move profit struct into the types package

This commit is contained in:
c9s 2022-03-04 16:39:48 +08:00
parent 2bcd3fce45
commit 9e0df77a36
7 changed files with 408 additions and 348 deletions

View File

@ -1,343 +1,2 @@
package bbgo package bbgo
import (
"fmt"
"github.com/slack-go/slack"
"time"
"github.com/c9s/bbgo/pkg/fixedpoint"
"github.com/c9s/bbgo/pkg/types"
"github.com/c9s/bbgo/pkg/util"
)
// Profit struct stores the PnL information
type Profit struct {
Symbol string `json:"symbol"`
// Profit is the profit of this trade made. negative profit means loss.
Profit fixedpoint.Value `json:"profit" db:"profit"`
// NetProfit is (profit - trading fee)
NetProfit fixedpoint.Value `json:"netProfit" db:"net_profit"`
AverageCost fixedpoint.Value `json:"averageCost" db:"average_ost"`
TradeAmount fixedpoint.Value `json:"tradeAmount" db:"trade_amount"`
// ProfitMargin is a percentage of the profit and the capital amount
ProfitMargin fixedpoint.Value `json:"profitMargin" db:"profit_margin"`
// NetProfitMargin is a percentage of the net profit and the capital amount
NetProfitMargin fixedpoint.Value `json:"netProfitMargin" db:"net_profit_margin"`
QuoteCurrency string `json:"quoteCurrency" db:"quote_currency"`
BaseCurrency string `json:"baseCurrency" db:"base_currency"`
// FeeInUSD is the summed fee of this profit,
// you will need to convert the trade fee into USD since the fee currencies can be different.
FeeInUSD fixedpoint.Value `json:"feeInUSD" db:"fee_in_usd"`
Time time.Time `json:"time" db:"time"`
Strategy string `json:"strategy" db:"strategy"`
StrategyInstanceID string `json:"strategyInstanceID" db:"strategy_instance_id"`
}
func (p *Profit) SlackAttachment() slack.Attachment {
var color = pnlColor(p.Profit)
var title = fmt.Sprintf("%s PnL ", p.Symbol)
title += pnlEmojiMargin(p.Profit, p.ProfitMargin, defaultPnlLevelResolution) + " "
title += pnlSignString(p.Profit) + " " + p.QuoteCurrency
var fields []slack.AttachmentField
if !p.NetProfit.IsZero() {
fields = append(fields, slack.AttachmentField{
Title: "Net Profit",
Value: pnlSignString(p.NetProfit) + " " + p.QuoteCurrency,
Short: true,
})
}
if !p.ProfitMargin.IsZero() {
fields = append(fields, slack.AttachmentField{
Title: "Profit Margin",
Value: p.ProfitMargin.Percentage(),
Short: true,
})
}
if !p.NetProfitMargin.IsZero() {
fields = append(fields, slack.AttachmentField{
Title: "Net Profit Margin",
Value: p.NetProfitMargin.Percentage(),
Short: true,
})
}
if !p.TradeAmount.IsZero() {
fields = append(fields, slack.AttachmentField{
Title: "Trade Amount",
Value: p.TradeAmount.String() + " " + p.QuoteCurrency,
Short: true,
})
}
if !p.FeeInUSD.IsZero() {
fields = append(fields, slack.AttachmentField{
Title: "Fee In USD",
Value: p.FeeInUSD.String() + " USD",
Short: true,
})
}
if len(p.Strategy) != 0 {
fields = append(fields, slack.AttachmentField{
Title: "Strategy",
Value: p.Strategy,
Short: true,
})
}
return slack.Attachment{
Color: color,
Title: title,
Fields: fields,
// Footer: "",
}
}
func (p *Profit) PlainText() string {
var emoji string
if !p.ProfitMargin.IsZero() {
emoji = pnlEmojiMargin(p.Profit, p.ProfitMargin, defaultPnlLevelResolution)
} else {
emoji = pnlEmojiSimple(p.Profit)
}
return fmt.Sprintf("%s trade profit %s %s %s (%s), net profit =~ %s %s (%s)",
p.Symbol,
emoji,
p.Profit.String(), p.QuoteCurrency,
p.ProfitMargin.Percentage(),
p.NetProfit.String(), p.QuoteCurrency,
