implement json patch for optimizer

go.mod

@@ -57,6 +57,7 @@ require (
 	github.com/davecgh/go-spew v1.1.1 // indirect
 	github.com/denisenkom/go-mssqldb v0.12.0 // indirect
 	github.com/dgryski/go-rendezvous v0.0.0-20200823014737-9f7001d12a5f // indirect
+	github.com/evanphx/json-patch/v5 v5.6.0 // indirect
 	github.com/fastly/go-utils v0.0.0-20180712184237-d95a45783239 // indirect
 	github.com/fsnotify/fsnotify v1.4.9 // indirect
 	github.com/gin-contrib/sse v0.1.0 // indirect

go.sum

@@ -112,6 +112,8 @@ github.com/envoyproxy/go-control-plane v0.9.4/go.mod h1:6rpuAdCZL397s3pYoYcLgu1m
 github.com/envoyproxy/go-control-plane v0.9.9-0.20201210154907-fd9021fe5dad/go.mod h1:cXg6YxExXjJnVBQHBLXeUAgxn2UodCpnH306RInaBQk=
 github.com/envoyproxy/go-control-plane v0.9.10-0.20210907150352-cf90f659a021/go.mod h1:AFq3mo9L8Lqqiid3OhADV3RfLJnjiw63cSpi+fDTRC0=
 github.com/envoyproxy/protoc-gen-validate v0.1.0/go.mod h1:iSmxcyjqTsJpI2R4NaDN7+kN2VEUnK/pcBlmesArF7c=
+github.com/evanphx/json-patch/v5 v5.6.0 h1:b91NhWfaz02IuVxO9faSllyAtNXHMPkC5J8sJCLunww=
+github.com/evanphx/json-patch/v5 v5.6.0/go.mod h1:G79N1coSVB93tBe7j6PhzjmR3/2VvlbKOFpnXhI9Bw4=
 github.com/fastly/go-utils v0.0.0-20180712184237-d95a45783239 h1:Ghm4eQYC0nEPnSJdVkTrXpu9KtoVCSo1hg7mtI7G9KU=
 github.com/fastly/go-utils v0.0.0-20180712184237-d95a45783239/go.mod h1:Gdwt2ce0yfBxPvZrHkprdPPTTS3N5rwmLE8T22KBXlw=
 github.com/fatih/camelcase v1.0.0/go.mod h1:yN2Sb0lFhZJUdVvtELVWefmrXpuZESvPmqwoZc+/fpc=
@@ -265,6 +267,7 @@ github.com/inconshreveable/mousetrap v1.0.0 h1:Z8tu5sraLXCXIcARxBp/8cbvlwVa7Z1NH
 github.com/inconshreveable/mousetrap v1.0.0/go.mod h1:PxqpIevigyE2G7u3NXJIT2ANytuPF1OarO4DADm73n8=
 github.com/jehiah/go-strftime v0.0.0-20171201141054-1d33003b3869 h1:IPJ3dvxmJ4uczJe5YQdrYB16oTJlGSC/OyZDqUk9xX4=
 github.com/jehiah/go-strftime v0.0.0-20171201141054-1d33003b3869/go.mod h1:cJ6Cj7dQo+O6GJNiMx+Pa94qKj+TG8ONdKHgMNIyyag=
+github.com/jessevdk/go-flags v1.4.0/go.mod h1:4FA24M0QyGHXBuZZK/XkWh8h0e1EYbRYJSGM75WSRxI=
 github.com/jmoiron/sqlx v1.3.4 h1:wv+0IJZfL5z0uZoUjlpKgHkgaFSYD+r9CfrXjEXsO7w=
 github.com/jmoiron/sqlx v1.3.4/go.mod h1:2BljVx/86SuTyjE+aPYlHCTNvZrnJXghYGpNiXLBMCQ=
 github.com/joho/godotenv v1.3.0 h1:Zjp+RcGpHhGlrMbJzXTrZZPrWj+1vfm90La1wgB6Bhc=

