Bash script with jq wont get date difference from strings, and runs quite slowly on i7 16GB RAM-CodePudding

Need to find the difference between TradeCloseTime and TradeOpenTime time in dd:hh:mm format for the Exposure column in the following script.

Also the script runs super slow (~4 mins for 800 rows of json, on Core i7 16gb RAM machine)

#!/bin/bash
echo "TradeNo, TradeOpenType, TradeCloseType, TradeOpenSource, TradeCloseSource, TradeOpenTime, TradeCloseTime, PNL, Exposure" > tradelist.csv
tradecount=$(jq -r '.performance.numberOfTrades|tonumber' D.json)
for ((i=0; i<$tradecount; i  ))
do
tradeNo=$(jq -r '.trades['$i']|[.tradeNo][]|tonumber' D.json)
entrySide=$(jq -r '.trades['$i'].orders[0]|[.side][]' D.json)
exitSide=$(jq -r '.trades['$i'].orders[1]|[.side][]' D.json)
entrySource=$(jq -r '.trades['$i'].orders[0]|[.source][]' D.json)
exitSource=$(jq -r '.trades['$i'].orders[1]|[.source][]' D.json)
tradeEntryTime=$(jq -r '.trades['$i'].orders[0]|[.placedTime][]' D.json | tr -d 'Z' |  tr -s 'T' ' ')
tradeExitTime=$(jq -r '.trades['$i'].orders[1]|[.placedTime][]' D.json | tr -d 'Z' |  tr -s 'T' ' ')
profitPercentage=$(jq -r '(.trades['$i']|[.profitPercentage][0]|tonumber)*(100)' D.json)
echo $tradeNo","$entrySide","$exitSide","$entrySource","$exitSource","$tradeEntryTime","$tradeExitTime","$profitPercentage | tr -d '"' >> tradelist.csv
done

json file looks like this

{"market":{"exchange":"BINANCE_FUTURES","coinPair":"BTC_USDT"},"strategy":{"name":"","type":"BACKTEST","candleSize":15,"lookbackDays":6,"leverageLong":1.00000000,"leverageShort":1.00000000,"strategyName":"ABC","strategyVersion":35,"runNo":"002","source":"Personal"},"strategyParameters":[{"name":"DurationInput","value":"87.0"}],"openPositionStrategy":{"actionTime":"CANDLE_CLOSE","maxPerSignal":1.00000000},"closePositionStrategy":{"actionTime":"CANDLE_CLOSE","minProfit":"NaN","stopLossValue":0.07000000,"stopLossTrailing":true,"takeProfit":0.01290000,"takeProfitDeviation":"NaN"},"performance":{"startTime":"2019-01-01T00:00:00Z","endTime":"2021-11-24T00:00:00Z","startAllocation":1000.00000000,"endAllocation":3478.58904150,"absoluteProfit":2478.58904150,"profitPerc":2.47858904,"buyHoldRatio":0.62426630,"buyHoldReturn":4.57228387,"numberOfTrades":744,"profitableTrades":0.67833109,"maxDrawdown":-0.20924885,"avgMonthlyProfit":0.05242718,"profitableMonths":0.70370370,"avgWinMonth":0.09889897,"avgLoseMonth":-0.05275563,"startPrice":null,"endPrice":57623.08000000},"trades":[{"tradeNo":0,"profit":-5.48836165,"profitPercentage":-0.00549085,"accumulatedBalance":994.51163835,"compoundProfitPerc":-0.00548836,"orders":[{"side":"Long","placedTime":"2019-09-16T21:15:00Z","placedAmount":0.09700000,"filledTime":"2019-09-16T21:15:00Z","filledAmount":0.09700000,"filledPrice":10300.49000000,"commissionPaid":0.39965901,"source":"SIGNAL"},{"side":"CloseLong","placedTime":"2019-09-17T19:15:00Z","placedAmount":0.09700000,"filledTime":"2019-09-17T19:15:00Z","filledAmount":0.09700000,"filledPrice":10252.13000000,"commissionPaid":0.39778264,"source":"SIGNAL"}]},{"tradeNo":1,"profit":-3.52735800,"profitPercentage":-0.00356403,"accumulatedBalance":990.98428035,"compoundProfitPerc":-0.00901572,"orders":[{"side":"Long","placedTime":"2019-09-19T06:00:00Z","placedAmount":0.10000000,"filledTime":"2019-09-19T06:00:00Z","filledAmount":0.10000000,"filledPrice":9893.16000000,"commissionPaid":0.39572640,"source":"SIGNAL"},{"side":"CloseLong","placedTime":"2019-09-19T06:15:00Z","placedAmount":0.10000000,"filledTime":"2019-09-19T06:15:00Z","filledAmount":0.10000000,"filledPrice":9865.79000000,"commissionPaid":0.39463160,"source":"SIGNAL"}]},{"tradeNo":2,"profit":-5.04965308,"profitPercentage":-0.00511770,"accumulatedBalance":985.93462727,"compoundProfitPerc":-0.01406537,"orders":[{"side":"Long","placedTime":"2019-09-25T10:15:00Z","placedAmount":0.11700000,"filledTime":"2019-09-25T10:15:00Z","filledAmount":0.11700000,"filledPrice":8430.00000000,"commissionPaid":0.39452400,"source":"SIGNAL"},{"side":"CloseLong","placedTime":"2019-09-25T10:30:00Z","placedAmount":0.11700000,"filledTime":"2019-09-25T10:30:00Z","filledAmount":0.11700000,"filledPrice":8393.57000000,"commissionPaid":0.39281908,"source":"SIGNAL"}]}

CodePudding user response：

Regarding the main question (regarding computing time differences), you're in luck as jq provides the built-in function fromdateiso8601 for converting ISO times to "the number of seconds since the Unix epoch (1970-01-01T00:00:00Z)".

With your JSON sample,

.trades[]
| [ .orders[1].placedTime, .orders[0].placedTime]
| map(fromdateiso8601)
| .[0] - .[1]

produces the three differences:

79200
900
900

CodePudding user response：

I prefer using an intermediate structure of the "entry" and "exit" JSON. This helps with debugging the jq commands. Formatted for readability over performance:

#!/usr/bin/env bash -e
echo "TradeNo,TradeOpenType,TradeCloseType,TradeOpenSource,TradeCloseSource,TradeOpenTime,TradeCloseTime,PNL,Exposure" > tradelist.csv

jq -r '.trades[]|{tradeNo,profit,profitPercentage,entry:.orders[0],exit:.orders[1],entryTS:.orders[0].placedTime|fromdate,exitTS:.orders[1].placedTime|fromdate}|[.tradeNo,.entry.side,.exit.side,.entry.source,.exit.source,(.entry.placedTime|strptime("%Y-%m-%dT%H:%M:%SZ")|strftime("%Y-%m-%d %H:%M:%S")),(.exit.placedTime|strptime("%Y-%m-%dT%H:%M:%SZ")|strftime("%Y-%m-%d %H:%M:%S")),(.profitPercentage*100),(.exitTS-.entryTS|todate|strptime("%Y-%m-%dT%H:%M:%SZ")|strftime("%d:%H:%M"))]|@csv' D.json >> tradelist.csv

WARNING: This formatting assumes Exposure is LESS THAN 1 MONTH. Good luck with that!