optimizer: rename optimizeex to hoptimize

config/optimizer-hyperparam-search.yaml

@@ -1,6 +1,6 @@
 # usage:
 #
-#   go run ./cmd/bbgo optimizeex --config bollmaker_ethusdt.yaml  --optimizer-config optimizer-hyperparam-search.yaml
+#   go run ./cmd/bbgo hoptimize --config bollmaker_ethusdt.yaml  --optimizer-config optimizer-hyperparam-search.yaml
 #
 ---
 # The search algorithm. Supports the following algorithms:

pkg/cmd/hoptimize.go

@@ -4,29 +4,27 @@ import (
 	"context"
 	"encoding/json"
 	"fmt"
-	"github.com/c9s/bbgo/pkg/data/tsv"
 	"github.com/c9s/bbgo/pkg/optimizer"
 	"github.com/fatih/color"
 	"github.com/spf13/cobra"
 	"gopkg.in/yaml.v3"
-	"io"
 	"io/ioutil"
 	"os"
 	"time"
 )
 
 func init() {
-	optimizeExCmd.Flags().String("optimizer-config", "optimizer.yaml", "config file")
+	hoptimizeCmd.Flags().String("optimizer-config", "optimizer.yaml", "config file")
-	optimizeExCmd.Flags().String("name", "", "assign a name to the study")
+	hoptimizeCmd.Flags().String("name", "", "assign an optimization session name")
-	optimizeExCmd.Flags().Bool("json-keep-all", false, "keep all results of trials")
+	hoptimizeCmd.Flags().Bool("json-keep-all", false, "keep all results of trials")
-	optimizeExCmd.Flags().String("output", "output", "backtest report output directory")
+	hoptimizeCmd.Flags().String("output", "output", "backtest report output directory")
-	optimizeExCmd.Flags().Bool("json", false, "print optimizer metrics in json format")
+	hoptimizeCmd.Flags().Bool("json", false, "print optimizer metrics in json format")
-	optimizeExCmd.Flags().Bool("tsv", false, "print optimizer metrics in csv format")
+	hoptimizeCmd.Flags().Bool("tsv", false, "print optimizer metrics in csv format")
-	RootCmd.AddCommand(optimizeExCmd)
+	RootCmd.AddCommand(hoptimizeCmd)
 }
 
-var optimizeExCmd = &cobra.Command{
+var hoptimizeCmd = &cobra.Command{
-	Use:   "optimizeex",
+	Use:   "hoptimize",
 	Short: "run hyperparameter optimizer (experimental)",
 
 	// SilenceUsage is an option to silence usage when an error occurs.
@@ -43,7 +41,7 @@ var optimizeExCmd = &cobra.Command{
 			return err
 		}
 
-		studyName, err := cmd.Flags().GetString("name")
+		optSessionName, err := cmd.Flags().GetString("name")
 		if err != nil {
 			return err
 		}
@@ -94,10 +92,10 @@ var optimizeExCmd = &cobra.Command{
 		defer cancel()
 		_ = ctx
 
-		if len(studyName) == 0 {
+		if len(optSessionName) == 0 {
-			studyName = fmt.Sprintf("bbgo-hpopt-%v", time.Now().UnixMilli())
+			optSessionName = fmt.Sprintf("bbgo-hpopt-%v", time.Now().UnixMilli())
 		}
-		tempDirNameFormat := fmt.Sprintf("%s-config-*", studyName)
+		tempDirNameFormat := fmt.Sprintf("%s-config-*", optSessionName)
 		configDir, err := os.MkdirTemp("", tempDirNameFormat)
 		if err != nil {
 			return err
@@ -112,7 +110,7 @@ var optimizeExCmd = &cobra.Command{
 		}
 
 		optz := &optimizer.HyperparameterOptimizer{
-			StudyName: studyName,
+			SessionName: optSessionName,
 			Config:      optConfig,
 		}
 
