lychiyu/bbgo_origin
1
0
Fork 0
mirror of https://github.com/c9s/bbgo.git synced 2024-09-20 00:01:09 +00:00
Code Issues Actions Packages Projects Releases Wiki Activity

pnl: fix nil position point issue

Browse Source
This commit is contained in:
c9s 2022-09-11 23:18:54 +08:00
parent cacc24fb3c
commit 4617245cbf
No known key found for this signature in database
GPG Key ID: 7385E7E464CB0A54
1 changed files with 20 additions and 7 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

27
pkg/accounting/pnl/avg_cost.go
View File

@ -12,6 +12,7 @@ import (
type AverageCostCalculator struct { type AverageCostCalculator struct {
TradingFeeCurrency string TradingFeeCurrency string
Market types.Market Market types.Market
ExchangeFee *types.ExchangeFee
} }
func (c *AverageCostCalculator) Calculate(symbol string, trades []types.Trade, currentPrice fixedpoint.Value) *AverageCostPnLReport { func (c *AverageCostCalculator) Calculate(symbol string, trades []types.Trade, currentPrice fixedpoint.Value) *AverageCostPnLReport {
@ -22,12 +23,31 @@ func (c *AverageCostCalculator) Calculate(symbol string, trades []types.Trade, c
var grossProfit = fixedpoint.Zero var grossProfit = fixedpoint.Zero
var grossLoss = fixedpoint.Zero var grossLoss = fixedpoint.Zero
var position = types.NewPositionFromMarket(c.Market)
if c.ExchangeFee != nil {
position.SetFeeRate(*c.ExchangeFee)
} else {
makerFeeRate := 0.075 * 0.01
if c.Market.QuoteCurrency == "BUSD" {
makerFeeRate = 0
}
position.SetFeeRate(types.ExchangeFee{
// binance vip 0 uses 0.075%
MakerFeeRate: fixedpoint.NewFromFloat(makerFeeRate),
TakerFeeRate: fixedpoint.NewFromFloat(0.075 * 0.01),
})
}
if len(trades) == 0 { if len(trades) == 0 {
return &AverageCostPnLReport{ return &AverageCostPnLReport{
Symbol: symbol, Symbol: symbol,
Market: c.Market, Market: c.Market,
LastPrice: currentPrice, LastPrice: currentPrice,
NumTrades: 0, NumTrades: 0,
Position: position,
BuyVolume: bidVolume, BuyVolume: bidVolume,
SellVolume: askVolume, SellVolume: askVolume,
FeeInUSD: feeUSD, FeeInUSD: feeUSD,
@ -36,13 +56,6 @@ func (c *AverageCostCalculator) Calculate(symbol string, trades []types.Trade, c
var currencyFees = map[string]fixedpoint.Value{} var currencyFees = map[string]fixedpoint.Value{}
var position = types.NewPositionFromMarket(c.Market)
position.SetFeeRate(types.ExchangeFee{
// binance vip 0 uses 0.075%
MakerFeeRate: fixedpoint.NewFromFloat(0.075 * 0.01),
TakerFeeRate: fixedpoint.NewFromFloat(0.075 * 0.01),
})
// TODO: configure the exchange fee rate here later // TODO: configure the exchange fee rate here later
// position.SetExchangeFeeRate() // position.SetExchangeFeeRate()
var totalProfit fixedpoint.Value var totalProfit fixedpoint.Value