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improve/supertrend: Switch of outputting patameters in profit report

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Andy Cheng 2023-07-17 11:19:10 +08:00
parent 6b55936e62
commit bc4eae5e39
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2 changed files with 4 additions and 1 deletions
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1
config/supertrend.yaml
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@ -120,3 +120,4 @@ exchangeStrategies:
profitMAWindow: 60 profitMAWindow: 60
shortTermProfitWindow: 14 shortTermProfitWindow: 14
tsvReportPath: res.tsv tsvReportPath: res.tsv
trackParameters: false

4
pkg/strategy/supertrend/strategy.go
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@ -39,7 +39,9 @@ type Strategy struct {
ProfitStats *types.ProfitStats `persistence:"profit_stats"` ProfitStats *types.ProfitStats `persistence:"profit_stats"`
TradeStats *types.TradeStats `persistence:"trade_stats"` TradeStats *types.TradeStats `persistence:"trade_stats"`
// ProfitStatsTracker tracks profit related status and generates report
ProfitStatsTracker *report.ProfitStatsTracker `json:"profitStatsTracker"` ProfitStatsTracker *report.ProfitStatsTracker `json:"profitStatsTracker"`
TrackParameters bool `json:"trackParameters"`
// Symbol is the market symbol you want to trade // Symbol is the market symbol you want to trade
Symbol string `json:"symbol"` Symbol string `json:"symbol"`
@ -362,7 +364,7 @@ func (s *Strategy) Run(ctx context.Context, orderExecutor bbgo.OrderExecutor, se
} }
// Add strategy parameters to report // Add strategy parameters to report
if s.ProfitStatsTracker.AccumulatedProfitReport != nil { if s.TrackParameters && s.ProfitStatsTracker.AccumulatedProfitReport != nil {
s.ProfitStatsTracker.AccumulatedProfitReport.AddStrategyParameter("window", fmt.Sprintf("%d", s.Window)) s.ProfitStatsTracker.AccumulatedProfitReport.AddStrategyParameter("window", fmt.Sprintf("%d", s.Window))
s.ProfitStatsTracker.AccumulatedProfitReport.AddStrategyParameter("multiplier", fmt.Sprintf("%f", s.SupertrendMultiplier)) s.ProfitStatsTracker.AccumulatedProfitReport.AddStrategyParameter("multiplier", fmt.Sprintf("%f", s.SupertrendMultiplier))
s.ProfitStatsTracker.AccumulatedProfitReport.AddStrategyParameter("fastDEMA", fmt.Sprintf("%d", s.FastDEMAWindow)) s.ProfitStatsTracker.AccumulatedProfitReport.AddStrategyParameter("fastDEMA", fmt.Sprintf("%d", s.FastDEMAWindow))