bbgo_origin/pkg/accounting/pnl/report.go

100 lines
3.4 KiB
Go

package pnl
import (
"encoding/json"
"strconv"
"time"
"github.com/fatih/color"
"github.com/slack-go/slack"
"github.com/c9s/bbgo/pkg/fixedpoint"
"github.com/c9s/bbgo/pkg/slack/slackstyle"
"github.com/c9s/bbgo/pkg/types"
)
type AverageCostPnlReport struct {
LastPrice fixedpoint.Value `json:"lastPrice"`
StartTime time.Time `json:"startTime"`
Symbol string `json:"symbol"`
Market types.Market `json:"market"`
NumTrades int `json:"numTrades"`
Profit fixedpoint.Value `json:"profit"`
UnrealizedProfit fixedpoint.Value `json:"unrealizedProfit"`
NetProfit fixedpoint.Value `json:"netProfit"`
GrossProfit fixedpoint.Value `json:"grossProfit"`
GrossLoss fixedpoint.Value `json:"grossLoss"`
AverageCost fixedpoint.Value `json:"averageCost"`
BuyVolume fixedpoint.Value `json:"buyVolume,omitempty"`
SellVolume fixedpoint.Value `json:"sellVolume,omitempty"`
FeeInUSD fixedpoint.Value `json:"feeInUSD"`
BaseAssetPosition fixedpoint.Value `json:"baseAssetPosition"`
CurrencyFees map[string]fixedpoint.Value `json:"currencyFees"`
}
func (report *AverageCostPnlReport) JSON() ([]byte, error) {
return json.MarshalIndent(report, "", " ")
}
func (report AverageCostPnlReport) Print() {
color.Green("TRADES SINCE: %v", report.StartTime)
color.Green("NUMBER OF TRADES: %d", report.NumTrades)
color.Green("AVERAGE COST: %s", types.USD.FormatMoney(report.AverageCost))
color.Green("BASE ASSET POSITION: %s", report.BaseAssetPosition.String())
color.Green("TOTAL BUY VOLUME: %v", report.BuyVolume)
color.Green("TOTAL SELL VOLUME: %v", report.SellVolume)
color.Green("CURRENT PRICE: %s", types.USD.FormatMoney(report.LastPrice))
color.Green("CURRENCY FEES:")
for currency, fee := range report.CurrencyFees {
color.Green(" - %s: %s", currency, fee.String())
}
if report.Profit.Sign() > 0 {
color.Green("PROFIT: %s", types.USD.FormatMoney(report.Profit))
} else {
color.Red("PROFIT: %s", types.USD.FormatMoney(report.Profit))
}
if report.UnrealizedProfit.Sign() > 0 {
color.Green("UNREALIZED PROFIT: %s", types.USD.FormatMoney(report.UnrealizedProfit))
} else {
color.Red("UNREALIZED PROFIT: %s", types.USD.FormatMoney(report.UnrealizedProfit))
}
}
func (report AverageCostPnlReport) SlackAttachment() slack.Attachment {
var color = slackstyle.Red
if report.UnrealizedProfit.Sign() > 0 {
color = slackstyle.Green
}
return slack.Attachment{
Title: report.Symbol + " Profit and Loss report",
Text: "Profit " + types.USD.FormatMoney(report.Profit),
Color: color,
// Pretext: "",
// Text: "",
Fields: []slack.AttachmentField{
{Title: "Profit", Value: types.USD.FormatMoney(report.Profit)},
{Title: "Unrealized Profit", Value: types.USD.FormatMoney(report.UnrealizedProfit)},
{Title: "Current Price", Value: report.Market.FormatPrice(report.LastPrice), Short: true},
{Title: "Average Cost", Value: report.Market.FormatPrice(report.AverageCost), Short: true},
// FIXME:
// {Title: "Fee (USD)", Value: types.USD.FormatMoney(report.FeeInUSD), Short: true},
{Title: "Base Asset Position", Value: report.BaseAssetPosition.String(), Short: true},
{Title: "Number of Trades", Value: strconv.Itoa(report.NumTrades), Short: true},
},
Footer: report.StartTime.Format(time.RFC822),
FooterIcon: "",
}
}