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report.go
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report.go
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package report
import (
"fmt"
"html/template"
"os"
"path/filepath"
"time"
"github.com/shopspring/decimal"
"github.com/thrasher-corp/gocryptotrader/backtester/common"
"github.com/thrasher-corp/gocryptotrader/common/key"
"github.com/thrasher-corp/gocryptotrader/exchanges/kline"
"github.com/thrasher-corp/gocryptotrader/exchanges/order"
"github.com/thrasher-corp/gocryptotrader/log"
"golang.org/x/text/cases"
"golang.org/x/text/language"
)
// GenerateReport sends final data from statistics to a template
// to create a lovely final report for someone to view
func (d *Data) GenerateReport() error {
if d.TemplatePath == "" || d.OutputPath == "" {
return nil
}
log.Infoln(common.Report, "Generating report")
err := d.enhanceCandles()
if err != nil {
return err
}
for i := range d.OriginalCandles {
for j := range d.OriginalCandles[i].Candles {
if d.OriginalCandles[i].Candles[j].ValidationIssues == "" {
continue
}
d.Warnings = append(d.Warnings, Warning{
Exchange: d.OriginalCandles[i].Exchange,
Asset: d.OriginalCandles[i].Asset,
Pair: d.OriginalCandles[i].Pair,
Message: fmt.Sprintf("candle data %v", d.OriginalCandles[i].Candles[j].ValidationIssues),
})
}
}
for i := range d.EnhancedCandles {
if len(d.EnhancedCandles[i].Candles) >= maxChartLimit {
d.EnhancedCandles[i].IsOverLimit = true
d.EnhancedCandles[i].Candles = d.EnhancedCandles[i].Candles[:maxChartLimit]
}
}
if d.Statistics.FundingStatistics != nil {
d.HoldingsOverTimeChart, err = createHoldingsOverTimeChart(d.Statistics.FundingStatistics.Items)
if err != nil {
return err
}
if !d.Statistics.FundingStatistics.Report.DisableUSDTracking {
d.USDTotalsChart, err = createUSDTotalsChart(d.Statistics.FundingStatistics.TotalUSDStatistics.HoldingValues, d.Statistics.FundingStatistics.Items)
if err != nil {
return err
}
}
}
if d.Statistics.HasCollateral {
d.PNLOverTimeChart, err = createPNLCharts(d.Statistics.ExchangeAssetPairStatistics)
if err != nil {
return err
}
d.FuturesSpotDiffChart, err = createFuturesSpotDiffChart(d.Statistics.ExchangeAssetPairStatistics)
if err != nil {
return err
}
}
tmpl := template.Must(
template.ParseFiles(d.TemplatePath),
)
fn := d.Config.Nickname
if fn != "" {
fn += "-"
}
fn += d.Statistics.StrategyName + "-"
fn += time.Now().Format("2006-01-02-15-04-05")
fileName, err := common.GenerateFileName(fn, "html")
if err != nil {
return err
}
var f *os.File
f, err = os.Create(
filepath.Join(d.OutputPath,
fileName,
),
)
if err != nil {
return err
}
defer func() {
err = f.Close()
if err != nil {
log.Errorln(common.Report, err)
}
}()
err = tmpl.Execute(f, d)
if err != nil {
return err
}
log.Infof(common.Report, "Successfully saved report to %v", filepath.Join(d.OutputPath, fileName))
return nil
}
// SetKlineData updates an existing kline item for LIVE data usage
func (d *Data) SetKlineData(k *kline.Item) error {
if len(d.OriginalCandles) == 0 {
d.OriginalCandles = append(d.OriginalCandles, k)
return nil
}
for i := range d.OriginalCandles {
err := d.OriginalCandles[i].EqualSource(k)
if err != nil {
continue
}
d.OriginalCandles[i].Candles = append(d.OriginalCandles[i].Candles, k.Candles...)
