bbgo_origin/pkg/accounting/pnl/report.go

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package pnl
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import (
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"encoding/json"
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"strconv"
"time"
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"github.com/c9s/bbgo/pkg/fixedpoint"
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log "github.com/sirupsen/logrus"
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"github.com/slack-go/slack"
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"github.com/c9s/bbgo/pkg/slack/slackstyle"
"github.com/c9s/bbgo/pkg/types"
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)
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type AverageCostPnlReport struct {
LastPrice fixedpoint.Value `json:"lastPrice"`
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StartTime time.Time `json:"startTime"`
Symbol string `json:"symbol"`
Market types.Market `json:"market"`
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NumTrades int `json:"numTrades"`
Profit fixedpoint.Value `json:"profit"`
NetProfit fixedpoint.Value `json:"netProfit"`
UnrealizedProfit fixedpoint.Value `json:"unrealizedProfit"`
AverageCost fixedpoint.Value `json:"averageCost"`
BuyVolume fixedpoint.Value `json:"buyVolume,omitempty"`
SellVolume fixedpoint.Value `json:"sellVolume,omitempty"`
FeeInUSD fixedpoint.Value `json:"feeInUSD"`
Stock fixedpoint.Value `json:"stock"`
CurrencyFees map[string]fixedpoint.Value `json:"currencyFees"`
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}
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func (report *AverageCostPnlReport) JSON() ([]byte, error) {
return json.MarshalIndent(report, "", " ")
}
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func (report AverageCostPnlReport) Print() {
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log.Infof("TRADES SINCE: %v", report.StartTime)
log.Infof("NUMBER OF TRADES: %d", report.NumTrades)
log.Infof("AVERAGE COST: %s", types.USD.FormatMoney(report.AverageCost))
log.Infof("TOTAL BUY VOLUME: %v", report.BuyVolume)
log.Infof("TOTAL SELL VOLUME: %v", report.SellVolume)
log.Infof("STOCK: %s", report.Stock.String())
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// FIXME:
// log.Infof("FEE (USD): %f", report.FeeInUSD)
log.Infof("CURRENT PRICE: %s", types.USD.FormatMoney(report.LastPrice))
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log.Infof("CURRENCY FEES:")
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for currency, fee := range report.CurrencyFees {
log.Infof(" - %s: %s", currency, fee.String())
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}
log.Infof("PROFIT: %s", types.USD.FormatMoney(report.Profit))
log.Infof("UNREALIZED PROFIT: %s", types.USD.FormatMoney(report.UnrealizedProfit))
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}
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func (report AverageCostPnlReport) SlackAttachment() slack.Attachment {
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var color = slackstyle.Red
if report.UnrealizedProfit.Sign() > 0 {
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color = slackstyle.Green
}
return slack.Attachment{
Title: report.Symbol + " Profit and Loss report",
Text: "Profit " + types.USD.FormatMoney(report.Profit),
Color: color,
// Pretext: "",
// Text: "",
Fields: []slack.AttachmentField{
{Title: "Profit", Value: types.USD.FormatMoney(report.Profit)},
{Title: "Unrealized Profit", Value: types.USD.FormatMoney(report.UnrealizedProfit)},
{Title: "Current Price", Value: report.Market.FormatPrice(report.LastPrice), Short: true},
{Title: "Average Cost", Value: report.Market.FormatPrice(report.AverageCost), Short: true},
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// FIXME:
// {Title: "Fee (USD)", Value: types.USD.FormatMoney(report.FeeInUSD), Short: true},
{Title: "Stock", Value: report.Stock.String(), Short: true},
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{Title: "Number of Trades", Value: strconv.Itoa(report.NumTrades), Short: true},
},
Footer: report.StartTime.Format(time.RFC822),
FooterIcon: "",
}
}