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This commit is contained in:
Sik Yoon 2024-05-28 00:35:16 +09:00
parent 85935e553b
commit f42570edc0
2 changed files with 52 additions and 42 deletions
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47
src/strategy_team/future_strategy_long.rs
View File

@ -33,27 +33,31 @@ 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<String> = HashSet::new();
let ema3 = ema(30, &alldata.rt_price_1m_vec, &filtered_data).await?;
let sma3_open = sma_open(3, &alldata.rt_price_30m_vec, &filtered_data).await?;
let sma3_close = sma(3, &alldata.rt_price_30m_vec, &filtered_data).await?;
let tema3: HashMap<String, Vec<TemaData>> = tema(3, &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_30m_vec).await;
if let (Some(sma3_open_vec), Some(sma3_close_vec), Some(current_info)) = (sma3_open.get(symbol), sma3_close.get(symbol), price_and_closetime) {
if let (Some(sma3_open_vec), Some(tema3_vec), Some(ema3_vec), Some(current_info)) = (sma3_open.get(symbol), tema3.get(symbol), ema3.get(symbol), price_and_closetime) {
if sma3_open_vec.len() > 10
&& sma3_close_vec.len() > 10
&& sma3_open_vec.last().unwrap().close_time == sma3_close_vec.last().unwrap().close_time
&& tema3_vec.len() > 10
&& ema3_vec.len() > 10
&& ema3_vec.last().unwrap().close_time > server_epoch
&& sma3_open_vec.last().unwrap().close_time == tema3_vec.last().unwrap().close_time
&& sma3_open_vec.last().unwrap().close_time > server_epoch
&& sma3_close_vec.last().unwrap().close_time > server_epoch
&& tema3_vec.last().unwrap().close_time > server_epoch
{
if sma3_open_vec[sma3_open_vec.len()-1].sma_value < sma3_close_vec[sma3_close_vec.len()-1].sma_value
&& sma3_open_vec[sma3_open_vec.len()-2].sma_value > sma3_close_vec[sma3_close_vec.len()-2].sma_value
if sma3_open_vec[sma3_open_vec.len()-1].sma_value < tema3_vec[tema3_vec.len()-1].tema_value
&& sma3_open_vec[sma3_open_vec.len()-2].sma_value > tema3_vec[tema3_vec.len()-2].tema_value
&& sma3_open_vec[sma3_open_vec.len()-1].sma_value < sma3_open_vec[sma3_open_vec.len()-2].sma_value
&& sma3_open_vec[sma3_open_vec.len()-2].sma_value < sma3_open_vec[sma3_open_vec.len()-3].sma_value
&& sma3_open_vec[sma3_open_vec.len()-3].sma_value < sma3_open_vec[sma3_open_vec.len()-4].sma_value
&& sma3_close_vec[sma3_close_vec.len()-1].sma_value > sma3_close_vec[sma3_close_vec.len()-2].sma_value
&& sma3_close_vec[sma3_close_vec.len()-2].sma_value < sma3_close_vec[sma3_close_vec.len()-3].sma_value
&& sma3_close_vec[sma3_close_vec.len()-3].sma_value < sma3_close_vec[sma3_close_vec.len()-4].sma_value
&& tema3_vec[tema3_vec.len()-1].tema_value > tema3_vec[tema3_vec.len()-2].tema_value
&& tema3_vec[tema3_vec.len()-2].tema_value < tema3_vec[tema3_vec.len()-3].tema_value
&& tema3_vec[tema3_vec.len()-3].tema_value < tema3_vec[tema3_vec.len()-4].tema_value
&& current_info.0.to_f64().is_some_and(|a| ema3_vec.last().unwrap().ema_value < a)
{
values.closetime = current_info.1;
values.current_price = current_info.0;
@ -262,17 +266,17 @@ pub async fn list_up_for_sell(all_data: &AllData, futures_exchange_info_map: &Ha
filtered_symbols.insert(element.symbol.clone(), FilteredDataValue::new());
}
let sma3_open = sma_open(3, &all_data.rt_price_30m_vec, &filtered_symbols).await?;
let sma3_close = sma(3, &all_data.rt_price_30m_vec, &filtered_symbols).await?;
let tema3 = tema(3, &all_data.rt_price_30m_vec, &filtered_symbols).await?;
let server_epoch = get_server_epoch().await;
for element in filled_positions {
let mut is_sell = false;
let mut over_turned = false;
if let (Some(sma3_open_vec), Some(sma3_close_vec)) = (sma3_open.get(&element.symbol), sma3_close.get(&element.symbol)) {
if sma3_close_vec.len() > 10 && sma3_open_vec.len() > 10 {
