package report import ( "fmt" "html/template" "os" "path/filepath" "strings" "time" "github.com/thrasher-corp/gocryptotrader/backtester/common" "github.com/thrasher-corp/gocryptotrader/exchanges/kline" "github.com/thrasher-corp/gocryptotrader/exchanges/order" "github.com/thrasher-corp/gocryptotrader/log" ) // GenerateReport sends final data from statistics to a template // to create a lovely final report for someone to view func (d *Data) GenerateReport() error { log.Info(log.BackTester, "generating report") err := d.enhanceCandles() if err != nil { return err } 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] } } tmpl := template.Must( template.ParseFiles( filepath.Join(d.TemplatePath), ), ) var nickName string if d.Config.Nickname != "" { nickName = d.Config.Nickname + "-" } fileName := fmt.Sprintf( "%v%v-%v.html", nickName, d.Statistics.StrategyName, time.Now().Format("2006-01-02-15-04-05")) 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.Error(log.BackTester, err) } }() err = tmpl.Execute(f, d) if err != nil { return err } log.Infof(log.BackTester, "successfully saved report to %v\\%v", d.OutputPath, fileName) return nil } // AddKlineItem appends a SET of candles for the report to enhance upon // generation func (d *Data) AddKlineItem(k *kline.Item) { d.OriginalCandles = append(d.OriginalCandles, k) } // 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 *= 100 for intVal := range d.OriginalCandles { lookup := d.OriginalCandles[intVal] enhancedKline := DetailedKline{ Exchange: lookup.Exchange, Asset: lookup.Asset, Pair: lookup.Pair, Interval: lookup.Interval, Watermark: fmt.Sprintf("%v - %v - %v", strings.Title(lookup.Exchange), lookup.Asset.String(), strings.ToUpper(lookup.Pair.String())), } statsForCandles := d.Statistics.ExchangeAssetPairStatistics[lookup.Exchange][lookup.Asset][lookup.Pair] 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{ Time: tt.Unix(), 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(47, 194, 27, 0.8)", } if j != 0 { if d.OriginalCandles[intVal].Candles[j].Close < d.OriginalCandles[intVal].Candles[j-1].Close { enhancedCandle.VolumeColour = "rgba(252, 3, 3, 0.8)" } } if !requiresIteration { if statsForCandles.Events[intVal].SignalEvent.GetTime().Equal(d.OriginalCandles[intVal].Candles[j].Time) && statsForCandles.Events[intVal].SignalEvent.GetDirection() == common.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() == common.MissingData && len(enhancedKline.Candles) > 0 { enhancedCandle.copyCloseFromPreviousEvent(&enhancedKline) } } } for k := range statsForCandles.FinalOrders.Orders { if statsForCandles.FinalOrders.Orders[k].Detail == nil || !statsForCandles.FinalOrders.Orders[k].Date.Equal(d.OriginalCandles[intVal].Candles[j].Time) { continue } // an order was placed here, can enhance chart! enhancedCandle.MadeOrder = true enhancedCandle.OrderAmount = statsForCandles.FinalOrders.Orders[k].Amount enhancedCandle.PurchasePrice = statsForCandles.FinalOrders.Orders[k].Price enhancedCandle.OrderDirection = statsForCandles.FinalOrders.Orders[k].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(enhancedKline *DetailedKline) { // if the data is missing, ensure that all values just continue the previous candle's close price visually d.Open = enhancedKline.Candles[len(enhancedKline.Candles)-1].Close d.High = enhancedKline.Candles[len(enhancedKline.Candles)-1].Close d.Low = enhancedKline.Candles[len(enhancedKline.Candles)-1].Close d.Close = enhancedKline.Candles[len(enhancedKline.Candles)-1].Close d.Colour = "white" d.Position = "aboveBar" d.Shape = "arrowDown" d.Text = common.MissingData.String() }