tradingbot/src/value_estimation_team/indicators/sma.rs
2023-07-22 20:28:32 +09:00

86 lines
3.1 KiB
Rust

#![allow(unused)]
#![allow(warnings)]
use crate::database_control::*;
use crate::value_estimation_team::datapoints::price_data::RealtimePriceData;
use csv::{DeserializeRecordsIter, StringRecord};
use futures::future::try_join_all;
use serde::Deserialize;
use sqlx::FromRow;
use std::sync::Arc;
use tokio::{fs::*, io::AsyncWriteExt, sync::Mutex, time::*};
#[derive(Clone, Debug)]
pub struct SmaData {
pub sma_value: f64,
pub close_time: i64,
}
impl SmaData {
fn new() -> SmaData {
let a = SmaData {
sma_value: 0.0,
close_time: 0,
};
a
}
}
// Binance MA (closeprice)
pub async fn sma(
moving_number: usize,
input_rt_data: &Vec<(String, Vec<RealtimePriceData>)>,
filtered_symbols: &Vec<(String, i64)>,
) -> Result<Vec<(String, Vec<SmaData>)>, Box<dyn std::error::Error + Send + Sync>> {
if filtered_symbols.is_empty() {
Err("Err")?;
}
let mut sma_data_wrapper: Vec<(String, Vec<SmaData>)> = Vec::new();
let mut sma_data_wrapper_arc = Arc::new(Mutex::new(sma_data_wrapper));
// let mut sma_data_vec: Vec<SmaData> = Vec::new();
// let mut sma_data_vec_arc = Arc::new(sma_data_vec);
let mut task_vec = Vec::new();
for symbol in filtered_symbols {
let symbol_search_result = input_rt_data.iter().position(|x| x.0 == *symbol.0);
// let sma_data_vec_arc_c = Arc::clone(&sma_data_vec_arc);
// sma_data_vec_arc_c.clear();
match symbol_search_result {
Some(T) => {
let sma_data_wrapper_arc_c = Arc::clone(&sma_data_wrapper_arc);
let symbol_c = symbol.clone();
let mut sma_data = SmaData::new();
let mut sma_data_vec: Vec<SmaData> = Vec::new();
let input_rt_data_c = input_rt_data.clone();
task_vec.push(tokio::spawn(async move {
if input_rt_data_c[T].1.len() < moving_number {
sma_data.sma_value = 0.0;
sma_data.close_time = 0;
sma_data_vec.push(sma_data.clone());
} else {
let mut iter = input_rt_data_c[T].1.windows(moving_number);
for buffer in iter {
let mut avg = 0.0;
for element in buffer {
avg += element.close_price;
}
avg /= (moving_number as f64);
sma_data.sma_value = avg;
sma_data.close_time = buffer.last().unwrap().close_time;
sma_data_vec.push(sma_data.clone());
}
}
let mut sma_data_wrapper_lock = sma_data_wrapper_arc_c.lock().await;
sma_data_wrapper_lock.push((symbol_c.0.clone(), sma_data_vec.clone()));
}));
}
None => {}
}
}
try_join_all(task_vec).await?;
let a = sma_data_wrapper_arc.lock().await.to_owned();
Ok(a)
}