qbtrade/pkg/strategy/irr/draw.go

104 lines
3.0 KiB
Go
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2024-06-27 14:42:38 +00:00
package irr
import (
"bytes"
"fmt"
"os"
"git.qtrade.icu/lychiyu/qbtrade/pkg/interact"
"git.qtrade.icu/lychiyu/qbtrade/pkg/qbtrade"
"git.qtrade.icu/lychiyu/qbtrade/pkg/types"
"github.com/wcharczuk/go-chart/v2"
)
func (s *Strategy) InitDrawCommands(profit, cumProfit, cumProfitDollar types.Series) {
qbtrade.RegisterCommand("/rt", "Draw Return Rate(%) 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 return in irr")
reply.Message(fmt.Sprintf("[error] cannot render return in irr: %v", err))
return
}
qbtrade.SendPhoto(&buffer)
})
qbtrade.RegisterCommand("/nav", "Draw Net Assets Value", 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 nav in irr")
reply.Message(fmt.Sprintf("[error] canot render nav in irr: %v", err))
return
}
qbtrade.SendPhoto(&buffer)
})
qbtrade.RegisterCommand("/pnl", "Draw Cumulative Profit & Loss", func(reply interact.Reply) {
canvas := DrawCumPNL(s.InstanceID(), cumProfitDollar)
var buffer bytes.Buffer
if err := canvas.Render(chart.PNG, &buffer); err != nil {
log.WithError(err).Errorf("cannot render pnl in irr")
reply.Message(fmt.Sprintf("[error] canot render pnl in irr: %v", err))
return
}
qbtrade.SendPhoto(&buffer)
})
}
func (s *Strategy) Draw(profit, cumProfit types.Series) error {
canvas := DrawPNL(s.InstanceID(), profit)
fPnL, err := os.Create(s.GraphPNLPath)
if err != nil {
return fmt.Errorf("cannot create on path " + s.GraphPNLPath)
}
defer fPnL.Close()
if err = canvas.Render(chart.PNG, fPnL); err != nil {
return fmt.Errorf("cannot render pnl")
}
canvas = DrawCumPNL(s.InstanceID(), cumProfit)
fCumPnL, err := os.Create(s.GraphCumPNLPath)
if err != nil {
return fmt.Errorf("cannot create on path " + s.GraphCumPNLPath)
}
defer fCumPnL.Close()
if err = canvas.Render(chart.PNG, fCumPnL); 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("cumulative 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
}