p.NetProfitMargin.Percentage(),
)
}
var lossEmoji = "🔥"
var profitEmoji = "💰"
var defaultPnlLevelResolution = fixedpoint.NewFromFloat(0.001)
func pnlColor(pnl fixedpoint.Value) string {
if pnl.Sign() > 0 {
return types.GreenColor
}
return types.RedColor
}
func pnlSignString(pnl fixedpoint.Value) string {
if pnl.Sign() > 0 {
return "+" + pnl.String()
}
return pnl.String()
}
func pnlEmojiSimple(pnl fixedpoint.Value) string {
if pnl.Sign() < 0 {
return lossEmoji
}
if pnl.IsZero() {
return ""
}
return profitEmoji
}
func pnlEmojiMargin(pnl, margin, resolution fixedpoint.Value) (out string) {
if margin.IsZero() {
return pnlEmojiSimple(pnl)
}
if pnl.Sign() < 0 {
out = lossEmoji
level := (margin.Neg()).Div(resolution).Int()
for i := 1; i < level; i++ {
out += lossEmoji
}
return out
}
if pnl.IsZero() {
return out
}
out = profitEmoji
level := margin.Div(resolution).Int()
for i := 1; i < level; i++ {
out += profitEmoji
}
return out
}
type ProfitStats struct {
Symbol string `json:"symbol"`
QuoteCurrency string `json:"quoteCurrency"`
BaseCurrency string `json:"baseCurrency"`
AccumulatedPnL fixedpoint.Value `json:"accumulatedPnL,omitempty"`
AccumulatedNetProfit fixedpoint.Value `json:"accumulatedNetProfit,omitempty"`
AccumulatedProfit fixedpoint.Value `json:"accumulatedProfit,omitempty"`
AccumulatedLoss fixedpoint.Value `json:"accumulatedLoss,omitempty"`
AccumulatedVolume fixedpoint.Value `json:"accumulatedVolume,omitempty"`
AccumulatedSince int64 `json:"accumulatedSince,omitempty"`
TodayPnL fixedpoint.Value `json:"todayPnL,omitempty"`
TodayNetProfit fixedpoint.Value `json:"todayNetProfit,omitempty"`
TodayProfit fixedpoint.Value `json:"todayProfit,omitempty"`
TodayLoss fixedpoint.Value `json:"todayLoss,omitempty"`
TodaySince int64 `json:"todaySince,omitempty"`
}
func (s *ProfitStats) Init(market types.Market) {
s.Symbol = market.Symbol
s.BaseCurrency = market.BaseCurrency
s.QuoteCurrency = market.QuoteCurrency
if s.AccumulatedSince == 0 {
s.AccumulatedSince = time.Now().Unix()
}
}
func (s *ProfitStats) AddProfit(profit Profit) {
s.AccumulatedPnL = s.AccumulatedPnL.Add(profit.Profit)
s.AccumulatedNetProfit = s.AccumulatedNetProfit.Add(profit.NetProfit)
s.TodayPnL = s.TodayPnL.Add(profit.Profit)
s.TodayNetProfit = s.TodayNetProfit.Add(profit.NetProfit)
if profit.Profit.Sign() < 0 {
s.AccumulatedLoss = s.AccumulatedLoss.Add(profit.Profit)
s.TodayLoss = s.TodayLoss.Add(profit.Profit)
} else if profit.Profit.Sign() > 0 {
s.AccumulatedProfit = s.AccumulatedLoss.Add(profit.Profit)
s.TodayProfit = s.TodayProfit.Add(profit.Profit)
}
}
func (s *ProfitStats) AddTrade(trade types.Trade) {
if s.IsOver24Hours() {
s.ResetToday()
}
s.AccumulatedVolume = s.AccumulatedVolume.Add(trade.Quantity)
}
func (s *ProfitStats) IsOver24Hours() bool {
return time.Since(time.Unix(s.TodaySince, 0)) > 24*time.Hour
}
func (s *ProfitStats) ResetToday() {
s.TodayPnL = fixedpoint.Zero
s.TodayNetProfit = fixedpoint.Zero
s.TodayProfit = fixedpoint.Zero
s.TodayLoss = fixedpoint.Zero
var beginningOfTheDay = util.BeginningOfTheDay(time.Now().Local())
s.TodaySince = beginningOfTheDay.Unix()
}
func (s *ProfitStats) PlainText() string {
since := time.Unix(s.AccumulatedSince, 0).Local()
return fmt.Sprintf("%s Profit Today\n"+
"Profit %s %s\n"+
"Net profit %s %s\n"+
"Trade Loss %s %s\n"+
"Summary:\n"+
"Accumulated Profit %s %s\n"+
"Accumulated Net Profit %s %s\n"+
