init

demo/bar_stat.go

@@ -0,0 +1,40 @@
+package demo
+
+import (
+	"fmt"
+	"github.com/banbox/banbot/config"
+	"github.com/banbox/banbot/strat"
+	"github.com/banbox/banexg/log"
+	"go.uber.org/zap"
+	"slices"
+)
+
+type Stat struct {
+	rates []float64
+}
+
+func BarStat(pol *config.RunPolicyConfig) *strat.TradeStrat {
+	return &strat.TradeStrat{
+		WarmupNum: 50,
+		OnStartUp: func(s *strat.StratJob) {
+			s.More = &Stat{}
+		},
+		OnBar: func(s *strat.StratJob) {
+			m, _ := s.More.(*Stat)
+			// rate := genCurFutProbs(s.Env)[0]
+			m.rates = append(m.rates, 0)
+		},
+		OnShutDown: func(s *strat.StratJob) {
+			m, _ := s.More.(*Stat)
+			slices.Sort(m.rates)
+			var sum float64
+			var outs []string
+			for _, v := range m.rates {
+				sum += v
+				outs = append(outs, fmt.Sprintf("%.2f", v*100))
+			}
+			log.Info("", zap.Float64("avg", sum/float64(len(m.rates))),
+				zap.Strings("arr", outs))
+		},
+	}
+}