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strategy/supertrend: output acc. profit report to tsv file

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This commit is contained in:
Andy Cheng 2022-08-16 14:42:04 +08:00
parent 5fdbd7bba3
commit f7feb7e0fc
1 changed files with 15 additions and 0 deletions
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15
pkg/strategy/supertrend/strategy.go
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@ -3,6 +3,7 @@ package supertrend
import (
"bufio"
"context"
"encoding/csv"
"fmt"
"github.com/c9s/bbgo/pkg/risk"
"github.com/fatih/color"
@ -100,6 +101,8 @@ type Strategy struct {
lastDayAccumulatedProfit fixedpoint.Value
// AccumulatedProfitLastPeriodWindow Last period window of accumulated profit
AccumulatedProfitLastPeriodWindow int `json:"accumulatedProfitLastPeriodWindow"`
// AccumulatedProfitReportTsv outputs acc. profit report to specified tsv file
AccumulatedProfitReportTsv string `json:"accumulatedProfitReportTsv"`
}
func (s *Strategy) ID() string {
@ -307,6 +310,18 @@ func (s *Strategy) PrintResult(o *os.File) {
hiyellow(f, "Accumulated Profit %dMA: %f\n", s.AccumulatedProfitMAWindow, s.accumulatedProfitMA.Last())
hiyellow(f, "Last %d day(s) Accumulated Profit: %f\n", s.AccumulatedProfitLastPeriodWindow, s.dailyAccumulatedProfits.Sum())
hiyellow(f, "\n")
if s.AccumulatedProfitReportTsv != "" {
tf, err := os.OpenFile(s.AccumulatedProfitReportTsv, os.O_APPEND|os.O_WRONLY|os.O_CREATE, 0644)
if err != nil {
panic(err)
}
defer tf.Close()
csvwiter := csv.NewWriter(tf)
csvwiter.Comma = '\t'
defer csvwiter.Flush()
csvwiter.Write([]string{s.Symbol, s.accumulatedProfit.String(), fmt.Sprintf("%f", s.accumulatedProfitMA.Last()), fmt.Sprintf("%f", s.dailyAccumulatedProfits.Sum())})
}
}
func (s *Strategy) Run(ctx context.Context, orderExecutor bbgo.OrderExecutor, session *bbgo.ExchangeSession) error {