diff --git a/src/strategy_team/strategy_002.rs b/src/strategy_team/strategy_002.rs index 031d11d..f4e7ee1 100644 --- a/src/strategy_team/strategy_002.rs +++ b/src/strategy_team/strategy_002.rs @@ -8,9 +8,8 @@ use super::{ BollingerBandData, ToPrimitive }; -// BB lowerband + SuperTrend + StochRSI -// SuperTrend length: 20, multiplier: 1.5, BUY signal -// ADX(10, 10) < 25.0 +// BB 30m lowerband + BB 1m lowerband +// SuperTrend length: 10, multiplier: 2.5 pub async fn list_up_for_buy( alldata: AllData, ) -> Result<(), Box> { @@ -76,25 +75,29 @@ pub async fn list_up_for_buy( 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?; + let bollingerbands_30m = bollingerband(10, 2.5, &alldata.rt_price_30m_vec, &filtered_data_1st).await?; + let bollingerbands_1m = bollingerband(30, 3.0, &alldata.rt_price_1m_vec, &filtered_data_1st).await?; for element in filtered_data_1st { let mut rt_30m_vec: Vec = Vec::new(); - let mut bb_vec: Vec = Vec::new(); + let mut bb_30m_vec: Vec = Vec::new(); + let mut bb_1m_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 bollingerbands_30m_c = bollingerbands_30m.clone(); + let bollingerbands_1m_c = bollingerbands_1m.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() { + let bb_option_30m = bollingerbands_30m_c.iter().position(|x| x.0 == element.symbol); + let bb_option_1m = bollingerbands_1m_c.iter().position(|x| x.0 == element.symbol); + if rt_30m_option.is_some() && bb_option_30m.is_some() && bb_option_1m.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(); + bb_30m_vec = bollingerbands_30m_c[bb_option_30m.unwrap()].1.clone(); + bb_1m_vec = bollingerbands_1m_c[bb_option_1m.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( + if rt_30m_vec.len() >= 3 && bb_30m_vec.len() >= 3 && bb_1m_vec.len() >= 3 && rt_30m_vec.last().unwrap().close_time > server_epoch { + let bb_30m_search_result = bb_30m_vec.binary_search_by_key( &rt_30m_vec.last().unwrap().close_time, |BollingerBandData { sma, @@ -103,8 +106,9 @@ pub async fn list_up_for_buy( close_time, }| *close_time, ); - if bb_search_result.is_ok() { - if bb_vec[bb_search_result.unwrap()].lowerband > rt_30m_vec[rt_30m_vec.len()-1].close_price + if bb_30m_search_result.is_ok() { + if bb_30m_vec[bb_30m_search_result.unwrap()].lowerband > rt_30m_vec[rt_30m_vec.len()-1].close_price && + bb_1m_vec.last().unwrap().lowerband > rt_30m_vec[rt_30m_vec.len()-1].close_price { let mut filtered_data_2nd_lock = filtered_data_2nd_arc_c.lock().await; let mut filtered_data = FilteredData::new();