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76 lines
2.4 KiB
Go
76 lines
2.4 KiB
Go
package bbgo
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import (
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"github.com/c9s/bbgo/pkg/fixedpoint"
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"github.com/c9s/bbgo/pkg/types"
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"github.com/c9s/bbgo/pkg/util"
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"time"
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)
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// Profit struct stores the PnL information
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type Profit struct {
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// Profit is the profit of this trade made. negative profit means loss.
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Profit fixedpoint.Value `json:"profit" db:"profit"`
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// NetProfit is (profit - trading fee)
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NetProfit fixedpoint.Value `json:"netProfit" db:"net_profit"`
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AverageCost fixedpoint.Value `json:"averageCost" db:"average_ost"`
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// FeeInUSD is the summed fee of this profit,
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// you will need to convert the trade fee into USD since the fee currencies can be different.
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FeeInUSD fixedpoint.Value `json:"feeInUSD" db:"fee_in_usd"`
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Time time.Time `json:"time" db:"time"`
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Strategy string `json:"strategy" db:"strategy"`
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StrategyInstanceID string `json:"strategyInstanceID" db:"strategy_instance_id"`
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}
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type ProfitStats struct {
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AccumulatedPnL fixedpoint.Value `json:"accumulatedPnL,omitempty"`
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AccumulatedNetProfit fixedpoint.Value `json:"accumulatedNetProfit,omitempty"`
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AccumulatedProfit fixedpoint.Value `json:"accumulatedProfit,omitempty"`
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AccumulatedLoss fixedpoint.Value `json:"accumulatedLoss,omitempty"`
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AccumulatedSince int64 `json:"accumulatedSince,omitempty"`
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TodayPnL fixedpoint.Value `json:"todayPnL,omitempty"`
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TodayNetProfit fixedpoint.Value `json:"todayNetProfit,omitempty"`
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TodayProfit fixedpoint.Value `json:"todayProfit,omitempty"`
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TodayLoss fixedpoint.Value `json:"todayLoss,omitempty"`
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TodaySince int64 `json:"todaySince,omitempty"`
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}
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func (s *ProfitStats) AddProfit(profit, netProfit fixedpoint.Value) {
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s.AccumulatedPnL += profit
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s.AccumulatedNetProfit += netProfit
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s.TodayPnL += profit
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s.TodayNetProfit += netProfit
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if profit < 0 {
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s.AccumulatedLoss += profit
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s.TodayLoss += profit
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} else if profit > 0 {
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s.AccumulatedProfit += profit
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s.TodayProfit += profit
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}
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}
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func (s *ProfitStats) AddTrade(trade types.Trade) {
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if s.IsOver24Hours() {
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s.ResetToday()
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}
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}
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func (s *ProfitStats) IsOver24Hours() bool {
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return time.Since(time.Unix(s.TodaySince, 0)) > 24*time.Hour
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}
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func (s *ProfitStats) ResetToday() {
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s.TodayPnL = 0
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s.TodayNetProfit = 0
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s.TodayProfit = 0
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s.TodayLoss = 0
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var beginningOfTheDay = util.BeginningOfTheDay(time.Now().Local())
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s.TodaySince = beginningOfTheDay.Unix()
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}
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