Merge pull request #1820 from c9s/c9s/record-net-profit

FEATURE: add new migration script to record the net profit values

doc/topics/profile.md

@@ -0,0 +1,13 @@
+Profiling
+===================
+
+```shell
+dotenv -f .env.local -- go run -tags pprof ./cmd/bbgo run \
+    --config ./makemoney-btcusdt.yaml \
+    --cpu-profile makemoney.pprof \
+    --enable-profile-server
+```
+
+```shell
+go tool pprof http://localhost:6060/debug/pprof/heap
+```

migrations/mysql/20241115165059_add_net_profit_column.sql

@@ -0,0 +1,17 @@
+-- +up
+-- +begin
+ALTER TABLE `positions`
+    ADD COLUMN `net_profit` DECIMAL(16, 8) DEFAULT 0.00000000 NOT NULL
+;
+-- +end
+-- +begin
+UPDATE positions SET net_profit = profit WHERE net_profit = 0.0;
+-- +end
+
+-- +down
+
+-- +begin
+ALTER TABLE `positions`
+DROP COLUMN `net_profit`
+;
+-- +end

migrations/sqlite3/20241115165059_add_net_profit_column.sql

@@ -0,0 +1,15 @@
+-- +up
+-- +begin
+ALTER TABLE `positions`
+    ADD COLUMN `net_profit` DECIMAL DEFAULT 0.00000000 NOT NULL
+;
+-- +end
+
+
+-- +down
+
+-- +begin
+ALTER TABLE `positions`
+DROP COLUMN `net_profit`
+;
+-- +end

pkg/bbgo/environment.go

@@ -587,7 +587,7 @@ func (environ *Environment) RecordPosition(position *types.Position, trade types
 
 	log.Infof("recordPosition: position = %s, trade = %+v, profit = %+v", position.Base.String(), trade, profit)
 	if profit != nil {
-		if err := environ.PositionService.Insert(position, trade, profit.Profit); err != nil {
+		if err := environ.PositionService.Insert(position, trade, profit.Profit, profit.NetProfit); err != nil {
 			log.WithError(err).Errorf("can not insert position record")
 		}
 
@@ -595,7 +595,7 @@ func (environ *Environment) RecordPosition(position *types.Position, trade types
 			log.WithError(err).Errorf("can not insert profit record: %+v", profit)
 		}
 	} else {
-		if err := environ.PositionService.Insert(position, trade, fixedpoint.Zero); err != nil {
+		if err := environ.PositionService.Insert(position, trade, fixedpoint.Zero, fixedpoint.Zero); err != nil {
 			log.WithError(err).Errorf("can not insert position record")
 		}
 	}

pkg/cmd/pprof.go

@@ -0,0 +1,6 @@
+//go:build pprof
+// +build pprof
+
+package cmd
+
+import _ "net/http/pprof"

pkg/cmd/root.go

@@ -7,6 +7,7 @@ import (
 	"runtime/pprof"
 	"strings"
 	"time"
+	_ "time/tzdata"
 
 	"github.com/heroku/rollrus"
 	"github.com/joho/godotenv"
@@ -20,8 +21,6 @@ import (
 
 	"github.com/c9s/bbgo/pkg/bbgo"
 	"github.com/c9s/bbgo/pkg/util"
-
-	_ "time/tzdata"
 )
 
 var cpuProfileFile *os.File
@@ -81,6 +80,24 @@ var RootCmd = &cobra.Command{
 			}()
 		}
 
+		enableProfileServer, err := cmd.Flags().GetBool("enable-profile-server")
+		if err != nil {
+			return err
+		}
+
+		if enableProfileServer {
+			profileServerBind, err := cmd.Flags().GetString("profile-server-bind")
+			if err != nil {
+				return err
+			}
+
+			go func() {
+				if err := http.ListenAndServe(profileServerBind, nil); err != nil {
+					log.WithError(err).Errorf("profile server error")
+				}
+			}()
+		}
+
 		cpuProfile, err := cmd.Flags().GetString("cpu-profile")
 		if err != nil {
 			return err
@@ -195,6 +212,8 @@ func init() {
 	RootCmd.PersistentFlags().String("max-api-secret", "", "max api secret")
 
