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show accumulated net profit

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This commit is contained in:
c9s 2021-05-29 01:38:44 +08:00
parent df10e175f9
commit 3789315214
1 changed files with 18 additions and 10 deletions
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28
pkg/strategy/xmaker/strategy.go
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@ -40,13 +40,14 @@ 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"` AccumulatedVolume fixedpoint.Value `json:"accumulatedVolume,omitempty"`
AccumulatedPnL fixedpoint.Value `json:"accumulatedPnL,omitempty"` AccumulatedPnL fixedpoint.Value `json:"accumulatedPnL,omitempty"`
AccumulatedProfit fixedpoint.Value `json:"accumulatedProfit,omitempty"` AccumulatedNetProfit fixedpoint.Value `json:"accumulatedNetProfit,omitempty"`
AccumulatedLoss fixedpoint.Value `json:"accumulatedLoss,omitempty"` AccumulatedProfit fixedpoint.Value `json:"accumulatedProfit,omitempty"`
AccumulatedSince int64 `json:"accumulatedSince,omitempty"` AccumulatedLoss fixedpoint.Value `json:"accumulatedLoss,omitempty"`
AccumulatedSince int64 `json:"accumulatedSince,omitempty"`
} }
type Strategy struct { type Strategy struct {
@ -561,6 +562,7 @@ func (s *Strategy) processTrade(trade types.Trade) {
if profit, netProfit, madeProfit := s.state.Position.AddTrade(trade); madeProfit { if profit, netProfit, madeProfit := s.state.Position.AddTrade(trade); madeProfit {
s.state.AccumulatedPnL.AtomicAdd(profit) s.state.AccumulatedPnL.AtomicAdd(profit)
s.state.AccumulatedNetProfit.AtomicAdd(netProfit)
if profit < 0 { if profit < 0 {
s.state.AccumulatedLoss.AtomicAdd(profit) s.state.AccumulatedLoss.AtomicAdd(profit)
@ -576,16 +578,22 @@ func (s *Strategy) processTrade(trade types.Trade) {
since = time.Unix(s.state.AccumulatedSince, 0).In(localTimeZone) since = time.Unix(s.state.AccumulatedSince, 0).In(localTimeZone)
} }
s.Notify("%s trade profit %s %f %s (%.2f%%), net profit =~ %f %s (%.2f%%), since %s accumulated PnL %f %s, accumulated loss %f %s", s.Notify("%s trade profit %s %f %s (%.2f%%), net profit =~ %f %s (%.2f%%),\n"+
"accumulated profit %f %s,\n"+
"accumulated net profit %f %s,\n"+
"accumulated trade loss %f %s\n"+
"since %s",
s.Symbol, s.Symbol,
pnlEmoji(profit), pnlEmoji(profit),
profit.Float64(), s.state.Position.QuoteCurrency, profit.Float64(), s.state.Position.QuoteCurrency,
profitMargin.Float64()*100.0, profitMargin.Float64()*100.0,
netProfit.Float64(), s.state.Position.QuoteCurrency, netProfit.Float64(), s.state.Position.QuoteCurrency,
netProfitMargin.Float64()*100.0, netProfitMargin.Float64()*100.0,
since.Format(time.RFC822),
s.state.AccumulatedPnL.Float64(), s.state.Position.QuoteCurrency, s.state.AccumulatedPnL.Float64(), s.state.Position.QuoteCurrency,
s.state.AccumulatedLoss.Float64(), s.state.Position.QuoteCurrency) s.state.AccumulatedNetProfit.Float64(), s.state.Position.QuoteCurrency,
s.state.AccumulatedLoss.Float64(), s.state.Position.QuoteCurrency,
since.Format(time.RFC822),
)
} else { } else {
log.Infof("position changed: %s", s.state.Position) log.Infof("position changed: %s", s.state.Position)