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types: add total net profit field to trade states

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Signed-off-by: c9s <yoanlin93@gmail.com>
This commit is contained in:
c9s 2022-06-28 21:48:40 +08:00 committed by Austin Liu
parent 1617005114
commit 32c76105b0
1 changed files with 5 additions and 0 deletions
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5
pkg/types/trade_stats.go
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@ -16,6 +16,8 @@ type TradeStats struct {
Losses []fixedpoint.Value `json:"losses" yaml:"losses"` Losses []fixedpoint.Value `json:"losses" yaml:"losses"`
MostProfitableTrade fixedpoint.Value `json:"mostProfitableTrade" yaml:"mostProfitableTrade"` MostProfitableTrade fixedpoint.Value `json:"mostProfitableTrade" yaml:"mostProfitableTrade"`
MostLossTrade fixedpoint.Value `json:"mostLossTrade" yaml:"mostLossTrade"` MostLossTrade fixedpoint.Value `json:"mostLossTrade" yaml:"mostLossTrade"`
ProfitFactor fixedpoint.Value `json:"profitFactor" yaml:"profitFactor"`
TotalNetProfit fixedpoint.Value `json:"totalNetProfit" yaml:"totalNetProfit"`
} }
func (s *TradeStats) Add(pnl fixedpoint.Value) { func (s *TradeStats) Add(pnl fixedpoint.Value) {
@ -30,6 +32,7 @@ func (s *TradeStats) Add(pnl fixedpoint.Value) {
s.GrossLoss = s.GrossLoss.Add(pnl) s.GrossLoss = s.GrossLoss.Add(pnl)
s.MostLossTrade = fixedpoint.Min(s.MostLossTrade, pnl) s.MostLossTrade = fixedpoint.Min(s.MostLossTrade, pnl)
} }
s.TotalNetProfit = s.TotalNetProfit.Add(pnl)
// The win/loss ratio is your wins divided by your losses. // The win/loss ratio is your wins divided by your losses.
// In the example, suppose for the sake of simplicity that 60 trades were winners, and 40 were losers. // In the example, suppose for the sake of simplicity that 60 trades were winners, and 40 were losers.
@ -39,6 +42,8 @@ func (s *TradeStats) Add(pnl fixedpoint.Value) {
} else { } else {
s.WinningRatio = fixedpoint.NewFromFloat(float64(s.NumOfProfitTrade) / float64(s.NumOfLossTrade)) s.WinningRatio = fixedpoint.NewFromFloat(float64(s.NumOfProfitTrade) / float64(s.NumOfLossTrade))
} }
s.ProfitFactor = s.GrossProfit.Div(s.GrossLoss)
} }
func (s *TradeStats) String() string { func (s *TradeStats) String() string {