feature/profitTracker: fix bugs

config/supertrend.yaml

@@ -112,3 +112,11 @@ exchangeStrategies:
           # If true, looking for lower lows in long position and higher highs in short position. If false, looking for
           # higher highs in long position and lower lows in short position
           oppositeDirectionAsPosition: false
+
+    profitTracker:
+      Interval: 1d
+      Window: 30
+      accumulatedProfitReport:
+        profitMAWindow: 60
+        shortTermProfitWindow: 14
+        tsvReportPath: res.tsv

pkg/bbgo/order_executor_general.go

@@ -167,6 +167,10 @@ func (e *GeneralOrderExecutor) BindProfitTracker(profitTracker *report.ProfitTra
 	e.session.Subscribe(types.KLineChannel, profitTracker.Market.Symbol, types.SubscribeOptions{Interval: profitTracker.Interval})
 
 	e.tradeCollector.OnProfit(func(trade types.Trade, profit *types.Profit) {
+		if profit == nil {
+			return
+		}
+
 		profitTracker.AddProfit(*profit)
 	})
 

pkg/report/profit_report.go

@@ -12,7 +12,7 @@ import (
 // AccumulatedProfitReport For accumulated profit report output
 type AccumulatedProfitReport struct {
 	// ProfitMAWindow Accumulated profit SMA window
-	ProfitMAWindow int `json:"ProfitMAWindow"`
+	ProfitMAWindow int `json:"profitMAWindow"`
 
 	// ShortTermProfitWindow The window to sum up the short-term profit
 	ShortTermProfitWindow int `json:"shortTermProfitWindow"`
@@ -84,7 +84,7 @@ func (r *AccumulatedProfitReport) AddTrade(trade types.Trade) {
 
 func (r *AccumulatedProfitReport) Rotate(ps *types.ProfitStats, ts *types.TradeStats) {
 	// Accumulated profit
-	r.accumulatedProfit.Add(ps.AccumulatedNetProfit)
+	r.accumulatedProfit = r.accumulatedProfit.Add(ps.AccumulatedNetProfit)
 	r.accumulatedProfitPerInterval.Update(r.accumulatedProfit.Float64())
 
 	// Profit of each interval
@@ -120,12 +120,12 @@ func (r *AccumulatedProfitReport) Output() {
 			"#",
 			"Symbol",
 			"Total Net Profit",
-			fmt.Sprintf("Total Net Profit %sMA%d", r.Interval, r.Window),
+			fmt.Sprintf("Total Net Profit %sMA%d", r.Interval, r.ProfitMAWindow),
-			fmt.Sprintf("%s %d Net Profit", r.Interval, r.ShortTermProfitWindow),
+			fmt.Sprintf("%s%d Net Profit", r.Interval, r.ShortTermProfitWindow),
 			"accumulatedFee",
 			"winRatio",
 			"profitFactor",
-			fmt.Sprintf("%s %d Trades", r.Interval, r.Window),
+			fmt.Sprintf("%s%d Trades", r.Interval, r.Window),
 		}
 		for i := 0; i < len(r.strategyParameters); i++ {
 			titles = append(titles, r.strategyParameters[i][0])

pkg/report/profit_tracker.go

@@ -44,16 +44,17 @@ func (p *ProfitTracker) Init(market types.Market, ts *types.TradeStats) {
 
 // Rotate the tracker to make a new ProfitStats to record the profits
 func (p *ProfitTracker) Rotate() {
+	// Update report
+	if p.AccumulatedProfitReport != nil {
+		p.AccumulatedProfitReport.Rotate(*p.CurrentProfitStats, p.tradeStats)
+	}
+
 	*p.CurrentProfitStats = types.NewProfitStats(p.Market)
 	p.ProfitStatsSlice = append(p.ProfitStatsSlice, *p.CurrentProfitStats)
 	// Truncate
 	if len(p.ProfitStatsSlice) > p.Window {
 		p.ProfitStatsSlice = p.ProfitStatsSlice[len(p.ProfitStatsSlice)-p.Window:]
 	}
-
-	if p.AccumulatedProfitReport != nil {
-		p.AccumulatedProfitReport.Rotate(*p.CurrentProfitStats, p.tradeStats)
-	}
 }
 
 func (p *ProfitTracker) AddProfit(profit types.Profit) {

pkg/strategy/supertrend/strategy.go

@@ -39,6 +39,8 @@ type Strategy struct {
 	ProfitStats *types.ProfitStats `persistence:"profit_stats"`
 	TradeStats  *types.TradeStats  `persistence:"trade_stats"`
 
+	ProfitTracker *report.ProfitTracker `json:"profitTracker"`
+
 	// Symbol is the market symbol you want to trade
 	Symbol string `json:"symbol"`
 
@@ -101,8 +103,6 @@ type Strategy struct {
 
 	// StrategyController
 	bbgo.StrategyController
-
-	ProfitTracker *report.ProfitTracker `json:"profitTracker" persistence:"profit_tracker"`
 }
 
 func (s *Strategy) ID() string {
@@ -367,7 +367,9 @@ func (s *Strategy) Run(ctx context.Context, orderExecutor bbgo.OrderExecutor, se
 	s.orderExecutor.BindEnvironment(s.Environment)
 	s.orderExecutor.BindProfitStats(s.ProfitStats)
 	s.orderExecutor.BindTradeStats(s.TradeStats)
-	s.orderExecutor.BindProfitTracker(s.ProfitTracker)
+	if s.ProfitTracker != nil {
+		s.orderExecutor.BindProfitTracker(s.ProfitTracker)
+	}
 	s.orderExecutor.Bind()
 
 	// AccountValueCalculator