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gocryptotrader/backtester/report/tpl.gohtml
Ryan O'Hara-Reid 881bab2d5a Exchanges: Add in exchange defined tolerance settings (#647) 
* Exchanges: Add in exchange defined tolerance settings to conform to min max amounts/price/notional etc (Initial)

* Add to tests fix linter

* Binance: Implement CMF and usdtMarginFutures fetching of currency information, addr nits

* binance: Add in test for tolerance set up

* exchanges: add in more tolerance settings and add tests

* nits: addr

* fix linter issue

* RPCServer: Use ordermanager instead of going direct to exchange

* Nits: Addr

* nits: glorious addr phase one

* nits: glorious nits phase 2

* exchange: move tolerance -> limits in order package add wrapper function, split binance functions to asset files

* nits: Addr thrasher + also include locking of limits struct when we update via syncer later on

* nits: mdc addr

* nits: glorious nits

* limits: unexport mutex

* limit: revert maths optim. and fix spelling

* limit: Add decimal package

* limit: don't check price on market order

* Orders: Add order execution checks on fake orders so as to always conform to tight specifications even in simulation

* binance: handle case where spot is not enabled but margin is

* backtester: add in amount conforming to back tested events to simulate realistic orders

* rm ln

* order limit: return amount when limit is nil and conformToAmount is requested

* nits: glorious nits + friends

* backtester/orders: fix tests

* nits: glorious nits

* nits: glorious nits

* RMLINE

* nits: more glorious nits!

* nits: pooosh

* binance: fix margin logic

* nits: Add warning, settings log and report item for exchange order execution limits

