47 lines
1.5 KiB
Go
47 lines
1.5 KiB
Go
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package report
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import (
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"fmt"
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"strings"
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"time"
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"github.com/shopspring/decimal"
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"overnight-trading-bot/internal/domain"
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)
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type DailyInput struct {
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Date time.Time
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Mode domain.Mode
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Signals []domain.Signal
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Positions []domain.Position
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AverageSpreadBps decimal.Decimal
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AverageSlipBps decimal.Decimal
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RiskStatus string
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}
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func ComposeDaily(input DailyInput) string {
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var b strings.Builder
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fmt.Fprintf(&b, "Дата: %s\n", input.Date.Format("2006-01-02"))
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fmt.Fprintf(&b, "Режим: %s\n", input.Mode)
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fmt.Fprintf(&b, "Сигналы: %d\n", len(input.Signals))
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for _, signal := range input.Signals {
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fmt.Fprintf(&b, "- %s %s edge=%s reason=%s\n", signal.InstrumentUID, signal.Decision, signal.NetEdgeBps.StringFixed(2), signal.RejectReason)
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}
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gross := decimal.Zero
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net := decimal.Zero
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commission := decimal.Zero
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for _, pos := range input.Positions {
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gross = gross.Add(pos.GrossPnL)
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net = net.Add(pos.NetPnL)
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commission = commission.Add(pos.CommissionTotal)
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}
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fmt.Fprintf(&b, "Gross PnL: %s\n", gross.StringFixed(2))
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fmt.Fprintf(&b, "Net PnL: %s\n", net.StringFixed(2))
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fmt.Fprintf(&b, "Комиссии: %s\n", commission.StringFixed(2))
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fmt.Fprintf(&b, "Средний spread: %s bps\n", input.AverageSpreadBps.StringFixed(2))
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fmt.Fprintf(&b, "Среднее проскальзывание: %s bps\n", input.AverageSlipBps.StringFixed(2))
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fmt.Fprintf(&b, "Risk: %s", input.RiskStatus)
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return b.String()
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}
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