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36 lines
1.2 KiB
Go
36 lines
1.2 KiB
Go
package backtest
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import (
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"fmt"
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"strings"
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"time"
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"github.com/c9s/bbgo/pkg/accounting/pnl"
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"github.com/c9s/bbgo/pkg/fixedpoint"
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"github.com/c9s/bbgo/pkg/types"
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)
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type Report struct {
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StartTime time.Time `json:"startTime"`
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EndTime time.Time `json:"endTime"`
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Symbol string `json:"symbol,omitempty"`
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LastPrice fixedpoint.Value `json:"lastPrice,omitempty"`
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StartPrice fixedpoint.Value `json:"startPrice,omitempty"`
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PnLReport *pnl.AverageCostPnlReport `json:"pnlReport,omitempty"`
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InitialBalances types.BalanceMap `json:"initialBalances,omitempty"`
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FinalBalances types.BalanceMap `json:"finalBalances,omitempty"`
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Manifests Manifests `json:"manifests,omitempty"`
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}
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const SessionTimeFormat = "2006-01-02T15_04"
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// FormatSessionName returns the back-test session name
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func FormatSessionName(sessions []string, symbols []string, startTime, endTime time.Time) string {
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return fmt.Sprintf("%s_%s_%s-%s",
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strings.Join(sessions, "-"),
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strings.Join(symbols, "-"),
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startTime.Format(SessionTimeFormat),
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endTime.Format(SessionTimeFormat),
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)
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}
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