bbgo_origin/pkg/strategy/supertrend/draw.go

91 lines
2.6 KiB
Go
Raw Permalink Normal View History

2022-09-10 23:19:23 +00:00
package supertrend
import (
"bytes"
"fmt"
"os"
"github.com/c9s/bbgo/pkg/bbgo"
"github.com/c9s/bbgo/pkg/interact"
"github.com/c9s/bbgo/pkg/types"
"github.com/wcharczuk/go-chart/v2"
)
2022-09-11 07:48:08 +00:00
func (s *Strategy) InitDrawCommands(profit, cumProfit types.Series) {
2022-09-10 23:19:23 +00:00
bbgo.RegisterCommand("/pnl", "Draw PNL(%) per trade", func(reply interact.Reply) {
2022-09-11 07:48:08 +00:00
canvas := DrawPNL(s.InstanceID(), profit)
2022-09-10 23:19:23 +00:00
var buffer bytes.Buffer
if err := canvas.Render(chart.PNG, &buffer); err != nil {
log.WithError(err).Errorf("cannot render pnl in drift")
reply.Message(fmt.Sprintf("[error] cannot render pnl in ewo: %v", err))
return
}
bbgo.SendPhoto(&buffer)
})
bbgo.RegisterCommand("/cumpnl", "Draw Cummulative PNL(Quote)", func(reply interact.Reply) {
2022-09-11 07:48:08 +00:00
canvas := DrawCumPNL(s.InstanceID(), cumProfit)
2022-09-10 23:19:23 +00:00
var buffer bytes.Buffer
if err := canvas.Render(chart.PNG, &buffer); err != nil {
log.WithError(err).Errorf("cannot render cumpnl in drift")
reply.Message(fmt.Sprintf("[error] canot render cumpnl in drift: %v", err))
return
}
bbgo.SendPhoto(&buffer)
})
}
2022-09-11 07:48:08 +00:00
func (s *Strategy) Draw(profit, cumProfit types.Series) error {
canvas := DrawPNL(s.InstanceID(), profit)
f, err := os.Create(s.GraphPNLPath)
if err != nil {
return fmt.Errorf("cannot create on path " + s.GraphPNLPath)
}
defer f.Close()
if err = canvas.Render(chart.PNG, f); err != nil {
return fmt.Errorf("cannot render pnl")
}
canvas = DrawCumPNL(s.InstanceID(), cumProfit)
f, err = os.Create(s.GraphCumPNLPath)
if err != nil {
return fmt.Errorf("cannot create on path " + s.GraphCumPNLPath)
}
defer f.Close()
if err = canvas.Render(chart.PNG, f); err != nil {
return fmt.Errorf("cannot render cumpnl")
}
return nil
}
func DrawPNL(instanceID string, profit types.Series) *types.Canvas {
canvas := types.NewCanvas(instanceID)
2022-09-10 23:19:23 +00:00
length := profit.Length()
2022-09-11 07:48:08 +00:00
log.Infof("pnl Highest: %f, Lowest: %f", types.Highest(profit, length), types.Lowest(profit, length))
2022-09-10 23:19:23 +00:00
canvas.PlotRaw("pnl %", profit, length)
canvas.YAxis = chart.YAxis{
ValueFormatter: func(v interface{}) string {
if vf, isFloat := v.(float64); isFloat {
return fmt.Sprintf("%.4f", vf)
}
return ""
},
}
canvas.PlotRaw("1", types.NumberSeries(1), length)
return canvas
}
2022-09-11 07:48:08 +00:00
func DrawCumPNL(instanceID string, cumProfit types.Series) *types.Canvas {
canvas := types.NewCanvas(instanceID)
2022-09-10 23:19:23 +00:00
canvas.PlotRaw("cummulative pnl", cumProfit, cumProfit.Length())
canvas.YAxis = chart.YAxis{
ValueFormatter: func(v interface{}) string {
if vf, isFloat := v.(float64); isFloat {
return fmt.Sprintf("%.4f", vf)
}
return ""
},
}
return canvas
}