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fix: unlimited length of indicators, add draw elapsed to drift
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| Original file line number | Diff line number | Diff line change |
|---|---|---|
| @@ -0,0 +1,175 @@ | ||
| package drift | ||
|
|
||
| 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("/draw", "Draw Indicators", func(reply interact.Reply) { | ||
| go func() { | ||
| canvas := s.DrawIndicators(s.frameKLine.StartTime) | ||
| var buffer bytes.Buffer | ||
| if err := canvas.Render(chart.PNG, &buffer); err != nil { | ||
| log.WithError(err).Errorf("cannot render indicators in drift") | ||
| return | ||
| } | ||
| bbgo.SendPhoto(&buffer) | ||
| }() | ||
| }) | ||
|
|
||
| bbgo.RegisterCommand("/pnl", "Draw PNL(%) per trade", func(reply interact.Reply) { | ||
| go func() { | ||
| canvas := s.DrawPNL(profit) | ||
| var buffer bytes.Buffer | ||
| if err := canvas.Render(chart.PNG, &buffer); err != nil { | ||
| log.WithError(err).Errorf("cannot render pnl in drift") | ||
| return | ||
| } | ||
| bbgo.SendPhoto(&buffer) | ||
| }() | ||
| }) | ||
|
|
||
| bbgo.RegisterCommand("/cumpnl", "Draw Cummulative PNL(Quote)", func(reply interact.Reply) { | ||
| go func() { | ||
| canvas := s.DrawCumPNL(cumProfit) | ||
| var buffer bytes.Buffer | ||
| if err := canvas.Render(chart.PNG, &buffer); err != nil { | ||
| log.WithError(err).Errorf("cannot render cumpnl in drift") | ||
| return | ||
| } | ||
| bbgo.SendPhoto(&buffer) | ||
| }() | ||
| }) | ||
|
|
||
| bbgo.RegisterCommand("/elapsed", "Draw Elapsed time for handlers for each kline close event", func(reply interact.Reply) { | ||
| go func() { | ||
| canvas := s.DrawElapsed() | ||
| var buffer bytes.Buffer | ||
| if err := canvas.Render(chart.PNG, &buffer); err != nil { | ||
| log.WithError(err).Errorf("cannot render elapsed in drift") | ||
| return | ||
| } | ||
| bbgo.SendPhoto(&buffer) | ||
| }() | ||
| }) | ||
| } | ||
|
|
||
| func (s *Strategy) DrawIndicators(time types.Time) *types.Canvas { | ||
| canvas := types.NewCanvas(s.InstanceID(), s.Interval) | ||
| Length := s.priceLines.Length() | ||
| if Length > 300 { | ||
| Length = 300 | ||
| } | ||
| log.Infof("draw indicators with %d data", Length) | ||
| mean := s.priceLines.Mean(Length) | ||
| highestPrice := s.priceLines.Minus(mean).Abs().Highest(Length) | ||
| highestDrift := s.drift.Abs().Highest(Length) | ||
| hi := s.drift.drift.Abs().Highest(Length) | ||
| ratio := highestPrice / highestDrift | ||
|
|
||
| // canvas.Plot("upband", s.ma.Add(s.stdevHigh), time, Length) | ||
| canvas.Plot("ma", s.ma, time, Length) | ||
| // canvas.Plot("downband", s.ma.Minus(s.stdevLow), time, Length) | ||
| fmt.Printf("%f %f\n", highestPrice, hi) | ||
|
|
||
| canvas.Plot("trend", s.trendLine, time, Length) | ||
| canvas.Plot("drift", s.drift.Mul(ratio).Add(mean), time, Length) | ||
| canvas.Plot("driftOrig", s.drift.drift.Mul(highestPrice/hi).Add(mean), time, Length) | ||
| canvas.Plot("zero", types.NumberSeries(mean), time, Length) | ||
| canvas.Plot("price", s.priceLines, time, Length) | ||
| return canvas | ||
| } | ||
|
|
||
| func (s *Strategy) DrawPNL(profit types.Series) *types.Canvas { | ||
| canvas := types.NewCanvas(s.InstanceID()) | ||
| log.Errorf("pnl Highest: %f, Lowest: %f", types.Highest(profit, profit.Length()), types.Lowest(profit, profit.Length())) | ||
| length := profit.Length() | ||
| if s.GraphPNLDeductFee { | ||
| canvas.PlotRaw("pnl % (with Fee Deducted)", profit, length) | ||
| } else { | ||
| 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 (s *Strategy) DrawCumPNL(cumProfit types.Series) *types.Canvas { | ||
| canvas := types.NewCanvas(s.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 | ||
| } | ||
|
|
||
| func (s *Strategy) DrawElapsed() *types.Canvas { | ||
| canvas := types.NewCanvas(s.InstanceID()) | ||
| canvas.PlotRaw("elapsed time(ms)", s.elapsed, s.elapsed.Length()) | ||
| return canvas | ||
| } | ||
|
|
||
| func (s *Strategy) Draw(time types.Time, profit types.Series, cumProfit types.Series) { | ||
| canvas := s.DrawIndicators(time) | ||
| f, err := os.Create(s.CanvasPath) | ||
| if err != nil { | ||
| log.WithError(err).Errorf("cannot create on %s", s.CanvasPath) | ||
| return | ||
| } | ||
| if err := canvas.Render(chart.PNG, f); err != nil { | ||
| log.WithError(err).Errorf("cannot render in drift") | ||
| } | ||
| f.Close() | ||
|
|
||
| canvas = s.DrawPNL(profit) | ||
| f, err = os.Create(s.GraphPNLPath) | ||
| if err != nil { | ||
| log.WithError(err).Errorf("open pnl") | ||
| return | ||
| } | ||
| if err := canvas.Render(chart.PNG, f); err != nil { | ||
| log.WithError(err).Errorf("render pnl") | ||
| } | ||
| f.Close() | ||
|
|
||
| canvas = s.DrawCumPNL(cumProfit) | ||
| f, err = os.Create(s.GraphCumPNLPath) | ||
| if err != nil { | ||
| log.WithError(err).Errorf("open cumpnl") | ||
| return | ||
| } | ||
| if err := canvas.Render(chart.PNG, f); err != nil { | ||
| log.WithError(err).Errorf("render cumpnl") | ||
| } | ||
| f.Close() | ||
|
|
||
| canvas = s.DrawElapsed() | ||
| f, err = os.Create(s.GraphElapsedPath) | ||
| if err != nil { | ||
| log.WithError(err).Errorf("open elapsed") | ||
| return | ||
| } | ||
| if err := canvas.Render(chart.PNG, f); err != nil { | ||
| log.WithError(err).Errorf("render elapsed") | ||
| } | ||
| f.Close() | ||
| } |
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