Sik/tradingbot
1
0
Fork 0
Code Issues Pull Requests Actions Packages Projects Releases Wiki Activity

Chnage strategy from 1m to 30m

Browse Source
This commit is contained in:
Sik Yoon 2024-06-01 20:00:54 +09:00
parent 9540191955
commit f3cb66f5f6
4 changed files with 174 additions and 130 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

116
src/strategy_team/future_strategy_long.rs
View File

@ -1,7 +1,7 @@
use crate::value_estimation_team::{datapoints::price_data::CandleType, indicators::wiliams_percent_r}; use crate::value_estimation_team::{datapoints::price_data::CandleType, indicators::wiliams_percent_r};
use super::{ 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, ema_macd, exists_record, get_server_epoch, heatmap_volume,
insert_pre_suggested_coins, limit_order_sell, remove_keys, rsi, select_filled_buy_orders, 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, 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) // sma3_close(current) > sma3_open (current), sma3_close(prev) < sma3_open (prev)
let mut keys_to_remove: HashSet<String> = HashSet::new(); let mut keys_to_remove: HashSet<String> = HashSet::new();
let dema15 = dema(15, &alldata.rt_price_1m_vec, &filtered_data).await?; let ema10_open = ema_open(10, &alldata.rt_price_30m_vec, &filtered_data).await?;
let dema100 = dema(100, &alldata.rt_price_1m_vec, &filtered_data).await?; let ema10_close = ema(10, &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 {
let mut do_buy = false; let mut do_buy = false;
let price_and_closetime = get_current_price_decimal(&symbol, &alldata.rt_price_1m_vec).await; let price_and_closetime = get_current_price_decimal(&symbol, &alldata.rt_price_30m_vec).await;
if let (Some(dema15_vec), Some(dema100_vec), Some(current_info)) = (dema15.get(symbol), dema100.get(symbol), price_and_closetime) { if let (Some(ema10_open_vec), Some(ema10_close_vec), Some(current_info))
if dema15_vec.len() > 10 = (ema10_open.get(symbol), ema10_close.get(symbol), price_and_closetime) {
&& dema100_vec.len() > 10 if ema10_open_vec.len() > 20
&& dema15_vec.last().unwrap().close_time > server_epoch && ema10_close_vec.len() > 20
&& dema15_vec.last().unwrap().close_time == dema100_vec.last().unwrap().close_time && 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 if ema10_open_vec.last().unwrap().ema_value < ema10_close_vec.last().unwrap().ema_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
{ {
values.current_price = current_info.0; values.current_price = current_info.0;
values.closetime = current_info.1; 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; 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<String> = HashSet::new(); let mut keys_to_remove: HashSet<String> = 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 { for (symbol, values) in &mut filtered_data {
let mut do_buy = false; let mut do_buy = false;
if let Some(adx_vec) = adx_vec.get(symbol) { 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 let Some(last_idx) = adx_vec.iter().position(|elem| elem.close_time == values.closetime) {
if adx_vec.len() > 10 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-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; do_buy = true;
} }
} }
@ -90,16 +80,18 @@ 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 30, multiplier: 2.0, 1m close price) // supertrend(ATR period 30, multiplier: 2.0, 30m close price)
let mut keys_to_remove: HashSet<String> = HashSet::new(); let mut keys_to_remove: HashSet<String> = HashSet::new();
let supertrend_1m_map = let supertrend_30m_map =
supertrend(30, 2.0, true, &alldata.rt_price_1m_vec, &filtered_data).await?; supertrend(30, 2.0, true, &alldata.rt_price_30m_vec, &filtered_data).await?;
