report

Documentation

Index

• type AccumulatedProfitReport
  • func (r *AccumulatedProfitReport) AddStrategyParameter(title string, value string)
  • func (r *AccumulatedProfitReport) AddTrade(trade types.Trade)
  • func (r *AccumulatedProfitReport) CsvHeader() []string
  • func (r *AccumulatedProfitReport) CsvRecords() [][]string
  • func (r *AccumulatedProfitReport) Initialize(symbol string, interval types.Interval, window int)
  • func (r *AccumulatedProfitReport) Output()
  • func (r *AccumulatedProfitReport) Rotate(ps *types.ProfitStats, ts *types.TradeStats)
• type ProfitStatsTracker
  • func (p *ProfitStatsTracker) AddProfit(profit types.Profit)
  • func (p *ProfitStatsTracker) AddTrade(trade types.Trade)
  • func (p *ProfitStatsTracker) Bind(session *bbgo.ExchangeSession, tradeCollector *core.TradeCollector)
  • func (p *ProfitStatsTracker) Init(market types.Market, ts *types.TradeStats)
  • func (p *ProfitStatsTracker) InitLegacy(market types.Market, ps **types.ProfitStats, ts *types.TradeStats)
  • func (p *ProfitStatsTracker) Rotate()
  • func (p *ProfitStatsTracker) Subscribe(session *bbgo.ExchangeSession, symbol string)

Types

type AccumulatedProfitReport

type AccumulatedProfitReport struct {
	// ProfitMAWindow Accumulated profit SMA window
	ProfitMAWindow int `json:"profitMAWindow"`

	// ShortTermProfitWindow The window to sum up the short-term profit
	ShortTermProfitWindow int `json:"shortTermProfitWindow"`

	// TsvReportPath The path to output report to
	TsvReportPath string `json:"tsvReportPath"`

	types.IntervalWindow

	// ProfitMAWindow Accumulated profit SMA window
	AccumulateTradeWindow int `json:"accumulateTradeWindow"`

	// Profit of each interval
	ProfitPerInterval floats.Slice
	// contains filtered or unexported fields
}

AccumulatedProfitReport For accumulated profit report output

func (*AccumulatedProfitReport) AddStrategyParameter

func (r *AccumulatedProfitReport) AddStrategyParameter(title string, value string)

func (*AccumulatedProfitReport) AddTrade

func (r *AccumulatedProfitReport) AddTrade(trade types.Trade)

func (*AccumulatedProfitReport) CsvHeader

func (r *AccumulatedProfitReport) CsvHeader() []string

CsvHeader returns a header slice

func (*AccumulatedProfitReport) CsvRecords

func (r *AccumulatedProfitReport) CsvRecords() [][]string

CsvRecords returns a data slice

func (*AccumulatedProfitReport) Initialize

func (r *AccumulatedProfitReport) Initialize(symbol string, interval types.Interval, window int)

func (*AccumulatedProfitReport) Output

func (r *AccumulatedProfitReport) Output()

Output Accumulated profit report to a TSV file

func (*AccumulatedProfitReport) Rotate

func (r *AccumulatedProfitReport) Rotate(ps *types.ProfitStats, ts *types.TradeStats)

type ProfitStatsTracker

type ProfitStatsTracker struct {
	types.IntervalWindow

	// Accumulated profit report
	AccumulatedProfitReport *AccumulatedProfitReport `json:"accumulatedProfitReport"`

	Market types.Market

	ProfitStatsSlice   []*types.ProfitStats
	CurrentProfitStats **types.ProfitStats
	// contains filtered or unexported fields
}

func (*ProfitStatsTracker) AddProfit

func (p *ProfitStatsTracker) AddProfit(profit types.Profit)

func (*ProfitStatsTracker) AddTrade

func (p *ProfitStatsTracker) AddTrade(trade types.Trade)

func (*ProfitStatsTracker) Bind

func (p *ProfitStatsTracker) Bind(session *bbgo.ExchangeSession, tradeCollector *core.TradeCollector)

func (*ProfitStatsTracker) Init

func (p *ProfitStatsTracker) Init(market types.Market, ts *types.TradeStats)

Init initialize the tracker with the given Market

func (*ProfitStatsTracker) InitLegacy

func (p *ProfitStatsTracker) InitLegacy(market types.Market, ps **types.ProfitStats, ts *types.TradeStats)

InitLegacy is for backward capability. ps is the ProfitStats of the strategy, Market is the strategy Market

func (*ProfitStatsTracker) Rotate

func (p *ProfitStatsTracker) Rotate()

Rotate the tracker to make a new ProfitStats to record the profits

func (*ProfitStatsTracker) Subscribe

func (p *ProfitStatsTracker) Subscribe(session *bbgo.ExchangeSession, symbol string)