lychiyu/bbgo_origin
1
0
Fork 0
mirror of https://github.com/c9s/bbgo.git synced 2024-11-22 23:05:15 +00:00
Code Issues Actions 2 Packages Projects Releases Wiki Activity

types/tradeStats: expose Recalculate trade stats method

Browse Source
This commit is contained in:
c9s 2022-09-08 16:29:48 +08:00
parent 950e998ed1
commit 3b208ee4ef
No known key found for this signature in database
GPG Key ID: 7385E7E464CB0A54
1 changed files with 15 additions and 4 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

19
pkg/types/trade_stats.go
View File

@ -276,8 +276,13 @@ func grossProfitReducer(prev, curr fixedpoint.Value) fixedpoint.Value {
return prev
}
// update the trade stats fields from the orderProfits
func (s *TradeStats) update() {
// Recalculate the trade stats fields from the orderProfits
// this is for live-trading, one order may have many trades, and we need to merge them.
func (s *TradeStats) Recalculate() {
if len(s.orderProfits) == 0 {
return
}
var profitsByOrder []fixedpoint.Value
var netProfitsByOrder []fixedpoint.Value
for _, profits := range s.orderProfits {
@ -320,6 +325,8 @@ func (s *TradeStats) update() {
if len(s.Losses) > 0 {
s.AverageLossTrade = fixedpoint.Avg(s.Losses)
}
s.updateWinningRatio()
}
func (s *TradeStats) add(profit *Profit) {
@ -376,6 +383,10 @@ func (s *TradeStats) add(profit *Profit) {
s.TotalNetProfit = s.TotalNetProfit.Add(pnl)
s.ProfitFactor = s.GrossProfit.Div(s.GrossLoss.Abs())
s.updateWinningRatio()
}
func (s *TradeStats) updateWinningRatio() {
// 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.
// Your win/loss ratio would be 60/40 = 1.5. That would mean that you are winning 50% more often than you are losing.
@ -390,7 +401,7 @@ func (s *TradeStats) add(profit *Profit) {
// Output TradeStats without Profits and Losses
func (s *TradeStats) BriefString() string {
s.update()
s.Recalculate()
out, _ := yaml.Marshal(&TradeStats{
Symbol: s.Symbol,
WinningRatio: s.WinningRatio,
@ -414,7 +425,7 @@ func (s *TradeStats) BriefString() string {
}
func (s *TradeStats) String() string {
s.update()
s.Recalculate()
out, _ := yaml.Marshal(s)
return string(out)
}