diff --git a/src/strategy_team/future_strategy.rs b/src/strategy_team/future_strategy.rs index 53aa064..1464e74 100644 --- a/src/strategy_team/future_strategy.rs +++ b/src/strategy_team/future_strategy.rs @@ -2,7 +2,7 @@ use crate::value_estimation_team::indicators::wiliams_percent_r; use super::{ adx, dec, decimal_add, decimal_div, decimal_mul, decimal_sub, dema, duplicate_filter, ema, - ema_macd, exists_record, get_current_price, get_server_epoch, heatmap_volume, + ema_macd, exists_record, get_server_epoch, heatmap_volume, insert_pre_suggested_coins, limit_order_sell, remove_keys, rsi, select_filled_buy_orders, stoch_rsi, supertrend, tema, try_join_all, update_record3, wiliams_percent_r, AdxData, AllData, Arc, BollingerBandData, Client, ClientBuilder, Decimal, DemaData, EmaData, ExchangeInfo, @@ -216,108 +216,108 @@ 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 = HashSet::new(); - let heatmap_volumes = heatmap_volume( - 30, - 30, - 4.0, - 2.5, - 1.0, - -0.5, - &filtered_data, - &alldata.rt_price_30m_vec, - ) - .await?; - for (symbol, values) in &mut filtered_data { - if let Some(heatmap_volume_vec) = heatmap_volumes.get(symbol) { - if heatmap_volume_vec.len() > 50 { - let heatmap_volume_trunc = heatmap_volume_vec - .get(heatmap_volume_vec.len() - 31..heatmap_volume_vec.len() - 1) - .unwrap(); - let windows = heatmap_volume_trunc.windows(2); - for slice in windows { - if slice[1].heatmap_level == HeatMapLevel::ExtraHigh { - if let (prev_candle_idx, current_candle_idx) = ( - (&alldata - .rt_price_30m_vec - .get(symbol) - .unwrap() - .iter() - .position(|x| x.close_time == slice[0].close_time)) - .unwrap(), - (&alldata - .rt_price_30m_vec - .get(symbol) - .unwrap() - .iter() - .position(|x| x.close_time == slice[1].close_time)) - .unwrap(), - ) { - let prev_candle = - &alldata.rt_price_30m_vec.get(symbol).unwrap()[prev_candle_idx]; - let current_candle = - &alldata.rt_price_30m_vec.get(symbol).unwrap()[current_candle_idx]; - if current_candle.close_price < prev_candle.close_price - || current_candle.close_price < prev_candle.open_price - || current_candle.close_price < prev_candle.high_price - || current_candle.close_price < prev_candle.low_price - { - keys_to_remove.insert(symbol.clone()); - } - } - } - } - } - } - } - remove_keys(&mut filtered_data, keys_to_remove).await; + // let mut keys_to_remove: HashSet = HashSet::new(); + // let heatmap_volumes = heatmap_volume( + // 30, + // 30, + // 4.0, + // 2.5, + // 1.0, + // -0.5, + // &filtered_data, + // &alldata.rt_price_30m_vec, + // ) + // .await?; + // for (symbol, values) in &mut filtered_data { + // if let Some(heatmap_volume_vec) = heatmap_volumes.get(symbol) { + // if heatmap_volume_vec.len() > 50 { + // let heatmap_volume_trunc = heatmap_volume_vec + // .get(heatmap_volume_vec.len() - 31..heatmap_volume_vec.len() - 1) + // .unwrap(); + // let windows = heatmap_volume_trunc.windows(2); + // for slice in windows { + // if slice[1].heatmap_level == HeatMapLevel::ExtraHigh { + // if let (prev_candle_idx, current_candle_idx) = ( + // (&alldata + // .rt_price_30m_vec + // .get(symbol) + // .unwrap() + // .iter() + // .position(|x| x.close_time == slice[0].close_time)) + // .unwrap(), + // (&alldata + // .rt_price_30m_vec + // .get(symbol) + // .unwrap() + // .iter() + // .position(|x| x.close_time == slice[1].close_time)) + // .unwrap(), + // ) { + // let