for (symbol, values) in &mut filtered_data { for (symbol, values) in &mut filtered_data {
let mut do_buy = false; 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 if supertrend_vec.len() > 10
&& supertrend_vec.last().unwrap().area == SuperTrendArea::UP { && 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; do_buy = true;
} }
} }
@ -116,23 +108,22 @@ pub async fn list_up_for_buy(
let mut do_buy = false; let mut do_buy = false;
if let Some(realtime_price_vec) = alldata.rt_price_1m_vec.get(symbol) 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..) { if let Some(truncated_vec) = realtime_price_vec.get(realtime_price_vec.len()-element_number..) {
let min_price = truncated_vec let min_price = truncated_vec
.iter() .iter()
.min_by(|x, y| x.opclo_price.partial_cmp(&y.opclo_price).unwrap()) .min_by(|x, y| x.opclo_price.partial_cmp(&y.opclo_price).unwrap())
.unwrap().opclo_price; .unwrap().opclo_price;
if values.current_price.to_f64().is_some_and(|a| a > min_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(); 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; stoploss_percent = (stoploss_percent * 100.0).floor() / 100.0;
values.stoploss = rust_decimal::prelude::FromPrimitive::from_f64(stoploss_percent).unwrap(); 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; target_percent = (target_percent * 100.0).floor() / 100.0;
values.target_price = rust_decimal::prelude::FromPrimitive::from_f64(target_percent).unwrap(); 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; remove_keys(&mut filtered_data, keys_to_remove).await;
// Wiliams -50.0 > %R(100) // Wiliams -50.0 > %R(100)
let mut keys_to_remove: HashSet<String> = HashSet::new(); // let mut keys_to_remove: HashSet<String> = HashSet::new();
let mut wpr100_map = wiliams_percent_r(100, &alldata.rt_price_1m_vec, &filtered_data).await?; // let mut wpr100_map = wiliams_percent_r(100, &alldata.rt_price_1m_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 {
let mut do_buy = false; // let mut do_buy = false;
if let Some(wpr100_vec) = wpr100_map.get(symbol) { // if let Some(wpr100_vec) = wpr100_map.get(symbol) {
if wpr100_vec.len() > 15 // if wpr100_vec.len() > 15
&& wpr100_vec.last().unwrap().close_time > server_epoch // && wpr100_vec.last().unwrap().close_time > server_epoch
&& wpr100_vec.last().unwrap().r_value < -50.0 { // && wpr100_vec.last().unwrap().r_value < -50.0 {
do_buy = true; // do_buy = true;
} // }
} // }
if do_buy == false { // if do_buy == false {
keys_to_remove.insert(symbol.clone()); // keys_to_remove.insert(symbol.clone());
} // }
} // }
remove_keys(&mut filtered_data, keys_to_remove).await; // remove_keys(&mut filtered_data, keys_to_remove).await;
// current Tema(15) > current Tema(30) // current Tema(15) > current Tema(30)
// let mut keys_to_remove: HashSet<String> = HashSet::new(); // let mut keys_to_remove: HashSet<String> = HashSet::new();
@ -369,14 +360,15 @@ pub async fn list_up_for_sell(all_data: &AllData, futures_exchange_info_map: &Ha
is_sell = true; is_sell = true;
} else if element.pure_profit_percent <= element.stoploss_percent { } else if element.pure_profit_percent <= element.stoploss_percent {
is_sell = true; 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; 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 && 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)) {
} else if server_epoch - element.close_time > 300_000 // is_sell = true;
&& 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)) { // } else if server_epoch - element.close_time > 300_000
is_sell = true; // && 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 { if is_sell == true {
limit_order_close( limit_order_close(

