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adjust log format in LogTradesAnalysis Analyze #6

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adjust log format in LogTradesAnalysis Analyze #6

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cb7f53b
1. adjust log format in LogTradesAnalysis Analyze
Dec 4, 2018
abdf03e
update total profit analysize
beaquant Dec 4, 2018
8cdec05
1. fix bug in stop loss and adjust it with long/short order
beaquant Dec 13, 2018
cd2e5e7
adjust log format in LogTradesAnalysis Analyze
Dec 4, 2018
77f27f7
adjust profit calculation in LogTradesAnalysis Analyze
Dec 4, 2018
a86ee6e
update total profit analysize
beaquant Dec 4, 2018
1137a25
1. fix bug in stop loss and adjust it with long/short order
beaquant Dec 13, 2018
6ebb3ef
Update rule_stop.go
beaquant Mar 8, 2019
3c20b12
Merge remote-tracking branch 'origin/master'
beaquant Oct 31, 2019
a7df3b2
adjust profit calculation in LogTradesAnalysis Analyze
beaquant Oct 31, 2019
c10b66c
Merge remote-tracking branch 'origin/master'
beaquant Oct 31, 2019
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21 changes: 15 additions & 6 deletions analysis.go
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Original file line number Diff line number Diff line change
Expand Up @@ -24,8 +24,11 @@ func (tps TotalProfitAnalysis) Analyze(record *TradingRecord) float64 {
if trade.IsClosed() {
costBasis := trade.CostBasis()
exitValue := trade.ExitValue()

totalProfit = totalProfit.Add(exitValue.Sub(costBasis))
if trade.IsLong() {
totalProfit = totalProfit.Add(exitValue.Sub(costBasis))
} else {
totalProfit = totalProfit.Add(costBasis.Sub(exitValue))
}
}
}

Expand Down Expand Up @@ -60,10 +63,16 @@ type LogTradesAnalysis struct {
// Analyze logs trades to provided io.Writer
func (lta LogTradesAnalysis) Analyze(record *TradingRecord) float64 {
logOrder := func(trade *Position) {
fmt.Fprintln(lta.Writer, fmt.Sprintf("%s - enter with buy %s (%s @ $%s)", trade.EntranceOrder().ExecutionTime.UTC().Format(time.RFC822), trade.EntranceOrder().Security, trade.EntranceOrder().Amount, trade.EntranceOrder().Price))
fmt.Fprintln(lta.Writer, fmt.Sprintf("%s - exit with sell %s (%s @ $%s)", trade.ExitOrder().ExecutionTime.UTC().Format(time.RFC822), trade.ExitOrder().Security, trade.ExitOrder().Amount, trade.ExitOrder().Price))

profit := trade.ExitValue().Sub(trade.CostBasis())
fmt.Fprintln(lta.Writer, fmt.Sprintf("%s - enter with %s %s (%s @ $%s)",
trade.EntranceOrder().ExecutionTime.Format(time.RFC822), trade.EntranceOrder().Side, trade.EntranceOrder().Security, trade.EntranceOrder().Amount, trade.EntranceOrder().Price))
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Indentation is off here.

fmt.Fprintln(lta.Writer, fmt.Sprintf("%s - exit with %s %s (%s @ $%s)",
trade.ExitOrder().ExecutionTime.Format(time.RFC822), trade.EntranceOrder().Side, trade.ExitOrder().Security, trade.ExitOrder().Amount, trade.ExitOrder().Price))
profit := big.ZERO
if trade.IsLong() {
profit = trade.ExitValue().Sub(trade.CostBasis())
} else {
profit = trade.CostBasis().Sub(trade.ExitValue())
}
fmt.Fprintln(lta.Writer, fmt.Sprintf("Profit: $%s", profit))
}

Expand Down
11 changes: 11 additions & 0 deletions order.go
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Original file line number Diff line number Diff line change
Expand Up @@ -15,6 +15,17 @@ const (
SELL
)

func (os OrderSide) String() string {
switch os {
case BUY:
return "BUY"
case SELL:
return "SELL"
default:
return "UNKNOWN"
}
}

// Order represents a trade execution (buy or sell) with associated metadata.
type Order struct {
Side OrderSide
Expand Down