diff --git a/src/strategy_team/future_strategy_long.rs b/src/strategy_team/future_strategy_long.rs index 71742f8..87e309a 100644 --- a/src/strategy_team/future_strategy_long.rs +++ b/src/strategy_team/future_strategy_long.rs @@ -1,7 +1,7 @@ use crate::value_estimation_team::{datapoints::price_data::CandleType, indicators::wiliams_percent_r}; use super::{ - adx, dec, decimal_add, decimal_div, decimal_mul, decimal_sub, dema, duplicate_filter, ema, + adx, dec, decimal_add, decimal_div, decimal_mul, decimal_sub, dema, duplicate_filter, ema, ema_open, ema_macd, exists_record, get_server_epoch, heatmap_volume, insert_pre_suggested_coins, limit_order_sell, remove_keys, rsi, select_filled_buy_orders, stoch_rsi, supertrend, tema, try_join_all, update_record3, wiliams_percent_r, AdxData, AllData, @@ -33,24 +33,20 @@ pub async fn list_up_for_buy( // sma3_close(current) > sma3_open (current), sma3_close(prev) < sma3_open (prev) let mut keys_to_remove: HashSet = HashSet::new(); - let dema15 = dema(15, &alldata.rt_price_1m_vec, &filtered_data).await?; - let dema100 = dema(100, &alldata.rt_price_1m_vec, &filtered_data).await?; + let ema10_open = ema_open(10, &alldata.rt_price_30m_vec, &filtered_data).await?; + let ema10_close = ema(10, &alldata.rt_price_30m_vec, &filtered_data).await?; let server_epoch = get_server_epoch().await; for (symbol, values) in &mut filtered_data { let mut do_buy = false; - let price_and_closetime = get_current_price_decimal(&symbol, &alldata.rt_price_1m_vec).await; - if let (Some(dema15_vec), Some(dema100_vec), Some(current_info)) = (dema15.get(symbol), dema100.get(symbol), price_and_closetime) { - if dema15_vec.len() > 10 - && dema100_vec.len() > 10 - && dema15_vec.last().unwrap().close_time > server_epoch - && dema15_vec.last().unwrap().close_time == dema100_vec.last().unwrap().close_time + let price_and_closetime = get_current_price_decimal(&symbol, &alldata.rt_price_30m_vec).await; + if let (Some(ema10_open_vec), Some(ema10_close_vec), Some(current_info)) + = (ema10_open.get(symbol), ema10_close.get(symbol), price_and_closetime) { + if ema10_open_vec.len() > 20 + && ema10_close_vec.len() > 20 + && ema10_open_vec.last().unwrap().close_time > server_epoch + && ema10_open_vec.last().unwrap().close_time == ema10_close_vec.last().unwrap().close_time { - if dema15_vec.last().unwrap().dema_value > dema100_vec.last().unwrap().dema_value - && dema15_vec[dema15_vec.len()-1].dema_value - dema100_vec[dema100_vec.len()-1].dema_value > dema15_vec[dema15_vec.len()-2].dema_value - dema100_vec[dema100_vec.len()-2].dema_value - && dema15_vec[dema15_vec.len()-2].dema_value - dema100_vec[dema100_vec.len()-2].dema_value > dema15_vec[dema15_vec.len()-3].dema_value - dema100_vec[dema100_vec.len()-3].dema_value - && dema15_vec[dema15_vec.len()-3].dema_value - dema100_vec[dema100_vec.len()-3].dema_value > dema15_vec[dema15_vec.len()-4].dema_value - dema100_vec[dema100_vec.len()-4].dema_value - && dema15_vec[dema15_vec.len()-4].dema_value - dema100_vec[dema100_vec.len()-4].dema_value > dema15_vec[dema15_vec.len()-5].dema_value - dema100_vec[dema100_vec.len()-5].dema_value - && dema15_vec[dema15_vec.len()-5].dema_value - dema100_vec[dema100_vec.len()-5].dema_value > dema15_vec[dema15_vec.len()-6].dema_value - dema100_vec[dema100_vec.len()-6].dema_value + if ema10_open_vec.last().unwrap().ema_value < ema10_close_vec.last().unwrap().ema_value { values.current_price = current_info.0; values.closetime = current_info.1; @@ -64,22 +60,16 @@ pub async fn list_up_for_buy( } remove_keys(&mut filtered_data, keys_to_remove).await; - // current ADX(15, 15) > 20, current ADX > prev ADX + // current ADX(3, 3), current ADX > prev ADX let mut keys_to_remove: HashSet = HashSet::new(); - let adx_vec = adx(15, 15, &alldata.rt_price_1m_vec, &filtered_data).await?; + let adx_vec = adx(3, 3, &alldata.rt_price_30m_vec, &filtered_data).await?; for (symbol, values) in &mut filtered_data { let mut do_buy = false; if let Some(adx_vec) = adx_vec.get(symbol) { if let Some(last_idx) = adx_vec.iter().position(|elem| elem.close_time == values.closetime) { if adx_vec.len() > 10 - && adx_vec[last_idx].adx > 20.0 - && adx_vec[last_idx].adx < 30.0 && adx_vec[last_idx].adx > adx_vec[last_idx-1].adx - && adx_vec[last_idx].adx > adx_vec[last_idx-2].adx - && adx_vec[last_idx].adx > adx_vec[last_idx-3].adx - && adx_vec[last_idx-1].adx > adx_vec[last_idx-2].adx - && adx_vec[last_idx-1].adx > adx_vec[last_idx-3].adx - && adx_vec[last_idx-2].adx > adx_vec[last_idx-3].adx { + { do_buy = true; } } @@ -90,16 +80,18 @@ pub async fn list_up_for_buy( } remove_keys(&mut filtered_data, keys_to_remove).await; - // supertrend(ATR period 30, multiplier: 2.0, 1m close price) + // supertrend(ATR period 30, multiplier: 2.0, 30m close price) let mut keys_to_remove: HashSet = HashSet::new(); - let supertrend_1m_map = - supertrend(30, 2.0, true, &alldata.rt_price_1m_vec, &filtered_data).await?; + let supertrend_30m_map = + supertrend(30, 2.0, true, &alldata.rt_price_30m_vec, &filtered_data).await?; for (symbol, values) in &mut filtered_data { let mut do_buy = false; - if let Some(supertrend_vec) = supertrend_1m_map.get(symbol) + if let Some(supertrend_vec) = supertrend_30m_map.get(symbol) { - if supertrend_vec.last().unwrap().close_time == values.closetime - && supertrend_vec.last().unwrap().area == SuperTrendArea::UP { + if supertrend_vec.len() > 10 + && supertrend_vec.last().is_some_and(|a| a.close_time == values.closetime) + && supertrend_vec.last().unwrap().area == SuperTrendArea::UP + && supertrend_vec[supertrend_vec.len()-2].area == SuperTrendArea::UP { do_buy = true; } } @@ -116,23 +108,22 @@ pub async fn list_up_for_buy( let mut do_buy = false; if let Some(realtime_price_vec) = alldata.rt_price_1m_vec.get(symbol) { - let element_number = 15; + let element_number = 5; if let Some(truncated_vec) = realtime_price_vec.get(realtime_price_vec.len()-element_number..) { - let min_price = truncated_vec .iter() .min_by(|x, y| x.opclo_price.partial_cmp(&y.opclo_price).unwrap()) .unwrap().opclo_price; - if values.current_price.to_f64().is_some_and(|a| a > min_price) { - let mut stoploss_percent = ((min_price - values.current_price.to_f64().unwrap()) * 100.0) / values.current_price.to_f64().unwrap(); + if values.current_price.to_f64().is_some_and(|a| a < min_price) { + let mut stoploss_percent = ((values.current_price.to_f64().unwrap() - min_price) * 100.0) / values.current_price.to_f64().unwrap(); stoploss_percent = (stoploss_percent * 100.0).floor() / 100.0; values.stoploss = rust_decimal::prelude::FromPrimitive::from_f64(stoploss_percent).unwrap(); - let mut target_percent = stoploss_percent.abs() * 1.25; + let mut target_percent = stoploss_percent.abs() * 1.5; target_percent = (target_percent * 100.0).floor() / 100.0; values.target_price = rust_decimal::prelude::FromPrimitive::from_f64(target_percent).unwrap(); - if stoploss_percent < - 0.07 && stoploss_percent > -1.0 { - do_buy = true; - } + + do_buy = true; + } } } @@ -144,23 +135,23 @@ pub async fn list_up_for_buy( remove_keys(&mut filtered_data, keys_to_remove).await; // Wiliams -50.0 > %R(100) - let mut keys_to_remove: HashSet = HashSet::new(); - let mut wpr100_map = wiliams_percent_r(100, &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(wpr100_vec) = wpr100_map.get(symbol) { - if wpr100_vec.len() > 15 - && wpr100_vec.last().unwrap().close_time > server_epoch - && wpr100_vec.last().unwrap().r_value < -50.0 { - do_buy = true; - } - } - if do_buy == false { - keys_to_remove.insert(symbol.clone()); - } - } - remove_keys(&mut filtered_data, keys_to_remove).await; + // let mut keys_to_remove: HashSet = HashSet::new(); + // let mut wpr100_map = wiliams_percent_r(100, &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(wpr100_vec) = wpr100_map.get(symbol) { + // if wpr100_vec.len() > 15 + // && wpr100_vec.last().unwrap().close_time > server_epoch + // && wpr100_vec.last().unwrap().r_value < -50.0 { + // do_buy = true; + // } + // } + // if do_buy == false { + // keys_to_remove.insert(symbol.clone()); + // } + // } + // remove_keys(&mut filtered_data, keys_to_remove).await; // current Tema(15) > current Tema(30) // let mut keys_to_remove: HashSet = HashSet::new(); @@ -369,14 +360,15 @@ pub async fn list_up_for_sell(all_data: &AllData, futures_exchange_info_map: &Ha is_sell = true; } else if element.pure_profit_percent <= element.stoploss_percent { is_sell = true; - } else if server_epoch - element.close_time > 3_600_000 { + } else if server_epoch - element.close_time > 1_800_000 * 24 { is_sell = true; - } else if server_epoch - element.close_time > 300_000 && supertrend_1m_map.get(&element.symbol).is_some_and(|a| a.len() > 10 && a.last().is_some_and(|b| b.close_time > server_epoch && b.area == SuperTrendArea::DOWN)) { - is_sell = true; - } else if server_epoch - element.close_time > 300_000 - && adx_vec.get(&element.symbol).is_some_and(|a| a.len() > 10 && a.last().is_some_and(|b| b.close_time > server_epoch && b.adx < 15.0)) { - is_sell = true; - } + } + // else if server_epoch - element.close_time > 300_000 && supertrend_1m_map.get(&element.symbol).is_some_and(|a| a.len() > 10 && a.last().is_some_and(|b| b.close_time > server_epoch && b.area == SuperTrendArea::DOWN)) { + // is_sell = true; + // } else if server_epoch - element.close_time > 300_000 + // && adx_vec.get(&element.symbol).is_some_and(|a| a.len() > 10 && a.last().is_some_and(|b| b.close_time > server_epoch && b.adx < 15.0)) { + // is_sell = true; + // } if is_sell == true { limit_order_close( diff --git a/src/strategy_team/future_strategy_short.rs b/src/strategy_team/future_strategy_short.rs index 5bd2647..4ad2f75 100644 --- a/src/strategy_team/future_strategy_short.rs +++ b/src/strategy_team/future_strategy_short.rs @@ -1,7 +1,7 @@ use crate::value_estimation_team::{datapoints::price_data::CandleType, indicators::wiliams_percent_r}; use