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strategy/supertrend: only show nterval profit report in backtesting

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This commit is contained in:
Andy Cheng 2022-08-08 17:42:21 +08:00
parent b133767e47
commit 5455ae810b
1 changed files with 8 additions and 4 deletions
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12
pkg/strategy/supertrend/strategy.go
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@ -334,10 +334,14 @@ func (s *Strategy) Run(ctx context.Context, orderExecutor bbgo.OrderExecutor, se
if s.TradeStats == nil {
s.TradeStats = types.NewTradeStats(s.Symbol)
}
startTime := s.Environment.StartTime()
s.TradeStats.SetIntervalProfitCollector(types.NewIntervalProfitCollector(types.Interval1d, startTime))
s.TradeStats.SetIntervalProfitCollector(types.NewIntervalProfitCollector(types.Interval1w, startTime))
s.TradeStats.SetIntervalProfitCollector(types.NewIntervalProfitCollector(types.Interval1mo, startTime))
// Interval profit report
if bbgo.IsBackTesting {
startTime := s.Environment.StartTime()
s.TradeStats.SetIntervalProfitCollector(types.NewIntervalProfitCollector(types.Interval1d, startTime))
s.TradeStats.SetIntervalProfitCollector(types.NewIntervalProfitCollector(types.Interval1w, startTime))
s.TradeStats.SetIntervalProfitCollector(types.NewIntervalProfitCollector(types.Interval1mo, startTime))
}
// Set fee rate
if s.session.MakerFeeRate.Sign() > 0 || s.session.TakerFeeRate.Sign() > 0 {