"Accumulated Trade Loss %s %s\n"+
"Since %s",
s.Symbol,
s.TodayPnL.String(), s.QuoteCurrency,
s.TodayNetProfit.String(), s.QuoteCurrency,
s.TodayLoss.String(), s.QuoteCurrency,
s.AccumulatedPnL.String(), s.QuoteCurrency,
s.AccumulatedNetProfit.String(), s.QuoteCurrency,
s.AccumulatedLoss.String(), s.QuoteCurrency,
since.Format(time.RFC822),
)
}
func (s *ProfitStats) SlackAttachment() slack.Attachment {
var color = pnlColor(s.AccumulatedPnL)
var title = fmt.Sprintf("%s Accumulated PnL %s %s", s.Symbol, pnlSignString(s.AccumulatedPnL), s.QuoteCurrency)
since := time.Unix(s.AccumulatedSince, 0).Local()
title += " Since " + since.Format(time.RFC822)
var fields []slack.AttachmentField
if !s.TodayPnL.IsZero() {
fields = append(fields, slack.AttachmentField{
Title: "P&L Today",
Value: pnlSignString(s.TodayPnL) + " " + s.QuoteCurrency,
Short: true,
})
}
if !s.TodayProfit.IsZero() {
fields = append(fields, slack.AttachmentField{
Title: "Profit Today",
Value: pnlSignString(s.TodayProfit) + " " + s.QuoteCurrency,
Short: true,
})
}
if !s.TodayNetProfit.IsZero() {
fields = append(fields, slack.AttachmentField{
Title: "Net Profit Today",
Value: pnlSignString(s.TodayNetProfit) + " " + s.QuoteCurrency,
Short: true,
})
}
if !s.TodayLoss.IsZero() {
fields = append(fields, slack.AttachmentField{
Title: "Loss Today",
Value: pnlSignString(s.TodayLoss) + " " + s.QuoteCurrency,
Short: true,
})
}
if !s.AccumulatedPnL.IsZero() {
fields = append(fields, slack.AttachmentField{
Title: "Accumulated P&L",
Value: pnlSignString(s.AccumulatedPnL) + " " + s.QuoteCurrency,
})
}
if !s.AccumulatedProfit.IsZero() {
fields = append(fields, slack.AttachmentField{
Title: "Accumulated Profit",
Value: pnlSignString(s.AccumulatedProfit) + " " + s.QuoteCurrency,
})
}
if !s.AccumulatedNetProfit.IsZero() {
fields = append(fields, slack.AttachmentField{
Title: "Accumulated Net Profit",
Value: pnlSignString(s.AccumulatedNetProfit) + " " + s.QuoteCurrency,
})
}
if !s.AccumulatedLoss.IsZero() {
fields = append(fields, slack.AttachmentField{
Title: "Accumulated Loss",
Value: pnlSignString(s.AccumulatedLoss) + " " + s.QuoteCurrency,
})
}
return slack.Attachment{
Color: color,
Title: title,
Fields: fields,
// Footer: "",
}
}

59
pkg/service/profit.go Normal file
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@ -0,0 +1,59 @@
package service
import (
"context"
"github.com/jmoiron/sqlx"
"github.com/pkg/errors"
"github.com/c9s/bbgo/pkg/types"
)
type ProfitService struct {
DB *sqlx.DB
}
func NewProfitService(db *sqlx.DB) *ProfitService {
return &ProfitService{db}
}
func (s *ProfitService) Load(ctx context.Context, id int64) (*types.Trade, error) {
var trade types.Trade
rows, err := s.DB.NamedQuery("SELECT * FROM trades WHERE id = :id", map[string]interface{}{
"id": id,
})
if err != nil {
return nil, err
}
defer rows.Close()
if rows.Next() {
err = rows.StructScan(&trade)
return &trade, err
}
return nil, errors.Wrapf(ErrTradeNotFound, "trade id:%d not found", id)
}
func (s *ProfitService) scanRows(rows *sqlx.Rows) (trades []types.Trade, err error) {
for rows.Next() {
var trade types.Trade
if err := rows.StructScan(&trade); err != nil {
return trades, err
}
trades = append(trades, trade)
}
return trades, rows.Err()
}
func (s *ProfitService) Insert(trade types.Trade) error {
_, err := s.DB.NamedExec(`
