package report import ( "git.qtrade.icu/lychiyu/bbgo/pkg/bbgo" "git.qtrade.icu/lychiyu/bbgo/pkg/core" "git.qtrade.icu/lychiyu/bbgo/pkg/fixedpoint" "git.qtrade.icu/lychiyu/bbgo/pkg/types" ) type ProfitStatsTracker struct { types.IntervalWindow // Accumulated profit report AccumulatedProfitReport *AccumulatedProfitReport `json:"accumulatedProfitReport"` Market types.Market ProfitStatsSlice []*types.ProfitStats CurrentProfitStats **types.ProfitStats tradeStats *types.TradeStats } func (p *ProfitStatsTracker) Subscribe(session *bbgo.ExchangeSession, symbol string) { session.Subscribe(types.KLineChannel, symbol, types.SubscribeOptions{Interval: p.Interval}) } // InitLegacy is for backward capability. ps is the ProfitStats of the strategy, Market is the strategy Market func (p *ProfitStatsTracker) InitLegacy(market types.Market, ps **types.ProfitStats, ts *types.TradeStats) { p.Market = market if *ps == nil { *ps = types.NewProfitStats(p.Market) } p.tradeStats = ts p.CurrentProfitStats = ps p.ProfitStatsSlice = append(p.ProfitStatsSlice, *ps) if p.AccumulatedProfitReport != nil { p.AccumulatedProfitReport.Initialize(p.Market.Symbol, p.Interval, p.Window) } } // Init initialize the tracker with the given Market func (p *ProfitStatsTracker) Init(market types.Market, ts *types.TradeStats) { ps := types.NewProfitStats(p.Market) p.InitLegacy(market, &ps, ts) } func (p *ProfitStatsTracker) Bind(session *bbgo.ExchangeSession, tradeCollector *core.TradeCollector) { tradeCollector.OnProfit(func(trade types.Trade, profit *types.Profit) { if profit == nil { return } p.AddProfit(*profit) }) tradeCollector.OnTrade(func(trade types.Trade, profit fixedpoint.Value, netProfit fixedpoint.Value) { p.AddTrade(trade) }) // Rotate profitStats slice session.MarketDataStream.OnKLineClosed(types.KLineWith(p.Market.Symbol, p.Interval, func(kline types.KLine) { p.Rotate() })) } // Rotate the tracker to make a new ProfitStats to record the profits func (p *ProfitStatsTracker) Rotate() { // Update report if p.AccumulatedProfitReport != nil { p.AccumulatedProfitReport.Rotate(*p.CurrentProfitStats, p.tradeStats) } *p.CurrentProfitStats = types.NewProfitStats(p.Market) p.ProfitStatsSlice = append(p.ProfitStatsSlice, *p.CurrentProfitStats) // Truncate if len(p.ProfitStatsSlice) > p.Window { p.ProfitStatsSlice = p.ProfitStatsSlice[len(p.ProfitStatsSlice)-p.Window:] } } func (p *ProfitStatsTracker) AddProfit(profit types.Profit) { (*p.CurrentProfitStats).AddProfit(profit) } func (p *ProfitStatsTracker) AddTrade(trade types.Trade) { (*p.CurrentProfitStats).AddTrade(trade) if p.AccumulatedProfitReport != nil { p.AccumulatedProfitReport.AddTrade(trade) } }