improve/profitTracker: do not bind in order executor

pkg/bbgo/order_executor_general.go

@@ -3,7 +3,6 @@ package bbgo
 import (
 	"context"
 	"fmt"
-	"github.com/c9s/bbgo/pkg/report"
 	"strings"
 	"time"
 
@@ -163,27 +162,6 @@ func (e *GeneralOrderExecutor) BindProfitStats(profitStats *types.ProfitStats) {
 	})
 }
 
-func (e *GeneralOrderExecutor) BindProfitTracker(profitTracker *report.ProfitTracker) {
-	e.session.Subscribe(types.KLineChannel, profitTracker.Market.Symbol, types.SubscribeOptions{Interval: profitTracker.Interval})
-
-	e.tradeCollector.OnProfit(func(trade types.Trade, profit *types.Profit) {
-		if profit == nil {
-			return
-		}
-
-		profitTracker.AddProfit(*profit)
-	})
-
-	e.tradeCollector.OnTrade(func(trade types.Trade, profit fixedpoint.Value, netProfit fixedpoint.Value) {
-		profitTracker.AddTrade(trade)
-	})
-
-	// Rotate profitStats slice
-	e.session.MarketDataStream.OnKLineClosed(types.KLineWith(profitTracker.Market.Symbol, profitTracker.Interval, func(kline types.KLine) {
-		profitTracker.Rotate()
-	}))
-}
-
 func (e *GeneralOrderExecutor) Bind() {
 	e.activeMakerOrders.BindStream(e.session.UserDataStream)
 	e.orderStore.BindStream(e.session.UserDataStream)

pkg/report/profit_tracker.go

@@ -1,6 +1,8 @@
 package report
 
 import (
+	"github.com/c9s/bbgo/pkg/bbgo"
+	"github.com/c9s/bbgo/pkg/fixedpoint"
 	"github.com/c9s/bbgo/pkg/types"
 )
 
@@ -42,6 +44,27 @@ func (p *ProfitTracker) Init(market types.Market, ts *types.TradeStats) {
 	p.InitOld(market, &ps, ts)
 }
 
+func (p *ProfitTracker) Bind(session *bbgo.ExchangeSession, tradeCollector *bbgo.TradeCollector) {
+	session.Subscribe(types.KLineChannel, p.Market.Symbol, types.SubscribeOptions{Interval: p.Interval})
+
+	tradeCollector.OnProfit(func(trade types.Trade, profit *types.Profit) {
+		if profit == nil {
+			return
+		}
+
+		p.AddProfit(*profit)
+	})
+
+	tradeCollector.OnTrade(func(trade types.Trade, profit fixedpoint.Value, netProfit fixedpoint.Value) {
+		p.AddTrade(trade)
+	})
+
+	// Rotate profitStats slice
+	session.MarketDataStream.OnKLineClosed(types.KLineWith(p.Market.Symbol, p.Interval, func(kline types.KLine) {
+		p.Rotate()
+	}))
+}
+
 // Rotate the tracker to make a new ProfitStats to record the profits
 func (p *ProfitTracker) Rotate() {
 	// Update report

pkg/strategy/supertrend/strategy.go

@@ -327,25 +327,6 @@ func (s *Strategy) Run(ctx context.Context, orderExecutor bbgo.OrderExecutor, se
 		s.TradeStats = types.NewTradeStats(s.Symbol)
 	}
 
