From ebbcf01b5ecc46be38f39e70b83e81bb81208db4 Mon Sep 17 00:00:00 2001
From: Sik Yoon <younxxxx@gmail.com>
Date: Sun, 5 May 2024 22:02:30 +0900
Subject: [PATCH] Update filtering

---
 src/strategy_team/strategy_008.rs | 45 ++++++++++++++++++++-----------
 1 file changed, 30 insertions(+), 15 deletions(-)

diff --git a/src/strategy_team/strategy_008.rs b/src/strategy_team/strategy_008.rs
index c85e64d..44b2c8e 100644
--- a/src/strategy_team/strategy_008.rs
+++ b/src/strategy_team/strategy_008.rs
@@ -52,18 +52,19 @@ pub async fn list_up_for_buy(
     // remove_keys(&mut filtered_data, keys_to_remove).await;
 
     // Wiliams %R(200) < -50.0
-    // Wiliams %R(30) < -30.0
+    // Wiliams %R(30) < -40.0
     let mut keys_to_remove: HashSet<String> = HashSet::new();
     let mut wprs200 = wiliams_percent_r(200, &alldata.rt_price_30m_vec, &filtered_data).await?;
     let mut wprs30 = wiliams_percent_r(30, &alldata.rt_price_30m_vec, &filtered_data).await?;
     let server_epoch = get_server_epoch().await;
     for (symbol, values) in &mut filtered_data {
         if let (Some(wpr200_vec), Some(wpr30_vec)) = (wprs200.get(symbol), wprs30.get(symbol)) {
-            if wpr200_vec.len() > 15 && wpr30_vec.len() > 15
+            if wpr200_vec.len() > 15
+                && wpr30_vec.len() > 15
                 && wpr200_vec.last().unwrap().close_time > server_epoch
                 && wpr200_vec.last().unwrap().r_value < -50.0
                 && wpr30_vec.last().unwrap().close_time > server_epoch
-                && wpr30_vec.last().unwrap().r_value < -30.0
+                && wpr30_vec.last().unwrap().r_value < -40.0
             {
             } else {
                 keys_to_remove.insert(symbol.clone());
@@ -124,11 +125,11 @@ pub async fn list_up_for_buy(
     }
     remove_keys(&mut filtered_data, keys_to_remove).await;
 
-    // supertrend(ATR period 10, multiplier: 2.0, 30m close price)
+    // supertrend(ATR period 10, multiplier: 3.0, 30m close price)
     let mut keys_to_remove: HashSet<String> = HashSet::new();
     let server_epoch = get_server_epoch().await;
     let supertrend_30m_map =
-        supertrend(10, 2.0, true, &alldata.rt_price_30m_vec, &filtered_data).await?;
+        supertrend(10, 3.0, true, &alldata.rt_price_30m_vec, &filtered_data).await?;
     for (symbol, values) in &mut filtered_data {
         if let (Some(supertrend_vec), Some(rt_price_vec)) = (
             supertrend_30m_map.get(symbol),
@@ -353,25 +354,36 @@ pub async fn list_up_for_sell(
         }
         let supertrend_30m =
             supertrend(10, 2.0, true, &all_data.rt_price_30m_vec, &filtered_symbols).await?;
+        let tema_300 = tema(300, &all_data.rt_price_30m_vec, &filtered_symbols).await?;
         let tema_200 = tema(200, &all_data.rt_price_30m_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(tema200_vec), Some(tema100_vec)) =
-                    (tema_200.get(&element.symbol), tema_100.get(&element.symbol))
-                {
+                if let (Some(tema300_vec), Some(tema200_vec), Some(tema100_vec)) = (
+                    tema_300.get(&element.symbol),
+                    tema_200.get(&element.symbol),
+                    tema_100.get(&element.symbol),
+                ) {
                     if tema200_vec.len() > 2
                         && tema100_vec.len() > 2
+                        && tema300_vec.len() > 2
                         && tema200_vec.last().unwrap().close_time
                             == tema100_vec.last().unwrap().close_time
+                        && tema300_vec.last().unwrap().close_time
+                            == tema100_vec.last().unwrap().close_time
+                        && tema300_vec.last().unwrap().close_time > server_epoch
                         && tema200_vec.last().unwrap().close_time > server_epoch
                         && tema100_vec.last().unwrap().close_time > server_epoch
-                        && tema200_vec.last().unwrap().tema_value
+                        && ((tema200_vec.last().unwrap().tema_value
                             > tema100_vec.last().unwrap().tema_value
-                        && tema200_vec[tema200_vec.len() - 2].tema_value
-                            < tema100_vec[tema100_vec.len() - 2].tema_value
+                            && tema200_vec[tema200_vec.len() - 2].tema_value
+                                < tema100_vec[tema100_vec.len() - 2].tema_value)
+                            || (tema200_vec.last().unwrap().tema_value
+                                > tema300_vec.last().unwrap().tema_value
+                                && tema200_vec[tema200_vec.len() - 2].tema_value
+                                    < tema300_vec[tema300_vec.len() - 2].tema_value))
                     {
                         is_overturned = true;
                     }
@@ -413,10 +425,13 @@ 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))
+                    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() {