 	RootCmd.PersistentFlags().String("cpu-profile", "", "cpu profile")
+	RootCmd.PersistentFlags().Bool("enable-profile-server", false, "enable profile server binding")
+	RootCmd.PersistentFlags().String("profile-server-bind", "localhost:6060", "profile server binding")
 
 	viper.SetEnvKeyReplacer(strings.NewReplacer("-", "_"))
 

pkg/migrations/mysql/main_20241115165059_add_net_profit_column.go

@@ -0,0 +1,33 @@
+package mysql
+
+import (
+	"context"
+
+	"github.com/c9s/rockhopper/v2"
+)
+
+func init() {
+	AddMigration("main", up_main_addNetProfitColumn, down_main_addNetProfitColumn)
+}
+
+func up_main_addNetProfitColumn(ctx context.Context, tx rockhopper.SQLExecutor) (err error) {
+	// This code is executed when the migration is applied.
+	_, err = tx.ExecContext(ctx, "ALTER TABLE `positions`\n    ADD COLUMN `net_profit` DECIMAL(16, 8) DEFAULT 0.00000000 NOT NULL\n;")
+	if err != nil {
+		return err
+	}
+	_, err = tx.ExecContext(ctx, "UPDATE positions SET net_profit = profit WHERE net_profit = 0.0;")
+	if err != nil {
+		return err
+	}
+	return err
+}
+
+func down_main_addNetProfitColumn(ctx context.Context, tx rockhopper.SQLExecutor) (err error) {
+	// This code is executed when the migration is rolled back.
+	_, err = tx.ExecContext(ctx, "ALTER TABLE `positions`\nDROP COLUMN `net_profit`\n;")
+	if err != nil {
+		return err
+	}
+	return err
+}

pkg/migrations/sqlite3/main_20241115165059_add_net_profit_column.go

@@ -0,0 +1,29 @@
+package sqlite3
+
+import (
+	"context"
+
+	"github.com/c9s/rockhopper/v2"
+)
+
+func init() {
+	AddMigration("main", up_main_addNetProfitColumn, down_main_addNetProfitColumn)
+}
+
+func up_main_addNetProfitColumn(ctx context.Context, tx rockhopper.SQLExecutor) (err error) {
+	// This code is executed when the migration is applied.
+	_, err = tx.ExecContext(ctx, "ALTER TABLE `positions`\n    ADD COLUMN `net_profit` DECIMAL DEFAULT 0.00000000 NOT NULL\n;")
+	if err != nil {
+		return err
+	}
+	return err
+}
+
+func down_main_addNetProfitColumn(ctx context.Context, tx rockhopper.SQLExecutor) (err error) {
+	// This code is executed when the migration is rolled back.
+	_, err = tx.ExecContext(ctx, "ALTER TABLE `positions`\nDROP COLUMN `net_profit`\n;")
+	if err != nil {
+		return err
+	}
+	return err
+}

pkg/service/position.go

@@ -51,7 +51,11 @@ func (s *PositionService) scanRows(rows *sqlx.Rows) (positions []types.Position,
 	return positions, rows.Err()
 }
 
-func (s *PositionService) Insert(position *types.Position, trade types.Trade, profit fixedpoint.Value) error {
+func (s *PositionService) Insert(
+	position *types.Position,
+	trade types.Trade,
+	profit, netProfit fixedpoint.Value,
+) error {
 	_, err := s.DB.NamedExec(`
 		INSERT INTO positions (
 			strategy,
@@ -63,6 +67,7 @@ func (s *PositionService) Insert(position *types.Position, trade types.Trade, pr
 		   	base,
 		    quote,
 			profit,
+			net_profit,
 			trade_id,
 		    exchange,
 		    side,
@@ -77,6 +82,7 @@ func (s *PositionService) Insert(position *types.Position, trade types.Trade, pr
 		    :base,
 		    :quote,
 			:profit,
+			:net_profit,
 			:trade_id,
 		    :exchange,
 		    :side,
@@ -92,6 +98,7 @@ func (s *PositionService) Insert(position *types.Position, trade types.Trade, pr
 			"base":                 position.Base,
 			"quote":                position.Quote,
 			"profit":               profit,
+			"net_profit":           netProfit,
 			"trade_id":             trade.ID,
 			"exchange":             trade.Exchange,
 			"side":                 trade.Side,

pkg/service/position_test.go

@@ -34,7 +34,7 @@ func TestPositionService(t *testing.T) {
 			ChangedAt:     time.Now(),
 		}, types.Trade{
 			Time: types.Time(time.Now()),
-		}, fixedpoint.Zero)
+		}, fixedpoint.Zero, fixedpoint.Zero)
 		assert.NoError(t, err)
 	})
 
@@ -54,7 +54,7 @@ func TestPositionService(t *testing.T) {
 			Exchange: types.ExchangeBinance,
 			Side:     types.SideTypeSell,
 			Time:     types.Time(time.Now()),
-		}, fixedpoint.NewFromFloat(10.9))
+		}, fixedpoint.NewFromFloat(10.9), fixedpoint.NewFromFloat(8.1))
 		assert.NoError(t, err)
 	})