Make calculation in parallel
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1a242da6b3
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ddbaaa0508
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@ -7,8 +7,27 @@ use csv::{DeserializeRecordsIter, StringRecord};
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use serde::Deserialize;
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use sqlx::FromRow;
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use std::f64::NAN;
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use futures::{future::try_join_all, lock::Mutex};
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use std::sync::Arc;
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use tokio::{fs::*, io::AsyncWriteExt, time::*};
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#[derive(Clone, Debug)]
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pub struct StochRsiData {
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pub k: f64,
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pub d: f64,
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pub close_time: i64,
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}
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impl StochRsiData {
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fn new() -> StochRsiData {
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let a = StochRsiData {
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k: 0.0,
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d: 0.0,
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close_time: 0,
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};
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a
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}
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}
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#[derive(Clone, Debug)]
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pub struct StochRsiKData {
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pub stoch_rsi_k_value: f64,
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@ -24,108 +43,91 @@ impl StochRsiKData {
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}
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}
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#[derive(Clone, Debug)]
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pub struct StochRsiDData {
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pub stoch_rsi_d_value: f64,
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pub close_time: i64,
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}
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impl StochRsiDData {
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fn new() -> StochRsiDData {
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let a = StochRsiDData {
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stoch_rsi_d_value: 0.0,
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close_time: 0,
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};
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a
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}
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}
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// Binance Stoch RSI (RSI10, length 10, K: 3, D: 3)
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// Binance Stoch RSI
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pub async fn stoch_rsi(
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input_rsi_data: &Vec<(String, Vec<RsiData>)>,
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stoch_rsi_length: usize,
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output_stoch_rsi_k_data: &mut Vec<(String, Vec<StochRsiKData>)>,
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output_stoch_rsi_d_data: &mut Vec<(String, Vec<StochRsiDData>)>,
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valid_usdt_trades: &Vec<String>,
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) -> Result<(), Box<dyn std::error::Error + Send + Sync>> {
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let mut read_data_vec: Vec<RsiData> = Vec::new();
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let mut stoch_rsi_k_data_wrapper: Vec<(String, Vec<StochRsiKData>)> = Vec::new();
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let mut stoch_rsi_k_data_vec: Vec<StochRsiKData> = Vec::new();
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let mut stoch_rsi_k_data = StochRsiKData::new();
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let mut stoch_rsi_d_data_wrapper: Vec<(String, Vec<StochRsiDData>)> = Vec::new();
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let mut stoch_rsi_d_data_vec: Vec<StochRsiDData> = Vec::new();
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let mut stoch_rsi_d_data = StochRsiDData::new();
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smooth_k: usize,
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smooth_d: usize,
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) -> Result<Vec<(String, Vec<StochRsiData>)>, Box<dyn std::error::Error + Send + Sync>> {
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let mut stoch_rsi_data_wrapper: Vec<(String, Vec<StochRsiData>)> = Vec::new();
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let mut stoch_rsi_data_wrapper_arc = Arc::new(Mutex::new(stoch_rsi_data_wrapper));
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let mut stoch_rsi_data_vec: Vec<StochRsiData> = Vec::new();
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let mut stoch_rsi_vec: Vec<RsiData> = Vec::new();
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let mut stoch_rsi = RsiData::new();
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let k_length = 2;
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let d_length = 2;
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for symbol in valid_usdt_trades {
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stoch_rsi_k_data_vec.clear();
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stoch_rsi_d_data_vec.clear();
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stoch_rsi_vec.clear();
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let symbol_search_result = input_rsi_data.iter().position(|x| x.0 == *symbol);
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match symbol_search_result {
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Some(T) => {
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if input_rsi_data[T].1.len() >= stoch_rsi_length {
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read_data_vec = input_rsi_data[T].1.clone();
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let window_iter = read_data_vec.windows(stoch_rsi_length);
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for buffer_window in window_iter {
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let max_value = buffer_window
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.iter()
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.max_by(|x, y| x.rsi_value.partial_cmp(&y.rsi_value).unwrap())
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.unwrap()
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.rsi_value;
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let min_value = buffer_window
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.iter()
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.min_by(|x, y| x.rsi_value.partial_cmp(&y.rsi_value).unwrap())
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.unwrap()
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.rsi_value;
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let stoch_rsi_value = if max_value == min_value {
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max_value
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} else {
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(buffer_window.last().unwrap().rsi_value - min_value)
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/ (max_value - min_value)
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};
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stoch_rsi.rsi_value = stoch_rsi_value;
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stoch_rsi.close_time = buffer_window.last().unwrap().close_time;
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stoch_rsi_vec.push(stoch_rsi.clone());
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}
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// making Stoch RSI K data
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let window_iter = stoch_rsi_vec.windows(k_length);
