldata.rt_price_1m_vec, &filtered_symbols).await?;
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for element in filled_positions {
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if let Some(stoch_rsis_vec) = stoch_rsis.get(&element.symbol) {
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let mut over_turned = false;
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let mut is_sell = false;
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if stoch_rsis_vec.len() > 10 {
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if stoch_rsis_vec.last().unwrap().close_time > server_epoch
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&& stoch_rsis_vec[stoch_rsis_vec.len()-1].k < stoch_rsis_vec[stoch_rsis_vec.len()-1].d
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&& stoch_rsis_vec[stoch_rsis_vec.len()-2].k > stoch_rsis_vec[stoch_rsis_vec.len()-2].d {
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// over_turned = true;
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let opclo_sample_length: usize = 15; // 15 candle samsples
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let mut target_profit_percent = 0.0;
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if let Some(price_1m_vec) = all_data.rt_price_1m_vec.get(&element.symbol) {
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let vec_len = price_1m_vec.len();
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if let Some(candles) =
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price_1m_vec.get(vec_len - opclo_sample_length - 2..vec_len - 1)
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{
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let windows = candles.windows(2);
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let mut sum_amplitude_candles = 0.0;
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let mut sum_ratio_amp_body = 0.0;
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let mut average_amplitude = 0.0;
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for window in windows {
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sum_amplitude_candles += ((window.last().unwrap().high_price
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- window.last().unwrap().low_price)
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* 100.0)
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/ window.first().unwrap().close_price;
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}
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let average_amplitude = sum_amplitude_candles / opclo_sample_length as f64; // percent unit
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let mut amplitude_variance = 0.0;
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let windows = candles.windows(2);
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for window in windows {
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amplitude_variance += ((((window.last().unwrap().high_price
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- window.last().unwrap().low_price)
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* 100.0)
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/ window.first().unwrap().close_price)
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- average_amplitude)
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.powi(2);
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}
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amplitude_variance = amplitude_variance / (opclo_sample_length - 1) as f64;
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let standard_deviation_amplitude = amplitude_variance.sqrt();
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target_profit_percent =
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average_amplitude + (standard_deviation_amplitude * 0.5);
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}
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}
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let mut is_sell = false;
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// TODO: BNB 코인이 있으면
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// let base_qty_to_be_ordered =
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@ -196,16 +223,14 @@ pub async fn list_up_for_sell(alldata: &AllData) -> Result<(), Box<dyn std::erro
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// );
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// TODO: BNB 코인이 없으면
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if !element.current_price.is_zero() {
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if element.pure_profit_percent >= 0.3 {
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if !element.current_price.is_zero() && target_profit_percent.is_normal() {
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if element.pure_profit_percent >= target_profit_percent * 2.0 {
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is_sell = true;
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} else if element.pure_profit_percent <= -0.3 {
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} else if element.pure_profit_percent <= target_profit_percent * -1.0 {
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is_sell = true;
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} else if server_epoch - element.transact_time >= (600_000) * 1 {
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// time up selling
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is_sell = true;
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} else if over_turned == true {
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is_sell = true;
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}
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if is_sell == true {
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@ -219,9 +244,9 @@ pub async fn list_up_for_sell(alldata: &AllData) -> Result<(), Box<dyn std::erro
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.await;
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}
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}
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}
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}
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}
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Ok(())
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}
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@ -162,7 +162,7 @@ pub async fn list_up_for_buy(
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Ok(())
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}
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pub async fn list_up_for_sell(alldata: &AllData) -> Result<(), Box<dyn std::error::Error + Send + Sync>> {
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pub async fn list_up_for_sell(all_data: &AllData) -> Result<(), Box<dyn std::error::Error + Send + Sync>> {
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let filled_positions = select_filled_positions().await?;
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let client = ClientBuilder::new()
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@ -175,18 +175,45 @@ pub async fn list_up_for_sell(alldata: &AllData) -> Result<(), Box<dyn std::erro
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filtered_symbols.insert(element.symbol.clone(), FilteredDataValue::new());
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}
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let server_epoch = get_server_epoch().await;
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let stoch_rsis = stoch_rsi(30, 30, 2, 2, &alldata.rt_price_1m_vec, &filtered_symbols).await?;
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for element in filled_positions {
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if let Some(stoch_rsis_vec) = stoch_rsis.get(&element.symbol) {
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let mut over_turned = false;
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let mut is_sell = false;
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if stoch_rsis_vec.len() > 10 {
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if stoch_rsis_vec.last().unwrap().close_time > server_epoch
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&& stoch_rsis_vec[stoch_rsis_vec.len()-1].k > stoch_rsis_vec[stoch_rsis_vec.len()-1].d
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&& stoch_rsis_vec[stoch_rsis_vec.len()-2].k < stoch_rsis_vec[stoch_rsis_vec.len()-2].d {
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// over_turned = true;
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let opclo_sample_length: usize = 15; // 15 candle samsples
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let mut target_profit_percent = 0.0;
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if let Some(price_1m_vec) = all_data.rt_price_1m_vec.get(&element.symbol) {
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let vec_len = price_1m_vec.len();
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if let Some(candles) =
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price_1m_vec.get(vec_len - opclo_sample_length - 2..vec_len - 1)
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{
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let windows = candles.windows(2);
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let mut sum_amplitude_candles = 0.0;
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let mut sum_ratio_amp_body = 0.0;
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let mut average_amplitude = 0.0;
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for window in windows {
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sum_amplitude_candles += ((window.last().unwrap().high_price
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- window.last().unwrap().low_price)
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* 100.0)
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/ window.first().unwrap().close_price;
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}
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let average_amplitude = sum_amplitude_candles / opclo_sample_length as f64; // percent unit
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let mut amplitude_variance = 0.0;
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let windows = candles.windows(2);
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for window in windows {
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amplitude_variance += ((((window.last().unwrap().high_price
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- window.last().unwrap().low_price)
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* 100.0)
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/ window.first().unwrap().close_price)
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- average_amplitude)
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.powi(2);
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}
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amplitude_variance = amplitude_variance / (opclo_sample_length - 1) as f64;
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let standard_deviation_amplitude = amplitude_variance.sqrt();
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target_profit_percent =
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average_amplitude + (standard_deviation_amplitude * 0.5);
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}
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}
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let mut is_sell = false;
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// TODO: BNB 코인이 있으면
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// let base_qty_to_be_ordered =
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@ -196,16 +223,14 @@ pub async fn list_up_for_sell(alldata: &AllData) -> Result<(), Box<dyn std::erro
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// );
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// TODO: BNB 코인이 없으면
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if !element.current_price.is_zero() {
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if element.pure_profit_percent >= 0.3 {
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if !element.current_price.is_zero() && target_profit_percent.is_normal() {
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if element.pure_profit_percent >= target_profit_percent * 2.0 {
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is_sell = true;
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} else if element.pure_profit_percent <= -0.3 {
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} else if element.pure_profit_percent <= target_profit_percent * -1.0 {
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is_sell = true;
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} else if server_epoch - element.transact_time >= (600_000) * 1 {
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// time up selling
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is_sell = true;
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} else if over_turned == true {
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is_sell = true;
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}
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if is_sell == true {
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@ -220,8 +245,7 @@ pub async fn list_up_for_sell(alldata: &AllData) -> Result<(), Box<dyn std::erro
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}
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}
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}
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}
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}
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Ok(())
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}
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