d.OriginalCandles[i].RemoveDuplicates()
return nil
}
d.OriginalCandles = append(d.OriginalCandles, k)
return nil
}
// enhanceCandles will enhance candle data with order information allowing
// report charts to have annotations to highlight buy and sell events
func (d *Data) enhanceCandles() error {
if len(d.OriginalCandles) == 0 {
return errNoCandles
}
if d.Statistics == nil {
return errStatisticsUnset
}
d.Statistics.RiskFreeRate = d.Statistics.RiskFreeRate.Mul(decimal.NewFromInt(100))
for intVal := range d.OriginalCandles {
lookup := d.OriginalCandles[intVal]
enhancedKline := EnhancedKline{
Exchange: lookup.Exchange,
Asset: lookup.Asset,
Pair: lookup.Pair,
Interval: lookup.Interval,
Watermark: fmt.Sprintf("%s - %s - %s", cases.Title(language.English).String(lookup.Exchange), lookup.Asset.String(), lookup.Pair.Upper()),
}
statsForCandles := d.Statistics.ExchangeAssetPairStatistics[key.ExchangePairAsset{
Exchange: lookup.Exchange,
Base: lookup.Pair.Base.Item,
Quote: lookup.Pair.Quote.Item,
Asset: lookup.Asset,
}]
if statsForCandles == nil {
continue
}
requiresIteration := false
if len(statsForCandles.Events) != len(d.OriginalCandles[intVal].Candles) {
requiresIteration = true
}
for j := range d.OriginalCandles[intVal].Candles {
_, offset := time.Now().Zone()
tt := d.OriginalCandles[intVal].Candles[j].Time.Add(time.Duration(offset) * time.Second)
enhancedCandle := DetailedCandle{
UnixMilli: tt.UTC().UnixMilli(),
Open: d.OriginalCandles[intVal].Candles[j].Open,
High: d.OriginalCandles[intVal].Candles[j].High,
Low: d.OriginalCandles[intVal].Candles[j].Low,
Close: d.OriginalCandles[intVal].Candles[j].Close,
Volume: d.OriginalCandles[intVal].Candles[j].Volume,
VolumeColour: "rgba(50, 204, 30, 0.5)",
}
if j != 0 {
if d.OriginalCandles[intVal].Candles[j].Close < d.OriginalCandles[intVal].Candles[j-1].Close {
enhancedCandle.VolumeColour = "rgba(232, 3, 3, 0.5)"
}
}
if !requiresIteration {
if statsForCandles.Events[intVal].Time.Equal(d.OriginalCandles[intVal].Candles[j].Time) &&
(statsForCandles.Events[intVal].SignalEvent == nil || statsForCandles.Events[intVal].SignalEvent.GetDirection() == order.MissingData) &&
len(enhancedKline.Candles) > 0 {
enhancedCandle.copyCloseFromPreviousEvent(&enhancedKline)
}
} else {
for k := range statsForCandles.Events {
if statsForCandles.Events[k].SignalEvent.GetTime().Equal(d.OriginalCandles[intVal].Candles[j].Time) &&
statsForCandles.Events[k].SignalEvent.GetDirection() == order.MissingData &&
len(enhancedKline.Candles) > 0 {
enhancedCandle.copyCloseFromPreviousEvent(&enhancedKline)
}
}
}
for k := range statsForCandles.FinalOrders.Orders {
if statsForCandles.FinalOrders.Orders[k].Order == nil ||
!statsForCandles.FinalOrders.Orders[k].Order.Date.Equal(d.OriginalCandles[intVal].Candles[j].Time) {
continue
}
// an order was placed here, can enhance chart!
enhancedCandle.MadeOrder = true
enhancedCandle.OrderAmount = decimal.NewFromFloat(statsForCandles.FinalOrders.Orders[k].Order.Amount)
enhancedCandle.PurchasePrice = statsForCandles.FinalOrders.Orders[k].Order.Price
enhancedCandle.OrderDirection = statsForCandles.FinalOrders.Orders[k].Order.Side
if enhancedCandle.OrderDirection == order.Buy {
enhancedCandle.Colour = "green"
enhancedCandle.Position = "aboveBar"
enhancedCandle.Shape = "arrowDown"
} else if enhancedCandle.OrderDirection == order.Sell {
enhancedCandle.Colour = "red"
enhancedCandle.Position = "belowBar"
enhancedCandle.Shape = "arrowUp"
}
enhancedCandle.Text = enhancedCandle.OrderDirection.String()
break
}
enhancedKline.Candles = append(enhancedKline.Candles, enhancedCandle)
}
d.EnhancedCandles = append(d.EnhancedCandles, enhancedKline)
}
return nil
}
func (d *DetailedCandle) copyCloseFromPreviousEvent(ek *EnhancedKline) {
cp := ek.Candles[len(ek.Candles)-1].Close
// if the data is missing, ensure that all values just continue the previous candle's close price visually
d.Open = cp
d.High = cp
d.Low = cp
d.Close = cp
d.Colour = "white"
d.Position = "aboveBar"
d.Shape = "arrowDown"
d.Text = order.MissingData.String()
}
// UseDarkMode sets whether to use a dark theme by default
// for the html generated report
func (d *Data) UseDarkMode(use bool) {
d.UseDarkTheme = use
}