New sell filtering

src/strategy_team/strategy_006.rs

@@ -163,6 +163,40 @@ pub async fn list_up_for_sell(
         }
         let supertrend_1d = supertrend(14, 1.2, true, &all_data.rt_price_1d_vec, &filtered_symbols).await?;
         for element in filled_buy_orders {
+            let opclo_sample_length: usize = 10; // 10 candle samsples
+            let mut target_profit_percent = 0.0;
+            if let Some(price_1d_vec) = all_data
+                    .rt_price_1d_vec
+                    .get(&element.symbol)
+            {
+                if let Some(partial_price_vec) = price_1d_vec.get(price_1d_vec.len()-opclo_sample_length+1..price_1d_vec.len()-1) {
+                    let mut sum_amplitude_candles = 0.0;
+                    let mut sum_ratio_amp_body = 0.0;
+                    for element in price_1d_vec {
+                        sum_amplitude_candles +=
+                            ((element.high_price / element.low_price) - 1.0) * 100.0;
+                        sum_ratio_amp_body += (element.close_price - element.open_price).abs()
+                            / (element.high_price - element.low_price);
+                    }
+                    let average_amplitude = sum_amplitude_candles / opclo_sample_length as f64; // percent unit
+                    let average_ratio_amp_body = sum_ratio_amp_body / opclo_sample_length as f64;
+        
+                    let mut amplitude_variance = 0.0;
+                    for element in price_1d_vec {
+                        amplitude_variance += ((((element.high_price / element.low_price) - 1.0)
+                            * 100.0)
+                            - average_amplitude)
+                            .powi(2);
+                    }
+                    amplitude_variance = amplitude_variance / (opclo_sample_length - 1) as f64;
+                    let standard_deviation_amplitude = amplitude_variance.sqrt();
+        
+                    // let target_profit_percent = average_amplitude + (standard_deviation_amplitude * (average_ratio_amp_body));
+                    target_profit_percent =
+                        2.0 * (average_amplitude - standard_deviation_amplitude);
+                    }
+            }
+
             if element.used_usdt >= dec!(10.0) {
                 if let (Some(exchange_info), Some(tradefee), Some(supertrend_vec)) = 
                 (exchange_info_map.get(&element.symbol), trade_fee_map.get(&element.symbol), supertrend_1d.get(&element.symbol)) {
@@ -221,6 +255,16 @@ pub async fn list_up_for_sell(
                                 &trade_fee_map,
                             )
                             .await;
+                        } else if target_profit_percent != 0.0 && target_profit_percent.is_sign_positive() && target_profit_percent <= element.pure_profit_percent {
+                            limit_order_sell(
+                                &element,
+                                element.current_price,
+                                base_qty_to_be_ordered,
+                                &client,
+                                &exchange_info_map,
+                                &trade_fee_map,
+                            )
+                            .await;
                         } 
                         // TODO: sell_count가 1일 때 적용하기
                         // else if (supertrend_vec