pkg/cmd/optimize.go

@@ -0,0 +1,171 @@
+package cmd
+
+import (
+	"context"
+	"encoding/json"
+	"fmt"
+	"io/ioutil"
+	"os"
+
+	jsonpatch "github.com/evanphx/json-patch/v5"
+	log "github.com/sirupsen/logrus"
+	"github.com/spf13/cobra"
+	"gopkg.in/yaml.v3"
+
+	"github.com/c9s/bbgo/pkg/fixedpoint"
+	"github.com/c9s/bbgo/pkg/optimizer"
+)
+
+func init() {
+	optimizeCmd.Flags().String("optimizer-config", "optimizer.yaml", "config file")
+	RootCmd.AddCommand(optimizeCmd)
+}
+
+var optimizeCmd = &cobra.Command{
+	Use:   "optimize",
+	Short: "run optimizer",
+
+	// SilenceUsage is an option to silence usage when an error occurs.
+	SilenceUsage: true,
+
+	RunE: func(cmd *cobra.Command, args []string) error {
+		optimizerConfigFilename, err := cmd.Flags().GetString("optimizer-config")
+		if err != nil {
+			return err
+		}
+
+		configFile, err := cmd.Flags().GetString("config")
+		if err != nil {
+			return err
+		}
+
+		yamlBody, err := ioutil.ReadFile(configFile)
+		if err != nil {
+			return err
+		}
+		var obj map[string]interface{}
+		if err := yaml.Unmarshal(yamlBody, &obj); err != nil {
+			return err
+		}
+		delete(obj, "notifications")
+		delete(obj, "sync")
+
+		optConfig, err := optimizer.LoadConfig(optimizerConfigFilename)
+		if err != nil {
+			return err
+		}
+
+		// the config json template used for patch
+		configJson, err := json.MarshalIndent(obj, "", "  ")
+		if err != nil {
+			return err
+		}
+		log.Info(string(configJson))
+
+		ctx, cancel := context.WithCancel(context.Background())
+		defer cancel()
+		_ = ctx
+
+		log.Info(os.Args)
+		binary := os.Args[0]
+		_ = binary
+
+		type OpFunc func(configJson []byte, next func(configJson []byte) error) error
+		var ops []OpFunc
+
+		for _, selector := range optConfig.Matrix {
+			path := selector.Path
+
+			switch selector.Type {
+			case "range":
+				min := selector.Min
+				max := selector.Max
+				step := selector.Step
+				if step.IsZero() {
+					step = fixedpoint.One
+				}
+
+				f := func(configJson []byte, next func(configJson []byte) error) error {
+					var values []fixedpoint.Value
+					for val := min; val.Compare(max) < 0; val = val.Add(step) {
+						values = append(values, val)
+					}
+
+					log.Infof("ranged values: %v", values)
+					for _, val := range values {
+						jsonOp := []byte(fmt.Sprintf(`[ {"op": "replace", "path": "%s", "value": %v } ]`, path, val))
+						patch, err := jsonpatch.DecodePatch(jsonOp)
+						if err != nil {
+							return err
+						}
+
+						log.Debugf("json op: %s", jsonOp)
+
+						configJson, err := patch.ApplyIndent(configJson, "  ")
+						if err != nil {
+							return err
+						}
+
+						if err := next(configJson); err != nil {
+							return err
+						}
+					}
+
+					return nil
+				}
+				ops = append(ops, f)
+
+			case "iterate":
+				values := selector.Values
+				f := func(configJson []byte, next func(configJson []byte) error) error {
+					log.Infof("iterate values: %v", values)
+					for _, val := range values {
+						jsonOp := []byte(fmt.Sprintf(`[{"op": "replace", "path": "%s", "value": "%s"}]`, path, val))
+						patch, err := jsonpatch.DecodePatch(jsonOp)
+						if err != nil {
+							return err
+						}
+
+						log.Debugf("json op: %s", jsonOp)
+
+						configJson, err := patch.ApplyIndent(configJson, "  ")
+						if err != nil {
+							return err
+						}
+
+						if err := next(configJson); err != nil {
+							return err
+						}
+					}
+
+					return nil
+				}
+				ops = append(ops, f)
+			}
+		}
+
+		var last = func(configJson []byte, next func(configJson []byte) error) error {
+			log.Info("configJson", string(configJson))
+			return nil
+		}
+		ops = append(ops, last)
+
+		log.Infof("%d ops: %v", len(ops), ops)
+
+		var wrapper = func(configJson []byte) error { return nil }
+		for i := len(ops) - 1; i > 0; i-- {
+			next := ops[i]
+			cur := ops[i-1]
+			inner := wrapper
+			a := i
+			wrapper = func(configJson []byte) error {
+				log.Infof("wrapper fn #%d", a)
+				return cur(configJson, func(configJson []byte) error {
+					return next(configJson, inner)
+				})
+			}
+		}
+
+		return wrapper(configJson)
+	},
+}

pkg/optimizer/config.go

@@ -0,0 +1,36 @@
+package optimizer
+
+import (
+	"io/ioutil"
+
+	"gopkg.in/yaml.v3"
+
+	"github.com/c9s/bbgo/pkg/fixedpoint"
+)
+
+type SelectorConfig struct {
+	Type   string           `json:"type" yaml:"type"`
+	Path   string           `json:"path" yaml:"path"`
+	Values []string         `json:"values,omitempty" yaml:"values,omitempty"`
+	Min    fixedpoint.Value `json:"min,omitempty" yaml:"min,omitempty"`
+	Max    fixedpoint.Value `json:"max,omitempty" yaml:"max,omitempty"`
+	Step   fixedpoint.Value `json:"step,omitempty" yaml:"step,omitempty"`
+}
+
+type Config struct {
+	Matrix []SelectorConfig `yaml:"matrix"`
+}
+
+func LoadConfig(yamlConfigFileName string) (*Config, error) {
+	configYaml, err := ioutil.ReadFile(yamlConfigFileName)
+	if err != nil {
+		return nil, err
+	}
+
+	var optConfig Config
+	if err := yaml.Unmarshal(configYaml, &optConfig); err != nil {
+		return nil, err
+	}
+
+	return &optConfig, nil
+}