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fix pnl report and slack notifier

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This commit is contained in:
c9s 2020-07-13 01:01:33 +08:00
parent 1f127a367a
commit 906350a5bc
1 changed files with 54 additions and 19 deletions
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73
bbgo/trader.go
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@ -18,6 +18,55 @@ import (
var USD = accounting.Accounting{Symbol: "$ ", Precision: 2}
var BTC = accounting.Accounting{Symbol: "BTC ", Precision: 8}
type SlackLogHook struct {
Slack *slack.Client
ErrorChannel string
}
func (t *SlackLogHook) Levels() []log.Level {
return []log.Level{
// log.InfoLevel,
log.ErrorLevel,
log.PanicLevel,
// log.WarnLevel,
}
}
func (t *SlackLogHook) Fire(e *log.Entry) error {
var color = "#F0F0F0"
switch e.Level {
case log.DebugLevel:
color = "#9B30FF"
case log.InfoLevel:
color = "good"
case log.ErrorLevel, log.FatalLevel, log.PanicLevel:
color = "danger"
default:
color = "warning"
}
var slackAttachments []slack.Attachment = nil
logerr, ok := e.Data["err"]
if ok {
slackAttachments = append(slackAttachments, slack.Attachment{
Color: color,
Title: "Error",
Fields: []slack.AttachmentField{
{Title: "Error", Value: logerr.(error).Error()},
},
})
}
_, _, err := t.Slack.PostMessageContext(context.Background(), t.ErrorChannel,
slack.MsgOptionText(e.Message, true),
slack.MsgOptionAttachments(slackAttachments...))
return err
}
type SlackNotifier struct {
Slack *slack.Client
@ -26,6 +75,7 @@ type SlackNotifier struct {
InfoChannel string
}
func (t *SlackNotifier) Infof(format string, args ...interface{}) {
var slackAttachments []slack.Attachment = nil
var slackArgsStartIdx = -1
@ -99,9 +149,8 @@ func (t *SlackNotifier) ReportPnL(report *ProfitAndLossReport) {
}
}
type Trader struct {
notifier *SlackNotifier
Notifier *SlackNotifier
// Context is trading Context
Context *TradingContext
@ -116,7 +165,7 @@ type Trader struct {
}
func (t *Trader) Infof(format string, args ...interface{}) {
t.notifier.Infof(format, args...)
t.Notifier.Infof(format, args...)
}
func (t *Trader) Errorf(err error, format string, args ...interface{}) {
@ -129,27 +178,13 @@ func (t *Trader) Errorf(err error, format string, args ...interface{}) {
}
func (t *Trader) ReportTrade(trade *types.Trade) {
t.notifier.ReportTrade(trade)
t.Notifier.ReportTrade(trade)
}
func (t *Trader) ReportPnL() {
report := t.Context.ProfitAndLossCalculator.Calculate()
report.Print()
attachment := report.SlackAttachment()
_, _, err := t.Slack.PostMessageContext(context.Background(), t.TradingChannel,
slack.MsgOptionText(util.Render(
`:heavy_dollar_sign: Here is your *{{ .symbol }}* PnL report collected since *{{ .startTime }}*`,
map[string]interface{}{
"symbol": report.Symbol,
"startTime": report.StartTime.Format(time.RFC822),
}), true),
slack.MsgOptionAttachments(attachment))
if err != nil {
t.Errorf(err, "slack send error")
}
t.Notifier.ReportPnL(report)
}
func (t *Trader) SubmitOrder(ctx context.Context, order *types.Order) {