@@ -137,13 +135,13 @@ var optimizeExCmd = &cobra.Command{
 			// print report JSON to stdout
 			fmt.Println(string(out))
 		} else if printTsvFormat {
-			if err := formatResultsTsv(os.Stdout, report.Parameters, report.Trials); err != nil {
+			if err := optimizer.FormatResultsTsv(os.Stdout, report.Parameters, report.Trials); err != nil {
 				return err
 			}
 		} else {
 			color.Green("OPTIMIZER REPORT")
 			color.Green("===============================================\n")
-			color.Green("STUDY NAME: %s\n", report.Name)
+			color.Green("SESSION NAME: %s\n", report.Name)
 			color.Green("OPTIMIZE OBJECTIVE: %s\n", report.Objective)
 			color.Green("BEST OBJECTIVE VALUE: %s\n", report.Best.Value)
 			color.Green("OPTIMAL PARAMETERS:")
@@ -160,44 +158,3 @@ var optimizeExCmd = &cobra.Command{
 		return nil
 	},
 }
-
-func formatResultsTsv(writer io.WriteCloser, labelPaths map[string]string, results []*optimizer.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()
-}

pkg/cmd/optimize.go

@@ -4,16 +4,12 @@ import (
 	"context"
 	"encoding/json"
 	"fmt"
-	"io"
 	"io/ioutil"
 	"os"
-	"strconv"
 
 	"github.com/spf13/cobra"
 	"gopkg.in/yaml.v3"
 
-	"github.com/c9s/bbgo/pkg/data/tsv"
-	"github.com/c9s/bbgo/pkg/fixedpoint"
 	"github.com/c9s/bbgo/pkg/optimizer"
 )
 
@@ -119,7 +115,7 @@ var optimizeCmd = &cobra.Command{
 			// print metrics JSON to stdout
 			fmt.Println(string(out))
 		} else if printTsvFormat {
-			if err := formatMetricsTsv(metrics, os.Stdout); err != nil {
+			if err := optimizer.FormatMetricsTsv(os.Stdout, metrics); err != nil {
 				return err
 			}
 		} else {
@@ -138,95 +134,3 @@ var optimizeCmd = &cobra.Command{
 		return nil
 	},
 }
-
-func transformMetricsToRows(metrics map[string][]optimizer.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 formatMetricsTsv(metrics map[string][]optimizer.Metric, writer io.WriteCloser) 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 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)
-	}
-}

pkg/optimizer/format.go

@@ -0,0 +1,142 @@
+package optimizer
+
+import (
+	"fmt"
+	"github.com/c9s/bbgo/pkg/data/tsv"
+	"github.com/c9s/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)
+	}
+}

pkg/optimizer/hpoptimizer.go

@@ -75,7 +75,7 @@ func buildHyperparameterOptimizeTrialResults(study *goptuna.Study) []*Hyperparam
 }
 
 type HyperparameterOptimizer struct {
-	StudyName string
+	SessionName string
 	Config      *Config
 
 	// Workaround for goptuna/tpe parameter suggestion. Remove this after fixed.
@@ -112,7 +112,7 @@ func (o *HyperparameterOptimizer) buildStudy(trialFinishChan chan goptuna.Frozen
 		studyOpts = append(studyOpts, goptuna.StudyOptionRelativeSampler(relativeSampler))
 	}
 
-	return goptuna.CreateStudy(o.StudyName, studyOpts...)
+	return goptuna.CreateStudy(o.SessionName, studyOpts...)
 }
 
 func (o *HyperparameterOptimizer) buildParamDomains() (map[string]string, []paramDomain) {
@@ -288,7 +288,7 @@ func (o *HyperparameterOptimizer) Run(executor Executor, configJson []byte) (*Hy
 	bar.Finish()
 
 	return &HyperparameterOptimizeReport{
-		Name:       o.StudyName,
+		Name:       o.SessionName,
 		Objective:  o.Config.Objective,
 		Parameters: labelPaths,
 		Best:       buildBestHyperparameterOptimizeResult(study),