super::{ - adx, dec, decimal_add, decimal_div, decimal_mul, decimal_sub, dema, duplicate_filter, ema, + adx, dec, decimal_add, decimal_div, decimal_mul, decimal_sub, dema, duplicate_filter, ema, ema_open, ema_macd, exists_record, get_server_epoch, heatmap_volume, insert_pre_suggested_coins, limit_order_sell, remove_keys, rsi, select_filled_buy_orders, stoch_rsi, supertrend, tema, try_join_all, update_record3, wiliams_percent_r, AdxData, AllData, @@ -33,24 +33,20 @@ pub async fn list_up_for_buy( // sma3_close(current) > sma3_open (current), sma3_close(prev) < sma3_open (prev) let mut keys_to_remove: HashSet = HashSet::new(); - let dema15 = dema(15, &alldata.rt_price_1m_vec, &filtered_data).await?; - let dema100 = dema(100, &alldata.rt_price_1m_vec, &filtered_data).await?; + let ema10_open = ema_open(10, &alldata.rt_price_30m_vec, &filtered_data).await?; + let ema10_close = ema(10, &alldata.rt_price_30m_vec, &filtered_data).await?; let server_epoch = get_server_epoch().await; for (symbol, values) in &mut filtered_data { let mut do_buy = false; - let price_and_closetime = get_current_price_decimal(&symbol, &alldata.rt_price_1m_vec).await; - if let (Some(dema15_vec), Some(dema100_vec), Some(current_info)) = (dema15.get(symbol), dema100.get(symbol), price_and_closetime) { - if dema15_vec.len() > 20 - && dema100_vec.len() > 20 - && dema15_vec.last().unwrap().close_time > server_epoch - && dema15_vec.last().unwrap().close_time == dema100_vec.last().unwrap().close_time + let price_and_closetime = get_current_price_decimal(&symbol, &alldata.rt_price_30m_vec).await; + if let (Some(ema10_open_vec), Some(ema10_close_vec), Some(current_info)) + = (ema10_open.get(symbol), ema10_close.get(symbol), price_and_closetime) { + if ema10_open_vec.len() > 20 + && ema10_close_vec.len() > 20 + && ema10_open_vec.last().unwrap().close_time > server_epoch + && ema10_open_vec.last().unwrap().close_time == ema10_close_vec.last().unwrap().close_time { - if dema15_vec.last().unwrap().dema_value < dema100_vec.last().unwrap().dema_value - && (dema15_vec[dema15_vec.len()-1].dema_value - dema100_vec[dema100_vec.len()-1].dema_value).abs() < (dema15_vec[dema15_vec.len()-2].dema_value - dema100_vec[dema100_vec.len()-2].dema_value).abs() - && (dema15_vec[dema15_vec.len()-2].dema_value - dema100_vec[dema100_vec.len()-2].dema_value).abs() < (dema15_vec[dema15_vec.len()-3].dema_value - dema100_vec[dema100_vec.len()-3].dema_value).abs() - && (dema15_vec[dema15_vec.len()-3].dema_value - dema100_vec[dema100_vec.len()-3].dema_value).abs() < (dema15_vec[dema15_vec.len()-4].dema_value - dema100_vec[dema100_vec.len()-4].dema_value).abs() - && (dema15_vec[dema15_vec.len()-4].dema_value - dema100_vec[dema100_vec.len()-4].dema_value).abs() < (dema15_vec[dema15_vec.len()-5].dema_value - dema100_vec[dema100_vec.len()-5].dema_value).abs() - && (dema15_vec[dema15_vec.len()-5].dema_value - dema100_vec[dema100_vec.len()-5].dema_value).abs() < (dema15_vec[dema15_vec.len()-6].dema_value - dema100_vec[dema100_vec.len()-6].dema_value).abs() + if ema10_open_vec.last().unwrap().ema_value > ema10_close_vec.last().unwrap().ema_value { values.current_price = current_info.0; values.closetime = current_info.1; @@ -64,22 +60,16 @@ pub