91 lines
2.6 KiB
Go
91 lines
2.6 KiB
Go
package supertrend
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import (
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"bytes"
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"fmt"
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"os"
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"git.qtrade.icu/lychiyu/bbgo/pkg/bbgo"
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"git.qtrade.icu/lychiyu/bbgo/pkg/interact"
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"git.qtrade.icu/lychiyu/bbgo/pkg/types"
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"github.com/wcharczuk/go-chart/v2"
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)
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func (s *Strategy) InitDrawCommands(profit, cumProfit types.Series) {
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bbgo.RegisterCommand("/pnl", "Draw PNL(%) per trade", func(reply interact.Reply) {
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canvas := DrawPNL(s.InstanceID(), profit)
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var buffer bytes.Buffer
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if err := canvas.Render(chart.PNG, &buffer); err != nil {
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log.WithError(err).Errorf("cannot render pnl in drift")
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reply.Message(fmt.Sprintf("[error] cannot render pnl in ewo: %v", err))
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return
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}
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bbgo.SendPhoto(&buffer)
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})
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bbgo.RegisterCommand("/cumpnl", "Draw Cummulative PNL(Quote)", func(reply interact.Reply) {
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canvas := DrawCumPNL(s.InstanceID(), cumProfit)
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var buffer bytes.Buffer
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if err := canvas.Render(chart.PNG, &buffer); err != nil {
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log.WithError(err).Errorf("cannot render cumpnl in drift")
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reply.Message(fmt.Sprintf("[error] canot render cumpnl in drift: %v", err))
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return
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}
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bbgo.SendPhoto(&buffer)
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})
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}
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func (s *Strategy) Draw(profit, cumProfit types.Series) error {
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canvas := DrawPNL(s.InstanceID(), profit)
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f, err := os.Create(s.GraphPNLPath)
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if err != nil {
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return fmt.Errorf("cannot create on path " + s.GraphPNLPath)
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}
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defer f.Close()
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if err = canvas.Render(chart.PNG, f); err != nil {
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return fmt.Errorf("cannot render pnl")
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}
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canvas = DrawCumPNL(s.InstanceID(), cumProfit)
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f, err = os.Create(s.GraphCumPNLPath)
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if err != nil {
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return fmt.Errorf("cannot create on path " + s.GraphCumPNLPath)
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}
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defer f.Close()
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if err = canvas.Render(chart.PNG, f); err != nil {
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return fmt.Errorf("cannot render cumpnl")
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}
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return nil
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}
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func DrawPNL(instanceID string, profit types.Series) *types.Canvas {
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canvas := types.NewCanvas(instanceID)
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length := profit.Length()
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log.Infof("pnl Highest: %f, Lowest: %f", types.Highest(profit, length), types.Lowest(profit, length))
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canvas.PlotRaw("pnl %", profit, length)
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canvas.YAxis = chart.YAxis{
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ValueFormatter: func(v interface{}) string {
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if vf, isFloat := v.(float64); isFloat {
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return fmt.Sprintf("%.4f", vf)
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}
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return ""
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},
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}
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canvas.PlotRaw("1", types.NumberSeries(1), length)
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return canvas
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}
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func DrawCumPNL(instanceID string, cumProfit types.Series) *types.Canvas {
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canvas := types.NewCanvas(instanceID)
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canvas.PlotRaw("cummulative pnl", cumProfit, cumProfit.Length())
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canvas.YAxis = chart.YAxis{
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ValueFormatter: func(v interface{}) string {
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if vf, isFloat := v.(float64); isFloat {
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return fmt.Sprintf("%.4f", vf)
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}
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return ""
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},
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}
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return canvas
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}
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