暗号通貨取引の所得計算

bitbankの約定履歴CSVに対してawkを使うことで計算する。 出力のaccumulated_profitが、その時点の売りにおける累積損益となる。

# $1=注文id, $2=取引id, $3=通貨ペア, $4=タイプ, $5=売/買, $6=数量, $7=価格, $8=手数料, $9=m/t, $10=取引日時
BEGIN {
  paid=0;
  amount=0;
  profit=0;
  print "date", "time", "buy_price", "sell_price", "amount", "profit", "accumulated_profit";
}
$5=="buy"{
  paid+=$7*$6;
  amount+=$6;
}
$5=="sell"{
  a=paid/amount;
  b=($7-a)*$6-$8;
  profit+=b;
  paid-=a*$6;
  amount-=$6;
  print $10, a, $7, $6, b, profit;
}

$ cat b.csv | grep btc_jpy | awk -F, -f a.awk | column -t
date        time          buy_price    sell_price         amount      profit      accumulated_profit
2022-07-11  14:07:41.906  2.81377e+06  2815900.00000000   0.00170000  4.57501     4.57501
2022-07-11  16:34:51.998  2.79824e+06  2800699.00000000   0.00010000  0.301446    4.87645
2022-07-11  16:34:54.552  2.79824e+06  2800699.00000000   0.00130000  3.9188      8.79525
2022-07-11  17:08:41.923  2.79801e+06  2797885.00000000   0.00100000  0.432406    9.22765
2022-07-11  17:13:34.56   2.79801e+06  2800511.00000000   0.00110000  -0.947962   8.27969
2022-07-11  17:18:35.036  2.79801e+06  2808001.00000000   0.00120000  7.94307     16.2228
2022-07-11  17:31:11.10   2.79801e+06  2806785.00000000   0.00130000  12.1344     28.3572
2022-07-11  17:31:11.663  2.79801e+06  2807480.00000000   0.00130000  13.0381     41.3953
2022-07-11  17:36:31.015  2.802e+06    2808285.00000000   0.00140000  9.58035     50.9757
....