async fn list_up_for_buy( } remove_keys(&mut filtered_data, keys_to_remove).await; - // current ADX(15, 15) > 20, current ADX > prev ADX + // current ADX(3, 3), current ADX > prev ADX let mut keys_to_remove: HashSet = HashSet::new(); - let adx_vec = adx(15, 15, &alldata.rt_price_1m_vec, &filtered_data).await?; + let adx_vec = adx(3, 3, &alldata.rt_price_30m_vec, &filtered_data).await?; for (symbol, values) in &mut filtered_data { let mut do_buy = false; if let Some(adx_vec) = adx_vec.get(symbol) { if let Some(last_idx) = adx_vec.iter().position(|elem| elem.close_time == values.closetime) { if adx_vec.len() > 10 - && adx_vec[last_idx].adx > 20.0 - && adx_vec[last_idx].adx < 30.0 && adx_vec[last_idx].adx > adx_vec[last_idx-1].adx - && adx_vec[last_idx].adx > adx_vec[last_idx-2].adx - && adx_vec[last_idx].adx > adx_vec[last_idx-3].adx - && adx_vec[last_idx-1].adx > adx_vec[last_idx-2].adx - && adx_vec[last_idx-1].adx > adx_vec[last_idx-3].adx - && adx_vec[last_idx-2].adx > adx_vec[last_idx-3].adx { + { do_buy = true; } } @@ -90,16 +80,18 @@ pub async fn list_up_for_buy( } remove_keys(&mut filtered_data, keys_to_remove).await; - // supertrend(ATR period 30, multiplier: 2.0, 1m close price) + // supertrend(ATR period 30, multiplier: 2.0, 30m close price) let mut keys_to_remove: HashSet = HashSet::new(); - let supertrend_1m_map = - supertrend(30, 2.0, true, &alldata.rt_price_1m_vec, &filtered_data).await?; + let supertrend_30m_map = + supertrend(30, 2.0, true, &alldata.rt_price_30m_vec, &filtered_data).await?; for (symbol, values) in &mut filtered_data { let mut do_buy = false; - if let Some(supertrend_vec) = supertrend_1m_map.get(symbol) + if let Some(supertrend_vec) = supertrend_30m_map.get(symbol) { - if supertrend_vec.last().unwrap().close_time == values.closetime - && supertrend_vec.last().unwrap().area == SuperTrendArea::DOWN { + if supertrend_vec.len() > 10 + && supertrend_vec.last().is_some_and(|a| a.close_time == values.closetime) + && supertrend_vec.last().unwrap().area == SuperTrendArea::DOWN + && supertrend_vec[supertrend_vec.len()-2].area == SuperTrendArea::DOWN { do_buy = true; } } @@ -116,9 +108,8 @@ pub async fn list_up_for_buy( let mut do_buy = false; if let Some(realtime_price_vec) = alldata.rt_price_1m_vec.get(symbol) { - let element_number = 15; + let element_number = 5; if let Some(truncated_vec) = realtime_price_vec.get(realtime_price_vec.len()-element_number..) { - let max_price = truncated_vec .iter() .max_by(|x, y| x.opclo_price.partial_cmp(&y.opclo_price).unwrap()) @@ -127,12 +118,12 @@ pub async fn list_up_for_buy( let mut stoploss_percent = ((values.current_price.to_f64().unwrap() - max_price) * 100.0) / values.current_price.to_f64().unwrap(); stoploss_percent = (stoploss_percent * 100.0).floor() / 100.0; values.stoploss = rust_decimal::prelude::FromPrimitive::from_f64(stoploss_percent).unwrap(); - let mut target_percent = stoploss_percent.abs() * 1.25; + let mut target_percent = stoploss_percent.abs() * 1.5; target_percent = (target_percent * 100.0).floor() / 100.0; values.target_price = rust_decimal::prelude::FromPrimitive::from_f64(target_percent).unwrap(); - if stoploss_percent < - 0.07 && stoploss_percent > -1.0 { - do_buy = true; - } + + do_buy = true; + } } } @@ -144,23 +135,23 @@ pub