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improve/profitStatsTracker: use CsvFormatter interface

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This commit is contained in:
Andy Cheng 2023-07-11 10:38:41 +08:00
parent 1a90cd0322
commit 6e54972304
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1 changed files with 53 additions and 34 deletions
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87
pkg/report/profit_report.go
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@ -108,48 +108,67 @@ func (r *AccumulatedProfitReport) Rotate(ps *types.ProfitStats, ts *types.TradeS
r.profitFactorPerInterval.Update(ts.ProfitFactor.Float64()) r.profitFactorPerInterval.Update(ts.ProfitFactor.Float64())
} }
// CsvHeader returns a header slice
func (r *AccumulatedProfitReport) CsvHeader() []string {
titles := []string{
"#",
"Symbol",
"Total Net Profit",
fmt.Sprintf("Total Net Profit %sMA%d", r.Interval, r.ProfitMAWindow),
fmt.Sprintf("%s%d Net Profit", r.Interval, r.ShortTermProfitWindow),
"accumulatedFee",
"winRatio",
"profitFactor",
fmt.Sprintf("%s%d Trades", r.Interval, r.Window),
}
for i := 0; i < len(r.strategyParameters); i++ {
titles = append(titles, r.strategyParameters[i][0])
}
return titles
}
// CsvRecords returns a data slice
func (r *AccumulatedProfitReport) CsvRecords() [][]string {
var data [][]string
for i := 0; i <= r.Window-1; i++ {
values := []string{
strconv.Itoa(i + 1),
r.symbol,
strconv.FormatFloat(r.accumulatedProfitPerInterval.Last(i), 'f', 4, 64),
strconv.FormatFloat(r.profitMAPerInterval.Last(i), 'f', 4, 64),
strconv.FormatFloat(r.accumulatedProfitPerInterval.Last(i)-r.accumulatedProfitPerInterval.Last(i+r.ShortTermProfitWindow), 'f', 4, 64),
strconv.FormatFloat(r.accumulatedFeePerInterval.Last(i), 'f', 4, 64),
strconv.FormatFloat(r.winRatioPerInterval.Last(i), 'f', 4, 64),
strconv.FormatFloat(r.profitFactorPerInterval.Last(i), 'f', 4, 64),
strconv.FormatFloat(r.accumulatedTradesPerInterval.Last(i), 'f', 4, 64),
}
for j := 0; j < len(r.strategyParameters); j++ {
values = append(values, r.strategyParameters[j][1])
}
data = append(data, values)
}
return data
}
// Output Accumulated profit report to a TSV file // Output Accumulated profit report to a TSV file
func (r *AccumulatedProfitReport) Output() { func (r *AccumulatedProfitReport) Output() {
if r.TsvReportPath != "" { if r.TsvReportPath != "" {
// Open specified file for appending
tsvwiter, err := tsv.AppendWriterFile(r.TsvReportPath) tsvwiter, err := tsv.AppendWriterFile(r.TsvReportPath)
if err != nil { if err != nil {
panic(err) panic(err)
} }
defer tsvwiter.Close() defer tsvwiter.Close()
// Output title row
titles := []string{
"#",
"Symbol",
"Total Net Profit",
fmt.Sprintf("Total Net Profit %sMA%d", r.Interval, r.ProfitMAWindow),
fmt.Sprintf("%s%d Net Profit", r.Interval, r.ShortTermProfitWindow),
"accumulatedFee",
"winRatio",
"profitFactor",
fmt.Sprintf("%s%d Trades", r.Interval, r.Window),
}
for i := 0; i < len(r.strategyParameters); i++ {
titles = append(titles, r.strategyParameters[i][0])
}
_ = tsvwiter.Write(titles)
// Output data row // Column Title
for i := 0; i <= r.Window-1; i++ { _ = tsvwiter.Write(r.CsvHeader())
values := []string{
strconv.Itoa(i + 1), // Output data rows
r.symbol, _ = tsvwiter.WriteAll(r.CsvRecords())
strconv.FormatFloat(r.accumulatedProfitPerInterval.Last(i), 'f', 4, 64),
strconv.FormatFloat(r.profitMAPerInterval.Last(i), 'f', 4, 64),
strconv.FormatFloat(r.accumulatedProfitPerInterval.Last(i)-r.accumulatedProfitPerInterval.Last(i+r.ShortTermProfitWindow), 'f', 4, 64),
strconv.FormatFloat(r.accumulatedFeePerInterval.Last(i), 'f', 4, 64),
strconv.FormatFloat(r.winRatioPerInterval.Last(i), 'f', 4, 64),
strconv.FormatFloat(r.profitFactorPerInterval.Last(i), 'f', 4, 64),
strconv.FormatFloat(r.accumulatedTradesPerInterval.Last(i), 'f', 4, 64),
}
for j := 0; j < len(r.strategyParameters); j++ {
values = append(values, r.strategyParameters[j][1])
}
_ = tsvwiter.Write(values)
}
} }
} }