126
src/strategy_team/future_strategy_short.rs
View File

@ -1,7 +1,7 @@
use crate::value_estimation_team::{datapoints::price_data::CandleType, indicators::wiliams_percent_r}; use crate::value_estimation_team::{datapoints::price_data::CandleType, indicators::wiliams_percent_r};
use super::{ 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, ema_macd, exists_record, get_server_epoch, heatmap_volume,
insert_pre_suggested_coins, limit_order_sell, remove_keys, rsi, select_filled_buy_orders, 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, 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) // sma3_close(current) > sma3_open (current), sma3_close(prev) < sma3_open (prev)
let mut keys_to_remove: HashSet<String> = HashSet::new(); let mut keys_to_remove: HashSet<String> = HashSet::new();
let dema15 = dema(15, &alldata.rt_price_1m_vec, &filtered_data).await?; let ema10_open = ema_open(10, &alldata.rt_price_30m_vec, &filtered_data).await?;
let dema100 = dema(100, &alldata.rt_price_1m_vec, &filtered_data).await?; let ema10_close = ema(10, &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 {
let mut do_buy = false; let mut do_buy = false;
let price_and_closetime = get_current_price_decimal(&symbol, &alldata.rt_price_1m_vec).await; let price_and_closetime = get_current_price_decimal(&symbol, &alldata.rt_price_30m_vec).await;
if let (Some(dema15_vec), Some(dema100_vec), Some(current_info)) = (dema15.get(symbol), dema100.get(symbol), price_and_closetime) { if let (Some(ema10_open_vec), Some(ema10_close_vec), Some(current_info))
if dema15_vec.len() > 20 = (ema10_open.get(symbol), ema10_close.get(symbol), price_and_closetime) {
&& dema100_vec.len() > 20 if ema10_open_vec.len() > 20
&& dema15_vec.last().unwrap().close_time > server_epoch && ema10_close_vec.len() > 20
&& dema15_vec.last().unwrap().close_time == dema100_vec.last().unwrap().close_time && 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 if ema10_open_vec.last().unwrap().ema_value > ema10_close_vec.last().unwrap().ema_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()
{ {
values.current_price = current_info.0; values.current_price = current_info.0;
values.closetime = current_info.1; 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; 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<String> = HashSet::new(); let mut keys_to_remove: HashSet<String> = 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 { for (symbol, values) in &mut filtered_data {
let mut do_buy = false; let mut do_buy = false;
if let Some(adx_vec) = adx_vec.get(symbol) { 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 let Some(last_idx) = adx_vec.iter().position(|elem| elem.close_time == values.closetime) {
if adx_vec.len() > 10 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-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; do_buy = true;
} }
} }
@ -90,16 +80,18 @@ 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 30, multiplier: 2.0, 1m close price) // supertrend(ATR period 30, multiplier: 2.0, 30m close price)
let mut keys_to_remove: HashSet<String> = HashSet::new(); let mut keys_to_remove: HashSet<String> = HashSet::new();
let supertrend_1m_map = let supertrend_30m_map =
supertrend(30, 2.0, true, &alldata.rt_price_1m_vec, &filtered_data).await?; supertrend(30, 2.0, true, &alldata.rt_price_30m_vec, &filtered_data).await?;
for (symbol, values) in &mut filtered_data { for (symbol, values) in &mut filtered_data {
let mut do_buy = false; 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 if supertrend_vec.len() > 10
&& supertrend_vec.last().unwrap().area == SuperTrendArea::DOWN { && 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; do_buy = true;
} }
} }
@ -116,9 +108,8 @@ pub async fn list_up_for_buy(
let mut do_buy = false; let mut do_buy = false;
if let Some(realtime_price_vec) = alldata.rt_price_1m_vec.get(symbol) 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..) { if let Some(truncated_vec) = realtime_price_vec.get(realtime_price_vec.len()-element_number..) {
let max_price = truncated_vec let max_price = truncated_vec
.iter() .iter()
.max_by(|x, y| x.opclo_price.partial_cmp(&y.opclo_price).unwrap()) .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(); 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; stoploss_percent = (stoploss_percent * 100.0).floor() / 100.0;