* backtester: add specific warnings in report output

* backtest: Adjust warnings
2021-03-25 15:47:15 +11:00

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<body>
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<strong>GoCryptoTrader Backtester Report</strong></a>
<button class="navbar-toggler" type="button" data-toggle="collapse" data-target="#navbarSupportedContent"
aria-controls="navbarSupportedContent" aria-expanded="false" aria-label="Toggle navigation">
<span class="navbar-toggler-icon"></span>
</button>
<div class="collapse navbar-collapse" id="navbarSupportedContent">
<ul class="navbar-nav nav-flex-icons">
<li class="nav-item">
<a href="https://join.slack.com/t/gocryptotrader/shared_invite/enQtNTQ5NDAxMjA2Mjc5LTc5ZDE1ZTNiOGM3ZGMyMmY1NTAxYWZhODE0MWM5N2JlZDk1NDU0YTViYzk4NTk3OTRiMDQzNGQ1YTc4YmRlMTk" target="_blank" class="nav-link">
<i class="fab fa-slack"></i>
</a>
</li>
<li class="nav-item">
<a href="https://github.com/thrasher-corp/gocryptotrader/" target="_blank" class="nav-link"><i class="fab fa-github"></i></a>
</li>
</ul>
</div>
</nav>
</header>
<div class="container" style="max-width: 90%">
<div >
<h1>{{.Statistics.StrategyName}}</h1>
<h2 >{{.Config.Nickname }}</h2>
<h3>Results</h3>
</div>
<div >
<div class="card card-cascade narrower">
<div class="view view-cascade bg-dark">
<h2 class="px-4 card-header-title white-text">Executive Summary</h2>
</div>
<div class="card-body card-body-cascade">
<h4>Goal</h4>
<p>{{.Config.Goal}}</p>
<h5>Strategy Description</h5>
<p>{{.Statistics.StrategyDescription}}</p>
{{ if or .Config.DataSettings.APIData .Config.DataSettings.DatabaseData }}
<table class="table table-hover table-bordered table-striped">
<tbody>
{{ if .Config.DataSettings.APIData}}
<tr>
<td><b>Start Date</b></td>
<td>
{{.Config.DataSettings.APIData.StartDate}}
</td>
</tr>
<tr>
<td ><b>End Date</b></td>
<td>
{{.Config.DataSettings.APIData.EndDate}}
</td>
</tr>
<tr>
<td ><b>Interval</b></td>
<td>
{{.Config.DataSettings.Interval}}
</td>
</tr>
{{end}}
{{ if .Config.DataSettings.DatabaseData}}
<tr>
<td ><b>Start Date</b></td>
<td>
{{.Config.DataSettings.DatabaseData.StartDate}}
</td>
</tr>
<tr>
<td ><b>End Date</b></td>
<td>
{{.Config.DataSettings.DatabaseData.EndDate}}
</td>
</tr>
<tr>
<td ><b>Interval</b></td>
<td>
{{.Config.DataSettings.Interval}}
</td>
</tr>
{{if .Statistics.WasAnyDataMissing}}
<tr>
<td ><b>Was any data missing?</b></td>
<td class="bg-warn" >{{ .Statistics.WasAnyDataMissing}}</td>
</tr>
{{end}}
{{end}}
</tr>
</tbody>
</table>
{{ end }}
{{ if or .Config.DataSettings.CSVData .Config.DataSettings.LiveData }}
<table class="table table-hover table-bordered table-striped">
<tbody>
<tr>
<td ><b>Interval</b></td>
<td>
{{.Config.DataSettings.Interval}}
</td>
</tr>
</tbody>
</table>
{{ end }}
<table class="table table-hover table-bordered table-striped">
<thead>
<th>Exchange</th>
<th>Asset</th>
<th>Currency</th>
<th>Starting funds</th>
<th>Resulting funds</th>
<th>Did it make profit?</th>
<th>Did it beat the market?</th>
<th>Strategy Movement</th>
<th>Market Movement</th>
</thead>
<tbody>
{{ range $exchange, $unused := .Statistics.ExchangeAssetPairStatistics}}
{{ range $asset, $unused := .}}
{{ range $pair, $unused := .}}
<tr>
<td>{{ $exchange}}</td>