INSERT INTO profits (id, exchange, symbol, trade_id, average_cost, profit, price, quantity, quote_quantity, side, traded_at, is_margin, is_futures, is_isolated)
VALUES (:id, :exchange, :order_id, :symbol, :price, :quantity, :quote_quantity, :side, :is_buyer, :is_maker, :fee, :fee_currency, :traded_at, :is_margin, :is_futures, :is_isolated)`,
trade)
return err
}

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@ -39,7 +39,7 @@ func init() {
type State struct { type State struct {
Position *types.Position `json:"position,omitempty"` Position *types.Position `json:"position,omitempty"`
ProfitStats bbgo.ProfitStats `json:"profitStats,omitempty"` ProfitStats types.ProfitStats `json:"profitStats,omitempty"`
} }
type BollingerSetting struct { type BollingerSetting struct {
@ -571,7 +571,7 @@ func (s *Strategy) Run(ctx context.Context, orderExecutor bbgo.OrderExecutor, se
s.tradeCollector = bbgo.NewTradeCollector(s.Symbol, s.state.Position, s.orderStore) s.tradeCollector = bbgo.NewTradeCollector(s.Symbol, s.state.Position, s.orderStore)
s.tradeCollector.OnProfit(func(trade types.Trade, profit fixedpoint.Value, netProfit fixedpoint.Value) { s.tradeCollector.OnProfit(func(trade types.Trade, profit fixedpoint.Value, netProfit fixedpoint.Value) {
log.Infof("generated profit: %v", profit) log.Infof("generated profit: %v", profit)
p := bbgo.Profit{ p := types.Profit{
Symbol: s.Symbol, Symbol: s.Symbol,
Profit: profit, Profit: profit,
NetProfit: netProfit, NetProfit: netProfit,

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@ -41,7 +41,7 @@ type State struct {
// [source Order ID] -> arbitrage order // [source Order ID] -> arbitrage order
ArbitrageOrders map[uint64]types.Order `json:"arbitrageOrders"` ArbitrageOrders map[uint64]types.Order `json:"arbitrageOrders"`
ProfitStats bbgo.ProfitStats `json:"profitStats,omitempty"` ProfitStats types.ProfitStats `json:"profitStats,omitempty"`
} }
type Strategy struct { type Strategy struct {

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@ -3,7 +3,6 @@ package xmaker
import ( import (
"sync" "sync"
"github.com/c9s/bbgo/pkg/bbgo"
"github.com/c9s/bbgo/pkg/fixedpoint" "github.com/c9s/bbgo/pkg/fixedpoint"
"github.com/c9s/bbgo/pkg/types" "github.com/c9s/bbgo/pkg/types"
) )
@ -15,7 +14,7 @@ type State struct {
} }
type ProfitStats struct { type ProfitStats struct {
bbgo.ProfitStats types.ProfitStats
lock sync.Mutex lock sync.Mutex
MakerExchange types.ExchangeName `json:"makerExchange"` MakerExchange types.ExchangeName `json:"makerExchange"`

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@ -763,7 +763,7 @@ func (s *Strategy) CrossRun(ctx context.Context, orderExecutionRouter bbgo.Order
} }
}) })
s.tradeCollector.OnProfit(func(trade types.Trade, profit fixedpoint.Value, netProfit fixedpoint.Value) { s.tradeCollector.OnProfit(func(trade types.Trade, profit fixedpoint.Value, netProfit fixedpoint.Value) {
p := bbgo.Profit{ p := types.Profit{
Symbol: s.Symbol, Symbol: s.Symbol,
Profit: profit, Profit: profit,
NetProfit: netProfit, NetProfit: netProfit,

343
pkg/types/profit.go Normal file
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@ -0,0 +1,343 @@
package types
import (
"fmt"
"time"
"github.com/slack-go/slack"
"github.com/c9s/bbgo/pkg/fixedpoint"
"github.com/c9s/bbgo/pkg/util"
)
// Profit struct stores the PnL information
type Profit struct {
Symbol string `json:"symbol"`
// Profit is the profit of this trade made. negative profit means loss.
