Update filtering

src/strategy_team/future_strategy_long.rs

@@ -8,7 +8,7 @@ use super::{
     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, future_duplicate_filter, insert_future_coins
+    SupertrendData, TemaData, ToPrimitive, TradeFee, WiliamsPercentR, future_duplicate_filter, insert_future_coins, get_current_price_decimal
 };
 
 use crate::future::{Position, FuturesExchangeInfo};
@@ -31,61 +31,94 @@ pub async fn list_up_for_buy(
     }
     
     // current Tema(15) < current Tema(60)
-    let mut keys_to_remove: HashSet<String> = HashSet::new();
+    // let mut keys_to_remove: HashSet<String> = HashSet::new();
-    let tema_15 = tema(15, &alldata.rt_price_1m_vec, &filtered_data).await?;
+    // let tema_15 = tema(15, &alldata.rt_price_1m_vec, &filtered_data).await?;
-    let tema_60 = tema(60, &alldata.rt_price_1m_vec, &filtered_data).await?;
+    // let tema_60 = tema(60, &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;
+    //     if let (Some(tema15_vec), Some(tema60_vec)) = (tema_15.get(symbol), tema_60.get(symbol)) {
+    //         if tema15_vec.len() > 10
+    //             && tema60_vec.len() > 10
+    //             && tema15_vec.last().unwrap().close_time == tema60_vec.last().unwrap().close_time
+    //             && tema15_vec.last().unwrap().close_time > server_epoch
+    //             && tema60_vec.last().unwrap().close_time > server_epoch
+    //         {
+    //             if tema15_vec.last().unwrap().tema_value > tema60_vec.last().unwrap().tema_value {
+    //                 do_buy = true;
+    //             } 
+    //         } 
+    //     }
+    //     if do_buy == false {
+    //         keys_to_remove.insert(symbol.clone());
+    //     }
+    // }
+    // 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<String> = 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;
+
+    // StochRSI (RSI_len: 30, StochRSI_len: 30, K: 2, D: 2) K_current < 70, K_prev < 70, K_prev_1 < 70
     let server_epoch = get_server_epoch().await;
+    let mut keys_to_remove: HashSet<String> = 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 {
         let mut do_buy = false;
-        if let (Some(tema15_vec), Some(tema60_vec)) = (tema_15.get(symbol), tema_60.get(symbol)) {
+        let price_and_closetime = get_current_price_decimal(&symbol, &alldata.rt_price_1m_vec).await;
-            if tema15_vec.len() > 10
+        if let (Some(stoch_rsi_vec), Some(current_info)) = (stoch_rsis.get(symbol), price_and_closetime) {
-                && tema60_vec.len() > 10
+            if server_epoch < current_info.1 {
-                && tema15_vec.last().unwrap().close_time == tema60_vec.last().unwrap().close_time
+                let search_result = stoch_rsi_vec
-                && tema15_vec.last().unwrap().close_time > server_epoch
+                .iter()
-                && tema60_vec.last().unwrap().close_time > server_epoch
+                .position(|x| x.close_time == current_info.1);
-            {
+                if stoch_rsi_vec.len() > 10
-                if tema15_vec.last().unwrap().tema_value > tema60_vec.last().unwrap().tema_value {
+                    && search_result.is_some_and(|a| {
+                            stoch_rsi_vec[a].k > 20.0
+                            && stoch_rsi_vec[a].k > stoch_rsi_vec[a].d
+                            && stoch_rsi_vec[a - 1].k < 20.0
+                            && stoch_rsi_vec[a - 2].k < 20.0
+                    })
+                {
+                    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;
-
-    // Heatmap volume: filtering close price with Extra High is over the previous candle from 30 previous candles
-    let mut keys_to_remove: HashSet<String> = 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());
@@ -93,7 +126,6 @@ pub async fn list_up_for_buy(
     }
     remove_keys(&mut filtered_data, keys_to_remove).await;
 
-
     let final_filtered_data = future_duplicate_filter(&filtered_data, &future_exchange_info_map).await?;
     insert_future_coins(Position::Long, server_epoch, &final_filtered_data).await?;
 
@@ -125,7 +157,7 @@ pub async fn list_up_for_sell() -> Result<(), Box<dyn std::error::Error + Send +
                 is_sell = true;
             } else if element.pure_profit_percent <= -0.8 {
                 is_sell = true;
-            } else if server_epoch - element.transact_time >= (600_000) * 1 {
+            } else if server_epoch - element.transact_time >= (300_000) * 1 {
                 // time up selling
                 is_sell = true;
             }

src/strategy_team/future_strategy_short.rs

@@ -8,7 +8,7 @@ use super::{
     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, future_duplicate_filter, insert_future_coins
+    SupertrendData, TemaData, ToPrimitive, TradeFee, WiliamsPercentR, future_duplicate_filter, insert_future_coins, get_current_price_decimal
 };
 
 use crate::future::{Position, FuturesExchangeInfo};
@@ -31,69 +31,100 @@ pub async fn list_up_for_buy(
     }
     
