bbgo_origin/pkg/accounting/pnl/report.go

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package pnl
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import (
"strconv"
"time"
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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 {
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CurrentPrice float64
StartTime time.Time
Symbol string
NumTrades int
Profit float64
UnrealizedProfit float64
AverageBidCost float64
BidVolume float64
AskVolume float64
FeeUSD float64
Stock float64
CurrencyFees map[string]float64
}
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func (report AverageCostPnlReport) Print() {
log.Infof("trades since: %v", report.StartTime)
log.Infof("average bid cost: %s", types.USD.FormatMoneyFloat64(report.AverageBidCost))
log.Infof("total bid volume: %f", report.BidVolume)
log.Infof("total ask volume: %f", report.AskVolume)
log.Infof("stock: %f", report.Stock)
log.Infof("fee (USD): %f", report.FeeUSD)
log.Infof("current price: %s", types.USD.FormatMoneyFloat64(report.CurrentPrice))
log.Infof("profit: %s", types.USD.FormatMoneyFloat64(report.Profit))
log.Infof("unrealized profit: %s", types.USD.FormatMoneyFloat64(report.UnrealizedProfit))
log.Infof("currency fees:")
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for currency, fee := range report.CurrencyFees {
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log.Infof(" - %s: %f", currency, fee)
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}
}
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func (report AverageCostPnlReport) SlackAttachment() slack.Attachment {
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var color = slackstyle.Red
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if report.UnrealizedProfit > 0 {
color = slackstyle.Green
}
market, ok := types.FindMarket(report.Symbol)
if !ok {
return slack.Attachment{}
}
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: market.FormatPrice(report.CurrentPrice), Short: true},
{Title: "Average Cost", Value: market.FormatPrice(report.AverageBidCost), Short: true},
{Title: "Fee (USD)", Value: types.USD.FormatMoney(report.FeeUSD), Short: true},
{Title: "Stock", Value: strconv.FormatFloat(report.Stock, 'f', 8, 64), Short: true},
{Title: "Number of Trades", Value: strconv.Itoa(report.NumTrades), Short: true},
},
Footer: report.StartTime.Format(time.RFC822),
FooterIcon: "",
}
}