diff --git a/src/strategy_team/strategy_004.rs b/src/strategy_team/strategy_004.rs index ff449ba..643a3af 100644 --- a/src/strategy_team/strategy_004.rs +++ b/src/strategy_team/strategy_004.rs @@ -1,14 +1,16 @@ +use crate::value_estimation_team::indicators::bollingerband::bollingerband; + use super::{ - dec, decimal_add, decimal_sub, ema, exists_record, insert_pre_suggested_coins, + dec, decimal_add, decimal_sub, decimal_div, ema, exists_record, insert_pre_suggested_coins, limit_order_sell, rsi, select_filled_buy_orders, stoch_rsi, supertrend, try_join_all, AllData, Arc, Client, ClientBuilder, Decimal, EmaData, ExchangeInfo, FilteredData, Mutex, - RealtimePriceData, RoundingStrategy, RsiData, StochRsiData, SupertrendData, TradeFee, update_record3, server_epoch + RealtimePriceData, RoundingStrategy, RsiData, StochRsiData, SupertrendData, TradeFee, update_record3, adx, AdxData, server_epoch, MacdData, ema_macd, + BollingerBandData, ToPrimitive }; -// Triple SuperTrend strategy -// SuperTrend length: 10, multiplier: 3, already up area -// SuperTrend length: 10, multiplier: 2, already up area -// SuperTrend length: 10, multiplier: 1.2, buy signal +// BB lowerband + SuperTrend + StochRSI +// SuperTrend length: 20, multiplier: 1.5, BUY signal +// ADX(10, 10) < 25.0 pub async fn list_up_for_buy( alldata: AllData, ) -> Result<(), Box> { @@ -31,7 +33,7 @@ pub async fn list_up_for_buy( let mut exists_condition_build = String::from("symbol=\'"); exists_condition_build.push_str(symbol.as_str()); exists_condition_build.push_str("\' AND registerer="); - exists_condition_build.push_str(4.to_string().as_str()); + exists_condition_build.push_str(5.to_string().as_str()); // exists_condition_build.push_str("\' AND close_time="); // exists_condition_build.push_str(element.1.to_string().as_str()); let exists_condition = Some(exists_condition_build); @@ -68,30 +70,83 @@ pub async fn list_up_for_buy( } try_join_all(task_vec).await?; - // 2nd filtering: supertrend(ATR period 10, multiplier: 1.2, 30m close price), signal should be BUY + // 2nd filtering: BollingerBand (len:10, multiplier 2.5) previous_30m_price (close or low price) < lower_band let filtered_data_1st = filtered_data_1st_arc.lock().await.clone(); let mut filtered_data_2nd: Vec = Vec::new(); let mut filtered_data_2nd_arc: Arc>> = Arc::new(Mutex::new(filtered_data_2nd)); let mut task_vec = Vec::new(); - + let bollingerbands = bollingerband(10, 2.5, &alldata.rt_price_30m_vec, &filtered_data_1st).await?; for element in filtered_data_1st { let mut rt_30m_vec: Vec = Vec::new(); - let mut supertrend_vec: Vec = Vec::new(); - let rt_price_30m_vec_c = alldata.rt_price_30m_vec.clone(); + let mut bb_vec: Vec = Vec::new(); + let rt_price_30m_vec_c: Vec<(String, Vec)> = alldata.rt_price_30m_vec.clone(); + let bollingerbands_c = bollingerbands.clone(); let filtered_data_2nd_arc_c = Arc::clone(&filtered_data_2nd_arc); + task_vec.push(tokio::spawn(async move { + let rt_30m_option = rt_price_30m_vec_c + .iter() + .position(|x| *x.0 == element.symbol); + let bb_option_30m = bollingerbands_c.iter().position(|x| x.0 == element.symbol); + + if rt_30m_option.is_some() && bb_option_30m.is_some() { + rt_30m_vec = rt_price_30m_vec_c[rt_30m_option.unwrap()].1.clone(); + bb_vec = bollingerbands_c[bb_option_30m.unwrap()].1.clone(); + let server_epoch = server_epoch().await; + if rt_30m_vec.len() >= 3 && bb_vec.len() >= 3 && rt_30m_vec.last().unwrap().close_time > server_epoch { + let bb_search_result = bb_vec.binary_search_by_key( + &rt_30m_vec.last().unwrap().close_time, + |BollingerBandData { + sma, + upperband, + lowerband, + close_time, + }| *close_time, + ); + if bb_search_result.is_ok() { + if