<td>{{ $asset}}</td>
<td>{{ $pair}}</td>
<td>${{ printf "%.8f" .FinalHoldings.InitialFunds }} {{.FinalHoldings.Pair.Quote}}</td>
<td>${{ printf "%.8f" .FinalHoldings.TotalValue }} {{ .FinalHoldings.Pair.Quote}}</td>
<td>{{ gt .FinalHoldings.TotalValue .FinalHoldings.InitialFunds }}</td>
<td> {{ gt .StrategyMovement .MarketMovement }}</td>
<td>{{ printf "%.2f" .StrategyMovement }}%</td>
<td>{{ printf "%.2f" .MarketMovement }}%</td>
</tr>
{{end}}
{{end}}
{{end}}
</tbody>
</table>
</div>
</div>
</div>
<div >
<div class="card card-cascade narrower">
<div class="view view-cascade bg-primary">
<h2 class="px-4 card-header-title white-text">Config</h2>
</div>
</div>
</div>
<div >
<div class="card card-cascade narrower">
<div class="view view-cascade bg-secondary">
<h2 class="px-4 card-header-title white-text">Strategy Settings</h2>
</div>
<div class="card-body card-body-cascade ">
<table class="table table-hover table-bordered table-striped">
<tbody>
<tr>
<td><b>Strategy name</b></td>
<td>{{.Config.StrategySettings.Name}}</td>
</tr>
<tr>
<td><b>Is multi currency</b></td>
<td>{{.Config.StrategySettings.SimultaneousSignalProcessing}}</td>
</tr>
<tr>
<td><b>Custom settings</b></td>
<td>{{.Config.StrategySettings.CustomSettings}}</td>
</tr>
</tbody>
</table>
</div>
</div>
</div>
<div >
<div class="card card-cascade narrower">
<div class="view view-cascade bg-info">
<h2 class="px-4 card-header-title white-text">Currency Settings</h2>
</div>
<div class="card-body card-body-cascade ">
<table class="table table-hover table-bordered table-striped">
<thead>
<th>Exchange Name</th>
<th>Asset</th>
<th>Currency Base</th>
<th>Currency Quote</th>
<th>Initial Funds</th>
<th>Buy side Min Amount</th>
<th>Buy side Max Amount</th>
<th>Buy side Max Total</th>
<th>Sell side Min Amount</th>
<th>Sell side Max Amount</th>
<th>Sell side Max Total</th>
<th>Min Slippage Percent</th>
<th>Max Slippage Percent</th>
<th>Taker Fee</th>
<th>Maximum Holdings Ratio</th>
</thead>
<tbody>
{{ range .Config.CurrencySettings}}
<tr>
<td>{{.ExchangeName}}</td>
<td>{{.Asset}}</td>
<td>{{.Base}}</td>
<td>{{.Quote}}</td>
<td>{{ printf "$%.8f" .InitialFunds}} {{.Quote}}</td>
<td>{{.BuySide.MinimumSize}} {{.Base}}</td>
<td>{{.BuySide.MaximumSize}} {{.Base}}</td>
<td>${{printf "%.8f" .BuySide.MaximumTotal}} {{.Quote}}</td>
<td>{{.SellSide.MinimumSize}} {{.Base}}</td>
<td>{{.SellSide.MaximumSize}} {{.Base}}</td>
<td>${{printf "%.8f" .SellSide.MaximumTotal}} {{.Quote}}</td>
<td>{{.MinimumSlippagePercent}}%</td>
<td>{{.MaximumSlippagePercent}}%</td>
<td>{{.TakerFee}}</td>
<td>{{.MaximumHoldingsRatio}}</td>
</tr>
{{end}}
</tbody>
</table>
</div>
<div class="view view-cascade bg-warning">
<h2 class="px-4 card-header-title white-text">Warnings</h2>
</div>
<div class="card-body card-body-cascade ">
<table class="table table-hover table-bordered table-striped">
<thead>
<th>Exchange Name</th>
<th>Asset</th>
<th>Currency Base</th>
<th>Currency Quote</th>
<th>Warning</th>
</thead>
<tbody>
{{ range .Config.CurrencySettings}}
{{if .ShowExchangeOrderLimitWarning}}
<tr>
<td>{{.ExchangeName}}</td>
<td>{{.Asset}}</td>
<td>{{.Base}}</td>
<td>{{.Quote}}</td>
<td>order execution limits supported but disabled, results may not work when in production</td>