values.stoploss = rust_decimal::prelude::FromPrimitive::from_f64(stoploss_percent).unwrap(); 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; target_percent = (target_percent * 100.0).floor() / 100.0;
values.target_price = rust_decimal::prelude::FromPrimitive::from_f64(target_percent).unwrap(); 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; remove_keys(&mut filtered_data, keys_to_remove).await;
// Wiliams -50.0 < %R(100) // Wiliams -50.0 < %R(100)
let mut keys_to_remove: HashSet<String> = HashSet::new(); // let mut keys_to_remove: HashSet<String> = HashSet::new();
let mut wpr100_map = wiliams_percent_r(100, &alldata.rt_price_1m_vec, &filtered_data).await?; // let mut wpr100_map = wiliams_percent_r(100, &alldata.rt_price_1m_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 {
let mut do_buy = false; // let mut do_buy = false;
if let Some(wpr100_vec) = wpr100_map.get(symbol) { // if let Some(wpr100_vec) = wpr100_map.get(symbol) {
if wpr100_vec.len() > 15 // if wpr100_vec.len() > 15
&& wpr100_vec.last().unwrap().close_time > server_epoch // && wpr100_vec.last().unwrap().close_time > server_epoch
&& wpr100_vec.last().unwrap().r_value > -50.0 { // && wpr100_vec.last().unwrap().r_value > -50.0 {
do_buy = true; // do_buy = true;
} // }
} // }
if do_buy == false { // if do_buy == false {
keys_to_remove.insert(symbol.clone()); // keys_to_remove.insert(symbol.clone());
} // }
} // }
remove_keys(&mut filtered_data, keys_to_remove).await; // remove_keys(&mut filtered_data, keys_to_remove).await;
// current Tema(15) < current Tema(30) // current Tema(15) < current Tema(30)
// let mut keys_to_remove: HashSet<String> = HashSet::new(); // let mut keys_to_remove: HashSet<String> = HashSet::new();
@ -352,15 +343,15 @@ pub async fn list_up_for_sell(all_data: &AllData, futures_exchange_info_map: &Ha
.build() .build()
.unwrap(); .unwrap();
let mut supertrend_vec: Vec<SupertrendData> = Vec::new();
let server_epoch = get_server_epoch().await; let server_epoch = get_server_epoch().await;
let mut filtered_symbols: HashMap<String, FilteredDataValue> = HashMap::new(); // let mut supertrend_vec: Vec<SupertrendData> = Vec::new();
for element in &filled_positions { // let mut filtered_symbols: HashMap<String, FilteredDataValue> = HashMap::new();
filtered_symbols.insert(element.symbol.clone(), FilteredDataValue::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 supertrend_1m_map =
let adx_vec = adx(15, 15, &all_data.rt_price_1m_vec, &filtered_symbols).await?; // 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 { for element in filled_positions {
let mut is_sell = false; 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; is_sell = true;
} else if element.pure_profit_percent <= element.stoploss_percent { } else if element.pure_profit_percent <= element.stoploss_percent {
is_sell = true; 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; 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 && 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)) {
} 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;
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 { if is_sell == true {
limit_order_close( limit_order_close(

2
src/strategy_team/mod.rs
View File

@ -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::adx::{adx, AdxData};
use crate::value_estimation_team::indicators::bollingerband::{bollingerband, BollingerBandData}; use crate::value_estimation_team::indicators::bollingerband::{bollingerband, BollingerBandData};
use crate::value_estimation_team::indicators::dema::{dema, DemaData}; 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::{ use crate::value_estimation_team::indicators::heatmap_volume::{
heatmap_volume, HeatMapLevel, HeatmapVolumeData, heatmap_volume, HeatMapLevel, HeatmapVolumeData,
}; };

60
src/value_estimation_team/indicators/ema.rs
View File

@ -150,3 +150,63 @@ pub async fn ema_opclo(
let a = ema_data_wrapper_arc.lock().await.to_owned(); let a = ema_data_wrapper_arc.lock().await.to_owned();
Ok(a) Ok(a)
} }
pub async fn ema_open(
moving_number: usize,
input_rt_data: &HashMap<String, Vec<RealtimePriceData>>,
filtered_symbols: &HashMap<String, FilteredDataValue>,
) -> Result<HashMap<String, Vec<EmaData>>, Box<dyn std::error::Error + Send + Sync>> {
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<String, Vec<EmaData>> = 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<EmaData> = 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)
}