143 lines
3.1 KiB
Go
143 lines
3.1 KiB
Go
package optimizer
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import (
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"fmt"
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"git.qtrade.icu/lychiyu/bbgo/pkg/data/tsv"
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"git.qtrade.icu/lychiyu/bbgo/pkg/fixedpoint"
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"io"
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"strconv"
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)
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func FormatResultsTsv(writer io.WriteCloser, labelPaths map[string]string, results []*HyperparameterOptimizeTrialResult) error {
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headerLen := len(labelPaths)
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headers := make([]string, 0, headerLen)
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for label := range labelPaths {
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headers = append(headers, label)
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}
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rows := make([][]interface{}, len(labelPaths))
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for ri, result := range results {
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row := make([]interface{}, headerLen)
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for ci, columnKey := range headers {
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var ok bool
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if row[ci], ok = result.Parameters[columnKey]; !ok {
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return fmt.Errorf(`missing parameter "%s" from trial result (%v)`, columnKey, result.Parameters)
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}
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}
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rows[ri] = row
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}
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w := tsv.NewWriter(writer)
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if err := w.Write(headers); err != nil {
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return err
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}
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for _, row := range rows {
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var cells []string
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for _, o := range row {
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cell, err := castCellValue(o)
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if err != nil {
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return err
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}
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cells = append(cells, cell)
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}
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if err := w.Write(cells); err != nil {
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return err
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}
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}
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return w.Close()
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}
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func FormatMetricsTsv(writer io.WriteCloser, metrics map[string][]Metric) error {
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headers, rows := transformMetricsToRows(metrics)
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w := tsv.NewWriter(writer)
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if err := w.Write(headers); err != nil {
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return err
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}
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for _, row := range rows {
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var cells []string
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for _, o := range row {
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cell, err := castCellValue(o)
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if err != nil {
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return err
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}
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cells = append(cells, cell)
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}
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if err := w.Write(cells); err != nil {
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return err
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}
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}
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return w.Close()
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}
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func transformMetricsToRows(metrics map[string][]Metric) (headers []string, rows [][]interface{}) {
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var metricsKeys []string
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for k := range metrics {
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metricsKeys = append(metricsKeys, k)
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}
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var numEntries int
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var paramLabels []string
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for _, ms := range metrics {
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for _, m := range ms {
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paramLabels = m.Labels
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break
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}
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numEntries = len(ms)
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break
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}
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headers = append(paramLabels, metricsKeys...)
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rows = make([][]interface{}, numEntries)
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var metricsRows = make([][]interface{}, numEntries)
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// build params into the rows
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for i, m := range metrics[metricsKeys[0]] {
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rows[i] = m.Params
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}
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for _, metricKey := range metricsKeys {
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for i, ms := range metrics[metricKey] {
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if len(metricsRows[i]) == 0 {
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metricsRows[i] = make([]interface{}, 0, len(metricsKeys))
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}
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metricsRows[i] = append(metricsRows[i], ms.Value)
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}
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}
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// merge rows
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for i := range rows {
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rows[i] = append(rows[i], metricsRows[i]...)
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}
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return headers, rows
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}
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func castCellValue(a interface{}) (string, error) {
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switch tv := a.(type) {
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case fixedpoint.Value:
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return tv.String(), nil
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case float64:
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return strconv.FormatFloat(tv, 'f', -1, 64), nil
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case int64:
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return strconv.FormatInt(tv, 10), nil
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case int32:
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return strconv.FormatInt(int64(tv), 10), nil
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case int:
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return strconv.Itoa(tv), nil
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case bool:
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return strconv.FormatBool(tv), nil
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case string:
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return tv, nil
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case []byte:
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return string(tv), nil
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default:
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return "", fmt.Errorf("unsupported object type: %T value: %v", tv, tv)
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}
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}
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