</tr>
{{end}}
{{end}}
</tbody>
</table>
</div>
</div>
</div>
<div >
<div class="card card-cascade narrower">
<div class="view view-cascade bg-secondary">
<h2 class="px-4 card-header-title white-text">Portfolio Settings</h2>
</div>
<div class="card-body card-body-cascade ">
<table class="table table-hover table-bordered table-striped">
<thead>
<th>Can Use Leverage</th>
<th>Max Leverage Rate</th>
<th>Max Orders With Leverage Ratio</th>
<th>Buy side Min Amount</th>
<th>Buy side Max Amount</th>
<th>Buy side Max Total</th>
<th>Sell side Min Amount</th>
<th>Sell side Max Amount</th>
<th>Sell side Max Total</th>
</thead>
<tbody>
<tr>
<td>{{.Config.PortfolioSettings.Leverage.CanUseLeverage}}</td>
<td>{{.Config.PortfolioSettings.Leverage.MaximumLeverageRate}}</td>
<td>{{.Config.PortfolioSettings.Leverage.MaximumOrdersWithLeverageRatio}}</td>
<td>{{.Config.PortfolioSettings.BuySide.MinimumSize}}</td>
<td>{{.Config.PortfolioSettings.BuySide.MaximumSize}}</td>
<td>${{printf "%.8f" .Config.PortfolioSettings.BuySide.MaximumTotal}}</td>
<td>{{.Config.PortfolioSettings.SellSide.MinimumSize}}</td>
<td>{{.Config.PortfolioSettings.SellSide.MaximumSize}}</td>
<td>${{printf "%.8f" .Config.PortfolioSettings.SellSide.MaximumTotal}}</td>
</tr>
</tbody>
</table>
</div>
</div>
</div>
<div >
<div class="card card-cascade narrower">
<div class="view view-cascade bg-info">
<h2 class="px-4 card-header-title white-text">Statistics Settings</h2>
</div>
<div class="card-body card-body-cascade ">
<table class="table table-hover table-bordered table-striped">
<thead>
<th>Risk-Free Rate</th>
</thead>
<tbody>
<tr>
<td>{{.Config.StatisticSettings.RiskFreeRate}}</td>
</tr>
</tbody>
</table>
</div>
</div>
</div>
<div>
<div class="card card-cascade narrower">
<div class="view view-cascade bg-success">
<h2 class="px-4 card-header-title white-text">Charts</h2>
</div>
<div class="card-body card-body-cascade ">
{{ range .EnhancedCandles}}
{{ if .IsOverLimit}}
<p>Note: Number of candles processed is higher than chart can render. Only showing the first 1,100</p>
{{end}}
<div id="{{.Exchange}}{{.Asset}}{{.Pair}}" >
<h3>{{.Exchange}} {{.Asset}} {{.Pair}}</h3>
<script>
var chart = LightweightCharts.createChart(document.getElementById("{{.Exchange}}{{.Asset}}{{.Pair}}"), {
width: 1200,
height: 800,
layout: {
backgroundColor: '#000',
textColor: 'rgba(255, 255, 255, 0.9)',
},
grid: {
vertLines: {
color: 'rgba(197, 203, 206, 0)',
},
horzLines: {
color: 'rgba(197, 203, 206, 0)',
},
},
crosshair: {
mode: LightweightCharts.CrosshairMode.Normal,
},
rightPriceScale: {
borderColor: 'rgba(197, 203, 206, 0.8)',
},
timeScale: {
borderColor: 'rgba(197, 203, 206, 0.8)',
timeVisible: true,
},
watermark: {
color: 'rgba(11, 94, 29, 0.4)',
visible: true,
text: {{.Watermark}},
fontSize: 72,
horzAlign: 'center',
vertAlign: 'center',
},
priceScale: {
autoScale: true,
}
});
var candleSeries = chart.addCandlestickSeries({
upColor: 'rgba(47, 194, 27, 0)',
downColor: 'rgba(252, 3, 3, 1)',
borderDownColor: 'rgba(252, 3, 3, 1)',
borderUpColor: 'rgba(47, 194, 27, 1)',
wickDownColor: 'rgba(252, 3, 3, 1)',
wickUpColor: 'rgba(47, 194, 27, 1)',
});
candleSeries.setData([
{{ range .Candles}}
{ time: {{.Time }}, open: {{.Open}}, high: {{.High}}, low: {{.Low}}, close: {{.Close}} },
