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This commit is contained in:
Sik Yoon 2024-01-03 23:58:49 +09:00
parent 774e4fab25
commit c6dd992e86
1 changed files with 3 additions and 3 deletions
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6
src/strategy_team/strategy_004.rs
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@ -70,13 +70,13 @@ pub async fn list_up_for_buy(
} }
try_join_all(task_vec).await?; try_join_all(task_vec).await?;
// 2nd filtering: BollingerBand (len:20, multiplier 3) previous_30m_price (close or low price) < lower_band // 2nd filtering: BollingerBand (len:30, multiplier 3) previous_30m_price (close or low price) < lower_band
let filtered_data_1st = filtered_data_1st_arc.lock().await.clone(); let filtered_data_1st = filtered_data_1st_arc.lock().await.clone();
let mut filtered_data_2nd: Vec<FilteredData> = Vec::new(); let mut filtered_data_2nd: Vec<FilteredData> = Vec::new();
let mut filtered_data_2nd_arc: Arc<Mutex<Vec<FilteredData>>> = let mut filtered_data_2nd_arc: Arc<Mutex<Vec<FilteredData>>> =
Arc::new(Mutex::new(filtered_data_2nd)); Arc::new(Mutex::new(filtered_data_2nd));
let mut task_vec = Vec::new(); let mut task_vec = Vec::new();
let bollingerbands = bollingerband(10, 2.5, &alldata.rt_price_30m_vec, &filtered_data_1st).await?; let bollingerbands = bollingerband(30, 3.0, &alldata.rt_price_30m_vec, &filtered_data_1st).await?;
for element in filtered_data_1st { for element in filtered_data_1st {
let mut rt_30m_vec: Vec<RealtimePriceData> = Vec::new(); let mut rt_30m_vec: Vec<RealtimePriceData> = Vec::new();
let mut bb_vec: Vec<BollingerBandData> = Vec::new(); let mut bb_vec: Vec<BollingerBandData> = Vec::new();
@ -140,7 +140,7 @@ pub async fn list_up_for_buy(
.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, 20, 2.0, true).await; supertrend(&element.symbol, &rt_price_30m_vec_c, 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 = rt_price_30m_vec_c[rt_30m_option.unwrap()].1.clone();