initial

trade/calc_profit.go

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+package trade
+
+import (
+	"git.apinb.com/bsm-sdk/core/utils"
+	"github.com/shopspring/decimal"
+)
+
+// 计算收益及收益率
+func calProfitRate(symbol, side string, leverage, avgPrice, currentPrice, volume decimal.Decimal) (decimal.Decimal, decimal.Decimal) {
+	var profit decimal.Decimal = decimal.Zero
+	var profitRate decimal.Decimal = decimal.Zero
+
+	// 计算利润
+	switch side {
+	case "LONG":
+		profit = CalculateProfit_Long(avgPrice, currentPrice, volume)
+		//Debug("CalculateProfit_Long", symbol, side, "AvgPrice:", avgPrice.String(), "CurrentPrice:", currentPrice.String(), "volume:", volume.String())
+	case "SHORT":
+		//Debug("CalculateProfit_Short", symbol, side, "AvgPrice:", avgPrice.String(), "CurrentPrice:", currentPrice.String(), "volume:", volume.String())
+		profit = CalculateProfit_Short(avgPrice, currentPrice, volume)
+	}
+
+	// 计算回报率
+	if profit.IsZero() {
+		return profit, profitRate
+	}
+	cost := avgPrice.Mul(volume)
+	actualInvestment := cost.Div(leverage)
+	profitRate = profit.Div(actualInvestment)
+
+	return profit, profitRate
+}
+
+// 计算收益及收益率
+func calProfitRate_V2(symbol, side string, leverage, avgPrice, currentPrice, volume float64) (profit, profitRate float64) {
+	// 计算利润
+	switch side {
+	case "LONG":
+		profit = (currentPrice - avgPrice) * volume
+		//Debug("CalculateProfit_Long", symbol, side, "AvgPrice:", avgPrice.String(), "CurrentPrice:", currentPrice.String(), "volume:", volume.String())
+	case "SHORT":
+		//Debug("CalculateProfit_Short", symbol, side, "AvgPrice:", avgPrice.String(), "CurrentPrice:", currentPrice.String(), "volume:", volume.String())
+		profit = (avgPrice - currentPrice) * volume
+	}
+
+	// 计算回报率
+	if profit == 0 {
+		return profit, profitRate
+	}
+
+	cost := avgPrice * volume
+	actualInvestment := cost / leverage
+	profitRate = profit / actualInvestment
+	profitRate = utils.FloatRound(profitRate, 3)
+
+	return profit, profitRate
+}