types: add ROI method on position

Signed-off-by: c9s <yoanlin93@gmail.com>

pkg/types/position.go

@@ -122,6 +122,15 @@ func (p *Position) NewProfit(trade Trade, profit, netProfit fixedpoint.Value) Pr
 	}
 }
 
+// ROI -- Return on investment (ROI) is a performance measure used to evaluate the efficiency or profitability of an investment
+// or compare the efficiency of a number of different investments.
+// ROI tries to directly measure the amount of return on a particular investment, relative to the investment's cost.
+func (p *Position) ROI(price fixedpoint.Value) fixedpoint.Value {
+	unrealizedProfit := p.UnrealizedProfit(price)
+	cost := p.AverageCost.Mul(p.Base.Abs())
+	return unrealizedProfit.Div(cost)
+}
+
 func (p *Position) NewMarketCloseOrder(percentage fixedpoint.Value) *SubmitOrder {
 	base := p.GetBase()
 
@@ -166,12 +175,12 @@ func (p *Position) GetBase() (base fixedpoint.Value) {
 }
 
 func (p *Position) UnrealizedProfit(price fixedpoint.Value) fixedpoint.Value {
-	base := p.GetBase()
+	quantity := p.GetBase().Abs()
 
 	if p.IsLong() {
-		return price.Sub(p.AverageCost).Mul(base)
+		return price.Sub(p.AverageCost).Mul(quantity)
 	} else if p.IsShort() {
-		return p.AverageCost.Sub(price).Mul(base)
+		return p.AverageCost.Sub(price).Mul(quantity)
 	}
 
 	return fixedpoint.Zero

pkg/types/position_test.go

@@ -10,6 +10,22 @@ import (
 
 const Delta = 1e-9
 
+func TestPosition_ROI(t *testing.T) {
+	pos := &Position{
+		Symbol:        "BTCUSDT",
+		BaseCurrency:  "BTC",
+		QuoteCurrency: "USDT",
+		Base:          fixedpoint.NewFromFloat(10.0),
+		AverageCost:   fixedpoint.NewFromFloat(8000.0),
+		Quote:         fixedpoint.NewFromFloat(-8000.0 * 10.0),
+	}
+
+	currentPrice := fixedpoint.NewFromFloat(10000.0)
+	roi := pos.ROI(currentPrice)
+	assert.Equal(t, "0.25", roi.String())
+	assert.Equal(t, "25%", roi.Percentage())
+}
+
 func TestPosition_ExchangeFeeRate_Short(t *testing.T) {
 	pos := &Position{
 		Symbol:        "BTCUSDT",