package cmd import ( "context" "fmt" "os" "strings" "time" "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/service" "github.com/c9s/bbgo/pkg/types" ) func init() { PnLCmd.Flags().String("session", "", "target exchange") PnLCmd.Flags().String("symbol", "", "trading symbol") PnLCmd.Flags().Bool("include-transfer", false, "convert transfer records into trades") 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() configFile, err := cmd.Flags().GetString("config") if err != nil { return err } if len(configFile) == 0 { return errors.New("--config option is required") } if _, err := os.Stat(configFile); os.IsNotExist(err) { return err } userConfig, err := bbgo.Load(configFile, false) if err != nil { return err } sessionName, err := cmd.Flags().GetString("session") if err != nil { return err } symbol, err := cmd.Flags().GetString("symbol") if err != nil { return err } if len(symbol) == 0 { return errors.New("--symbol [SYMBOL] is required") } limit, err := cmd.Flags().GetInt("limit") if err != nil { return err } environ := bbgo.NewEnvironment() if err := environ.ConfigureDatabase(ctx); err != nil { return err } if err := environ.ConfigureExchangeSessions(userConfig); err != nil { return err } session, ok := environ.Session(sessionName) if !ok { return fmt.Errorf("session %s not found", sessionName) } if err := environ.Sync(ctx) ; err != nil { return err } exchange := session.Exchange market, ok := session.Market(symbol) if !ok { return fmt.Errorf("market config %s not found", symbol) } since := time.Now().AddDate(-1, 0, 0) until := time.Now() includeTransfer, err := cmd.Flags().GetBool("include-transfer") if err != nil { return err } if includeTransfer { transferService, ok := exchange.(types.ExchangeTransferService) if !ok { return fmt.Errorf("session exchange %s does not implement transfer service", sessionName) } deposits, err := transferService.QueryDepositHistory(ctx, market.BaseCurrency, since, until) if err != nil { return err } _ = deposits withdrawals, err := transferService.QueryWithdrawHistory(ctx, market.BaseCurrency, since, until) if err != nil { return err } _ = withdrawals // we need the backtest klines for the daily prices backtestService := &service.BacktestService{DB: environ.DatabaseService.DB} if err := backtestService.SyncKLineByInterval(ctx, exchange, symbol, types.Interval1d, since, until); 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 }, }