Profit fixedpoint.Value `json:"profit" db:"profit"`
// NetProfit is (profit - trading fee)
NetProfit fixedpoint.Value `json:"netProfit" db:"net_profit"`
AverageCost fixedpoint.Value `json:"averageCost" db:"average_ost"`
TradeAmount fixedpoint.Value `json:"tradeAmount" db:"trade_amount"`
// ProfitMargin is a percentage of the profit and the capital amount
ProfitMargin fixedpoint.Value `json:"profitMargin" db:"profit_margin"`
// NetProfitMargin is a percentage of the net profit and the capital amount
NetProfitMargin fixedpoint.Value `json:"netProfitMargin" db:"net_profit_margin"`
QuoteCurrency string `json:"quoteCurrency" db:"quote_currency"`
BaseCurrency string `json:"baseCurrency" db:"base_currency"`
// FeeInUSD is the summed fee of this profit,
// you will need to convert the trade fee into USD since the fee currencies can be different.
FeeInUSD fixedpoint.Value `json:"feeInUSD" db:"fee_in_usd"`
Time time.Time `json:"time" db:"time"`
Strategy string `json:"strategy" db:"strategy"`
StrategyInstanceID string `json:"strategyInstanceID" db:"strategy_instance_id"`
}
func (p *Profit) SlackAttachment() slack.Attachment {
var color = pnlColor(p.Profit)
var title = fmt.Sprintf("%s PnL ", p.Symbol)
title += pnlEmojiMargin(p.Profit, p.ProfitMargin, defaultPnlLevelResolution) + " "
title += pnlSignString(p.Profit) + " " + p.QuoteCurrency
var fields []slack.AttachmentField
if !p.NetProfit.IsZero() {
fields = append(fields, slack.AttachmentField{
Title: "Net Profit",
Value: pnlSignString(p.NetProfit) + " " + p.QuoteCurrency,
Short: true,
})
}
if !p.ProfitMargin.IsZero() {
fields = append(fields, slack.AttachmentField{
Title: "Profit Margin",
Value: p.ProfitMargin.Percentage(),
Short: true,
})
}
if !p.NetProfitMargin.IsZero() {
fields = append(fields, slack.AttachmentField{
Title: "Net Profit Margin",
Value: p.NetProfitMargin.Percentage(),
Short: true,
})
}
if !p.TradeAmount.IsZero() {
fields = append(fields, slack.AttachmentField{
Title: "Trade Amount",
Value: p.TradeAmount.String() + " " + p.QuoteCurrency,
Short: true,
})
}
if !p.FeeInUSD.IsZero() {
fields = append(fields, slack.AttachmentField{
Title: "Fee In USD",
Value: p.FeeInUSD.String() + " USD",
Short: true,
})
}
if len(p.Strategy) != 0 {
fields = append(fields, slack.AttachmentField{
Title: "Strategy",
Value: p.Strategy,
Short: true,
})
}
return slack.Attachment{
Color: color,
Title: title,
Fields: fields,
// Footer: "",
}
}
func (p *Profit) PlainText() string {
var emoji string
if !p.ProfitMargin.IsZero() {
emoji = pnlEmojiMargin(p.Profit, p.ProfitMargin, defaultPnlLevelResolution)
} else {
emoji = pnlEmojiSimple(p.Profit)
}
return fmt.Sprintf("%s trade profit %s %s %s (%s), net profit =~ %s %s (%s)",
p.Symbol,
emoji,
p.Profit.String(), p.QuoteCurrency,
p.ProfitMargin.Percentage(),
