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Update filtering

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This commit is contained in:
Sik Yoon 2024-05-05 22:02:30 +09:00
parent df2a494506
commit ebbcf01b5e
1 changed files with 30 additions and 15 deletions
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45
src/strategy_team/strategy_008.rs
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@ -52,18 +52,19 @@ pub async fn list_up_for_buy(
// remove_keys(&mut filtered_data, keys_to_remove).await; // remove_keys(&mut filtered_data, keys_to_remove).await;
// Wiliams %R(200) < -50.0 // 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 keys_to_remove: HashSet<String> = HashSet::new();
let mut wprs200 = wiliams_percent_r(200, &alldata.rt_price_30m_vec, &filtered_data).await?; 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 mut wprs30 = wiliams_percent_r(30, &alldata.rt_price_30m_vec, &filtered_data).await?;
let server_epoch = get_server_epoch().await; let server_epoch = get_server_epoch().await;
for (symbol, values) in &mut filtered_data { for (symbol, values) in &mut filtered_data {
if let (Some(wpr200_vec), Some(wpr30_vec)) = (wprs200.get(symbol), wprs30.get(symbol)) { 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().close_time > server_epoch
&& wpr200_vec.last().unwrap().r_value < -50.0 && wpr200_vec.last().unwrap().r_value < -50.0
&& wpr30_vec.last().unwrap().close_time > server_epoch && 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 { } else {
keys_to_remove.insert(symbol.clone()); 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; 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 mut keys_to_remove: HashSet<String> = HashSet::new();
let server_epoch = get_server_epoch().await; let server_epoch = get_server_epoch().await;
let supertrend_30m_map = 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 { for (symbol, values) in &mut filtered_data {
if let (Some(supertrend_vec), Some(rt_price_vec)) = ( if let (Some(supertrend_vec), Some(rt_price_vec)) = (
supertrend_30m_map.get(symbol), supertrend_30m_map.get(symbol),
@ -353,25 +354,36 @@ pub async fn list_up_for_sell(
} }
let supertrend_30m = let supertrend_30m =
supertrend(10, 2.0, true, &all_data.rt_price_30m_vec, &filtered_symbols).await?; 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_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?; let tema_100 = tema(100, &all_data.rt_price_30m_vec, &filtered_symbols).await?;
for element in filled_buy_orders { for element in filled_buy_orders {
let mut is_sell = false; let mut is_sell = false;
let mut is_overturned = false; let mut is_overturned = false;
if element.used_usdt >= dec!(10.0) { if element.used_usdt >= dec!(10.0) {
if let (Some(tema200_vec), Some(tema100_vec)) = if let (Some(tema300_vec), Some(tema200_vec), Some(tema100_vec)) = (
(tema_200.get(&element.symbol), tema_100.get(&element.symbol)) tema_300.get(&element.symbol),
{ tema_200.get(&element.symbol),
tema_100.get(&element.symbol),
) {
if tema200_vec.len() > 2 if tema200_vec.len() > 2
&& tema100_vec.len() > 2 && tema100_vec.len() > 2
&& tema300_vec.len() > 2
&& tema200_vec.last().unwrap().close_time && tema200_vec.last().unwrap().close_time
== tema100_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 && tema200_vec.last().unwrap().close_time > server_epoch
&& tema100_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 > tema100_vec.last().unwrap().tema_value
&& tema200_vec[tema200_vec.len() - 2].tema_value && tema200_vec[tema200_vec.len() - 2].tema_value
< tema100_vec[tema100_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; is_overturned = true;
} }
@ -413,10 +425,13 @@ pub async fn list_up_for_sell(
lot_step_size.normalize().scale(), lot_step_size.normalize().scale(),
RoundingStrategy::ToZero, RoundingStrategy::ToZero,
); );
let target_profit_percent = decimal_mul(decimal_div( let target_profit_percent = decimal_mul(
decimal_sub(element.target_price, element.buy_price), decimal_div(
element.buy_price, decimal_sub(element.target_price, element.buy_price),
), dec!(100)) element.buy_price,
),
dec!(100),
)
.to_f64() .to_f64()
.unwrap(); .unwrap();
if !element.current_price.is_zero() { if !element.current_price.is_zero() {