bbgo/pkg/optimizer/format.go

143 lines
3.1 KiB
Go

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