async fn list_up_for_buy( remove_keys(&mut filtered_data, keys_to_remove).await; // Wiliams -50.0 < %R(100) - let mut keys_to_remove: HashSet = HashSet::new(); - let mut wpr100_map = wiliams_percent_r(100, &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(wpr100_vec) = wpr100_map.get(symbol) { - if wpr100_vec.len() > 15 - && wpr100_vec.last().unwrap().close_time > server_epoch - && wpr100_vec.last().unwrap().r_value > -50.0 { - do_buy = true; - } - } - if do_buy == false { - keys_to_remove.insert(symbol.clone()); - } - } - remove_keys(&mut filtered_data, keys_to_remove).await; + // let mut keys_to_remove: HashSet = HashSet::new(); + // let mut wpr100_map = wiliams_percent_r(100, &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(wpr100_vec) = wpr100_map.get(symbol) { + // if wpr100_vec.len() > 15 + // && wpr100_vec.last().unwrap().close_time > server_epoch + // && wpr100_vec.last().unwrap().r_value > -50.0 { + // do_buy = true; + // } + // } + // if do_buy == false { + // keys_to_remove.insert(symbol.clone()); + // } + // } + // remove_keys(&mut filtered_data, keys_to_remove).await; // current Tema(15) < current Tema(30) // let mut keys_to_remove: HashSet = HashSet::new(); @@ -352,15 +343,15 @@ pub async fn list_up_for_sell(all_data: &AllData, futures_exchange_info_map: &Ha .build() .unwrap(); - let mut supertrend_vec: Vec = Vec::new(); let server_epoch = get_server_epoch().await; - let mut filtered_symbols: HashMap = HashMap::new(); - for element in &filled_positions { - filtered_symbols.insert(element.symbol.clone(), FilteredDataValue::new()); - } - let supertrend_1m_map = - supertrend(30, 2.0, true, &all_data.rt_price_1m_vec, &filtered_symbols).await?; - let adx_vec = adx(15, 15, &all_data.rt_price_1m_vec, &filtered_symbols).await?; + // let mut supertrend_vec: Vec = Vec::new(); + // let mut filtered_symbols: HashMap = HashMap::new(); + // for element in &filled_positions { + // filtered_symbols.insert(element.symbol.clone(), FilteredDataValue::new()); + // } + // let supertrend_1m_map = + // supertrend(30, 2.0, true, &all_data.rt_price_1m_vec, &filtered_symbols).await?; + // let adx_vec = adx(15, 15, &all_data.rt_price_1m_vec, &filtered_symbols).await?; for element in filled_positions { let mut is_sell = false; @@ -377,13 +368,14 @@ pub async fn list_up_for_sell(all_data: &AllData, futures_exchange_info_map: &Ha is_sell = true; } else if element.pure_profit_percent <= element.stoploss_percent { is_sell = true; - } else if server_epoch - element.close_time > 3_600_000 { + } else if server_epoch - element.close_time > 1_800_000 * 24 { is_sell = true; - } else if server_epoch - element.close_time > 300_000 && supertrend_1m_map.get(&element.symbol).is_some_and(|a| a.len() > 10 && a.last().is_some_and(|b| b.close_time > server_epoch && b.area == SuperTrendArea::UP)) { - is_sell = true; - } else if server_epoch - element.close_time > 300_000 && adx_vec.get(&element.symbol).is_some_and(|a| a.len() > 10 && a.last().is_some_and(|b| b.close_time > server_epoch && b.adx < 15.0)) { - is_sell = true; - } + } + // else if server_epoch - element.close_time > 300_000 && supertrend_1m_map.get(&element.symbol).is_some_and(|a| a.len() > 10 && a.last().is_some_and(|b| b.close_time > server_epoch && b.area == SuperTrendArea::UP)) { + // is_sell = true; + // } else if server_epoch - element.close_time > 300_000 && adx_vec.get(&element.symbol).is_some_and(|a| a.len() > 10 && a.last().is_some_and(|b| b.close_time > server_epoch && b.adx < 15.0)) { + // is_sell = true; + // } if is_sell == true { limit_order_close( diff --git a/src/strategy_team/mod.rs b/src/strategy_team/mod.rs index b93c341..429c13a 100644 --- a/src/strategy_team/mod.rs +++ b/src/strategy_team/mod.rs @@ -22,7 +22,7 @@ use crate::value_estimation_team::datapoints::price_data::{CandleType, RealtimeP use crate::value_estimation_team::indicators::adx::{adx, AdxData}; use crate::value_estimation_team::indicators::bollingerband::{bollingerband, BollingerBandData}; use crate::value_estimation_team::indicators::dema::{dema, DemaData}; -use crate::value_estimation_team::indicators::ema::{ema, ema_opclo, EmaData}; +use crate::value_estimation_team::indicators::ema::{ema, ema_opclo, EmaData, ema_open}; use crate::value_estimation_team::indicators::heatmap_volume::{ heatmap_volume, HeatMapLevel, HeatmapVolumeData, }; diff --git a/src/value_estimation_team/indicators/ema.rs b/src/value_estimation_team/indicators/ema.rs index 7b5f3de..071205e 100644 --- a/src/value_estimation_team/indicators/ema.rs +++ b/src/value_estimation_team/indicators/ema.rs @@ -150,3 +150,63 @@ pub async fn ema_opclo( let a = ema_data_wrapper_arc.lock().await.to_owned(); Ok(a) } + +pub async fn ema_open( + moving_number: usize, + input_rt_data: &HashMap>, + filtered_symbols: &HashMap, +) -> Result>, Box> { + if filtered_symbols.is_empty() { + Err("Err")?; + } + + let alpha: f64 = 2.0 / (moving_number as f64 + 1.0); + let mut ema_t: f64 = 0.0; + let mut ema_prev: f64 = 0.0; + + let mut ema_data_wrapper: HashMap> = HashMap::new(); + let mut ema_data_wrapper_arc = Arc::new(Mutex::new(ema_data_wrapper)); + let mut task_vec = Vec::new(); + for (symbol, filtered_data) in filtered_symbols { + if let Some(rt_data_vec) = input_rt_data.get(symbol) { + let ema_data_wrapper_arc_c = Arc::clone(&ema_data_wrapper_arc); + let mut ema_data = EmaData::new(); + let mut ema_data_vec: Vec = Vec::new(); + let symbol_c = symbol.clone(); + let rt_data_vec_c = rt_data_vec.clone(); + task_vec.push(tokio::spawn(async move { + if rt_data_vec_c.len() > moving_number { + let partial_vec1 = rt_data_vec_c.get(..moving_number).unwrap(); + let partial_vec2 = rt_data_vec_c.get(moving_number..).unwrap(); + + let mut sma_for_initial_value = 0.0; + for element in partial_vec1 { + sma_for_initial_value += element.open_price; + } + sma_for_initial_value /= moving_number as f64; + + ema_data.ema_value = sma_for_initial_value; + ema_data.close_time = partial_vec1.last().unwrap().close_time; + ema_data_vec.push(ema_data.clone()); + + ema_prev = sma_for_initial_value; + + for element in partial_vec2 { + ema_t = (1.0 - alpha) * ema_prev + alpha * element.open_price; + + ema_data.ema_value = ema_t; + ema_data.close_time = element.close_time; + ema_data_vec.push(ema_data.clone()); + + ema_prev = ema_t; + } + } + let mut ema_data_wrapper_lock = ema_data_wrapper_arc_c.lock().await; + ema_data_wrapper_lock.insert(symbol_c, ema_data_vec.clone()); + })); + } + } + try_join_all(task_vec).await?; + let a = ema_data_wrapper_arc.lock().await.to_owned(); + Ok(a) +}