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fix: output color output to stderr

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zenix 2022-06-13 12:08:08 +09:00
parent 28d01486ee
commit bf6726a529
2 changed files with 47 additions and 43 deletions
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8
config/ewo_dgtrd.yaml
View File

@ -28,15 +28,15 @@ exchangeStrategies:
# disable SL when long
disableLongStop: false
# CCI Stochastic Indicator high filter
ccistochFilterHigh: 80
cciStochFilterHigh: 80
# CCI Stochastic Indicator low filter
ccistochFilterLow: 20
cciStochFilterLow: 20
# ewo change rate histogram's upperbound filter
# set to 1 would intend to let all ewo pass
ewoChngFilterHigh: 1.
ewoChangeFilterHigh: 1.
# ewo change rate histogram's lowerbound filter
# set to 0 would intend to let all ewo pass
ewoChngFilterLow: 0.0
ewoChangeFilterLow: 0.0
# print record exit point in log messages
record: false

82
pkg/strategy/ewoDgtrd/strategy.go
View File

@ -5,6 +5,7 @@ import (
"errors"
"fmt"
"math"
"os"
"sync"
"github.com/fatih/color"
@ -34,15 +35,15 @@ type Strategy struct {
Stoploss fixedpoint.Value `json:"stoploss"`
Symbol string `json:"symbol"`
Interval types.Interval `json:"interval"`
UseEma bool `json:"useEma"` // use exponential ma or not
UseSma bool `json:"useSma"` // if UseEma == false, use simple ma or not
SignalWindow int `json:"sigWin"` // signal window
DisableShortStop bool `json:"disableShortStop"` // disable SL on short
DisableLongStop bool `json:"disableLongStop"` // disable SL on long
FilterHigh float64 `json:"ccistochFilterHigh"` // high filter for CCI Stochastic indicator
FilterLow float64 `json:"ccistochFilterLow"` // low filter for CCI Stochastic indicator
EwoChangeFilterHigh float64 `json:"ewoChngFilterHigh"` // high filter for ewo histogram
EwoChangeFilterLow float64 `json:"ewoChngFilterLow"` // low filter for ewo histogram
UseEma bool `json:"useEma"` // use exponential ma or not
UseSma bool `json:"useSma"` // if UseEma == false, use simple ma or not
SignalWindow int `json:"sigWin"` // signal window
DisableShortStop bool `json:"disableShortStop"` // disable SL on short
DisableLongStop bool `json:"disableLongStop"` // disable SL on long
FilterHigh float64 `json:"cciStochFilterHigh"` // high filter for CCI Stochastic indicator
FilterLow float64 `json:"cciStochFilterLow"` // low filter for CCI Stochastic indicator
EwoChangeFilterHigh float64 `json:"ewoChangeFilterHigh"` // high filter for ewo histogram
EwoChangeFilterLow float64 `json:"ewoChangeFilterLow"` // low filter for ewo histogram
Record bool `json:"record"` // print record messages on position exit point
@ -1238,13 +1239,16 @@ func (s *Strategy) Run(ctx context.Context, orderExecutor bbgo.OrderExecutor, se
s.CancelAll(ctx)
s.tradeCollector.Process()
color.HiBlue("---- Trade Report (Without Fee) ----")
color.HiBlue("TP:")
color.Blue("\tpeak / bottom with atr: %d, avg pnl rate: %f", counterTPfromPeak, percentAvgTPfromPeak)
color.Blue("\tCCI Stochastic: %d, avg pnl rate: %f", counterTPfromCCI, percentAvgTPfromCCI)
color.Blue("\tLongSignal/ShortSignal: %d, avg pnl rate: %f", counterTPfromLongShort, percentAvgTPfromLongShort)
color.Blue("\tma34 and Atrx2: %d, avg pnl rate: %f", counterTPfromAtr, percentAvgTPfromAtr)
color.Blue("\tActive Order: %d, avg pnl rate: %f", counterTPfromOrder, percentAvgTPfromOrder)
hiblue := color.New(color.FgHiBlue).FprintfFunc()
blue := color.New(color.FgBlue).FprintfFunc()
hiyellow := color.New(color.FgHiYellow).FprintfFunc()
hiblue(os.Stderr, "---- Trade Report (Without Fee) ----\n")
hiblue(os.Stderr, "TP:\n")
blue(os.Stderr, "\tpeak / bottom with atr: %d, avg pnl rate: %f\n", counterTPfromPeak, percentAvgTPfromPeak)
blue(os.Stderr, "\tCCI Stochastic: %d, avg pnl rate: %f\n", counterTPfromCCI, percentAvgTPfromCCI)
