mirror of
https://github.com/c9s/bbgo.git
synced 2024-09-20 08:11:08 +00:00
118 lines
2.8 KiB
Go
118 lines
2.8 KiB
Go
package cmd
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import (
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"context"
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"fmt"
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"strings"
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"time"
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"github.com/jmoiron/sqlx"
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"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/accounting"
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"github.com/c9s/bbgo/bbgo"
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binance2 "github.com/c9s/bbgo/exchange/binance"
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"github.com/c9s/bbgo/service"
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"github.com/c9s/bbgo/types"
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)
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func init() {
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PnLCmd.Flags().String("symbol", "BTCUSDT", "trading symbol")
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PnLCmd.Flags().String("since", "", "pnl since time")
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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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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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binanceKey := viper.GetString("binance-api-key")
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binanceSecret := viper.GetString("binance-api-secret")
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binanceExchange := binance2.New(binanceKey, binanceSecret)
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mysqlURL := viper.GetString("mysql-url")
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mysqlURL = fmt.Sprintf("%s?parseTime=true", mysqlURL)
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db, err := sqlx.Connect("mysql", mysqlURL)
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if err != nil {
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return err
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}
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since, err := cmd.Flags().GetString("since")
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if err != nil {
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return err
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}
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var startTime = time.Now().AddDate(-2, 0, 0)
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if len(since) > 0 {
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loc, err := time.LoadLocation("Asia/Taipei")
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if err != nil {
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return err
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}
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startTime, err = time.ParseInLocation("2006-01-02", since, loc)
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if err != nil {
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return err
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}
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}
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tradeService := &service.TradeService{DB: db}
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tradeSync := &service.TradeSync{Service: tradeService}
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logrus.Info("syncing trades...")
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if err := tradeSync.Sync(ctx, binanceExchange, symbol, startTime); err != nil {
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return err
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}
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var trades []types.Trade
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tradingFeeCurrency := binanceExchange.PlatformFeeCurrency()
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if strings.HasPrefix(symbol, tradingFeeCurrency) {
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logrus.Infof("loading all trading fee currency related trades: %s", symbol)
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trades, err = tradeService.QueryForTradingFeeCurrency(symbol, tradingFeeCurrency)
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} else {
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trades, err = tradeService.Query(symbol)
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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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logrus.Infof("%d trades loaded", len(trades))
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stockManager := &bbgo.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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logrus.Infof("found checkpoints: %+v", checkpoints)
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logrus.Infof("stock: %f", stockManager.Stocks.Quantity())
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currentPrice, err := binanceExchange.QueryAveragePrice(ctx, symbol)
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calculator := &accounting.ProfitAndLossCalculator{
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TradingFeeCurrency: tradingFeeCurrency,
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Symbol: symbol,
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StartTime: startTime,
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CurrentPrice: currentPrice,
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Trades: trades,
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}
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report := calculator.Calculate()
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report.Print()
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return nil
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},
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}
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