strategy: refactor harmonic draw lib

Author: austin362667

config/harmonic.yaml

@@ -18,6 +18,10 @@ exchangeStrategies:
       interval: 1s
       window: 500
       quantity: 0.05
+      # Draw pnl
+      drawGraph: true
+      graphPNLPath: "./pnl.png"
+      graphCumPNLPath: "./cumpnl.png"
 
 backtest:
   sessions:

pkg/strategy/harmonic/draw.go

@@ -0,0 +1,90 @@
+package harmonic
+
+import (
+	"bytes"
+	"fmt"
+	"os"
+
+	"github.com/c9s/bbgo/pkg/bbgo"
+	"github.com/c9s/bbgo/pkg/interact"
+	"github.com/c9s/bbgo/pkg/types"
+	"github.com/wcharczuk/go-chart/v2"
+)
+
+func (s *Strategy) InitDrawCommands(profit, cumProfit types.Series) {
+	bbgo.RegisterCommand("/pnl", "Draw PNL(%) per trade", func(reply interact.Reply) {
+		canvas := DrawPNL(s.InstanceID(), profit)
+		var buffer bytes.Buffer
+		if err := canvas.Render(chart.PNG, &buffer); err != nil {
+			log.WithError(err).Errorf("cannot render pnl in drift")
+			reply.Message(fmt.Sprintf("[error] cannot render pnl in ewo: %v", err))
+			return
+		}
+		bbgo.SendPhoto(&buffer)
+	})
+	bbgo.RegisterCommand("/cumpnl", "Draw Cummulative PNL(Quote)", func(reply interact.Reply) {
+		canvas := DrawCumPNL(s.InstanceID(), cumProfit)
+		var buffer bytes.Buffer
+		if err := canvas.Render(chart.PNG, &buffer); err != nil {
+			log.WithError(err).Errorf("cannot render cumpnl in drift")
+			reply.Message(fmt.Sprintf("[error] canot render cumpnl in drift: %v", err))
+			return
+		}
+		bbgo.SendPhoto(&buffer)
+	})
+}
+
+func (s *Strategy) Draw(profit, cumProfit types.Series) error {
+
+	canvas := DrawPNL(s.InstanceID(), profit)
+	f, err := os.Create(s.GraphPNLPath)
+	if err != nil {
+		return fmt.Errorf("cannot create on path " + s.GraphPNLPath)
+	}
+	defer f.Close()
+	if err = canvas.Render(chart.PNG, f); err != nil {
+		return fmt.Errorf("cannot render pnl")
+	}
+	canvas = DrawCumPNL(s.InstanceID(), cumProfit)
+	f, err = os.Create(s.GraphCumPNLPath)
+	if err != nil {
+		return fmt.Errorf("cannot create on path " + s.GraphCumPNLPath)
+	}
+	defer f.Close()
+	if err = canvas.Render(chart.PNG, f); err != nil {
+		return fmt.Errorf("cannot render cumpnl")
+	}
+
+	return nil
+}
+
+func DrawPNL(instanceID string, profit types.Series) *types.Canvas {
+	canvas := types.NewCanvas(instanceID)
+	length := profit.Length()
+	log.Infof("pnl Highest: %f, Lowest: %f", types.Highest(profit, length), types.Lowest(profit, length))
+	canvas.PlotRaw("pnl %", profit, length)
+	canvas.YAxis = chart.YAxis{
+		ValueFormatter: func(v interface{}) string {
+			if vf, isFloat := v.(float64); isFloat {
+				return fmt.Sprintf("%.4f", vf)
+			}
+			return ""
+		},
+	}
+	canvas.PlotRaw("1", types.NumberSeries(1), length)
+	return canvas
+}
+
+func DrawCumPNL(instanceID string, cumProfit types.Series) *types.Canvas {
+	canvas := types.NewCanvas(instanceID)
+	canvas.PlotRaw("cummulative pnl", cumProfit, cumProfit.Length())
+	canvas.YAxis = chart.YAxis{
+		ValueFormatter: func(v interface{}) string {
+			if vf, isFloat := v.(float64); isFloat {
+				return fmt.Sprintf("%.4f", vf)
+			}
+			return ""
+		},
+	}
+	return canvas
+}