blue(os.Stderr, "\tLongSignal/ShortSignal: %d, avg pnl rate: %f\n", counterTPfromLongShort, percentAvgTPfromLongShort)
blue(os.Stderr, "\tma34 and Atrx2: %d, avg pnl rate: %f\n", counterTPfromAtr, percentAvgTPfromAtr)
blue(os.Stderr, "\tActive Order: %d, avg pnl rate: %f\n", counterTPfromOrder, percentAvgTPfromOrder)
totalTP := counterTPfromPeak + counterTPfromCCI + counterTPfromLongShort + counterTPfromAtr + counterTPfromOrder
avgProfit := (float64(counterTPfromPeak)*percentAvgTPfromPeak +
@ -1252,17 +1256,17 @@ func (s *Strategy) Run(ctx context.Context, orderExecutor bbgo.OrderExecutor, se
float64(counterTPfromLongShort)*percentAvgTPfromLongShort +
float64(counterTPfromAtr)*percentAvgTPfromAtr +
float64(counterTPfromOrder)*percentAvgTPfromOrder) / float64(totalTP)
color.HiBlue("\tSum: %d, avg pnl rate: %f", totalTP, avgProfit)
hiblue(os.Stderr, "\tSum: %d, avg pnl rate: %f\n", totalTP, avgProfit)
color.HiBlue("SL:")
color.Blue("\tentry SL: %d, avg pnl rate: -%f", counterSLfromSL, percentAvgSLfromSL)
color.Blue("\tActive Order: %d, avg pnl rate: -%f", counterSLfromOrder, percentAvgSLfromOrder)
hiblue(os.Stderr, "SL:\n")
blue(os.Stderr, "\tentry SL: %d, avg pnl rate: -%f\n", counterSLfromSL, percentAvgSLfromSL)
blue(os.Stderr, "\tActive Order: %d, avg pnl rate: -%f\n", counterSLfromOrder, percentAvgSLfromOrder)
totalSL := counterSLfromSL + counterSLfromOrder
avgLoss := (float64(counterSLfromSL)*percentAvgSLfromSL + float64(counterSLfromOrder)*percentAvgSLfromOrder) / float64(totalSL)
color.HiBlue("\tSum: %d, avg pnl rate: -%f", totalSL, avgLoss)
hiblue(os.Stderr, "\tSum: %d, avg pnl rate: -%f\n", totalSL, avgLoss)
color.HiBlue("WinRate: %f", float64(totalTP)/float64(totalTP+totalSL))
hiblue(os.Stderr, "WinRate: %f\n", float64(totalTP)/float64(totalTP+totalSL))
maString := "vwema"
if s.UseSma {
@ -1272,23 +1276,23 @@ func (s *Strategy) Run(ctx context.Context, orderExecutor bbgo.OrderExecutor, se
maString = "ema"
}
color.HiYellow("----- EWO Settings -------")
color.HiYellow("General:")
color.HiYellow("\tuseHeikinAshi: %v", s.UseHeikinAshi)
color.HiYellow("\tstoploss: %v", s.Stoploss)
color.HiYellow("\tsymbol: %s", s.Symbol)
color.HiYellow("\tinterval: %s", s.Interval)
color.HiYellow("\tMA type: %s", maString)
color.HiYellow("\tdisableShortStop: %v", s.DisableShortStop)
color.HiYellow("\tdisableLongStop: %v", s.DisableLongStop)
color.HiYellow("\trecord: %v", s.Record)
color.HiYellow("CCI Stochastic:")
color.HiYellow("\tccistochFilterHigh: %f", s.FilterHigh)
color.HiYellow("\tccistochFilterLow: %f", s.FilterLow)
color.HiYellow("Ewo && Ewo Histogram:")
color.HiYellow("\tsigWin: %d", s.SignalWindow)
color.HiYellow("\tewoChngFilterHigh: %f", s.EwoChangeFilterHigh)
color.HiYellow("\tewoChngFilterLow: %f", s.EwoChangeFilterLow)
hiyellow(os.Stderr, "----- EWO Settings -------\n")
hiyellow(os.Stderr, "General:\n")
hiyellow(os.Stderr, "\tuseHeikinAshi: %v\n", s.UseHeikinAshi)
hiyellow(os.Stderr, "\tstoploss: %v\n", s.Stoploss)
hiyellow(os.Stderr, "\tsymbol: %s\n", s.Symbol)
hiyellow(os.Stderr, "\tinterval: %s\n", s.Interval)
hiyellow(os.Stderr, "\tMA type: %s\n", maString)
hiyellow(os.Stderr, "\tdisableShortStop: %v\n", s.DisableShortStop)
hiyellow(os.Stderr, "\tdisableLongStop: %v\n", s.DisableLongStop)
hiyellow(os.Stderr, "\trecord: %v\n", s.Record)
hiyellow(os.Stderr, "CCI Stochastic:\n")
hiyellow(os.Stderr, "\tccistochFilterHigh: %f\n", s.FilterHigh)
hiyellow(os.Stderr, "\tccistochFilterLow: %f\n", s.FilterLow)
hiyellow(os.Stderr, "Ewo && Ewo Histogram:\n")
hiyellow(os.Stderr, "\tsigWin: %d\n", s.SignalWindow)
hiyellow(os.Stderr, "\tewoChngFilterHigh: %f\n", s.EwoChangeFilterHigh)
hiyellow(os.Stderr, "\tewoChngFilterLow: %f\n", s.EwoChangeFilterLow)
})
return nil
}