package cmd import ( "context" "strings" "time" "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/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().String("since", "", "pnl since time") 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 } exchange, err := cmdutil.NewExchange(exchangeName) if err != nil { return err } db, err := cmdutil.ConnectMySQL() if err != nil { return err } since, err := cmd.Flags().GetString("since") if err != nil { return err } // default start time var startTime = time.Now().AddDate(0, -3, 0) if len(since) > 0 { loc, err := time.LoadLocation("Asia/Taipei") if err != nil { return err } startTime, err = time.ParseInLocation("2006-01-02", since, loc) if err != nil { return err } } tradeService := &service.TradeService{DB: db} orderService := &service.OrderService{DB: db} syncService := &service.SyncService{ TradeService: tradeService, OrderService: orderService, } logrus.Info("syncing trades from exchange...") if err := syncService.SyncTrades(ctx, exchange, symbol, startTime); err != nil { return err } logrus.Info("syncing orders from exchange...") if err := syncService.SyncOrders(ctx, exchange, symbol, startTime); err != nil { return err } var trades []types.Trade tradingFeeCurrency := exchange.PlatformFeeCurrency() if strings.HasPrefix(symbol, tradingFeeCurrency) { logrus.Infof("loading all trading fee currency related trades: %s", symbol) trades, err = tradeService.QueryForTradingFeeCurrency(exchange.Name(), symbol, tradingFeeCurrency) } else { trades, err = tradeService.Query(exchange.Name(), symbol) } if err != nil { return err } logrus.Infof("%d trades loaded", len(trades)) stockManager := &accounting.StockDistribution{ Symbol: symbol, TradingFeeCurrency: tradingFeeCurrency, } checkpoints, err := stockManager.AddTrades(trades) if err != nil { return err } logrus.Infof("found checkpoints: %+v", checkpoints) logrus.Infof("stock: %f", stockManager.Stocks.Quantity()) currentPrice, err := exchange.QueryAveragePrice(ctx, symbol) calculator := &pnl.AverageCostCalculator{ TradingFeeCurrency: tradingFeeCurrency, } report := calculator.Calculate(symbol, trades, currentPrice) report.Print() return nil }, }