prev_candle = + // &alldata.rt_price_30m_vec.get(symbol).unwrap()[prev_candle_idx]; + // let current_candle = + // &alldata.rt_price_30m_vec.get(symbol).unwrap()[current_candle_idx]; + // if current_candle.close_price < prev_candle.close_price + // || current_candle.close_price < prev_candle.open_price + // || current_candle.close_price < prev_candle.high_price + // || current_candle.close_price < prev_candle.low_price + // { + // keys_to_remove.insert(symbol.clone()); + // } + // } + // } + // } + // } + // } + // } + // remove_keys(&mut filtered_data, keys_to_remove).await; // limit buy price: 0.25 * abs(이전 5 개 중 최대값 제거 한 opclo 값 평균 - 현재 open 값) + 현재 open 값 > current_price - let mut keys_to_remove: HashSet = HashSet::new(); - let server_epoch = get_server_epoch().await; - for (symbol, values) in &mut filtered_data { - if let Some(rt_price_vec) = alldata.rt_price_30m_vec.get(symbol) { - if rt_price_vec.last().unwrap().close_time > server_epoch && rt_price_vec.len() >= 6 { - let mut opclo_vec: Vec = Vec::new(); - opclo_vec.push(rt_price_vec[rt_price_vec.len() - 2].opclo_price); - opclo_vec.push(rt_price_vec[rt_price_vec.len() - 3].opclo_price); - opclo_vec.push(rt_price_vec[rt_price_vec.len() - 4].opclo_price); - opclo_vec.push(rt_price_vec[rt_price_vec.len() - 5].opclo_price); - opclo_vec.push(rt_price_vec[rt_price_vec.len() - 6].opclo_price); - let max_idx = opclo_vec.iter().position(|&x| { - x == *opclo_vec - .iter() - .max_by(|&a, &b| a.partial_cmp(b).unwrap()) - .unwrap() - }); - opclo_vec.remove(max_idx.unwrap()); + // let mut keys_to_remove: HashSet = HashSet::new(); + // let server_epoch = get_server_epoch().await; + // for (symbol, values) in &mut filtered_data { + // if let Some(rt_price_vec) = alldata.rt_price_30m_vec.get(symbol) { + // if rt_price_vec.last().unwrap().close_time > server_epoch && rt_price_vec.len() >= 6 { + // let mut opclo_vec: Vec = Vec::new(); + // opclo_vec.push(rt_price_vec[rt_price_vec.len() - 2].opclo_price); + // opclo_vec.push(rt_price_vec[rt_price_vec.len() - 3].opclo_price); + // opclo_vec.push(rt_price_vec[rt_price_vec.len() - 4].opclo_price); + // opclo_vec.push(rt_price_vec[rt_price_vec.len() - 5].opclo_price); + // opclo_vec.push(rt_price_vec[rt_price_vec.len() - 6].opclo_price); + // let max_idx = opclo_vec.iter().position(|&x| { + // x == *opclo_vec + // .iter() + // .max_by(|&a, &b| a.partial_cmp(b).unwrap()) + // .unwrap() + // }); + // opclo_vec.remove(max_idx.unwrap()); - let mut mean = 0.0; - for element in &opclo_vec { - mean += element; - } - mean /= opclo_vec.len() as f64; - let current_price = rt_price_vec.last().unwrap().close_price; - let difference = (mean - rt_price_vec.last().unwrap().open_price).abs(); + // let mut mean = 0.0; + // for element in &opclo_vec { + // mean += element; + // } + // mean /= opclo_vec.len() as f64; + // let current_price = rt_price_vec.last().unwrap().close_price; + // let difference = (mean - rt_price_vec.last().unwrap().open_price).abs(); - if current_price > rt_price_vec.last().unwrap().open_price + (0.5 * difference) { - } else { - keys_to_remove.insert(symbol.clone()); - } - } else { - keys_to_remove.insert(symbol.clone()); - } - } else { - keys_to_remove.insert(symbol.clone()); - } - } - remove_keys(&mut filtered_data, keys_to_remove).await; + // if current_price > rt_price_vec.last().unwrap().open_price + (0.5 * difference) { + // } else { + // keys_to_remove.insert(symbol.clone()); + // } + // } else { + // keys_to_remove.insert(symbol.clone()); + // } + // } else { + // keys_to_remove.insert(symbol.clone()); + // } + // } + // remove_keys(&mut filtered_data, keys_to_remove).await; if filtered_data.keys().len() != 0 { let date_now = chrono::Local::now().to_rfc2822(); println!