implement json patch for optimizer

This commit is contained in:
c9s 2022-05-19 17:27:59 +08:00
parent 75dd07d818
commit 32ce36fda7
No known key found for this signature in database
GPG Key ID: 7385E7E464CB0A54
4 changed files with 211 additions and 0 deletions

1
go.mod
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@ -57,6 +57,7 @@ require (
github.com/davecgh/go-spew v1.1.1 // indirect github.com/davecgh/go-spew v1.1.1 // indirect
github.com/denisenkom/go-mssqldb v0.12.0 // indirect github.com/denisenkom/go-mssqldb v0.12.0 // indirect
github.com/dgryski/go-rendezvous v0.0.0-20200823014737-9f7001d12a5f // 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/fastly/go-utils v0.0.0-20180712184237-d95a45783239 // indirect
github.com/fsnotify/fsnotify v1.4.9 // indirect github.com/fsnotify/fsnotify v1.4.9 // indirect
github.com/gin-contrib/sse v0.1.0 // indirect github.com/gin-contrib/sse v0.1.0 // indirect

3
go.sum
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@ -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 v0.9.9-0.20201210154907-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/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/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 h1:Ghm4eQYC0nEPnSJdVkTrXpu9KtoVCSo1hg7mtI7G9KU=
github.com/fastly/go-utils v0.0.0-20180712184237-d95a45783239/go.mod h1:Gdwt2ce0yfBxPvZrHkprdPPTTS3N5rwmLE8T22KBXlw= 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= 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/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 h1:IPJ3dvxmJ4uczJe5YQdrYB16oTJlGSC/OyZDqUk9xX4=
github.com/jehiah/go-strftime v0.0.0-20171201141054-1d33003b3869/go.mod h1:cJ6Cj7dQo+O6GJNiMx+Pa94qKj+TG8ONdKHgMNIyyag= 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 h1:wv+0IJZfL5z0uZoUjlpKgHkgaFSYD+r9CfrXjEXsO7w=
github.com/jmoiron/sqlx v1.3.4/go.mod h1:2BljVx/86SuTyjE+aPYlHCTNvZrnJXghYGpNiXLBMCQ= github.com/jmoiron/sqlx v1.3.4/go.mod h1:2BljVx/86SuTyjE+aPYlHCTNvZrnJXghYGpNiXLBMCQ=
github.com/joho/godotenv v1.3.0 h1:Zjp+RcGpHhGlrMbJzXTrZZPrWj+1vfm90La1wgB6Bhc= github.com/joho/godotenv v1.3.0 h1:Zjp+RcGpHhGlrMbJzXTrZZPrWj+1vfm90La1wgB6Bhc=

171
pkg/cmd/optimize.go Normal file
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@ -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)
},
}

36
pkg/optimizer/config.go Normal file
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@ -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
}