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strategy/supertrend: add net profit

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This commit is contained in:
Andy Cheng 2023-05-08 13:43:25 +08:00
parent 4b2c5198fa
commit b148a02491
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GPG Key ID: 936427CF651A9D28
1 changed files with 3 additions and 2 deletions
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5
pkg/strategy/supertrend/strategy.go
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@ -139,7 +139,7 @@ func (r *AccumulatedProfitReport) Output(symbol string) {
}
defer tsvwiter.Close()
// Output symbol, total acc. profit, acc. profit 60MA, interval acc. profit, fee, win rate, profit factor
_ = tsvwiter.Write([]string{"#", "Symbol", "accumulatedProfit", "accumulatedProfitMA", fmt.Sprintf("%dd profit", r.AccumulatedDailyProfitWindow), "accumulatedFee", "winRatio", "profitFactor", "60D trades", "Window", "Multiplier", "FastDEMA", "SlowDEMA", "LinReg"})
_ = tsvwiter.Write([]string{"#", "Symbol", "accumulatedProfit", "accumulatedProfitMA", fmt.Sprintf("%dd profit", r.AccumulatedDailyProfitWindow), "accumulatedFee", "accumulatedNetProfit", "winRatio", "profitFactor", "60D trades", "Window", "Multiplier", "FastDEMA", "SlowDEMA", "LinReg"})
for i := 0; i <= r.NumberOfInterval-1; i++ {
accumulatedProfit := r.accumulatedProfitPerDay.Index(r.IntervalWindow * i)
accumulatedProfitStr := fmt.Sprintf("%f", accumulatedProfit)
@ -148,6 +148,7 @@ func (r *AccumulatedProfitReport) Output(symbol string) {
intervalAccumulatedProfit := r.dailyProfit.Tail(r.AccumulatedDailyProfitWindow+r.IntervalWindow*i).Sum() - r.dailyProfit.Tail(r.IntervalWindow*i).Sum()
intervalAccumulatedProfitStr := fmt.Sprintf("%f", intervalAccumulatedProfit)
accumulatedFee := fmt.Sprintf("%f", r.accumulatedFeePerDay.Index(r.IntervalWindow*i))
accumulatedNetProfit := fmt.Sprintf("%f", accumulatedProfit-r.accumulatedFeePerDay.Index(r.IntervalWindow*i))
winRatio := fmt.Sprintf("%f", r.winRatioPerDay.Index(r.IntervalWindow*i))
profitFactor := fmt.Sprintf("%f", r.profitFactorPerDay.Index(r.IntervalWindow*i))
trades := r.dailyTrades.Tail(60+r.IntervalWindow*i).Sum() - r.dailyTrades.Tail(r.IntervalWindow*i).Sum()
@ -158,7 +159,7 @@ func (r *AccumulatedProfitReport) Output(symbol string) {
slowDEMAStr := fmt.Sprintf("%d", r.s.SlowDEMAWindow)
linRegStr := fmt.Sprintf("%d", r.s.LinearRegression.Window)
_ = tsvwiter.Write([]string{fmt.Sprintf("%d", i+1), symbol, accumulatedProfitStr, accumulatedProfitMAStr, intervalAccumulatedProfitStr, accumulatedFee, winRatio, profitFactor, tradesStr, windowStr, multiplierStr, fastDEMAStr, slowDEMAStr, linRegStr})
_ = tsvwiter.Write([]string{fmt.Sprintf("%d", i+1), symbol, accumulatedProfitStr, accumulatedProfitMAStr, intervalAccumulatedProfitStr, accumulatedFee, accumulatedNetProfit, winRatio, profitFactor, tradesStr, windowStr, multiplierStr, fastDEMAStr, slowDEMAStr, linRegStr})
}
}
}