("{} future coins: {:?}", date_now, filtered_data.keys()); } - + // let final_filtered_data = duplicate_filter(8, &filtered_data).await?; // insert_pre_suggested_coins(8, false, &final_filtered_data, &alldata).await; diff --git a/src/strategy_team/mod.rs b/src/strategy_team/mod.rs index 7ffa9ca..0371e9d 100644 --- a/src/strategy_team/mod.rs +++ b/src/strategy_team/mod.rs @@ -7,6 +7,7 @@ pub mod strategy_006; pub mod strategy_007; pub mod strategy_008; pub mod strategy_009; +pub mod strategy_010; pub mod future_strategy; // pub mod strategy_test; pub mod strategy_manager; @@ -37,6 +38,7 @@ use crate::value_estimation_team::indicators::wiliams_percent_r::{ }; use futures::future::try_join_all; use reqwest::{Client, ClientBuilder}; +use rust_decimal::prelude::Zero; use rust_decimal::{prelude::FromPrimitive, prelude::ToPrimitive, Decimal, RoundingStrategy}; use rust_decimal_macros::dec; use sqlx::FromRow; @@ -172,18 +174,34 @@ pub async fn remove_keys( } // useful functions for strategists -pub async fn get_current_price( +pub async fn get_current_price_f64( symbol: &String, rt_price_map: &HashMap>, ) -> Option { if let Some(rt_vec) = rt_price_map.get(symbol) { - if rt_vec.last().is_some() { + if rt_vec.last().is_some_and(|a| a.close_price.is_normal()) { return Some(rt_vec.last().unwrap().close_price); } } None } +pub async fn get_current_price_decimal( + symbol: &String, + rt_price_map: &HashMap>, +) -> Option { + if let Some(rt_vec) = rt_price_map.get(symbol) { + if rt_vec.last().is_some_and(|a| a.close_price.is_normal()) { + let current_price = rust_decimal::prelude::FromPrimitive::from_f64( + rt_vec.last().unwrap().close_price, + ) + .unwrap(); + return Some(current_price); + } + } + None +} + pub async fn get_time_data() -> TimeData { let table_name = String::from("time"); diff --git a/src/strategy_team/strategy_005.rs b/src/strategy_team/strategy_005.rs index 91e5812..738941d 100644 --- a/src/strategy_team/strategy_005.rs +++ b/src/strategy_team/strategy_005.rs @@ -1,6 +1,6 @@ use super::{ adx, dec, decimal_add, decimal_div, decimal_mul, decimal_sub, duplicate_filter, ema, ema_macd, - exists_record, get_current_price, get_server_epoch, insert_pre_suggested_coins, + exists_record, get_current_price_decimal, get_server_epoch, insert_pre_suggested_coins, limit_order_sell, remove_keys, rsi, select_filled_buy_orders, stoch_rsi, supertrend, try_join_all, update_record3, AdxData, AllData, Arc, BollingerBandData, Client, ClientBuilder, Decimal, EmaData, ExchangeInfo, FilteredDataValue, HashMap, HashSet, MacdData, Mutex, diff --git a/src/strategy_team/strategy_006.rs b/src/strategy_team/strategy_006.rs index 320f926..243b92e 100644 --- a/src/strategy_team/strategy_006.rs +++ b/src/strategy_team/strategy_006.rs @@ -1,6 +1,6 @@ use super::{ adx, dec, decimal_add, decimal_div, decimal_mul, decimal_sub, dema, duplicate_filter, ema, - ema_macd, exists_record, get_current_price, get_server_epoch, insert_pre_suggested_coins, + ema_macd, exists_record, get_current_price_decimal, get_server_epoch, insert_pre_suggested_coins, limit_order_sell, remove_keys, rsi, select_filled_buy_orders, stoch_rsi, supertrend, tema, try_join_all, update_record3, AdxData, AllData, Arc, BollingerBandData, Client, ClientBuilder, Decimal, DemaData, EmaData, ExchangeInfo, FilteredDataValue, HashMap, HashSet, MacdData, Mutex, diff --git a/src/strategy_team/strategy_007.rs b/src/strategy_team/strategy_007.rs index 3d055b5..8e5e35a 100644 --- a/src/strategy_team/strategy_007.rs +++ b/src/strategy_team/strategy_007.rs @@ -1,6 +1,6 @@ use super::{ adx, dec, decimal_add, decimal_div, decimal_mul, decimal_sub, duplicate_filter, ema, ema_macd, - exists_record, get_current_price, get_server_epoch, insert_pre_suggested_coins, + exists_record, get_current_price_decimal, get_server_epoch, insert_pre_suggested_coins, limit_order_sell, remove_keys, rsi, select_filled_buy_orders, stoch_rsi, supertrend, try_join_all, update_record3, AdxData, AllData, Arc, BollingerBandData, Client, ClientBuilder, Decimal, EmaData, ExchangeInfo, FilteredDataValue, HashMap, HashSet, MacdData, Mutex, diff --git a/src/strategy_team/strategy_009.rs b/src/strategy_team/strategy_009.rs index bc45f75..be10d3e 100644 --- a/src/strategy_team/strategy_009.rs +++ b/src/strategy_team/strategy_009.rs @@ -2,7 +2,7 @@ use crate::value_estimation_team::indicators::wiliams_percent_r; use super::{ adx, dec, decimal_add, decimal_div, decimal_mul, decimal_sub, dema, duplicate_filter, ema, - ema_macd, exists_record, get_current_price, get_server_epoch, heatmap_volume, + ema_macd, exists_record, get_current_price_f64, get_server_epoch, heatmap_volume, insert_pre_suggested_coins, limit_order_sell, remove_keys, rsi, select_filled_buy_orders, stoch_rsi, supertrend, tema, try_join_all, update_record3, wiliams_percent_r, AdxData, AllData, Arc, BollingerBandData, Client, ClientBuilder, Decimal, DemaData, EmaData, ExchangeInfo, @@ -31,14 +31,22 @@ pub async fn list_up_for_buy( let dema_120 = dema(120, &alldata.rt_price_1m_vec, &filtered_data).await?; let server_epoch = get_server_epoch().await; for (symbol, values) in &mut filtered_data { - if let (Some(dema30_vec), Some(dema120_vec)) = (dema_30.get(symbol), dema_120.get(symbol)) { + if let (Some(dema30_vec), Some(dema120_vec), Some(rt_price_vec)) = (dema_30.get(symbol), dema_120.get(symbol), alldata.rt_price_1m_vec.get(symbol)) { if dema30_vec.len() > 2 && dema120_vec.len() > 2 && dema30_vec.last().unwrap().close_time == dema120_vec.last().unwrap().close_time && dema30_vec.last().unwrap().close_time > server_epoch && dema120_vec.last().unwrap().close_time > server_epoch { - if dema30_vec.last().unwrap().dema_value > dema120_vec.last().unwrap().dema_value { + if dema30_vec.last().unwrap().dema_value > dema120_vec.last().unwrap().dema_value + && (dema30_vec[dema30_vec.len()-1].dema_value > dema30_vec[dema30_vec.len()-2].dema_value) + && (dema30_vec[dema30_vec.len()-2].dema_value > dema30_vec[dema30_vec.len()-3].dema_value) { + values.closetime = dema30_vec.last().unwrap().close_time; + let current_price: Decimal = rust_decimal::prelude::FromPrimitive::from_f64( + rt_price_vec.last().unwrap().close_price, + ) + .unwrap(); + values.current_price = current_price; } else { keys_to_remove.insert(symbol.clone()); } @@ -50,21 +58,46 @@ pub async fn list_up_for_buy( } } remove_keys(&mut filtered_data, keys_to_remove).await; - - // Wiliams %R(200) < -60.0 - // Wiliams %R(50) < -60.0 + // println!