mirror of
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112 lines
2.5 KiB
Go
112 lines
2.5 KiB
Go
package cmd
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import (
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"context"
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"strings"
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"time"
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"github.com/pkg/errors"
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log "github.com/sirupsen/logrus"
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"github.com/spf13/cobra"
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"github.com/spf13/viper"
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"github.com/c9s/bbgo/pkg/accounting"
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"github.com/c9s/bbgo/pkg/accounting/pnl"
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"github.com/c9s/bbgo/pkg/bbgo"
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"github.com/c9s/bbgo/pkg/cmd/cmdutil"
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"github.com/c9s/bbgo/pkg/service"
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"github.com/c9s/bbgo/pkg/types"
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)
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func init() {
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PnLCmd.Flags().String("exchange", "", "target exchange")
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PnLCmd.Flags().String("symbol", "BTCUSDT", "trading symbol")
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RootCmd.AddCommand(PnLCmd)
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}
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var PnLCmd = &cobra.Command{
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Use: "pnl",
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Short: "pnl calculator",
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SilenceUsage: true,
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RunE: func(cmd *cobra.Command, args []string) error {
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ctx := context.Background()
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exchangeNameStr, err := cmd.Flags().GetString("exchange")
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if err != nil {
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return err
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}
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exchangeName, err := types.ValidExchangeName(exchangeNameStr)
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if err != nil {
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return err
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}
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symbol, err := cmd.Flags().GetString("symbol")
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if err != nil {
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return err
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}
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exchange, err := cmdutil.NewExchange(exchangeName)
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if err != nil {
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return err
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}
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db, err := bbgo.ConnectMySQL(viper.GetString("mysql-url"))
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if err != nil {
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return err
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}
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tradeService := &service.TradeService{DB: db}
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var trades []types.Trade
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tradingFeeCurrency := exchange.PlatformFeeCurrency()
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if strings.HasPrefix(symbol, tradingFeeCurrency) {
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log.Infof("loading all trading fee currency related trades: %s", symbol)
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trades, err = tradeService.QueryForTradingFeeCurrency(exchange.Name(), symbol, tradingFeeCurrency)
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} else {
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trades, err = tradeService.Query(service.QueryTradesOptions{
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Exchange: exchange.Name(),
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Symbol: symbol,
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})
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}
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if err != nil {
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return err
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}
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log.Infof("%d trades loaded", len(trades))
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stockManager := &accounting.StockDistribution{
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Symbol: symbol,
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TradingFeeCurrency: tradingFeeCurrency,
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}
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checkpoints, err := stockManager.AddTrades(trades)
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if err != nil {
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return err
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}
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log.Infof("found checkpoints: %+v", checkpoints)
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log.Infof("stock: %f", stockManager.Stocks.Quantity())
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now := time.Now()
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kLines, err := exchange.QueryKLines(ctx, symbol, types.Interval1m, types.KLineQueryOptions{
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Limit: 100,
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EndTime: &now,
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})
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if len(kLines) == 0 {
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return errors.New("no kline data for current price")
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}
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currentPrice := kLines[len(kLines)-1].Close
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calculator := &pnl.AverageCostCalculator{
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TradingFeeCurrency: tradingFeeCurrency,
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}
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report := calculator.Calculate(symbol, trades, currentPrice)
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report.Print()
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return nil
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},
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}
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