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calculate accumulatedProfit

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c9s 2021-05-09 23:56:54 +08:00
parent a98fbeea77
commit 0307a740e3
1 changed files with 12 additions and 4 deletions
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12
pkg/strategy/xmaker/strategy.go
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@ -34,6 +34,8 @@ func init() {
type State struct { type State struct {
HedgePosition fixedpoint.Value `json:"hedgePosition"` HedgePosition fixedpoint.Value `json:"hedgePosition"`
Position *bbgo.Position `json:"position,omitempty"` Position *bbgo.Position `json:"position,omitempty"`
AccumulatedVolume fixedpoint.Value `json:"accumulatedVolume,omitempty"`
AccumulatedProfit fixedpoint.Value `json:"accumulatedProfit,omitempty"`
} }
type Strategy struct { type Strategy struct {
@ -353,13 +355,19 @@ func (s *Strategy) handleTradeUpdate(trade types.Trade) {
log.Infof("identified %s trade %d with an existing order: %d", trade.Symbol, trade.ID, trade.OrderID) log.Infof("identified %s trade %d with an existing order: %d", trade.Symbol, trade.ID, trade.OrderID)
s.state.HedgePosition.AtomicAdd(q)
s.state.AccumulatedVolume.AtomicAdd(fixedpoint.NewFromFloat(trade.Quantity))
if profit, madeProfit := s.state.Position.AddTrade(trade); madeProfit { if profit, madeProfit := s.state.Position.AddTrade(trade); madeProfit {
s.Notify("%s trade just made profit %f %s", s.Symbol, profit.Float64(), s.state.Position.QuoteCurrency) s.state.AccumulatedProfit.AtomicAdd(profit)
s.Notify("%s trade just made profit %f %s, accumulated profit %f %s", s.Symbol,
profit.Float64(), s.state.Position.QuoteCurrency,
s.state.AccumulatedProfit.Float64(), s.state.Position.QuoteCurrency)
} else { } else {
s.Notify("%s trade modified the position: average cost = %f %s, base = %f", s.Symbol, s.state.Position.AverageCost.Float64(), s.state.Position.QuoteCurrency, s.state.Position.Base.Float64()) s.Notify("%s trade modified the position: average cost = %f %s, base = %f", s.Symbol, s.state.Position.AverageCost.Float64(), s.state.Position.QuoteCurrency, s.state.Position.Base.Float64())
} }
s.state.HedgePosition.AtomicAdd(q)
s.lastPrice = trade.Price s.lastPrice = trade.Price
} }