("filtered 1: {}", filtered_data.keys().len()); + + // StochRSI (RSI_len: 200, StochRSI_len: 200, K: 3, D: 3) K_current < 70, K_prev < 70, K_prev_1 < 70 + let mut keys_to_remove: HashSet = HashSet::new(); + let stoch_rsis = stoch_rsi(30, 30, 2, 2, &alldata.rt_price_1m_vec, &filtered_data).await?; + for (symbol, values) in &mut filtered_data { + if stoch_rsis.contains_key(symbol) { + let stoch_rsi_vec = stoch_rsis.get(symbol).unwrap(); + let search_result = stoch_rsi_vec + .iter() + .position(|x| x.close_time == values.closetime); + if stoch_rsi_vec.len() > 10 + && search_result.is_some_and(|a| { + stoch_rsi_vec[a].k < 1.0 + && stoch_rsi_vec[a - 1].k < 1.0 + }) + { + } else { + keys_to_remove.insert(symbol.clone()); + } + } else { + keys_to_remove.insert(symbol.clone()); + } + } + remove_keys(&mut filtered_data, keys_to_remove).await; + + // Wiliams %R(120) < -95.0 + // Wiliams %R(60) < -95.0 // let mut keys_to_remove: HashSet = HashSet::new(); - // let mut wprs200 = wiliams_percent_r(200, &alldata.rt_price_30m_vec, &filtered_data).await?; - // let mut wprs50 = wiliams_percent_r(50, &alldata.rt_price_30m_vec, &filtered_data).await?; + // let mut wprs120 = wiliams_percent_r(120, &alldata.rt_price_1m_vec, &filtered_data).await?; + // let mut wprs60 = wiliams_percent_r(60, &alldata.rt_price_1m_vec, &filtered_data).await?; // let server_epoch = get_server_epoch().await; // for (symbol, values) in &mut filtered_data { - // if let (Some(wpr200_vec), Some(wpr50_vec)) = (wprs200.get(symbol), wprs50.get(symbol)) { - // if wpr200_vec.len() > 15 - // && wpr50_vec.len() > 15 - // && wpr200_vec.last().unwrap().close_time > server_epoch - // && wpr200_vec.last().unwrap().r_value < -60.0 - // && wpr50_vec.last().unwrap().close_time > server_epoch - // && wpr50_vec.last().unwrap().r_value < -60.0 + // if let (Some(wpr120_vec), Some(wpr60_vec)) = (wprs120.get(symbol), wprs60.get(symbol)) { + // if wpr120_vec.len() > 15 + // && wpr60_vec.len() > 15 + // && wpr120_vec.last().unwrap().close_time > server_epoch + // && wpr120_vec.last().unwrap().r_value < -95.0 + // && wpr60_vec.last().unwrap().close_time > server_epoch + // && wpr60_vec.last().unwrap().r_value < -95.0 // { // } else { // keys_to_remove.insert(symbol.clone()); @@ -185,48 +218,23 @@ pub async fn list_up_for_buy( // } // remove_keys(&mut filtered_data, keys_to_remove).await; - // current ADX(30, 30) < 10, ADX_n > ADX_n-1 > ADX_n-2 > ADX_n-3 - let mut keys_to_remove: HashSet = HashSet::new(); - let adx_vec = adx(10, 10, &alldata.rt_price_1m_vec, &filtered_data).await?; - for (symbol, values) in &mut filtered_data { - if let Some(adx_vec) = adx_vec.get(symbol) { - if let Some(last_idx) = adx_vec.iter().position(|elem| elem.close_time == values.closetime) { - if adx_vec.len() > 10 && - adx_vec[last_idx].adx < 10.0 - && adx_vec[last_idx-1].adx < 10.0 - && adx_vec[last_idx-2].adx < 10.0 - && adx_vec[last_idx-3].adx < 10.0 - && (adx_vec[last_idx].adx > adx_vec[last_idx-1].adx) - && (adx_vec[last_idx-1].adx > adx_vec[last_idx-2].adx) - && (adx_vec[last_idx-2].adx > adx_vec[last_idx-3].adx){ - } else { - keys_to_remove.insert(symbol.clone()); - } - } else { - keys_to_remove.insert(symbol.clone()); - } - } else { - keys_to_remove.insert(symbol.clone()); - } - } - remove_keys(&mut filtered_data, keys_to_remove).await; - - // StochRSI (RSI_len: 200, StochRSI_len: 200, K: 3, D: 3) K_current < 70, K_prev < 70, K_prev_1 < 70 + // current ADX(30, 30) < 20, ADX_n > ADX_n-1 > ADX_n-2 > ADX_n-3 // let mut keys_to_remove: HashSet = HashSet::new(); - // let stoch_rsis = stoch_rsi(200, 200, 3, 3, &alldata.rt_price_30m_vec, &filtered_data).await?; + // let adx_vec = adx(30, 30, &alldata.rt_price_1m_vec, &filtered_data).await?; // for (symbol, values) in &mut filtered_data { - // if stoch_rsis.contains_key(symbol) { - // let stoch_rsi_vec = stoch_rsis.get(symbol).unwrap(); - // let search_result = stoch_rsi_vec - // .iter() - // .position(|x| x.close_time == values.closetime); - // if stoch_rsi_vec.len() > 10 - // && search_result.is_some_and(|a| { - // stoch_rsi_vec[a].k < 70.0 - // && stoch_rsi_vec[a - 1].k < 70.0 - // && stoch_rsi_vec[a - 2].k < 70.0 - // }) - // { + // if let Some(adx_vec) = adx_vec.get(symbol) { + // if let Some(last_idx) = adx_vec.iter().position(|elem| elem.close_time == values.closetime) { + // if adx_vec.len() > 10 && + // adx_vec[last_idx].adx < 20.0 + // && adx_vec[last_idx-1].adx < 20.0 + // && adx_vec[last_idx-2].adx < 20.0 + // && adx_vec[last_idx-3].adx < 20.0 + // && (adx_vec[last_idx].adx > adx_vec[last_idx-1].adx) + // && (adx_vec[last_idx-1].adx > adx_vec[last_idx-2].adx) + // && (adx_vec[last_idx-2].adx > adx_vec[last_idx-3].adx){ + // } else { + // keys_to_remove.insert(symbol.clone()); + // } // } else { // keys_to_remove.insert(symbol.clone()); // } @@ -235,6 +243,7 @@ pub async fn list_up_for_buy( // } // } // remove_keys(&mut filtered_data, keys_to_remove).await; + // println!("filtered 2: {}", filtered_data.keys().len()); // Heatmap volume: filtering close price with Extra High is over the previous candle from 30 previous candles // let mut keys_to_remove: HashSet = HashSet::new(); @@ -421,21 +430,23 @@ pub async fn list_up_for_sell( lot_step_size.normalize().scale(), RoundingStrategy::ToZero, ); - let target_profit_percent = decimal_mul( - decimal_div( - decimal_sub(element.target_price, element.buy_price), - element.buy_price, - ), - dec!(100), - ) - .to_f64() - .unwrap(); + // let target_profit_percent = decimal_mul( + // decimal_div( + // decimal_sub(element.target_price, element.buy_price), + // element.buy_price, + // ), + // dec!(100), + // ) + // .to_f64() + // .unwrap(); if !element.current_price.is_zero() { - if element.pure_profit_percent >= 1.0 { + if element.pure_profit_percent >= 0.2 { + is_sell = true; + } else if element.pure_profit_percent <= -1.0 { is_sell = true; } else if is_overturned == true { is_sell = true; - } else if server_epoch - element.transact_time >= (1_800_000) * 4 { + } else if server_epoch - element.transact_time >= (1_800_000) * 1 { // time up selling is_sell = true; } diff --git a/src/strategy_team/strategy_010.rs b/src/strategy_team/strategy_010.rs new file mode 100644 index 0000000..832cb69 --- /dev/null +++ b/src/strategy_team/strategy_010.rs @@ -0,0 +1,240 @@ +use crate::value_estimation_team::{datapoints::price_data::CandleType, indicators::wiliams_percent_r}; + +use super::{ + adx, dec, decimal_add, decimal_div, decimal_mul, decimal_sub, dema, duplicate_filter, ema, + ema_macd, exists_record, get_current_price_decimal, get_server_epoch, heatmap_volume, + insert_pre_suggested_coins, limit_order_sell, remove_keys, rsi, select_filled_buy_orders, + stoch_rsi, supertrend, tema, try_join_all, update_record3, wiliams_percent_r, AdxData, AllData, + Arc, BollingerBandData, Client, ClientBuilder, Decimal, DemaData, EmaData, ExchangeInfo, + FilteredDataValue, HashMap, HashSet, HeatMapLevel, HeatmapVolumeData, MacdData, Mutex, + RealtimePriceData, RoundingStrategy, RsiData, StochRsiData, SuperTrendArea, SuperTrendSignal, + SupertrendData, TemaData, ToPrimitive, TradeFee, WiliamsPercentR, +}; + +// BUY conditions +pub async fn list_up_for_buy( + alldata: &AllData, +) -> Result<(), Box> { + // print rt_price for debugging + // let a = alldata.rt_price_30m_vec.iter().position(|a| a.0 == "BTCUSDT"); + // println!("BTCUSDT: {:?}", alldata.rt_price_30m_vec[a.unwrap()].1.last().unwrap()); + + // basic filtering: filtering valid trade pair + let mut filtered_data: HashMap = HashMap::new(); + for symbol in &alldata.valid_symbol_vec { + filtered_data.insert(symbol.clone(), FilteredDataValue::new()); + } + + // Heatmap volume: filtering close price with Extra High is over the previous candle from 30 previous candles + let mut keys_to_remove: HashSet = 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; + } + } + + if do_buy == false { + keys_to_remove.insert(symbol.clone()); + } + } + remove_keys(&mut filtered_data, keys_to_remove).await; + + // Wiliams %R(30) wpr_n-1 < -60.0 + // let mut keys_to_remove: HashSet = HashSet::new(); + // let mut wprs30 = wiliams_percent_r(30, &alldata.rt_price_1m_vec, &filtered_data).await?; + // for (symbol, values) in &mut filtered_data { + // let mut do_buy = false; + // if let Some(wpr30_vec) = wprs30.get(symbol) { + // if wpr30_vec.len() > 15 + // && wpr30_vec.last().unwrap().close_time > server_epoch + // && wpr30_vec[wpr30_vec.len()-2].r_value < -60.0 + // { + // do_buy = true; + // } + // } + + // if do_buy == false { + // keys_to_remove.insert(symbol.clone()); + // } + // } + // remove_keys(&mut filtered_data, keys_to_remove).await; + + let final_filtered_data = duplicate_filter(10, &filtered_data).await?; + + if !final_filtered_data.is_empty() { + insert_pre_suggested_coins(10, false, &final_filtered_data).await; + } + + Ok(()) +} + +pub async fn list_up_for_sell( + all_data: &AllData, + exchange_info_map: &HashMap, + trade_fee_map: &HashMap, +) -> Result<(), Box> { + let filled_buy_orders = select_filled_buy_orders(10).await?; + + if !filled_buy_orders.is_empty() { + let client = ClientBuilder::new() + .timeout(tokio::time::Duration::from_millis(5000)) + .build() + .unwrap(); + let mut supertrend_vec: Vec = Vec::new(); + let server_epoch = get_server_epoch().await; + let mut filtered_symbols: HashMap = HashMap::new(); + for element in &filled_buy_orders { + filtered_symbols.insert(element.symbol.clone(), FilteredDataValue::new()); + } + // let supertrend_30m = + // supertrend(10, 3.0, true, &all_data.rt_price_30m_vec, &filtered_symbols).await?; + // let dema_30 = dema(30, &all_data.rt_price_1m_vec, &filtered_symbols).await?; + // let dema_120 = dema(120, &all_data.rt_price_1m_vec, &filtered_symbols).await?; + // let tema_100 = tema(100, &all_data.rt_price_30m_vec, &filtered_symbols).await?; + for element in filled_buy_orders { + let mut is_sell = false; + let mut is_overturned = false; + if element.used_usdt >= dec!