bb_vec[bb_search_result.unwrap()-1].lowerband > rt_30m_vec[rt_30m_vec.len()-2].low_price && + rt_30m_vec[rt_30m_vec.len()-2].opclo_price > rt_30m_vec.last().unwrap().close_price && + rt_30m_vec[rt_30m_vec.len()-2].candle_type.contains("DOWN") && + rt_30m_vec[rt_30m_vec.len()-2].high_price < bb_vec[bb_search_result.unwrap()-1].sma + { + let mut filtered_data_2nd_lock = filtered_data_2nd_arc_c.lock().await; + let mut filtered_data = FilteredData::new(); + filtered_data.symbol = element.symbol.clone(); + filtered_data.closetime = rt_30m_vec.last().unwrap().close_time; + filtered_data.current_price = rust_decimal::prelude::FromPrimitive::from_f64(rt_30m_vec.last().unwrap().close_price).unwrap();; + filtered_data_2nd_lock.push(filtered_data); + } + } + } + } + })); + } + try_join_all(task_vec).await?; + + // 3rd filtering: supertrend(ATR period 10, multiplier: 2, 30m close price), area should be DOWN + let filtered_data_2nd = filtered_data_2nd_arc.lock().await.clone(); + let mut filtered_data_3rd: Vec = Vec::new(); + let mut filtered_data_3rd_arc: Arc>> = + Arc::new(Mutex::new(filtered_data_3rd)); + let mut task_vec = Vec::new(); + + for element in filtered_data_2nd { + let mut rt_30m_vec: Vec = Vec::new(); + let mut supertrend_vec: Vec = Vec::new(); + let rt_price_30m_vec_c = alldata.rt_price_30m_vec.clone(); + let filtered_data_3rd_arc_c = Arc::clone(&filtered_data_3rd_arc); task_vec.push(tokio::spawn(async move { let rt_30m_option = rt_price_30m_vec_c .iter() .position(|x| *x.0 == element.symbol); let supertrend_option_30m = - supertrend(&element.symbol, &rt_price_30m_vec_c, 10, 1.2, true).await; + supertrend(&element.symbol, &rt_price_30m_vec_c, 20, 2.0, true).await; if rt_30m_option.is_some() && supertrend_option_30m.is_some() { rt_30m_vec = rt_price_30m_vec_c[rt_30m_option.unwrap()].1.clone(); supertrend_vec = supertrend_option_30m.unwrap(); - - if rt_30m_vec.len() >= 3 && supertrend_vec.len() >= 3 { + let server_epoch = server_epoch().await; + if rt_30m_vec.len() >= 3 && supertrend_vec.len() >= 3 && rt_30m_vec.last().unwrap().close_time > server_epoch { let supertrend_search_result = supertrend_vec.binary_search_by_key( &rt_30m_vec.last().unwrap().close_time, |SupertrendData { @@ -104,73 +159,19 @@ pub async fn list_up_for_buy( if supertrend_search_result.is_ok() { let current_price: Decimal = rust_decimal::prelude::FromPrimitive::from_f64(rt_30m_vec.last().unwrap().close_price).unwrap(); - if supertrend_vec[supertrend_search_result.unwrap()].signal.as_ref().is_some_and(|x| x.contains("BUY")) - && current_price - < rust_decimal::prelude::FromPrimitive::from_f64( - supertrend_vec[supertrend_search_result.unwrap()-1].band_value * 1.002, - ) - .unwrap() - && supertrend_vec[supertrend_search_result.unwrap()-1].band_value > supertrend_vec[supertrend_search_result.unwrap()].band_value + if supertrend_vec[supertrend_search_result.unwrap()].area.contains("DOWN") + && supertrend_vec[supertrend_search_result.unwrap()].band_value > element.current_price.to_f64().unwrap() { - let mut filtered_data_2nd_lock = filtered_data_2nd_arc_c.lock().await; - let mut filtered_data = FilteredData::new(); - filtered_data.symbol = element.symbol.clone(); - filtered_data.closetime = rt_30m_vec.last().unwrap().close_time; - filtered_data.current_price = current_price; - - filtered_data_2nd_lock.push(filtered_data); - } - } - } - } - })); - } - try_join_all(task_vec).await?; - - // 3rd filtering: supertrend(ATR period 50, multiplier: 2.0, 30m close price), the area should be in UP area. - let filtered_data_2nd = filtered_data_2nd_arc.lock().await.clone(); - let mut filtered_data_3rd: Vec = Vec::new(); - let mut filtered_data_3rd_arc: Arc>> = - Arc::new(Mutex::new(filtered_data_3rd)); - let mut task_vec = Vec::new(); - let valid_symbol_vec_c = alldata.valid_symbol_vec.clone(); - for element in filtered_data_2nd { - let mut opclo_30m_vec: Vec = Vec::new(); - let mut supertrend_vec: Vec = Vec::new(); - let rt_price_30m_vec_c = alldata.rt_price_30m_vec.clone(); - let filtered_data_3rd_arc_c = Arc::clone(&filtered_data_3rd_arc); - task_vec.push(tokio::spawn(async move { - let supertrend_option_30m = - supertrend(&element.symbol, &rt_price_30m_vec_c, 50, 2.0, true).await; - - if supertrend_option_30m.is_some() { - supertrend_vec = supertrend_option_30m.unwrap(); - - if supertrend_vec.len() >= 3 { - let supertrend_search_result = supertrend_vec.binary_search_by_key( - &element.closetime, - |SupertrendData { - band_value, - signal, - area, - close_time, - }| *close_time, - ); - if supertrend_search_result.is_ok() { - if supertrend_vec[supertrend_search_result.unwrap()] - .area - .contains("UP") - { - let mut filtered_3rd_symbols_lock = - filtered_data_3rd_arc_c.lock().await; + let mut filtered_data_3rd_lock = filtered_data_3rd_arc_c.lock().await; let mut filtered_data = FilteredData::new(); filtered_data.symbol = element.symbol.clone(); filtered_data.closetime = element.closetime; filtered_data.current_price = element.current_price; - filtered_data.stoploss = element.stoploss; - filtered_data.target_price = element.target_price; - - filtered_3rd_symbols_lock.push(filtered_data); + filtered_data.target_price = rust_decimal::prelude::FromPrimitive::from_f64(supertrend_vec[supertrend_search_result.unwrap()].band_value).unwrap(); + let stop_loss = decimal_sub(filtered_data.current_price, decimal_div(decimal_sub(filtered_data.target_price, filtered_data.current_price), dec!(2))); + filtered_data.stoploss = stop_loss; + + filtered_data_3rd_lock.push(filtered_data); } } } @@ -179,113 +180,47 @@ pub async fn list_up_for_buy( } try_join_all(task_vec).await?; - // 4th filtering: supertrend(ATR period 10, multiplier: 1.5, 30m close price), the area should be UP - // set stoploss and target_price - let filtered_data_3rd_c = filtered_data_3rd_arc.lock().await.clone(); + // 4th filtering: MACD 1d (fast:3, slow:7, smoothing:3) MACD > signal + let filtered_data_3rd = filtered_data_3rd_arc.lock().await.clone(); let mut filtered_data_4th: Vec = Vec::new(); let mut filtered_data_4th_arc: Arc>> = Arc::new(Mutex::new(filtered_data_4th)); let mut task_vec = Vec::new(); - for element in filtered_data_3rd_c { - let mut supertrend_vec: Vec = Vec::new(); - let rt_price_30m_vec_c = alldata.rt_price_30m_vec.clone(); - let filtered_data_4th_arc_c = Arc::clone(&filtered_data_4th_arc); - - task_vec.push(tokio::spawn(async move { - let supertrend_option_30m = - supertrend(&element.symbol, &rt_price_30m_vec_c, 10, 1.5, true).await; - - if supertrend_option_30m.is_some() { - supertrend_vec = supertrend_option_30m.unwrap(); - - if supertrend_vec.len() >= 3 { - let supertrend_search_result = supertrend_vec.binary_search_by_key( - &element.closetime, - |SupertrendData { - band_value, - signal, - area, - close_time, - }| *close_time, - ); - if supertrend_search_result.is_ok() { - if supertrend_vec[supertrend_search_result.unwrap()] - .area - .contains("UP") - { - let mut filtered_data_4th_lock = filtered_data_4th_arc_c.lock().await; - let mut filtered_data = FilteredData::new(); - filtered_data.symbol = element.symbol.clone(); - filtered_data.closetime = element.closetime; - filtered_data.current_price = element.current_price; - filtered_data.stoploss = rust_decimal::prelude::FromPrimitive::from_f64(supertrend_vec[supertrend_search_result.unwrap()].band_value).unwrap(); - let