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https://github.com/c9s/bbgo.git
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refactor draw on supertrend
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parent
3a188aa66a
commit
386ab1f6f3
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@ -11,9 +11,9 @@ import (
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"github.com/wcharczuk/go-chart/v2"
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)
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func (s *Strategy) InitDrawCommands(store *bbgo.SerialMarketDataStore, profit, cumProfit types.Series) {
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func (s *Strategy) InitDrawCommands(profit, cumProfit types.Series) {
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bbgo.RegisterCommand("/pnl", "Draw PNL(%) per trade", func(reply interact.Reply) {
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canvas := s.DrawPNL(profit)
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canvas := DrawPNL(s.InstanceID(), profit)
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var buffer bytes.Buffer
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if err := canvas.Render(chart.PNG, &buffer); err != nil {
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log.WithError(err).Errorf("cannot render pnl in drift")
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@ -23,7 +23,7 @@ func (s *Strategy) InitDrawCommands(store *bbgo.SerialMarketDataStore, profit, c
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bbgo.SendPhoto(&buffer)
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})
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bbgo.RegisterCommand("/cumpnl", "Draw Cummulative PNL(Quote)", func(reply interact.Reply) {
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canvas := s.DrawCumPNL(cumProfit)
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canvas := DrawCumPNL(s.InstanceID(), cumProfit)
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var buffer bytes.Buffer
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if err := canvas.Render(chart.PNG, &buffer); err != nil {
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log.WithError(err).Errorf("cannot render cumpnl in drift")
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@ -34,10 +34,34 @@ func (s *Strategy) InitDrawCommands(store *bbgo.SerialMarketDataStore, profit, c
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})
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}
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func (s *Strategy) DrawPNL(profit types.Series) *types.Canvas {
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canvas := types.NewCanvas(s.InstanceID())
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func (s *Strategy) Draw(profit, cumProfit types.Series) error {
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canvas := DrawPNL(s.InstanceID(), profit)
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f, err := os.Create(s.GraphPNLPath)
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if err != nil {
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return fmt.Errorf("cannot create on path " + s.GraphPNLPath)
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}
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defer f.Close()
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if err = canvas.Render(chart.PNG, f); err != nil {
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return fmt.Errorf("cannot render pnl")
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}
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canvas = DrawCumPNL(s.InstanceID(), cumProfit)
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f, err = os.Create(s.GraphCumPNLPath)
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if err != nil {
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return fmt.Errorf("cannot create on path " + s.GraphCumPNLPath)
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}
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defer f.Close()
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if err = canvas.Render(chart.PNG, f); err != nil {
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return fmt.Errorf("cannot render cumpnl")
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}
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return nil
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}
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func DrawPNL(instanceID string, profit types.Series) *types.Canvas {
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canvas := types.NewCanvas(instanceID)
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length := profit.Length()
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log.Errorf("pnl Highest: %f, Lowest: %f", types.Highest(profit, length), types.Lowest(profit, length))
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log.Infof("pnl Highest: %f, Lowest: %f", types.Highest(profit, length), types.Lowest(profit, length))
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canvas.PlotRaw("pnl %", profit, length)
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canvas.YAxis = chart.YAxis{
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ValueFormatter: func(v interface{}) string {
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@ -51,8 +75,8 @@ func (s *Strategy) DrawPNL(profit types.Series) *types.Canvas {
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return canvas
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}
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func (s *Strategy) DrawCumPNL(cumProfit types.Series) *types.Canvas {
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canvas := types.NewCanvas(s.InstanceID())
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func DrawCumPNL(instanceID string, cumProfit types.Series) *types.Canvas {
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canvas := types.NewCanvas(instanceID)
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canvas.PlotRaw("cummulative pnl", cumProfit, cumProfit.Length())
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canvas.YAxis = chart.YAxis{
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ValueFormatter: func(v interface{}) string {
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@ -64,28 +88,3 @@ func (s *Strategy) DrawCumPNL(cumProfit types.Series) *types.Canvas {
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}
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return canvas
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}
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func (s *Strategy) Draw(store *bbgo.SerialMarketDataStore, profit, cumProfit types.Series) {
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canvas := s.DrawPNL(profit)
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f, err := os.Create(s.GraphPNLPath)
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if err != nil {
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log.WithError(err).Errorf("cannot create on path " + s.GraphPNLPath)
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return
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}
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defer f.Close()
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if err = canvas.Render(chart.PNG, f); err != nil {
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log.WithError(err).Errorf("cannot render pnl")
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return
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}
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canvas = s.DrawCumPNL(cumProfit)
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f, err = os.Create(s.GraphCumPNLPath)
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if err != nil {
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log.WithError(err).Errorf("cannot create on path " + s.GraphCumPNLPath)
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return
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}
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defer f.Close()
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if err = canvas.Render(chart.PNG, f); err != nil {
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log.WithError(err).Errorf("cannot render cumpnl")
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}
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}
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@ -540,12 +540,7 @@ func (s *Strategy) Run(ctx context.Context, orderExecutor bbgo.OrderExecutor, se
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}
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})
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// event trigger order: s.Interval => Interval1m
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store, ok := session.SerialMarketDataStore(s.Symbol, []types.Interval{s.Interval, types.Interval1m})
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if !ok {
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panic("cannot get 1m history")
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}
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s.InitDrawCommands(store, &profitSlice, &cumProfitSlice)
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s.InitDrawCommands(&profitSlice, &cumProfitSlice)
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// Sync position to redis on trade
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s.orderExecutor.TradeCollector().OnPositionUpdate(func(position *types.Position) {
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@ -656,7 +651,9 @@ func (s *Strategy) Run(ctx context.Context, orderExecutor bbgo.OrderExecutor, se
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defer s.AccumulatedProfitReport.Output(s.Symbol)
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if s.DrawGraph {
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s.Draw(store, &profitSlice, &cumProfitSlice)
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if err := s.Draw(&profitSlice, &cumProfitSlice); err != nil {
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log.WithError(err).Errorf("cannot draw graph")
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}
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}
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}
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