{{ end }}
])
candleSeries.setMarkers([
{{ range .Candles}}
{ time: {{.Time }}, position: {{printf "%s" .Position }}, color: {{printf "%s" .Colour }}, shape: {{printf "%s" .Shape }}, text: {{printf "%s" .Text }} },
{{end}}
])
var volumeSeries = chart.addHistogramSeries({
priceFormat: {
type: 'volume',
},
priceScaleId: '',
scaleMargins: {
top: 0.8,
bottom: 0,
}})
volumeSeries.setData([
{{ range .Candles}}
{ time: {{.Time }}, value: {{.Volume}}, color: {{printf "%s" .VolumeColour}} },
{{end}}
])
chart.timeScale().fitContent();
</script>
</div>
{{end}}
</div>
</div>
</div>
<div >
<div class="card card-cascade narrower">
<div class="view view-cascade bg-primary">
<h2 class="px-4 card-header-title white-text">Statistics</h2>
</div>
<div class="card-body card-body-cascade ">
<table class="table table-hover table-bordered table-striped">
<tbody>
<tr>
<td><b>Strategy Name</b></td>
<td>{{.Statistics.StrategyName}}</td>
</tr>
<tr>
<td><b>Risk Free Rate</b></td>
<td>{{.Statistics.RiskFreeRate}}%</td>
</tr>
<tr>
<td><b>Total Buy Orders</b></td>
<td>{{.Statistics.TotalBuyOrders}}</td>
</tr>
<tr>
<td><b>Total Sell Orders</b></td>
<td>{{.Statistics.TotalSellOrders}}</td>
</tr>
<tr>
<td><b>Total Orders</b></td>
<td>{{.Statistics.TotalOrders}}</td>
</tr>
{{ if .Statistics.BiggestDrawdown}}
<tr>
<td><b>Biggest Drawdown</b></td>
<td><b>Start:</b> {{.Statistics.BiggestDrawdown.MaxDrawdown.Highest.Time }} <b>End:</b> {{.Statistics.BiggestDrawdown.MaxDrawdown.Lowest.Time }} <b>Drop:</b> {{.Statistics.BiggestDrawdown.MaxDrawdown.DrawdownPercent}}%</td>
</tr>
{{end}}
{{ if .Statistics.BestMarketMovement}}
<tr>
<td><b>Best performing market movement</b></td>
<td>{{.Statistics.BestMarketMovement.Exchange }} {{.Statistics.BestMarketMovement.Asset}} {{.Statistics.BestMarketMovement.Pair}} {{.Statistics.BestMarketMovement.MarketMovement}}%</td>
</tr>
{{end}}
{{ if .Statistics.BestStrategyResults}}
<tr>
<td><b>Best performing strategy movement</b></td>
<td>{{.Statistics.BestStrategyResults.Exchange }} {{.Statistics.BestStrategyResults.Asset}} {{.Statistics.BestStrategyResults.Pair}} {{.Statistics.BestStrategyResults.StrategyMovement}}%</td>
</tr>
{{ end}}
</tbody>
</table>
</div>
</div>
{{ range $exchange, $unused := .Statistics.ExchangeAssetPairStatistics}}
{{ range $asset, $unused := .}}
{{ range $pair, $val := .}}
<div class="card card-cascade narrower">
<div class="view view-cascade bg-info">
<h2 class="px-4 card-header-title white-text">Statistics for {{$exchange}} {{ $asset}} {{ $pair}}</h2>
</div>
<div class="card-body card-body-cascade ">
<table class="table table-hover table-bordered table-striped">
<tbody>
<tr>
<td><b>Initial Funds</b></td>
<td>${{printf "%.8f" $val.FinalHoldings.InitialFunds}} {{$val.FinalHoldings.Pair.Quote}}</td>
</tr>
<tr>
<td><b>Buy Orders</b></td>
<td>{{$val.BuyOrders}}</td>
</tr>
<tr>
<td><b>Buy Value</b></td>
<td>${{printf "%.8f" $val.FinalHoldings.BoughtValue}} {{$val.FinalHoldings.Pair.Quote}}</td>
</tr>
<tr>
<td><b>Buy Amount</b></td>
<td>{{printf "%.8f" $val.FinalHoldings.BoughtAmount}} {{$val.FinalHoldings.Pair.Base}} </td>
</tr>
<tr>
<td><b>Sell Orders</b></td>
<td>{{$val.SellOrders}}</td>
</tr>
<tr>
<td><b>Sell Value</b></td>