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for buffer_window in window_iter {
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stoch_rsi_k_data.stoch_rsi_k_value =
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(buffer_window.iter().fold(0.0, |acc, x| acc + x.rsi_value)
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/ (k_length as f64))
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* 100.0;
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stoch_rsi_k_data.close_time = buffer_window.last().unwrap().close_time;
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stoch_rsi_k_data_vec.push(stoch_rsi_k_data.clone());
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}
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stoch_rsi_k_data_wrapper.push((symbol.clone(), stoch_rsi_k_data_vec.clone()));
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// making Stoch RSI D data
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let window_iter = stoch_rsi_k_data_vec.windows(d_length);
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for buffer_window in window_iter {
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stoch_rsi_d_data.stoch_rsi_d_value = (buffer_window
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.iter()
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.fold(0.0, |acc, x| acc + x.stoch_rsi_k_value)
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/ (k_length as f64));
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stoch_rsi_d_data.close_time = buffer_window.last().unwrap().close_time;
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stoch_rsi_d_data_vec.push(stoch_rsi_d_data.clone());
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}
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stoch_rsi_d_data_wrapper.push((symbol.clone(), stoch_rsi_d_data_vec.clone()));
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}
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}
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None => {}
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}
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if stoch_rsi_length == 0 || smooth_k == 0 || smooth_d == 0 {
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panic!("stoch_rsi_length or smooth_k or smooth_d can't be 0! stoch_rsi_length: {}, k:{}, d:{}", stoch_rsi_length, smooth_k, smooth_d);
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}
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*output_stoch_rsi_k_data = stoch_rsi_k_data_wrapper;
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*output_stoch_rsi_d_data = stoch_rsi_d_data_wrapper;
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let mut task_vec = Vec::new();
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for element in input_rsi_data {
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let mut stoch_rsi_data = StochRsiData::new();
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let mut stoch_rsi_k_data = StochRsiKData::new();
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let stoch_rsi_data_wrapper_arc_c = Arc::clone(&stoch_rsi_data_wrapper_arc);
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Ok(())
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let element_c = element.clone();
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task_vec.push(tokio::spawn(async move {
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let mut stoch_rsi_data_vec: Vec<StochRsiData> = Vec::new();
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let mut stoch_rsi_k_data_vec: Vec<StochRsiKData> = Vec::new();
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let mut stoch_rsi_vec: Vec<RsiData> = Vec::new();
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let mut stoch_rsi = RsiData::new();
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if element_c.1.len() >= stoch_rsi_length &&
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element_c.1.len() >= smooth_k &&
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element_c.1.len() >= smooth_d {
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let mut read_data_vec = element_c.1;
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let window_iter = read_data_vec.windows(stoch_rsi_length);
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for buffer_window in window_iter {
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let max_value = buffer_window
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.iter()
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.max_by(|x, y| x.rsi_value.partial_cmp(&y.rsi_value).unwrap())
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.unwrap()
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.rsi_value;
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let min_value = buffer_window
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.iter()
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.min_by(|x, y| x.rsi_value.partial_cmp(&y.rsi_value).unwrap())
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.unwrap()
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.rsi_value;
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let stoch_rsi_value = if max_value == min_value {
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max_value
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} else {
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(buffer_window.last().unwrap().rsi_value - min_value)
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/ (max_value - min_value)
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};
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stoch_rsi.rsi_value = stoch_rsi_value;
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stoch_rsi.close_time = buffer_window.last().unwrap().close_time;
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stoch_rsi_vec.push(stoch_rsi.clone());
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}
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// making Stoch RSI K data
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let window_iter = stoch_rsi_vec.windows(smooth_k);
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for buffer_window in window_iter {
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stoch_rsi_k_data.stoch_rsi_k_value =
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(buffer_window.iter().fold(0.0, |acc, x| acc + x.rsi_value)
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/ (smooth_k as f64))
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* 100.0;
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stoch_rsi_k_data.close_time = buffer_window.last().unwrap().close_time;
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stoch_rsi_k_data_vec.push(stoch_rsi_k_data.clone());
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}
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// making Stoch RSI D data and Stoch RSI data
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let window_iter = stoch_rsi_k_data_vec.windows(smooth_d);
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for buffer_window in window_iter {
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stoch_rsi_data.close_time = buffer_window.last().unwrap().close_time;
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stoch_rsi_data.k = buffer_window.last().unwrap().stoch_rsi_k_value;
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stoch_rsi_data.d = (buffer_window
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.iter()
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.fold(0.0, |acc, x| acc + x.stoch_rsi_k_value)
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/ (smooth_k as f64));
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stoch_rsi_data_vec.push(stoch_rsi_data.clone());
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}
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let mut stoch_rsi_data_wrapper_lock = stoch_rsi_data_wrapper_arc_c.lock().await;
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stoch_rsi_data_wrapper_lock.push((element_c.0.clone(), stoch_rsi_data_vec.clone()));
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}
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}));
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}
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try_join_all(task_vec).await?;
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let a = stoch_rsi_data_wrapper_arc.lock().await.to_owned();
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Ok(a)
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}
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