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Update filtering

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This commit is contained in:
Sik Yoon 2024-05-25 21:16:26 +09:00
parent 64e6e92747
commit d50ac9b12e
2 changed files with 55 additions and 57 deletions
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55
src/strategy_team/future_strategy_long.rs
View File

@ -31,34 +31,33 @@ 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;
let mut keys_to_remove: HashSet<String> = HashSet::new();
let tema_15 = tema(15, &alldata.rt_price_30m_vec, &filtered_data).await?;
let tema_30 = tema(30, &alldata.rt_price_30m_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 > tema30_vec[tema30_vec.len()-1].tema_value
&& tema15_vec[tema15_vec.len()-2].tema_value > tema30_vec[tema30_vec.len()-2].tema_value
&& tema15_vec[tema15_vec.len()-1].tema_value > tema15_vec[tema15_vec.len()-2].tema_value
{
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();

57
src/strategy_team/future_strategy_short.rs
View File

@ -30,35 +30,34 @@ pub async fn list_up_for_buy(
filtered_data.insert(symbol.clone(), FilteredDataValue::new());
}
// 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;
// current Tema(15) < current Tema(30)
let mut keys_to_remove: HashSet<String> = HashSet::new();
let tema_15 = tema(15, &alldata.rt_price_30m_vec, &filtered_data).await?;
let tema_30 = tema(30, &alldata.rt_price_30m_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 < tema30_vec[tema30_vec.len()-1].tema_value
&& tema15_vec[tema15_vec.len()-2].tema_value < tema30_vec[tema30_vec.len()-2].tema_value
&& tema15_vec[tema15_vec.len()-1].tema_value < tema15_vec[tema15_vec.len()-2].tema_value
{
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();