target_price = decimal_add( - filtered_data.current_price, - decimal_sub(filtered_data.current_price, filtered_data.stoploss), - ); - filtered_data.target_price = target_price; - - filtered_data_4th_lock.push(filtered_data); - } - } - } - } - })); - } - try_join_all(task_vec).await?; - - - // 5th filtering: supertrend(ATR period 3, multiplier: 1.1, 1d close price), the area should be in UP area. - let filtered_data_4th = filtered_data_4th_arc.lock().await.clone(); - let mut filtered_data_5th: Vec = Vec::new(); - let mut filtered_data_5th_arc: Arc>> = - Arc::new(Mutex::new(filtered_data_5th)); - let mut task_vec = Vec::new(); - let valid_symbol_vec_c = alldata.valid_symbol_vec.clone(); - for element in filtered_data_4th { + let macd_vec = ema_macd(3, 7, 3, &alldata.rt_price_1d_vec, &filtered_data_3rd).await?; + for element in filtered_data_3rd { let mut opclo_1d_vec: Vec = Vec::new(); let mut supertrend_vec: Vec = Vec::new(); - let rt_price_1d_vec_c = alldata.rt_price_1d_vec.clone(); - let filtered_data_5th_arc_c = Arc::clone(&filtered_data_5th_arc); + let macd_vec_c = macd_vec.clone(); + let filtered_data_4th_arc_c = Arc::clone(&filtered_data_4th_arc); task_vec.push(tokio::spawn(async move { - let supertrend_option_1d = - supertrend(&element.symbol, &rt_price_1d_vec_c, 3, 1.1, true).await; + let search_result = macd_vec_c.iter().position(|x| x.0 == element.symbol); - if supertrend_option_1d.is_some() { - supertrend_vec = supertrend_option_1d.unwrap(); + if search_result.is_some_and(|a| macd_vec_c[a].1.last().unwrap().macd_value > macd_vec_c[a].1.last().unwrap().signal_value) { + let mut filtered_4th_symbols_lock = + filtered_data_4th_arc_c.lock().await; + let mut filtered_data = FilteredData::new(); + filtered_data.symbol = element.symbol.clone(); + filtered_data.closetime = element.closetime; + filtered_data.current_price = element.current_price; + filtered_data.stoploss = element.stoploss; + filtered_data.target_price = element.target_price; - if supertrend_vec.len() >= 3 { - if supertrend_vec.last().unwrap() - .area - .contains("UP") - { - let mut filtered_5th_symbols_lock = - filtered_data_5th_arc_c.lock().await; - let mut filtered_data = FilteredData::new(); - filtered_data.symbol = element.symbol.clone(); - filtered_data.closetime = element.closetime; - filtered_data.current_price = element.current_price; - filtered_data.stoploss = element.stoploss; - filtered_data.target_price = element.target_price; - - filtered_5th_symbols_lock.push(filtered_data); - } - } + filtered_4th_symbols_lock.push(filtered_data); } })); } try_join_all(task_vec).await?; - // 6th filtering: 0.5% <= the average amplitude of the latest 10 30m candles <= 1.0% - let filtered_data_5th_c = filtered_data_5th_arc.lock().await.clone(); - let mut filtered_data_6th: Vec = Vec::new(); - let mut filtered_data_6th_arc: Arc>> = - Arc::new(Mutex::new(filtered_data_6th)); + // 5th filtering: 0.5% <= the average amplitude of the latest 10 30m candles <= 1.0% + let filtered_data_4th_c = filtered_data_4th_arc.lock().await.clone(); + let mut filtered_data_5th: Vec = Vec::new(); + let mut filtered_data_5th_arc: Arc>> = + Arc::new(Mutex::new(filtered_data_5th)); let mut task_vec = Vec::new(); - for element in filtered_data_5th_c { + for element in filtered_data_4th_c { let mut supertrend_vec: Vec = Vec::new(); let rt_price_30m_vec_c = alldata.rt_price_30m_vec.clone(); - let filtered_data_6th_arc_c = Arc::clone(&filtered_data_6th_arc); + let filtered_data_5th_arc_c = Arc::clone(&filtered_data_5th_arc); task_vec.push(tokio::spawn(async move { let position_idx = rt_price_30m_vec_c.iter().position(|elem| elem.0 == element.symbol); @@ -303,7 +238,42 @@ pub async