bbgo_origin/pkg/strategy/elliottwave/draw.go

138 lines
3.9 KiB
Go

package elliottwave
import (
"bytes"
"fmt"
"os"
"github.com/c9s/bbgo/pkg/bbgo"
"github.com/c9s/bbgo/pkg/interact"
"github.com/c9s/bbgo/pkg/types"
"github.com/wcharczuk/go-chart/v2"
)
func (s *Strategy) InitDrawCommands(store *bbgo.SerialMarketDataStore, profit, cumProfit types.Series) {
bbgo.RegisterCommand("/draw", "Draw Indicators", func(reply interact.Reply) {
go func() {
canvas := s.DrawIndicators(store)
if canvas == nil {
reply.Send("cannot render indicators")
return
}
var buffer bytes.Buffer
if err := canvas.Render(chart.PNG, &buffer); err != nil {
log.WithError(err).Errorf("cannot render indicators in ewo")
return
}
bbgo.SendPhoto(&buffer)
}()
})
bbgo.RegisterCommand("/pnl", "Draw PNL(%) per trade", func(reply interact.Reply) {
go func() {
canvas := s.DrawPNL(profit)
var buffer bytes.Buffer
if err := canvas.Render(chart.PNG, &buffer); err != nil {
log.WithError(err).Errorf("cannot render pnl in ewo")
return
}
bbgo.SendPhoto(&buffer)
}()
})
bbgo.RegisterCommand("/cumpnl", "Draw Cummulative PNL(Quote)", func(reply interact.Reply) {
go func() {
canvas := s.DrawCumPNL(cumProfit)
var buffer bytes.Buffer
if err := canvas.Render(chart.PNG, &buffer); err != nil {
log.WithError(err).Errorf("cannot render cumpnl in ewo")
return
}
bbgo.SendPhoto(&buffer)
}()
})
}
func (s *Strategy) DrawIndicators(store *bbgo.SerialMarketDataStore) *types.Canvas {
time := types.Time(s.startTime)
canvas := types.NewCanvas(s.InstanceID(), s.Interval)
Length := s.priceLines.Length()
if Length > 300 {
Length = 300
}
log.Infof("draw indicators with %d data", Length)
mean := s.priceLines.Mean(Length)
high := s.priceLines.Highest(Length)
low := s.priceLines.Lowest(Length)
ehigh := types.Highest(s.ewo, Length)
elow := types.Lowest(s.ewo, Length)
canvas.Plot("ewo", types.Add(types.Mul(s.ewo, (high-low)/(ehigh-elow)), mean), time, Length)
canvas.Plot("zero", types.NumberSeries(mean), time, Length)
canvas.Plot("price", s.priceLines, time, Length)
return canvas
}
func (s *Strategy) DrawPNL(profit types.Series) *types.Canvas {
canvas := types.NewCanvas(s.InstanceID())
length := profit.Length()
log.Errorf("pnl Highest: %f, Lowest: %f", types.Highest(profit, length), types.Lowest(profit, length))
canvas.PlotRaw("pnl %", profit, length)
canvas.YAxis = chart.YAxis{
ValueFormatter: func(v interface{}) string {
if vf, isFloat := v.(float64); isFloat {
return fmt.Sprintf("%.4f", vf)
}
return ""
},
}
canvas.PlotRaw("1", types.NumberSeries(1), length)
return canvas
}
func (s *Strategy) DrawCumPNL(cumProfit types.Series) *types.Canvas {
canvas := types.NewCanvas(s.InstanceID())
canvas.PlotRaw("cummulative pnl", cumProfit, cumProfit.Length())
canvas.YAxis = chart.YAxis{
ValueFormatter: func(v interface{}) string {
if vf, isFloat := v.(float64); isFloat {
return fmt.Sprintf("%.4f", vf)
}
return ""
},
}
return canvas
}
func (s *Strategy) Draw(store *bbgo.SerialMarketDataStore, profit, cumProfit types.Series) {
canvas := s.DrawIndicators(store)
f, err := os.Create(s.GraphIndicatorPath)
if err != nil {
log.WithError(err).Errorf("cannot create on path " + s.GraphIndicatorPath)
return
}
if err = canvas.Render(chart.PNG, f); err != nil {
log.WithError(err).Errorf("cannot render elliottwave")
}
f.Close()
canvas = s.DrawPNL(profit)
f, err = os.Create(s.GraphPNLPath)
if err != nil {
log.WithError(err).Errorf("cannot create on path " + s.GraphPNLPath)
return
}
if err = canvas.Render(chart.PNG, f); err != nil {
log.WithError(err).Errorf("cannot render pnl")
return
}
f.Close()
canvas = s.DrawCumPNL(cumProfit)
f, err = os.Create(s.GraphCumPNLPath)
if err != nil {
log.WithError(err).Errorf("cannot create on path " + s.GraphCumPNLPath)
return
}
if err = canvas.Render(chart.PNG, f); err != nil {
log.WithError(err).Errorf("cannot render cumpnl")
}
f.Close()
}