package cmd import ( "context" "strings" "github.com/pkg/errors" log "github.com/sirupsen/logrus" "github.com/spf13/cobra" "github.com/c9s/bbgo/pkg/accounting" "github.com/c9s/bbgo/pkg/accounting/pnl" "github.com/c9s/bbgo/pkg/bbgo" "github.com/c9s/bbgo/pkg/cmd/cmdutil" "github.com/c9s/bbgo/pkg/service" "github.com/c9s/bbgo/pkg/types" ) func init() { PnLCmd.Flags().String("exchange", "", "target exchange") PnLCmd.Flags().String("symbol", "BTCUSDT", "trading symbol") PnLCmd.Flags().Int("limit", 500, "number of trades") RootCmd.AddCommand(PnLCmd) } var PnLCmd = &cobra.Command{ Use: "pnl", Short: "pnl calculator", SilenceUsage: true, RunE: func(cmd *cobra.Command, args []string) error { ctx := context.Background() exchangeNameStr, err := cmd.Flags().GetString("exchange") if err != nil { return err } exchangeName, err := types.ValidExchangeName(exchangeNameStr) if err != nil { return err } symbol, err := cmd.Flags().GetString("symbol") if err != nil { return err } limit, err := cmd.Flags().GetInt("limit") if err != nil { return err } exchange, err := cmdutil.NewExchange(exchangeName) if err != nil { return err } environ := bbgo.NewEnvironment() if err := configureDB(ctx, environ) ; err != nil { return err } var trades []types.Trade tradingFeeCurrency := exchange.PlatformFeeCurrency() if strings.HasPrefix(symbol, tradingFeeCurrency) { log.Infof("loading all trading fee currency related trades: %s", symbol) trades, err = environ.TradeService.QueryForTradingFeeCurrency(exchange.Name(), symbol, tradingFeeCurrency) } else { trades, err = environ.TradeService.Query(service.QueryTradesOptions{ Exchange: exchange.Name(), Symbol: symbol, Limit: limit, }) } if err != nil { return err } log.Infof("%d trades loaded", len(trades)) stockManager := &accounting.StockDistribution{ Symbol: symbol, TradingFeeCurrency: tradingFeeCurrency, } checkpoints, err := stockManager.AddTrades(trades) if err != nil { return err } log.Infof("found checkpoints: %+v", checkpoints) log.Infof("stock: %f", stockManager.Stocks.Quantity()) tickers, err := exchange.QueryTickers(ctx, symbol) if err != nil { return err } currentTick, ok := tickers[symbol] if !ok { return errors.New("no ticker data for current price") } currentPrice := currentTick.Last calculator := &pnl.AverageCostCalculator{ TradingFeeCurrency: tradingFeeCurrency, } report := calculator.Calculate(symbol, trades, currentPrice) report.Print() return nil }, }