p.NetProfit.String(), p.QuoteCurrency,
p.NetProfitMargin.Percentage(),
)
}
var lossEmoji = "🔥"
var profitEmoji = "💰"
var defaultPnlLevelResolution = fixedpoint.NewFromFloat(0.001)
func pnlColor(pnl fixedpoint.Value) string {
if pnl.Sign() > 0 {
return GreenColor
}
return RedColor
}
func pnlSignString(pnl fixedpoint.Value) string {
if pnl.Sign() > 0 {
return "+" + pnl.String()
}
return pnl.String()
}
func pnlEmojiSimple(pnl fixedpoint.Value) string {
if pnl.Sign() < 0 {
return lossEmoji
}
if pnl.IsZero() {
return ""
}
return profitEmoji
}
func pnlEmojiMargin(pnl, margin, resolution fixedpoint.Value) (out string) {
if margin.IsZero() {
return pnlEmojiSimple(pnl)
}
if pnl.Sign() < 0 {
out = lossEmoji
level := (margin.Neg()).Div(resolution).Int()
for i := 1; i < level; i++ {
out += lossEmoji
}
return out
}
if pnl.IsZero() {
return out
}
out = profitEmoji
level := margin.Div(resolution).Int()
for i := 1; i < level; i++ {
out += profitEmoji
}
return out
}
type ProfitStats struct {
Symbol string `json:"symbol"`
QuoteCurrency string `json:"quoteCurrency"`
BaseCurrency string `json:"baseCurrency"`
AccumulatedPnL fixedpoint.Value `json:"accumulatedPnL,omitempty"`
AccumulatedNetProfit fixedpoint.Value `json:"accumulatedNetProfit,omitempty"`
AccumulatedProfit fixedpoint.Value `json:"accumulatedProfit,omitempty"`
AccumulatedLoss fixedpoint.Value `json:"accumulatedLoss,omitempty"`
AccumulatedVolume fixedpoint.Value `json:"accumulatedVolume,omitempty"`
AccumulatedSince int64 `json:"accumulatedSince,omitempty"`
TodayPnL fixedpoint.Value `json:"todayPnL,omitempty"`
TodayNetProfit fixedpoint.Value `json:"todayNetProfit,omitempty"`
TodayProfit fixedpoint.Value `json:"todayProfit,omitempty"`
TodayLoss fixedpoint.Value `json:"todayLoss,omitempty"`
TodaySince int64 `json:"todaySince,omitempty"`
}
func (s *ProfitStats) Init(market Market) {
s.Symbol = market.Symbol
s.BaseCurrency = market.BaseCurrency
s.QuoteCurrency = market.QuoteCurrency
if s.AccumulatedSince == 0 {
s.AccumulatedSince = time.Now().Unix()
}
}
func (s *ProfitStats) AddProfit(profit Profit) {
s.AccumulatedPnL = s.AccumulatedPnL.Add(profit.Profit)
s.AccumulatedNetProfit = s.AccumulatedNetProfit.Add(profit.NetProfit)
s.TodayPnL = s.TodayPnL.Add(profit.Profit)
s.TodayNetProfit = s.TodayNetProfit.Add(profit.NetProfit)
if profit.Profit.Sign() < 0 {
s.AccumulatedLoss = s.AccumulatedLoss.Add(profit.Profit)
s.TodayLoss = s.TodayLoss.Add(profit.Profit)
} else if profit.Profit.Sign() > 0 {
s.AccumulatedProfit = s.AccumulatedLoss.Add(profit.Profit)
s.TodayProfit = s.TodayProfit.Add(profit.Profit)
}
}
func (s *ProfitStats) AddTrade(trade Trade) {
if s.IsOver24Hours() {
s.ResetToday()
}
s.AccumulatedVolume = s.AccumulatedVolume.Add(trade.Quantity)
}
func (s *ProfitStats) IsOver24Hours() bool {