<td>${{printf "%.8f" $val.FinalHoldings.SoldValue}} {{$val.FinalHoldings.Pair.Quote}}</td>
</tr>
<tr>
<td><b>Sell Amount</b></td>
<td>{{printf "%.8f" $val.FinalHoldings.SoldAmount}} {{$val.FinalHoldings.Pair.Base}}</td>
</tr>
<tr>
<td><b>Total Orders</b></td>
<td>{{$val.TotalOrders}}</td>
</tr>
{{ if gt $val.MaxDrawdown.Highest.Price 0.0 }}
<tr>
<td><b>Biggest Drawdown</b></td>
<td><b>Start:</b> {{ $val.MaxDrawdown.Highest.Time }} <b>End:</b> {{ $val.MaxDrawdown.Lowest.Time }} <b>Drop:</b> {{printf "%.2f" $val.MaxDrawdown.DrawdownPercent}}%</td>
</tr>
{{ end }}
<tr>
<td><b>Starting Close Price</b></td>
<td>${{printf "%.8f" $val.StartingClosePrice}} {{$val.FinalHoldings.Pair.Quote}}</td>
</tr>
<tr>
<td><b>Ending Close Price</b></td>
<td>${{printf "%.8f" $val.EndingClosePrice}} {{ $val.FinalHoldings.Pair.Quote }}</td>
</tr>
<tr>
<td><b>Lowest Close Price</b></td>
<td>${{printf "%.8f" $val.LowestClosePrice}} {{$val.FinalHoldings.Pair.Quote}}</td>
</tr>
<tr>
<td><b>Highest Close Price</b></td>
<td>${{printf "%.8f" $val.HighestClosePrice}} {{ $val.FinalHoldings.Pair.Quote}}</td>
</tr>
<tr>
<td><b>Highest Committed Funds</b></td>
<td>${{printf "%.8f" $val.HighestCommittedFunds.Value}} at {{ $val.HighestCommittedFunds.Time}}</td>
</tr>
<tr>
<td><b>Market Movement</b></td>
<td>{{printf "%.2f" $val.MarketMovement}}%</td>
</tr>
<tr>
<td><b>Strategy Movement</b></td>
<td>{{ printf "%.2f" $val.StrategyMovement}}%</td>
</tr>
<tr>
<td><b>Did it beat the market?</b></td>
<td>{{ gt .StrategyMovement $val.MarketMovement}}</td>
</tr>
<tr>
<td><b>Total Value Lost to Volume Sizing</b></td>
<td>${{printf "%.8f" $val.FinalHoldings.TotalValueLostToVolumeSizing}} {{$val.FinalHoldings.Pair.Quote}}</td>
</tr>
<tr>
<td><b>Total Value Lost to Slippage</b></td>
<td>${{printf "%.8f" $val.FinalHoldings.TotalValueLostToSlippage}} {{ $val.FinalHoldings.Pair.Quote }}</td>
</tr>
<tr>
<td><b>Total Value Lost</b></td>
<td>${{printf "%.8f" $val.FinalHoldings.TotalValueLost}} {{$val.FinalHoldings.Pair.Quote}}</td>
</tr>
<tr>
<td><b>Total Fees</b></td>
<td>${{printf "%.8f" $val.FinalHoldings.TotalFees}} {{ $val.FinalHoldings.Pair.Quote }}</td>
</tr>
<tr>
<td><b>Final Funds</b></td>
<td>${{printf "%.8f" $val.FinalHoldings.RemainingFunds}} {{ $val.FinalHoldings.Pair.Quote}}</td>
</tr>
<tr>
<td><b>Final Holdings</b></td>
<td>{{printf "%.8f" $val.FinalHoldings.PositionsSize}} {{$val.FinalHoldings.Pair.Base}}</td>
</tr>
<tr>
<td><b>Final Holdings Value</b></td>
<td>${{printf "%.8f" $val.FinalHoldings.PositionsValue}} {{ $val.FinalHoldings.Pair.Quote }}</td>
</tr>
<tr>
<td><b>Total Value</b></td>
<td><b>${{printf "%.8f" $val.FinalHoldings.TotalValue}} {{ $val.FinalHoldings.Pair.Quote}}</b></td>
</tr>
</tbody>
</table>
Rates
<table class="table table-hover table-bordered table-striped">
<tbody>
<tr>
<td><b>Risk Free Rate</b></td>
<td>{{$val.RiskFreeRate}}%</td>
</tr>
<tr>
<td><b>Compound Annual Growth Rate</b></td>
<td>{{$val.CompoundAnnualGrowthRate}}%</td>
</tr>
</tbody>
</table>
{{if $val.ShowMissingDataWarning}}
<h3 class="bg-warning">Missing data was detected during this backtesting run<br />
Ratio calculations will be skewed</h3>
{{end}}
Arithmetic Ratios
<table class="table table-hover table-bordered table-striped">
<tbody>
<tr>
<td><b>Sharpe Ratio</b></td>
