bbgo_origin/pkg/accounting/pnl/report.go
2021-12-06 13:36:38 +08:00

85 lines
3.0 KiB
Go

package pnl
import (
"encoding/json"
"strconv"
"time"
"github.com/c9s/bbgo/pkg/fixedpoint"
log "github.com/sirupsen/logrus"
"github.com/slack-go/slack"
"github.com/c9s/bbgo/pkg/slack/slackstyle"
"github.com/c9s/bbgo/pkg/types"
)
type AverageCostPnlReport struct {
LastPrice float64 `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"`
NetProfit fixedpoint.Value `json:"netProfit"`
UnrealizedProfit fixedpoint.Value `json:"unrealizedProfit"`
AverageCost float64 `json:"averageCost"`
BuyVolume float64 `json:"buyVolume,omitempty"`
SellVolume float64 `json:"sellVolume,omitempty"`
FeeInUSD float64 `json:"feeInUSD"`
Stock float64 `json:"stock"`
CurrencyFees map[string]float64 `json:"currencyFees"`
}
func (report *AverageCostPnlReport) JSON() ([]byte, error) {
return json.MarshalIndent(report, "", " ")
}
func (report AverageCostPnlReport) Print() {
log.Infof("TRADES SINCE: %v", report.StartTime)
log.Infof("NUMBER OF TRADES: %d", report.NumTrades)
log.Infof("AVERAGE COST: %s", types.USD.FormatMoneyFloat64(report.AverageCost))
log.Infof("TOTAL BUY VOLUME: %f", report.BuyVolume)
log.Infof("TOTAL SELL VOLUME: %f", report.SellVolume)
log.Infof("STOCK: %f", report.Stock)
// FIXME:
// log.Infof("FEE (USD): %f", report.FeeInUSD)
log.Infof("CURRENT PRICE: %s", types.USD.FormatMoneyFloat64(report.LastPrice))
log.Infof("CURRENCY FEES:")
for currency, fee := range report.CurrencyFees {
log.Infof(" - %s: %f", currency, fee)
}
log.Infof("PROFIT: %s", types.USD.FormatMoneyFloat64(report.Profit.Float64()))
log.Infof("UNREALIZED PROFIT: %s", types.USD.FormatMoneyFloat64(report.UnrealizedProfit.Float64()))
}
func (report AverageCostPnlReport) SlackAttachment() slack.Attachment {
var color = slackstyle.Red
if report.UnrealizedProfit > 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: "Stock", Value: strconv.FormatFloat(report.Stock, 'f', 8, 64), Short: true},
{Title: "Number of Trades", Value: strconv.Itoa(report.NumTrades), Short: true},
},
Footer: report.StartTime.Format(time.RFC822),
FooterIcon: "",
}
}