-	if s.ProfitTracker != nil {
-		if s.ProfitTracker.CurrentProfitStats == nil {
-			s.ProfitTracker.InitOld(s.Market, &s.ProfitStats, s.TradeStats)
-		}
-
-		// Add strategy parameters to report
-		if s.ProfitTracker.AccumulatedProfitReport != nil {
-			s.ProfitTracker.AccumulatedProfitReport.AddStrategyParameter("window", fmt.Sprintf("%d", s.Window))
-			s.ProfitTracker.AccumulatedProfitReport.AddStrategyParameter("multiplier", fmt.Sprintf("%f", s.SupertrendMultiplier))
-			s.ProfitTracker.AccumulatedProfitReport.AddStrategyParameter("fastDEMA", fmt.Sprintf("%d", s.FastDEMAWindow))
-			s.ProfitTracker.AccumulatedProfitReport.AddStrategyParameter("slowDEMA", fmt.Sprintf("%d", s.SlowDEMAWindow))
-			s.ProfitTracker.AccumulatedProfitReport.AddStrategyParameter("takeProfitAtrMultiplier", fmt.Sprintf("%f", s.TakeProfitAtrMultiplier))
-			s.ProfitTracker.AccumulatedProfitReport.AddStrategyParameter("stopLossByTriggeringK", fmt.Sprintf("%t", s.StopLossByTriggeringK))
-			s.ProfitTracker.AccumulatedProfitReport.AddStrategyParameter("stopByReversedSupertrend", fmt.Sprintf("%t", s.StopByReversedSupertrend))
-			s.ProfitTracker.AccumulatedProfitReport.AddStrategyParameter("stopByReversedDema", fmt.Sprintf("%t", s.StopByReversedDema))
-			s.ProfitTracker.AccumulatedProfitReport.AddStrategyParameter("stopByReversedLinGre", fmt.Sprintf("%t", s.StopByReversedLinGre))
-		}
-	}
-
 	// Interval profit report
 	if bbgo.IsBackTesting {
 		startTime := s.Environment.StartTime()
@@ -367,11 +348,30 @@ func (s *Strategy) Run(ctx context.Context, orderExecutor bbgo.OrderExecutor, se
 	s.orderExecutor.BindEnvironment(s.Environment)
 	s.orderExecutor.BindProfitStats(s.ProfitStats)
 	s.orderExecutor.BindTradeStats(s.TradeStats)
-	if s.ProfitTracker != nil {
-		s.orderExecutor.BindProfitTracker(s.ProfitTracker)
-	}
 	s.orderExecutor.Bind()
 
+	// Setup profit tracker
+	if s.ProfitTracker != nil {
+		if s.ProfitTracker.CurrentProfitStats == nil {
+			s.ProfitTracker.InitOld(s.Market, &s.ProfitStats, s.TradeStats)
+		}
+
+		// Add strategy parameters to report
+		if s.ProfitTracker.AccumulatedProfitReport != nil {
+			s.ProfitTracker.AccumulatedProfitReport.AddStrategyParameter("window", fmt.Sprintf("%d", s.Window))
+			s.ProfitTracker.AccumulatedProfitReport.AddStrategyParameter("multiplier", fmt.Sprintf("%f", s.SupertrendMultiplier))
+			s.ProfitTracker.AccumulatedProfitReport.AddStrategyParameter("fastDEMA", fmt.Sprintf("%d", s.FastDEMAWindow))
+			s.ProfitTracker.AccumulatedProfitReport.AddStrategyParameter("slowDEMA", fmt.Sprintf("%d", s.SlowDEMAWindow))
+			s.ProfitTracker.AccumulatedProfitReport.AddStrategyParameter("takeProfitAtrMultiplier", fmt.Sprintf("%f", s.TakeProfitAtrMultiplier))
+			s.ProfitTracker.AccumulatedProfitReport.AddStrategyParameter("stopLossByTriggeringK", fmt.Sprintf("%t", s.StopLossByTriggeringK))
+			s.ProfitTracker.AccumulatedProfitReport.AddStrategyParameter("stopByReversedSupertrend", fmt.Sprintf("%t", s.StopByReversedSupertrend))
+			s.ProfitTracker.AccumulatedProfitReport.AddStrategyParameter("stopByReversedDema", fmt.Sprintf("%t", s.StopByReversedDema))
+			s.ProfitTracker.AccumulatedProfitReport.AddStrategyParameter("stopByReversedLinGre", fmt.Sprintf("%t", s.StopByReversedLinGre))
+		}
+
+		s.ProfitTracker.Bind(s.session, s.orderExecutor.TradeCollector())
+	}
+
 	// AccountValueCalculator
 	s.AccountValueCalculator = bbgo.NewAccountValueCalculator(s.session, s.Market.QuoteCurrency)