<td>{{$val.ArithmeticRatios.SharpeRatio}}</td>
</tr>
<tr>
<td><b>Sortino Ratio</b></td>
<td>{{$val.ArithmeticRatios.SortinoRatio}}</td>
</tr>
<tr>
<td><b>Information Ratio</b></td>
<td>{{$val.ArithmeticRatios.InformationRatio}}</td>
</tr>
<tr>
<td><b>Calmar Ratio</b></td>
<td>{{$val.ArithmeticRatios.CalmarRatio}}</td>
</tr>
</tbody>
</table>
Geometric Ratios
<table class="table table-hover table-bordered table-striped">
<tbody>
<tr>
<td><b>Sharpe Ratio</b></td>
<td>{{$val.GeometricRatios.SharpeRatio}}</td>
</tr>
<tr>
<td><b>Sortino Ratio</b></td>
<td>{{$val.GeometricRatios.SortinoRatio}}</td>
</tr>
<tr>
<td><b>Information Ratio</b></td>
<td>{{$val.GeometricRatios.InformationRatio}}</td>
</tr>
<tr>
<td><b>Calmar Ratio</b></td>
<td>{{$val.GeometricRatios.CalmarRatio}}</td>
</tr>
</tbody>
</table>
</div>
</div>
{{end}}
{{end}}
{{end}}
</div>
<div >
<div class="card card-cascade narrower">
<div class="view view-cascade bg-danger">
<h2 class="px-4 card-header-title white-text">Orders</h2>
</div>
<div class="card-body card-body-cascade ">
{{ range $exchange, $unused := .Statistics.ExchangeAssetPairStatistics}}
{{ range $asset, $unused := .}}
{{ range $pair, $val := .}}
<div >
<h3>{{$exchange}} {{$asset}} {{ $pair }}</h3>
</div>
<div >
<table class="table table-hover table-bordered table-striped">
<thead>
<th>Date</th>
<th>Close Price</th>
<th>Side</th>
<th>Purchase Price</th>
<th>Slippage Rate</th>
<th>Amount</th>
<th>Fees</th>
<th>Cost Basis</th>
</thead>
<tbody >
{{range $val.FinalOrders.Orders}}
<tr>
<td>{{ .Detail.Date }}</td>
<td>${{ .ClosePrice}} {{$pair.Quote}}</td>
<td>{{ .Detail.Side }}</td>
<td>${{ .Detail.Price }} {{$pair.Quote}}</td>
<td>{{ .SlippageRate }}%</td>
<td>{{printf "%.8f" .Detail.Amount }} {{$pair.Base}}</td>
<td>${{printf "%.8f" .Detail.Fee }} {{$pair.Quote}}</td>
<td>${{printf "%.8f" .CostBasis }} {{$pair.Quote}}</td>
</tr>
{{end}}
</tbody>
</table>
</div>
{{end}}
{{end}}
{{end}}
</div>
</div>
</div>
<div >
<div class="card card-cascade narrower">
<div class="view view-cascade bg-warning">
<h2 class="px-4 card-header-title white-text">Events</h2>
</div>
<div class="card-body card-body-cascade ">
{{ range $exchange, $unused := .Statistics.ExchangeAssetPairStatistics}}
{{ range $asset, $unused :=.}}
{{ range $pair, $data := .}}
<div >
<h3>{{$exchange}} {{$asset}} {{ $pair }}</h3>
</div>
<div >
<table class="table table-hover table-bordered table-striped">
<thead>
<th>Date</th>
<th>Price</th>
<th>Action</th>
<th>Why</th>
<th>Committed Funds</th>
</thead>
<tbody >
{{range $ev := $data.Events}}
<tr>
{{ if ne $ev.FillEvent nil }}
<td><b>{{$ev.FillEvent.GetTime}}</b></td>
<td>${{$ev.FillEvent.GetClosePrice}} {{$pair.Quote}}</td>
<td>{{$ev.FillEvent.GetDirection}}</td>
<td>{{$ev.FillEvent.GetReason}}</td>
{{ else if ne $ev.SignalEvent nil}}
<td>{{$ev.SignalEvent.GetTime}}</td>
<td>${{ printf "%f" $ev.SignalEvent.Price}} {{$pair.Quote}}</td>
<td>{{$ev.SignalEvent.GetDirection}}</td>
<td>{{$ev.SignalEvent.GetReason}}</td>
{{ end }}
<td>${{printf "%.8f" $ev.Holdings.CommittedFunds}} {{$pair.Quote}}</td>
</tr>
{{end}}
</tbody>
</table>
</div>
{{end}}
{{end}}
{{end}}
</div>
</div>
</div>
</div>
</body>
</html>
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