if sma3_open_vec.last().unwrap().close_time == sma3_close_vec.last().unwrap().close_time
if let (Some(sma3_open_vec), Some(tema3_vec)) = (sma3_open.get(&element.symbol), tema3.get(&element.symbol)) {
if tema3_vec.len() > 10 && sma3_open_vec.len() > 10 {
if sma3_open_vec.last().unwrap().close_time == tema3_vec.last().unwrap().close_time
&& sma3_open_vec.last().unwrap().close_time > server_epoch
&& sma3_open_vec.last().unwrap().sma_value > sma3_close_vec.last().unwrap().sma_value {
&& sma3_open_vec.last().unwrap().sma_value > tema3_vec.last().unwrap().tema_value {
over_turned = true;
}
@ -312,7 +316,7 @@ pub async fn list_up_for_sell(all_data: &AllData, futures_exchange_info_map: &Ha
amplitude_variance = amplitude_variance / (opclo_sample_length - 1) as f64;
let standard_deviation_amplitude = amplitude_variance.sqrt();
target_profit_percent =
average_amplitude + (standard_deviation_amplitude * 1.0);
average_amplitude - (standard_deviation_amplitude * 1.5);
}
}
@ -331,13 +335,14 @@ pub async fn list_up_for_sell(all_data: &AllData, futures_exchange_info_map: &Ha
// } else if element.pure_profit_percent <= target_profit_percent * -2.0 {
// is_sell = true;
// }
if over_turned == true && server_epoch - element.registered_server_epoch > 1_800_000 {
// if over_turned == true && server_epoch - element.close_time > 1_800_000 {
// is_sell = true;
// } else
if target_profit_percent.is_normal() && element.pure_profit_percent > target_profit_percent + 0.7 {
is_sell = true;
} else if target_profit_percent.is_normal() && element.pure_profit_percent > target_profit_percent * 2.5 {
} else if target_profit_percent.is_normal() && element.pure_profit_percent < (target_profit_percent * -1.0) - 0.7 {
is_sell = true;
} else if target_profit_percent.is_normal() && element.pure_profit_percent < target_profit_percent * -1.5 {
is_sell = true;
} else if server_epoch - element.registered_server_epoch > 1_800_000 * 6 {
} else if server_epoch - element.registered_server_epoch > 1_800_000 * 5 && element.pure_profit_percent >= 0.35{
is_sell = true;
}

47
src/strategy_team/future_strategy_short.rs
View File

@ -33,27 +33,31 @@ 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<String> = HashSet::new();
let ema3 = ema(30, &alldata.rt_price_1m_vec, &filtered_data).await?;
let sma3_open = sma_open(3, &alldata.rt_price_30m_vec, &filtered_data).await?;
let sma3_close = sma(3, &alldata.rt_price_30m_vec, &filtered_data).await?;
let tema3 = tema(3, &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_30m_vec).await;
if let (Some(sma3_open_vec), Some(sma3_close_vec), Some(current_info)) = (sma3_open.get(symbol), sma3_close.get(symbol), price_and_closetime) {
if let (Some(sma3_open_vec), Some(tema3_vec), Some(ema3_vec), Some(current_info)) = (sma3_open.get(symbol), tema3.get(symbol), ema3.get(symbol), price_and_closetime) {
if sma3_open_vec.len() > 10
&& sma3_close_vec.len() > 10
&& sma3_open_vec.last().unwrap().close_time == sma3_close_vec.last().unwrap().close_time
&& tema3_vec.len() > 10
&& ema3_vec.len() > 10
&& ema3_vec.last().unwrap().close_time > server_epoch
&& sma3_open_vec.last().unwrap().close_time == tema3_vec.last().unwrap().close_time
&& sma3_open_vec.last().unwrap().close_time > server_epoch
&& sma3_close_vec.last().unwrap().close_time > server_epoch
&& tema3_vec.last().unwrap().close_time > server_epoch
{
if sma3_open_vec[sma3_open_vec.len()-1].sma_value > sma3_close_vec[sma3_close_vec.len()-1].sma_value
&& sma3_open_vec[sma3_open_vec.len()-2].sma_value < sma3_close_vec[sma3_close_vec.len()-2].sma_value
if sma3_open_vec[sma3_open_vec.len()-1].sma_value > tema3_vec[tema3_vec.len()-1].tema_value
&& sma3_open_vec[sma3_open_vec.len()-2].sma_value < tema3_vec[tema3_vec.len()-2].tema_value
&& sma3_open_vec[sma3_open_vec.len()-1].sma_value > sma3_open_vec[sma3_open_vec.len()-2].sma_value
