Documentation
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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)
Constants ¶
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Variables ¶
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Functions ¶
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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)
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