aggregate total profit and total unrealized profit

pkg/backtest/report.go

@@ -39,6 +39,10 @@ type SummaryReport struct {
 	InitialTotalBalances types.BalanceMap `json:"initialTotalBalances"`
 	FinalTotalBalances   types.BalanceMap `json:"finalTotalBalances"`
 
+	// TotalProfit is the profit aggregated from the symbol reports
+	TotalProfit           fixedpoint.Value `json:"totalProfit,omitempty"`
+	TotalUnrealizedProfit fixedpoint.Value `json:"totalUnrealizedProfit,omitempty"`
+
 	SymbolReports []SessionSymbolReport `json:"symbolReports,omitempty"`
 
 	Manifests Manifests `json:"manifests,omitempty"`

pkg/cmd/backtest.go

@@ -492,6 +492,8 @@ var BacktestCmd = &cobra.Command{
 
 				summaryReport.Symbols = append(summaryReport.Symbols, symbol)
 				summaryReport.SymbolReports = append(summaryReport.SymbolReports, *symbolReport)
+				summaryReport.TotalProfit = symbolReport.PnL.Profit
+				summaryReport.TotalUnrealizedProfit = symbolReport.PnL.UnrealizedProfit
 
 				// write report to a file
 				if generatingReport {
@@ -500,24 +502,32 @@ var BacktestCmd = &cobra.Command{
 						return err
 					}
 				}
-
-				symbolReport.Print(wantBaseAssetBaseline)
 			}
 		}
 
-		if generatingReport && reportFileInSubDir {
+		if generatingReport {
 			summaryReportFile := filepath.Join(reportDir, "summary.json")
+
+			// output summary report filepath to stdout, so that our optimizer can read from it
+			fmt.Println(summaryReportFile)
+
 			if err := util.WriteJsonFile(summaryReportFile, summaryReport); err != nil {
 				return err
 			}
 
 			// append report index
-			if err := backtest.AddReportIndexRun(outputDirectory, backtest.Run{
-				ID:     runID,
-				Config: userConfig,
-				Time:   time.Now(),
-			}); err != nil {
-				return err
+			if reportFileInSubDir {
+				if err := backtest.AddReportIndexRun(outputDirectory, backtest.Run{
+					ID:     runID,
+					Config: userConfig,
+					Time:   time.Now(),
+				}); err != nil {
+					return err
+				}
+			}
+		} else {
+			for _, symbolReport := range summaryReport.SymbolReports {
+				symbolReport.Print(wantBaseAssetBaseline)
 			}
 		}
 

pkg/optimizer/local.go

@@ -44,8 +44,7 @@ func (e *LocalProcessExecutor) Execute(configJson []byte) error {
 	}
 
 	c := exec.Command(e.Bin, "backtest", "--config", tf.Name(), "--output", e.OutputDir, "--subdir")
-	log.Infof("cmd: %+v", c)
-
+	// c.Output()
 	if e.CombineOutput {
 		c.Stdout = os.Stdout
 		c.Stderr = os.Stderr

pkg/types/balance.go

@@ -6,6 +6,8 @@ import (
 	"strings"
 	"time"
 
+	log "github.com/sirupsen/logrus"
+
 	"github.com/c9s/bbgo/pkg/fixedpoint"
 )
 
@@ -60,7 +62,6 @@ func (b Balance) String() (o string) {
 	return o
 }
 
-
 type BalanceSnapshot struct {
 	Balances BalanceMap `json:"balances"`
 	Session  string     `json:"session"`
@@ -191,15 +192,16 @@ func (m BalanceMap) Print() {
 			continue
 		}
 
-		fmt.Printf(" %s: %v", balance.Currency, balance.Available)
+		o := fmt.Sprintf(" %s: %v", balance.Currency, balance.Available)
 		if balance.Locked.Sign() > 0 {
-			fmt.Printf(" (locked %v)", balance.Locked)
+			o += fmt.Sprintf(" (locked %v)", balance.Locked)
 		}
 
 		if balance.Borrowed.Sign() > 0 {
-			fmt.Printf(" (borrowed %v)", balance.Borrowed)
+			o += fmt.Sprintf(" (borrowed %v)", balance.Borrowed)
 		}
-		fmt.Println()
+
+		log.Infoln(o)
 	}
 }