     // current Tema(15) < current Tema(60)
-    let mut keys_to_remove: HashSet<String> = HashSet::new();
+    // let mut keys_to_remove: HashSet<String> = HashSet::new();
-    let tema_15 = tema(15, &alldata.rt_price_1m_vec, &filtered_data).await?;
+    // let tema_15 = tema(15, &alldata.rt_price_1m_vec, &filtered_data).await?;
-    let tema_60 = tema(60, &alldata.rt_price_1m_vec, &filtered_data).await?;
+    // let tema_60 = tema(60, &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;
+    //     if let (Some(tema15_vec), Some(tema60_vec)) = (tema_15.get(symbol), tema_60.get(symbol)) {
+    //         if tema15_vec.len() > 10
+    //             && tema60_vec.len() > 10
+    //             && tema15_vec.last().unwrap().close_time == tema60_vec.last().unwrap().close_time
+    //             && tema15_vec.last().unwrap().close_time > server_epoch
+    //             && tema60_vec.last().unwrap().close_time > server_epoch
+    //         {
+    //             if tema15_vec.last().unwrap().tema_value < tema60_vec.last().unwrap().tema_value {
+    //                 do_buy = true;
+    //             } 
+    //         } 
+    //     }
+    //     if do_buy == false {
+    //         keys_to_remove.insert(symbol.clone());
+    //     }
+    // }
+    // 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<String> = 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;
+
+    // StochRSI (RSI_len: 30, StochRSI_len: 30, K: 2, D: 2) K_current < 70, K_prev < 70, K_prev_1 < 70
     let server_epoch = get_server_epoch().await;
+    let mut keys_to_remove: HashSet<String> = 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 {
         let mut do_buy = false;
-        if let (Some(tema15_vec), Some(tema60_vec)) = (tema_15.get(symbol), tema_60.get(symbol)) {
+        let price_and_closetime = get_current_price_decimal(&symbol, &alldata.rt_price_1m_vec).await;
-            if tema15_vec.len() > 10
+        if let (Some(stoch_rsi_vec), Some(current_info)) = (stoch_rsis.get(symbol), price_and_closetime) {
-                && tema60_vec.len() > 10
+            if server_epoch < current_info.1 {
-                && tema15_vec.last().unwrap().close_time == tema60_vec.last().unwrap().close_time
+                let search_result = stoch_rsi_vec
-                && tema15_vec.last().unwrap().close_time > server_epoch
+                .iter()
-                && tema60_vec.last().unwrap().close_time > server_epoch
+                .position(|x| x.close_time == current_info.1);
-            {
+                if stoch_rsi_vec.len() > 10
-                if tema15_vec.last().unwrap().tema_value < tema60_vec.last().unwrap().tema_value {
+                    && search_result.is_some_and(|a| {
+                            stoch_rsi_vec[a].k < 80.0
+                            && stoch_rsi_vec[a].k < stoch_rsi_vec[a].d
+                            && stoch_rsi_vec[a - 1].k > 80.0
+                            && stoch_rsi_vec[a - 2].k > 80.0
+                    })
+                {
+                    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;
-
-    // Heatmap volume: filtering close price with Extra High is over the previous candle from 30 previous candles
-    let mut keys_to_remove: HashSet<String> = 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;
-
-
     let final_filtered_data = future_duplicate_filter(&filtered_data, &future_exchange_info_map).await?;
     insert_future_coins(Position::Short, server_epoch, &final_filtered_data).await?;
 
@@ -125,7 +156,7 @@ pub async fn list_up_for_sell() -> Result<(), Box<dyn std::error::Error + Send +
                 is_sell = true;
             } else if element.pure_profit_percent <= -0.8 {
                 is_sell = true;
-            } else if server_epoch - element.transact_time >= (600_000) * 1 {
+            } else if server_epoch - element.transact_time >= (300_000) * 1 {
                 // time up selling
                 is_sell = true;
             }

src/strategy_team/mod.rs

@@ -233,14 +233,15 @@ pub async fn get_current_price_f64(
 pub async fn get_current_price_decimal(
     symbol: &String,
     rt_price_map: &HashMap<String, Vec<RealtimePriceData>>,
-) -> Option<Decimal> {
+) -> Option<(Decimal, i64)> {
     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);
+            let close_time = rt_vec.last().unwrap().close_time;
+            return Some((current_price, close_time));
         }
     }
     None