report

package

v0.2.4 Latest Latest Go to latest Published: Dec 10, 2023 License: BSD-3-Clause Imports: 15 Imported by: 0

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Repository

github.com/ztrade/ztrade

Links

Open Source Insights

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) 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) 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) WinRate ¶

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

type ReportResult ¶ added in v0.0.5

type ReportResult struct {
	TotalAction      int
	WinRate          float64
	Profit           float64
	MaxLose          float64
	MaxDrawdown      float64
	MaxDrawDownValue float64
	Actions          []*RptAct `json:"-"`
	TotalFee         float64
	StartBalance     float64
	EndBalance       float64
	ProfitPercent    float64
	ProfitVariance   float64
	LoseVariance     float64
}

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
	Fee         float64
	IsFinish    bool
}

Source Files ¶

View all Source files

report.go

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