first version

internal/report/daily.go

@@ -0,0 +1,46 @@
+package report
+
+import (
+	"fmt"
+	"strings"
+	"time"
+
+	"github.com/shopspring/decimal"
+
+	"overnight-trading-bot/internal/domain"
+)
+
+type DailyInput struct {
+	Date             time.Time
+	Mode             domain.Mode
+	Signals          []domain.Signal
+	Positions        []domain.Position
+	AverageSpreadBps decimal.Decimal
+	AverageSlipBps   decimal.Decimal
+	RiskStatus       string
+}
+
+func ComposeDaily(input DailyInput) string {
+	var b strings.Builder
+	fmt.Fprintf(&b, "Дата: %s\n", input.Date.Format("2006-01-02"))
+	fmt.Fprintf(&b, "Режим: %s\n", input.Mode)
+	fmt.Fprintf(&b, "Сигналы: %d\n", len(input.Signals))
+	for _, signal := range input.Signals {
+		fmt.Fprintf(&b, "- %s %s edge=%s reason=%s\n", signal.InstrumentUID, signal.Decision, signal.NetEdgeBps.StringFixed(2), signal.RejectReason)
+	}
+	gross := decimal.Zero
+	net := decimal.Zero
+	commission := decimal.Zero
+	for _, pos := range input.Positions {
+		gross = gross.Add(pos.GrossPnL)
+		net = net.Add(pos.NetPnL)
+		commission = commission.Add(pos.CommissionTotal)
+	}
+	fmt.Fprintf(&b, "Gross PnL: %s\n", gross.StringFixed(2))
+	fmt.Fprintf(&b, "Net PnL: %s\n", net.StringFixed(2))
+	fmt.Fprintf(&b, "Комиссии: %s\n", commission.StringFixed(2))
+	fmt.Fprintf(&b, "Средний spread: %s bps\n", input.AverageSpreadBps.StringFixed(2))
+	fmt.Fprintf(&b, "Среднее проскальзывание: %s bps\n", input.AverageSlipBps.StringFixed(2))
+	fmt.Fprintf(&b, "Risk: %s", input.RiskStatus)
+	return b.String()
+}