report

package

v0.3.3 Latest Latest Go to latest Published: Feb 8, 2026 License: BSD-3-Clause Imports: 16 Imported by: 1

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github.com/ztrade/ztrade

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Documentation ¶

Index ¶

type Report
- func NewReport(trades []Trade, balanceInit float64) *Report
- func NewReportSimple() *Report
type ReportResult
type RptAct

Constants ¶

This section is empty.

Variables ¶

This section is empty.

Functions ¶

This section is empty.

Types ¶

type Report ¶

type Report struct {
	// contains filtered or unexported fields
}

func NewReport ¶

func NewReport(trades []Trade, balanceInit float64) *Report

func NewReportSimple ¶

func NewReportSimple() *Report

func (*Report) Analyzer ¶

func (r *Report) Analyzer() (err error)

func (*Report) CalculateEquityCurve ¶ added in v0.3.3

func (r *Report) CalculateEquityCurve() []float64

CalculateEquityCurve 计算净值曲线

func (*Report) CalculateMetrics ¶ added in v0.3.3

func (r *Report) CalculateMetrics(metrics *ReportResult) (err error)

CalculateMetrics 计算所有指标

func (*Report) EndBalance ¶ added in v0.1.3

func (r *Report) EndBalance() float64

func (*Report) ExportToDB ¶ added in v0.1.2

func (r *Report) ExportToDB(dbPath string) (err error)

func (*Report) GenHTML ¶

func (r *Report) GenHTML(w io.Writer) (err error)

func (*Report) GenHTMLReport ¶

func (r *Report) GenHTMLReport(fPath string) (err error)

func (*Report) GenRPT ¶

func (r *Report) GenRPT(fPath string) (err error)

func (*Report) GetReport ¶

func (r *Report) GetReport() (report string)

func (*Report) GetResult ¶ added in v0.0.5

func (r *Report) GetResult() (ret ReportResult, err error)

func (*Report) LoseVariance ¶ added in v0.2.1

func (r *Report) LoseVariance() float64

func (*Report) MaxDrawdown ¶

func (r *Report) MaxDrawdown() float64

MaxDrawdown get max drawdown percent

func (*Report) MaxDrawdownValue ¶

func (r *Report) MaxDrawdownValue() float64

MaxDrawdown get max drawdown value

func (*Report) MaxLose ¶

func (r *Report) MaxLose() (lose float64)

MaxLose max total lose

func (*Report) OnBalanceInit ¶

func (r *Report) OnBalanceInit(balance, fee float64) (err error)

func (*Report) OnTrade ¶

func (r *Report) OnTrade(t Trade)

func (*Report) Profit ¶

func (r *Report) Profit() (profit float64)

func (*Report) ProfitLoseRatio ¶ added in v0.1.2

func (r *Report) ProfitLoseRatio() float64

func (*Report) ProfitPercent ¶ added in v0.1.3

func (r *Report) ProfitPercent() float64

func (*Report) ProfitVariance ¶ added in v0.2.1

func (r *Report) ProfitVariance() float64

func (*Report) ProvideResult ¶ added in v0.3.3

func (r *Report) ProvideResult() (any, error)

ProvideResult implements rpt.ResultProvider interface.

func (*Report) SetFee ¶ added in v0.0.5

func (r *Report) SetFee(fee float64)

func (*Report) SetLever ¶ added in v0.2.1

func (r *Report) SetLever(lever float64)

func (*Report) SetTimeRange ¶ added in v0.3.3

func (r *Report) SetTimeRange(start, end time.Time)

SetTimeRange set time range for report

func (*Report) WinRate ¶

func (r *Report) WinRate() (rate float64)

type ReportResult ¶ added in v0.0.5

type ReportResult struct {
	TotalAction      int     // 总开单次数
	WinRate          float64 // 胜率
	TotalProfit      float64 // 总收益
	MaxLose          float64 // 最大单次亏损百分比
	MaxDrawdown      float64 // 最大回撤百分比
	MaxDrawdownValue float64 // 最大回撤值
	TotalFee         float64 // 总手续费
	StartBalance     float64 // 起始余额
	EndBalance       float64 // 结束余额
	ProfitPercent    float64 // 收益率
	ProfitVariance   float64 // 盈利方差
	LoseVariance     float64 // 亏损方差

	TotalReturn      float64 // 总收益率
	AnnualReturn     float64 // 年化收益率
	SharpeRatio      float64 // 夏普比率
	SortinoRatio     float64 // 索提诺比率
	Volatility       float64 // 年化波动率
	ProfitFactor     float64 // 盈亏比
	CalmarRatio      float64 // 卡玛比率
	ConsistencyScore float64 // 连续性得分
	SmoothnessScore  float64 // 平滑性得分
	OverallScore     float64 // 综合得分
	LongTrades       int     // 做多次数
	ShortTrades      int     // 做空次数

	Actions []*RptAct `json:"-"` // 所有的操作记录
}

type RptAct ¶ added in v0.0.5

type RptAct struct {
	Trade       `xorm:"extends"`
	Total       float64
	TotalProfit float64 // total profit,sum of all history profits,if action is open, total profit is zero
	Profit      float64 // profit, if action is open, profit is zero
	ProfitRate  float64
	Fee         float64
	IsFinish    bool
}

Source Files ¶

View all Source files

report.go

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