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strategy/supertrend: add accumulated profit SMA report

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This commit is contained in:
Andy Cheng 2022-08-03 14:04:30 +08:00
parent b16abee6e4
commit dc9ecdd6ca
1 changed files with 37 additions and 0 deletions
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37
pkg/strategy/supertrend/strategy.go
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@ -1,8 +1,10 @@
package supertrend package supertrend
import ( import (
"bufio"
"context" "context"
"fmt" "fmt"
"github.com/fatih/color"
"os" "os"
"sync" "sync"
@ -84,6 +86,12 @@ type Strategy struct {
// StrategyController // StrategyController
bbgo.StrategyController bbgo.StrategyController
// Accumulated profit report
accumulatedProfit fixedpoint.Value
accumulatedProfitMA *indicator.SMA
// AccumulatedProfitMAWindow Accumulated profit SMA window
AccumulatedProfitMAWindow int `json:"accumulatedProfitMAWindow"`
} }
func (s *Strategy) ID() string { func (s *Strategy) ID() string {
@ -264,6 +272,18 @@ func (s *Strategy) calculateQuantity(currentPrice fixedpoint.Value) fixedpoint.V
return quantity return quantity
} }
// PrintResult prints accumulated profit status
func (s *Strategy) PrintResult(o *os.File) {
f := bufio.NewWriter(o)
defer f.Flush()
hiyellow := color.New(color.FgHiYellow).FprintfFunc()
hiyellow(f, "------ %s Results ------\n", s.InstanceID())
hiyellow(f, "Symbol: %v\n", s.Symbol)
hiyellow(f, "Accumulated Profit: %v\n", s.accumulatedProfit)
hiyellow(f, "Accumulated Profit %dMA: %f\n", s.AccumulatedProfitMAWindow, s.accumulatedProfitMA.Last())
hiyellow(f, "\n")
}
func (s *Strategy) Run(ctx context.Context, orderExecutor bbgo.OrderExecutor, session *bbgo.ExchangeSession) error { func (s *Strategy) Run(ctx context.Context, orderExecutor bbgo.OrderExecutor, session *bbgo.ExchangeSession) error {
s.session = session s.session = session
@ -305,6 +325,20 @@ func (s *Strategy) Run(ctx context.Context, orderExecutor bbgo.OrderExecutor, se
s.orderExecutor.BindTradeStats(s.TradeStats) s.orderExecutor.BindTradeStats(s.TradeStats)
s.orderExecutor.Bind() s.orderExecutor.Bind()
// Accumulated profit report
if s.AccumulatedProfitMAWindow <= 0 {
s.AccumulatedProfitMAWindow = 60
}
s.accumulatedProfitMA = &indicator.SMA{IntervalWindow: types.IntervalWindow{Interval: s.Interval, Window: s.AccumulatedProfitMAWindow}}
s.orderExecutor.TradeCollector().OnProfit(func(trade types.Trade, profit *types.Profit) {
if profit == nil {
return
}
s.accumulatedProfit = s.accumulatedProfit.Add(profit.Profit)
s.accumulatedProfitMA.Update(s.accumulatedProfit.Float64())
})
// Sync position to redis on trade // Sync position to redis on trade
s.orderExecutor.TradeCollector().OnPositionUpdate(func(position *types.Position) { s.orderExecutor.TradeCollector().OnPositionUpdate(func(position *types.Position) {
bbgo.Sync(s) bbgo.Sync(s)
@ -409,6 +443,9 @@ func (s *Strategy) Run(ctx context.Context, orderExecutor bbgo.OrderExecutor, se
bbgo.OnShutdown(func(ctx context.Context, wg *sync.WaitGroup) { bbgo.OnShutdown(func(ctx context.Context, wg *sync.WaitGroup) {
defer wg.Done() defer wg.Done()
// Print accumulated profit report
defer s.PrintResult(os.Stdout)
_ = s.orderExecutor.GracefulCancel(ctx) _ = s.orderExecutor.GracefulCancel(ctx)
_, _ = fmt.Fprintln(os.Stderr, s.TradeStats.String()) _, _ = fmt.Fprintln(os.Stderr, s.TradeStats.String())
}) })