No, not at all. I don't believe he had feelings for Rachel or Calypso. Sure, Percy stated in Percy Jackson and the Last Olympian that Rachel was much easier to talk to than certain ladies (cough Annabeth cough), but when Rachel kissed him, he was stunned and didn't know what to say. He also told Grover this same thing right after they met. As for Calypso, she seems to have an interest in Percy. She toyed with his emotions by holding up his past and telling him what kind of person he would be if he were in her situation. But despite this, there's no real indication that she has any romantic feelings toward him. And as for Annabeth, she likes Percy too! But unlike Rachel, who is a goddess, Annabeth is human and thus her heart could only handle being friends with him. However, she does like how he treats her like an adult and doesn't try to push her around. In conclusion, neither of them has a crush on Percy Jackson but they both like how he respects them and their opinions. Also, Calypso seemed to have an interest in him but since he isn't interested in her, she doesn't do anything about it.