&& sma3_open_vec[sma3_open_vec.len()-2].sma_value > sma3_open_vec[sma3_open_vec.len()-3].sma_value
&& sma3_open_vec[sma3_open_vec.len()-3].sma_value > sma3_open_vec[sma3_open_vec.len()-4].sma_value
&& sma3_close_vec[sma3_close_vec.len()-1].sma_value < sma3_close_vec[sma3_close_vec.len()-2].sma_value
&& sma3_close_vec[sma3_close_vec.len()-2].sma_value > sma3_close_vec[sma3_close_vec.len()-3].sma_value
&& sma3_close_vec[sma3_close_vec.len()-3].sma_value > sma3_close_vec[sma3_close_vec.len()-4].sma_value
&& tema3_vec[tema3_vec.len()-1].tema_value < tema3_vec[tema3_vec.len()-2].tema_value
&& tema3_vec[tema3_vec.len()-2].tema_value > tema3_vec[tema3_vec.len()-3].tema_value
&& tema3_vec[tema3_vec.len()-3].tema_value > tema3_vec[tema3_vec.len()-4].tema_value
&& current_info.0.to_f64().is_some_and(|a| ema3_vec.last().unwrap().ema_value > a)
{
values.closetime = current_info.1;
values.current_price = current_info.0;
@ -262,17 +266,17 @@ pub async fn list_up_for_sell(all_data: &AllData, futures_exchange_info_map: &Ha
filtered_symbols.insert(element.symbol.clone(), FilteredDataValue::new());
}
let sma3_open = sma_open(3, &all_data.rt_price_30m_vec, &filtered_symbols).await?;
let sma3_close = sma(3, &all_data.rt_price_30m_vec, &filtered_symbols).await?;
let tema3 = tema(3, &all_data.rt_price_30m_vec, &filtered_symbols).await?;
let server_epoch = get_server_epoch().await;
for element in filled_positions {
let mut is_sell = false;
let mut over_turned = false;
if let (Some(sma3_open_vec), Some(sma3_close_vec)) = (sma3_open.get(&element.symbol), sma3_close.get(&element.symbol)) {
if sma3_close_vec.len() > 10 && sma3_open_vec.len() > 10 {
if sma3_open_vec.last().unwrap().close_time == sma3_close_vec.last().unwrap().close_time
if let (Some(sma3_open_vec), Some(tema3_vec)) = (sma3_open.get(&element.symbol), tema3.get(&element.symbol)) {
if tema3_vec.len() > 10 && sma3_open_vec.len() > 10 {
if sma3_open_vec.last().unwrap().close_time == tema3_vec.last().unwrap().close_time
&& sma3_open_vec.last().unwrap().close_time > server_epoch
&& sma3_open_vec.last().unwrap().sma_value < sma3_close_vec.last().unwrap().sma_value {
&& sma3_open_vec.last().unwrap().sma_value < tema3_vec.last().unwrap().tema_value {
over_turned = true;
}
}
@ -311,7 +315,7 @@ pub async fn list_up_for_sell(all_data: &AllData, futures_exchange_info_map: &Ha
amplitude_variance = amplitude_variance / (opclo_sample_length - 1) as f64;
let standard_deviation_amplitude = amplitude_variance.sqrt();
target_profit_percent =
average_amplitude + (standard_deviation_amplitude * 1.0);
average_amplitude - (standard_deviation_amplitude * 1.5);
}
}
@ -329,13 +333,14 @@ pub async fn list_up_for_sell(all_data: &AllData, futures_exchange_info_map: &Ha
// } else if element.pure_profit_percent <= target_profit_percent * -2.0 {
// is_sell = true;
// }
if over_turned == true && server_epoch - element.registered_server_epoch > 1_800_000 {
// if over_turned == true && server_epoch - element.close_time > 1_800_000 {
// is_sell = true;
// } else
if target_profit_percent.is_normal() && element.pure_profit_percent > target_profit_percent + 0.7 {
is_sell = true;
} else if target_profit_percent.is_normal() && element.pure_profit_percent > target_profit_percent * 2.5 {
} else if target_profit_percent.is_normal() && element.pure_profit_percent < (target_profit_percent * -1.0) - 0.7 {
is_sell = true;
} else if target_profit_percent.is_normal() && element.pure_profit_percent < target_profit_percent * -1.5 {
is_sell = true;
} else if server_epoch - element.registered_server_epoch > 1_800_000 * 6 {
} else if server_epoch - element.registered_server_epoch > 1_800_000 * 5 && element.pure_profit_percent >= 0.35{
is_sell = true;
}