147 lines
3.1 KiB
Go
147 lines
3.1 KiB
Go
package cmd
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import (
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"context"
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"encoding/json"
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"fmt"
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"io/ioutil"
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"os"
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"github.com/spf13/cobra"
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"gopkg.in/yaml.v3"
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"git.qtrade.icu/lychiyu/bbgo/pkg/optimizer"
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)
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func init() {
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optimizeCmd.Flags().String("optimizer-config", "optimizer.yaml", "config file")
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optimizeCmd.Flags().String("output", "output", "backtest report output directory")
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optimizeCmd.Flags().Bool("json", false, "print optimizer metrics in json format")
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optimizeCmd.Flags().Bool("tsv", false, "print optimizer metrics in csv format")
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optimizeCmd.Flags().Int("limit", 50, "limit how many results to print pr metric")
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RootCmd.AddCommand(optimizeCmd)
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}
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var optimizeCmd = &cobra.Command{
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Use: "optimize",
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Short: "run optimizer",
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// SilenceUsage is an option to silence usage when an error occurs.
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SilenceUsage: true,
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RunE: func(cmd *cobra.Command, args []string) error {
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optimizerConfigFilename, err := cmd.Flags().GetString("optimizer-config")
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if err != nil {
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return err
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}
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configFile, err := cmd.Flags().GetString("config")
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if err != nil {
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return err
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}
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printJsonFormat, err := cmd.Flags().GetBool("json")
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if err != nil {
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return err
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}
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printTsvFormat, err := cmd.Flags().GetBool("tsv")
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if err != nil {
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return err
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}
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outputDirectory, err := cmd.Flags().GetString("output")
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if err != nil {
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return err
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}
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resultLimit, err := cmd.Flags().GetInt("limit")
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if err != nil {
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return err
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}
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yamlBody, err := ioutil.ReadFile(configFile)
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if err != nil {
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return err
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}
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var obj map[string]interface{}
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if err := yaml.Unmarshal(yamlBody, &obj); err != nil {
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return err
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}
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delete(obj, "notifications")
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delete(obj, "sync")
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optConfig, err := optimizer.LoadConfig(optimizerConfigFilename)
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if err != nil {
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return err
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}
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// the config json template used for patch
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configJson, err := json.MarshalIndent(obj, "", " ")
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if err != nil {
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return err
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}
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ctx, cancel := context.WithCancel(context.Background())
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defer cancel()
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_ = ctx
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configDir, err := os.MkdirTemp("", "bbgo-config-*")
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if err != nil {
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return err
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}
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executor := &optimizer.LocalProcessExecutor{
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Config: optConfig.Executor.LocalExecutorConfig,
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Bin: os.Args[0],
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WorkDir: ".",
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ConfigDir: configDir,
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OutputDir: outputDirectory,
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}
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optz := &optimizer.GridOptimizer{
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Config: optConfig,
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}
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if err := executor.Prepare(configJson); err != nil {
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return err
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}
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metrics, err := optz.Run(executor, configJson)
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if err != nil {
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return err
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}
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if printJsonFormat {
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out, err := json.MarshalIndent(metrics, "", " ")
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if err != nil {
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return err
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}
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// print metrics JSON to stdout
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fmt.Println(string(out))
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} else if printTsvFormat {
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if err := optimizer.FormatMetricsTsv(os.Stdout, metrics); err != nil {
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return err
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}
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} else {
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for n, values := range metrics {
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if len(values) == 0 {
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continue
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}
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if len(values) > resultLimit && resultLimit != 0 {
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values = values[:resultLimit]
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}
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fmt.Printf("%v => %s\n", values[0].Labels, n)
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for _, m := range values {
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fmt.Printf("%v => %s %v\n", m.Params, n, m.Value)
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}
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}
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}
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return nil
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},
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}
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