(10.0) { + // if let (Some(dema30_vec), Some(dema120_vec)) = ( + // dema_30.get(&element.symbol), + // dema_120.get(&element.symbol) + // ) { + // if dema120_vec.len() > 2 + // && dema30_vec.len() > 2 + // && dema120_vec.last().unwrap().close_time + // == dema30_vec.last().unwrap().close_time + // && dema30_vec.last().unwrap().close_time > server_epoch + // && dema120_vec.last().unwrap().close_time > server_epoch + // && ((dema120_vec.last().unwrap().dema_value + // > dema30_vec.last().unwrap().dema_value) + // && dema120_vec[dema120_vec.len() - 2].dema_value + // < dema30_vec[dema30_vec.len() - 2].dema_value) + // { + // is_overturned = true; + // } + // } + + if let (Some(exchange_info), Some(tradefee)) = ( + exchange_info_map.get(&element.symbol), + trade_fee_map.get(&element.symbol), + ) { + // update stoploss + // let band_value: Decimal = rust_decimal::prelude::FromPrimitive::from_f64( + // supertrend_vec.last().unwrap().band_value, + // ) + // .unwrap(); + // if supertrend_vec.last().unwrap().area == SuperTrendArea::UP + // && band_value > element.stoploss + // { + // let update_table_name = String::from("buy_ordered_coin_list"); + // let update_value = vec![(String::from("stoploss"), band_value.to_string())]; + // let update_condition = vec![(String::from("id"), element.id.to_string())]; + // update_record3(&update_table_name, &update_value, &update_condition) + // .await + // .unwrap(); + // } + + let lot_step_size = exchange_info.stepsize; + let quote_commission_precision = exchange_info.quote_commission_precision; + + // TODO: BNB 코인이 있으면 + // let base_qty_to_be_ordered = + // element.base_qty_ordered.round_dp_with_strategy( + // lot_step_size.normalize().scale(), + // RoundingStrategy::ToZero, + // ); + // TODO: BNB 코인이 없으면 + let base_qty_to_be_ordered = + element.base_qty_fee_adjusted.round_dp_with_strategy( + lot_step_size.normalize().scale(), + RoundingStrategy::ToZero, + ); + // let target_profit_percent = decimal_mul( + // decimal_div( + // decimal_sub(element.target_price, element.buy_price), + // element.buy_price, + // ), + // dec!(100), + // ) + // .to_f64() + // .unwrap(); + if !element.current_price.is_zero() { + if element.pure_profit_percent >= 1.0 { + is_sell = true; + } else if element.pure_profit_percent <= -0.8 { + is_sell = true; + } else if is_overturned == true { + is_sell = true; + } else if server_epoch - element.transact_time >= (1_800_000) * 1 { + // time up selling + is_sell = true; + } + + + // TODO: sell_count가 1일 때 적용하기 + // else if (supertrend_vec + // .last() + // .unwrap() + // .signal + // .as_ref() + // .is_some_and(|x| x.contains("SELL")) + // || supertrend_vec.last().unwrap().area.contains("DOWN")) + // && (supertrend_vec.last().unwrap().close_time > element.close_time) + // { + // println!( + // "SELL signal selling {} {:.2}", + // element.symbol, element.pure_profit_percent + // ); + // limit_order_sell( + // &element, + // element.current_price, + // base_qty_to_be_ordered, + // &client, + // &exchange_info_vec, + // &trade_fee_vec, + // ) + // .await; + // } + if is_sell == true { + limit_order_sell( + &element, + element.current_price, + base_qty_to_be_ordered, + &client, + &exchange_info_map, + &trade_fee_map, + ) + .await; + } + } + } + } + } + } + + Ok(()) +}