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Market

- add `PortfolioHistory`
Alexey Kim il y a 3 semaines
Parent
commit
1669ce6ea3
2 fichiers modifiés avec 11 ajouts et 2 suppressions
  1. 1 2
      market.go
  2. 10 0
      portfolio_record.go

+ 1 - 2
market.go

@@ -17,14 +17,13 @@ type Market interface {
 	IsMarketOpened() bool
 	Time() Clock
 
-	LatestBar(symbol string) (*Bar, error)
-
 	Buy(ctx context.Context, symbol string, ratio float64) (Order, error)
 	Sell(ctx context.Context, symbol string, ratio float64) (Order, error)
 	CancelOrder(id string) error
 
 	Orders() ([]Order, error)
 	Portfolio() (Portfolio, error)
+	PortfolioHistory() ([]PortfolioRecord, error)
 
 	Cash() (float64, error)
 	Equity() (float64, error)

+ 10 - 0
portfolio_record.go

@@ -0,0 +1,10 @@
+package sentio
+
+import "time"
+
+type PortfolioRecord struct {
+	TS     time.Time
+	Equity float64
+	PnL    float64
+	PnLPct float64
+}