fn list_up_for_buy( average_amplitude /= 10.0; if 0.005 <= average_amplitude && average_amplitude <= 0.01 { - let mut filtered_data_6th_lock = filtered_data_6th_arc_c.lock().await; + let mut filtered_data_5th_lock = filtered_data_5th_arc_c.lock().await; + let mut filtered_data = FilteredData::new(); + filtered_data.symbol = element.symbol.clone(); + filtered_data.closetime = element.closetime; + filtered_data.current_price = element.current_price; + filtered_data.stoploss = element.stoploss; + filtered_data.target_price = element.target_price; + + filtered_data_5th_lock.push(filtered_data); + } + } + } + })); + } + try_join_all(task_vec).await?; + + // 6th filtering: 30m StochRSI (RSI_len: 10, StochRSI_len: 10, K: 3, D: 3) current K, D < 20 + let filtered_data_5th_c = filtered_data_5th_arc.lock().await.clone(); + let mut filtered_data_6th: Vec = Vec::new(); + let mut filtered_data_6th_arc: Arc>> = + Arc::new(Mutex::new(filtered_data_6th)); + let mut task_vec = Vec::new(); + let stoch_rsis = stoch_rsi(10, 10, 3, 3, &alldata.rt_price_30m_vec, &filtered_data_5th_c).await?; + for element in filtered_data_5th_c { + let stoch_rsis_c = stoch_rsis.clone(); + let rt_price_30m_vec_c = alldata.rt_price_30m_vec.clone(); + let filtered_data_6th_arc_c = Arc::clone(&filtered_data_6th_arc); + + task_vec.push(tokio::spawn(async move { + let position_idx = stoch_rsis_c.iter().position(|elem| elem.0 == element.symbol); + + if position_idx.is_some() { + let stoch_rsi_vec = stoch_rsis_c[position_idx.unwrap()].1.clone(); + let search_result = stoch_rsi_vec.iter().position(|x| x.close_time == element.closetime); + if search_result.is_some_and(|a| stoch_rsi_vec[a].k < 20.0 && stoch_rsi_vec[a].d < 20.0) { + let mut filtered_data_6th_lock = filtered_data_6th_arc_c.lock().await; let mut filtered_data = FilteredData::new(); filtered_data.symbol = element.symbol.clone(); filtered_data.closetime = element.closetime; @@ -312,141 +282,13 @@ pub async fn list_up_for_buy( filtered_data.target_price = element.target_price; filtered_data_6th_lock.push(filtered_data); - } } } })); } try_join_all(task_vec).await?; - // 7th filtering: ema3_30m < ema5_30m latest 3 candles - let filtered_data_6th_c = filtered_data_6th_arc.lock().await.clone(); - let mut filtered_data_7th: Vec = Vec::new(); - let mut filtered_data_7th_arc: Arc>> = - Arc::new(Mutex::new(filtered_data_7th)); - let mut task_vec = Vec::new(); - let ema3_30m_data = ema(3, &alldata.rt_price_30m_vec, &filtered_data_6th_c).await?; - let ema5_30m_data = ema(5, &alldata.rt_price_30m_vec, &filtered_data_6th_c).await?; - for element in filtered_data_6th_c { - let filtered_data_7th_arc_c = Arc::clone(&filtered_data_7th_arc); - let ema3_30m_data_c = ema3_30m_data.clone(); - let ema5_30m_data_c = ema5_30m_data.clone(); - - task_vec.push(tokio::spawn(async move { - let ema3_idx = ema3_30m_data_c.iter().position(|elem| elem.0 == element.symbol); - let ema5_idx = ema5_30m_data_c.iter().position(|elem| elem.0 == element.symbol); - - if ema3_idx.is_some() && ema5_idx.is_some() { - let ema3_30m = &ema3_30m_data_c[ema3_idx.unwrap()].1; - let ema5_30m = &ema5_30m_data_c[ema3_idx.unwrap()].1; - - let ema3_close_time_idx = ema3_30m.iter().position(|elem| elem.close_time == element.closetime); - let ema5_close_time_idx = ema5_30m.iter().position(|elem| elem.close_time == element.closetime); - - if ema3_30m.len() >= 5 && ema5_30m.len() >= 5 && ema3_close_time_idx.is_some() && ema5_close_time_idx.is_some() { - if ema3_30m[ema3_close_time_idx.unwrap()-1].ema_value < ema5_30m[ema5_close_time_idx.unwrap()-1].ema_value || - ema3_30m[ema3_close_time_idx.unwrap()-2].ema_value < ema5_30m[ema5_close_time_idx.unwrap()-2].ema_value || - ema3_30m[ema3_close_time_idx.unwrap()-3].ema_value < ema5_30m[ema5_close_time_idx.unwrap()-3].ema_value { - let mut filtered_data_7th_lock = filtered_data_7th_arc_c.lock().await; - let mut filtered_data = FilteredData::new(); - filtered_data.symbol = element.symbol.clone(); - filtered_data.closetime = element.closetime; - filtered_data.current_price = element.current_price; - filtered_data.stoploss = element.stoploss; - filtered_data.target_price = element.target_price; - - filtered_data_7th_lock.push(filtered_data); - } - - } - } - })); - } - try_join_all(task_vec).await?; - - // // 4th filtering: StochRSI (RSI length: 3, Stoch length: 3, smooth k: 3, smooth d: 3) 80 > k > kn-1 - // let filtered_4th_symbol_c = filtered_data_4th_arc.lock().await.clone(); - // let mut rsi10_1d_data: Vec<(String, Vec)> = - // rsi(3, &alldata.rt_price_1d_vec, &filtered_4th_symbol_c).await?; - // let stoch_rsi_data = stoch_rsi(&rsi10_1d_data, 3, 3, 3).await?; - // let mut stoch_rsi3_1d_vec: Vec = Vec::new(); - // let mut filtered_data_5th: Vec = Vec::new(); - // let mut filtered_data_5th_arc: Arc>> = - // Arc::new(Mutex::new(filtered_data_5th)); - // let mut task_vec = Vec::new(); - // for element in filtered_4th_symbol_c { - // let stoch_rsi3_1d_option = stoch_rsi_data.iter().position(|x| *x.0 == element.symbol); - // let filtered_data_5th_arc_c = Arc::clone(&filtered_data_5th_arc); - // if stoch_rsi3_1d_option.is_some() { - // stoch_rsi3_1d_vec = stoch_rsi_data[stoch_rsi3_1d_option.unwrap()].1.clone(); - - // if stoch_rsi3_1d_vec.len() >= 3 { - // task_vec.push(tokio::spawn(async move { - // let stoch_rsi_search_result = stoch_rsi3_1d_vec - // .binary_search_by_key(&element.closetime, |&StochRsiData { k, d, close_time }| { - // close_time - // }); - // if stoch_rsi_search_result.is_ok() { - // if 95.0 >= stoch_rsi3_1d_vec[stoch_rsi_search_result.unwrap()].k - // && stoch_rsi3_1d_vec[stoch_rsi_search_result.unwrap()].k - // > stoch_rsi3_1d_vec[stoch_rsi_search_result.unwrap() - 1].k - // && stoch_rsi3_1d_vec[stoch_rsi_search_result.unwrap()].k - // > stoch_rsi3_1d_vec[stoch_rsi_search_result.unwrap()].d - // { - // let mut filtered_data_5th_lock = filtered_data_5th_arc_c.lock().await; - // let mut filtered_data = FilteredData::new(); - // filtered_data.symbol = element.symbol.clone(); - // filtered_data.closetime = element.closetime; - // filtered_data.current_price = element.current_price; - // filtered_data.stoploss = element.stoploss; - // filtered_data.target_price = element.target_price; - - // filtered_data_5th_lock.push(filtered_data); - // } - // } - // })); - // } - // } - // } - - // 6th filtertering: coefficient-of-variation 0.5<= CV <= 1.0 - // 20개 amplitude 기준 CV 계산 - - - // // 6th filtering: Avoid high volatility - // let filtered_data_5th_c = filtered_data_5th_arc.lock().await.clone(); - // let mut filtered_data_6th: Vec = Vec::new(); - // let mut filtered_data_6th_arc: Arc>> = - // Arc::new(Mutex::new(filtered_data_6th)); - // let mut task_vec = Vec::new(); - // for element in filtered_data_5th_c { - // let mut supertrend_vec: Vec = Vec::new(); - // let rt_price_30m_vec_c = alldata.rt_price_30m_vec.clone(); - // let filtered_data_6th_arc_c = Arc::clone(&filtered_data_5th_arc); - - // task_vec.push(tokio::spawn(async move { - // let mut filtered_data = FilteredData::new(); - // if rt_price_30m_vec_c.len() >= 50 { - - - // let mut filtered_data_5th_lock = filtered_data_6th_arc_c.lock().await; - - // filtered_data.symbol = element.symbol.clone(); - // filtered_data.closetime = element.closetime; - // filtered_data.current_price = element.current_price; - // filtered_data.stoploss = element.stoploss; - // filtered_data.target_price = element.target_price; - - // filtered_data_5th_lock.push(filtered_data); - - - - // } - // })); - // } - // try_join_all(task_vec).await?; - - let final_filtered_data = filtered_data_7th_arc.lock().await.clone(); + let final_filtered_data = filtered_data_6th_arc.lock().await.clone(); insert_pre_suggested_coins(4, false, &final_filtered_data, &alldata).await; Ok(()) @@ -465,6 +307,7 @@ pub async fn list_up_for_sell( .build() .unwrap(); let mut supertrend_vec: Vec = Vec::new(); + let server_epoch = server_epoch().await; for element in filled_buy_orders { if element.used_usdt >= dec!(10.0) { let lot_step_size_option = exchange_info_vec @@ -473,34 +316,10 @@ pub async fn list_up_for_sell( let quote_commission_precision_option = exchange_info_vec .iter() .position(|exchange_info| exchange_info.symbol == element.symbol); - - let opclo_30m_option = all_data - .rt_price_30m_vec - .iter() - .position(|x| *x.0 == element.symbol); - let supertrend_option_30m = - supertrend(&element.symbol, &all_data.rt_price_30m_vec, 10, 1.5, true).await; - + if lot_step_size_option.is_some() && quote_commission_precision_option.is_some() - && opclo_30m_option.is_some() - && supertrend_option_30m.is_some() { - // update stoploss - supertrend_vec = supertrend_option_30m.unwrap(); - let band_value: Decimal = rust_decimal::prelude::FromPrimitive::from_f64(supertrend_vec.last().unwrap().band_value).unwrap(); - if supertrend_vec.last().unwrap().area.contains("UP") - && band_value > element.stoploss { - let update_table_name = String::from("buy_ordered_coin_list"); - let update_value = vec![ - (String::from("stoploss"), band_value.to_string()), - ]; - let update_condition = vec![(String::from("id"), element.id.to_string())]; - update_record3(&update_table_name, &update_value, &update_condition) - .await - .unwrap(); - } - let lot_step_size = exchange_info_vec[lot_step_size_option.unwrap()].stepsize; let quote_commission_precision = exchange_info_vec [quote_commission_precision_option.unwrap()] @@ -515,7 +334,6 @@ pub async fn list_up_for_sell( && !element.current_price.is_zero() { if element.current_price >= element.target_price - && element.pure_profit_percent >= 0.1 { limit_order_sell( &element, @@ -536,7 +354,17 @@ pub async fn list_up_for_sell( &trade_fee_vec, ) .await; - } + } else if server_epoch - element.transact_time > (1_800_000) * 20 { + limit_order_sell( + &element, + element.current_price, + base_qty_to_be_ordered, + &client, + &exchange_info_vec, + &trade_fee_vec, + ) + .await; + } // TODO: sell_count가 1일 때 적용하기 // else if (supertrend_vec // .last() diff --git a/src/strategy_team/strategy_manager.rs b/src/strategy_team/strategy_manager.rs index fc59581..c4ab3b6 100644 --- a/src/strategy_team/strategy_manager.rs +++ b/src/strategy_team/strategy_manager.rs @@ -34,7 +34,7 @@ pub async fn execute_list_up_for_buy( ) -> Result<(), Box> { let mut task_vec = Vec::new(); // let all_data_c3 = all_data.clone(); - // let all_data_c4 = all_data.clone(); + let all_data_c4 = all_data.clone(); let all_data_c5 = all_data.clone(); let all_data_c6 = all_data.clone(); @@ -43,9 +43,9 @@ pub async fn execute_list_up_for_buy( // task_vec.push(tokio::spawn(async move { // crate::strategy_team::strategy_003::list_up_for_buy(all_data_c3).await; // })); - // task_vec.push(tokio::spawn(async move { - // crate::strategy_team::strategy_004::list_up_for_buy(all_data_c4).await; - // })); + task_vec.push(tokio::spawn(async move { + crate::strategy_team::strategy_004::list_up_for_buy(all_data_c4).await; + })); task_vec.push(tokio::spawn(async move { crate::strategy_team::strategy_005::list_up_for_buy(all_data_c5).await; }));