mirror of
https://github.com/c9s/bbgo.git
synced 2024-11-27 17:25:16 +00:00
91 lines
2.6 KiB
Go
91 lines
2.6 KiB
Go
package supertrend
|
|
|
|
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(profit, cumProfit types.Series) {
|
|
bbgo.RegisterCommand("/pnl", "Draw PNL(%) per trade", func(reply interact.Reply) {
|
|
canvas := DrawPNL(s.InstanceID(), profit)
|
|
var buffer bytes.Buffer
|
|
if err := canvas.Render(chart.PNG, &buffer); err != nil {
|
|
log.WithError(err).Errorf("cannot render pnl in drift")
|
|
reply.Message(fmt.Sprintf("[error] cannot render pnl in ewo: %v", err))
|
|
return
|
|
}
|
|
bbgo.SendPhoto(&buffer)
|
|
})
|
|
bbgo.RegisterCommand("/cumpnl", "Draw Cummulative PNL(Quote)", func(reply interact.Reply) {
|
|
canvas := DrawCumPNL(s.InstanceID(), cumProfit)
|
|
var buffer bytes.Buffer
|
|
if err := canvas.Render(chart.PNG, &buffer); err != nil {
|
|
log.WithError(err).Errorf("cannot render cumpnl in drift")
|
|
reply.Message(fmt.Sprintf("[error] canot render cumpnl in drift: %v", err))
|
|
return
|
|
}
|
|
bbgo.SendPhoto(&buffer)
|
|
})
|
|
}
|
|
|
|
func (s *Strategy) Draw(profit, cumProfit types.Series) error {
|
|
|
|
canvas := DrawPNL(s.InstanceID(), profit)
|
|
f, err := os.Create(s.GraphPNLPath)
|
|
if err != nil {
|
|
return fmt.Errorf("cannot create on path " + s.GraphPNLPath)
|
|
}
|
|
defer f.Close()
|
|
if err = canvas.Render(chart.PNG, f); err != nil {
|
|
return fmt.Errorf("cannot render pnl")
|
|
}
|
|
canvas = DrawCumPNL(s.InstanceID(), cumProfit)
|
|
f, err = os.Create(s.GraphCumPNLPath)
|
|
if err != nil {
|
|
return fmt.Errorf("cannot create on path " + s.GraphCumPNLPath)
|
|
}
|
|
defer f.Close()
|
|
if err = canvas.Render(chart.PNG, f); err != nil {
|
|
return fmt.Errorf("cannot render cumpnl")
|
|
}
|
|
|
|
return nil
|
|
}
|
|
|
|
func DrawPNL(instanceID string, profit types.Series) *types.Canvas {
|
|
canvas := types.NewCanvas(instanceID)
|
|
length := profit.Length()
|
|
log.Infof("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 DrawCumPNL(instanceID string, cumProfit types.Series) *types.Canvas {
|
|
canvas := types.NewCanvas(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
|
|
}
|