return time.Since(time.Unix(s.TodaySince, 0)) > 24*time.Hour
}
func (s *ProfitStats) ResetToday() {
s.TodayPnL = fixedpoint.Zero
s.TodayNetProfit = fixedpoint.Zero
s.TodayProfit = fixedpoint.Zero
s.TodayLoss = fixedpoint.Zero
var beginningOfTheDay = util.BeginningOfTheDay(time.Now().Local())
s.TodaySince = beginningOfTheDay.Unix()
}
func (s *ProfitStats) PlainText() string {
since := time.Unix(s.AccumulatedSince, 0).Local()
return fmt.Sprintf("%s Profit Today\n"+
"Profit %s %s\n"+
"Net profit %s %s\n"+
"Trade Loss %s %s\n"+
"Summary:\n"+
"Accumulated Profit %s %s\n"+
"Accumulated Net Profit %s %s\n"+
"Accumulated Trade Loss %s %s\n"+
"Since %s",
s.Symbol,
s.TodayPnL.String(), s.QuoteCurrency,
s.TodayNetProfit.String(), s.QuoteCurrency,
s.TodayLoss.String(), s.QuoteCurrency,
s.AccumulatedPnL.String(), s.QuoteCurrency,
s.AccumulatedNetProfit.String(), s.QuoteCurrency,
s.AccumulatedLoss.String(), s.QuoteCurrency,
since.Format(time.RFC822),
)
}
func (s *ProfitStats) SlackAttachment() slack.Attachment {
var color = pnlColor(s.AccumulatedPnL)
var title = fmt.Sprintf("%s Accumulated PnL %s %s", s.Symbol, pnlSignString(s.AccumulatedPnL), s.QuoteCurrency)
since := time.Unix(s.AccumulatedSince, 0).Local()
title += " Since " + since.Format(time.RFC822)
var fields []slack.AttachmentField
if !s.TodayPnL.IsZero() {
fields = append(fields, slack.AttachmentField{
Title: "P&L Today",
Value: pnlSignString(s.TodayPnL) + " " + s.QuoteCurrency,
Short: true,
})
}
if !s.TodayProfit.IsZero() {
fields = append(fields, slack.AttachmentField{
Title: "Profit Today",
Value: pnlSignString(s.TodayProfit) + " " + s.QuoteCurrency,
Short: true,
})
}
if !s.TodayNetProfit.IsZero() {
fields = append(fields, slack.AttachmentField{
Title: "Net Profit Today",
Value: pnlSignString(s.TodayNetProfit) + " " + s.QuoteCurrency,
Short: true,
})
}
if !s.TodayLoss.IsZero() {
fields = append(fields, slack.AttachmentField{
Title: "Loss Today",
Value: pnlSignString(s.TodayLoss) + " " + s.QuoteCurrency,
Short: true,
})
}
if !s.AccumulatedPnL.IsZero() {
fields = append(fields, slack.AttachmentField{
Title: "Accumulated P&L",
Value: pnlSignString(s.AccumulatedPnL) + " " + s.QuoteCurrency,
})
}
if !s.AccumulatedProfit.IsZero() {
fields = append(fields, slack.AttachmentField{
Title: "Accumulated Profit",
Value: pnlSignString(s.AccumulatedProfit) + " " + s.QuoteCurrency,
})
}
if !s.AccumulatedNetProfit.IsZero() {
fields = append(fields, slack.AttachmentField{
Title: "Accumulated Net Profit",
Value: pnlSignString(s.AccumulatedNetProfit) + " " + s.QuoteCurrency,
})
}
if !s.AccumulatedLoss.IsZero() {
fields = append(fields, slack.AttachmentField{
Title: "Accumulated Loss",
Value: pnlSignString(s.AccumulatedLoss) + " " + s.QuoteCurrency,
})
}
return slack.Attachment{
Color: color,
Title: title,
Fields: fields,
// Footer: "",
}
}