-
-
Notifications
You must be signed in to change notification settings - Fork 294
/
draw.go
90 lines (82 loc) · 2.56 KB
/
draw.go
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
package supertrend
import (
"bytes"
"fmt"
"os"
"github.com/c9s/bbgo/pkg/bbgo"
"github.com/c9s/bbgo/pkg/interact"
"github.com/c9s/bbgo/pkg/types"
"github.com/wcharczuk/go-chart/v2"
)
func (s *Strategy) InitDrawCommands(profit, cumProfit types.Series) {
bbgo.RegisterCommand("/pnl", "Draw PNL(%) 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 pnl in drift")
reply.Message(fmt.Sprintf("[error] cannot render pnl in ewo: %v", err))
return
}
bbgo.SendPhoto(&buffer)
})
bbgo.RegisterCommand("/cumpnl", "Draw Cummulative PNL(Quote)", 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 cumpnl in drift")
reply.Message(fmt.Sprintf("[error] canot render cumpnl in drift: %v", err))
return
}
bbgo.SendPhoto(&buffer)
})
}
func (s *Strategy) Draw(profit, cumProfit types.Series) error {
canvas := DrawPNL(s.InstanceID(), profit)
f, err := os.Create(s.GraphPNLPath)
if err != nil {
return fmt.Errorf("cannot create on path " + s.GraphPNLPath)
}
defer f.Close()
if err = canvas.Render(chart.PNG, f); err != nil {
return fmt.Errorf("cannot render pnl")
}
canvas = DrawCumPNL(s.InstanceID(), cumProfit)
f, err = os.Create(s.GraphCumPNLPath)
if err != nil {
return fmt.Errorf("cannot create on path " + s.GraphCumPNLPath)
}
defer f.Close()
if err = canvas.Render(chart.PNG, f); 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("cummulative 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
}