report

Documentation

Index

• type AccumulatedProfitReport
  • func (r *AccumulatedProfitReport) AddExtraValue(valueAndTitle [2]string)
  • func (r *AccumulatedProfitReport) DailyUpdate(tradeStats *types.TradeStats)
  • func (r *AccumulatedProfitReport) Initialize(Symbol string, session *bbgo.ExchangeSession, ...)
  • func (r *AccumulatedProfitReport) Output(symbol string)
  • func (r *AccumulatedProfitReport) RecordProfit(profit fixedpoint.Value)
  • func (r *AccumulatedProfitReport) RecordTrade(fee fixedpoint.Value)

Types

type AccumulatedProfitReport

type AccumulatedProfitReport struct {
	// AccumulatedProfitMAWindow Accumulated profit SMA window, in number of trades
	AccumulatedProfitMAWindow int `json:"accumulatedProfitMAWindow"`

	// IntervalWindow interval window, in days
	IntervalWindow int `json:"intervalWindow"`

	// NumberOfInterval How many intervals to output to TSV
	NumberOfInterval int `json:"NumberOfInterval"`

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

	// AccumulatedDailyProfitWindow The window to sum up the daily profit, in days
	AccumulatedDailyProfitWindow int `json:"accumulatedDailyProfitWindow"`

	Symbol string
	// contains filtered or unexported fields
}

AccumulatedProfitReport For accumulated profit report output

func (*AccumulatedProfitReport) AddExtraValue

func (r *AccumulatedProfitReport) AddExtraValue(valueAndTitle [2]string)

func (*AccumulatedProfitReport) DailyUpdate

func (r *AccumulatedProfitReport) DailyUpdate(tradeStats *types.TradeStats)

func (*AccumulatedProfitReport) Initialize

func (r *AccumulatedProfitReport) Initialize(Symbol string, session *bbgo.ExchangeSession, orderExecutor *bbgo.GeneralOrderExecutor, TradeStats *types.TradeStats)

func (*AccumulatedProfitReport) Output

func (r *AccumulatedProfitReport) Output(symbol string)

Output Accumulated profit report to a TSV file

func (*AccumulatedProfitReport) RecordProfit

func (r *AccumulatedProfitReport) RecordProfit(profit fixedpoint.Value)

func (*AccumulatedProfitReport) RecordTrade

func (r *AccumulatedProfitReport) RecordTrade(fee fixedpoint.Value)