From 771f578efd386277b8395619f7a2395890c2af74 Mon Sep 17 00:00:00 2001 From: Fredrik <35973823+frin1@users.noreply.github.com> Date: Sun, 3 Jul 2022 13:16:41 +0200 Subject: [PATCH] optimizer/fix: prevent from crashing if missing SummaryReport --- go.sum | 2 -- pkg/optimizer/grid.go | 11 +++++++++-- 2 files changed, 9 insertions(+), 4 deletions(-) diff --git a/go.sum b/go.sum index 5aa950f06..7d562cc24 100644 --- a/go.sum +++ b/go.sum @@ -330,8 +330,6 @@ github.com/lestrrat-go/strftime v1.0.0/go.mod h1:E1nN3pCbtMSu1yjSVeyuRFVm/U0xoR7 github.com/lib/pq v1.0.0/go.mod h1:5WUZQaWbwv1U+lTReE5YruASi9Al49XbQIvNi/34Woo= github.com/lib/pq v1.2.0/go.mod h1:5WUZQaWbwv1U+lTReE5YruASi9Al49XbQIvNi/34Woo= github.com/lib/pq v1.9.0/go.mod h1:AlVN5x4E4T544tWzH6hKfbfQvm3HdbOxrmggDNAPY9o= -github.com/lib/pq v1.10.5 h1:J+gdV2cUmX7ZqL2B0lFcW0m+egaHC2V3lpO8nWxyYiQ= -github.com/lib/pq v1.10.5/go.mod h1:AlVN5x4E4T544tWzH6hKfbfQvm3HdbOxrmggDNAPY9o= github.com/lib/pq v1.10.6 h1:jbk+ZieJ0D7EVGJYpL9QTz7/YW6UHbmdnZWYyK5cdBs= github.com/lib/pq v1.10.6/go.mod h1:AlVN5x4E4T544tWzH6hKfbfQvm3HdbOxrmggDNAPY9o= github.com/lucasb-eyer/go-colorful v1.0.2/go.mod h1:0MS4r+7BZKSJ5mw4/S5MPN+qHFF1fYclkSPilDOKW0s= diff --git a/pkg/optimizer/grid.go b/pkg/optimizer/grid.go index b9aec0f59..952e6e06a 100644 --- a/pkg/optimizer/grid.go +++ b/pkg/optimizer/grid.go @@ -4,10 +4,11 @@ import ( "context" "encoding/json" "fmt" - "github.com/cheggaaa/pb/v3" "sort" - "github.com/evanphx/json-patch/v5" + "github.com/cheggaaa/pb/v3" + + jsonpatch "github.com/evanphx/json-patch/v5" "github.com/c9s/bbgo/pkg/backtest" "github.com/c9s/bbgo/pkg/fixedpoint" @@ -16,6 +17,9 @@ import ( type MetricValueFunc func(summaryReport *backtest.SummaryReport) fixedpoint.Value var TotalProfitMetricValueFunc = func(summaryReport *backtest.SummaryReport) fixedpoint.Value { + if summaryReport == nil { + return fixedpoint.Zero + } return summaryReport.TotalProfit } @@ -217,6 +221,9 @@ func (o *GridOptimizer) Run(executor Executor, configJson []byte) (map[string][] for result := range resultsC { for metricName, metricFunc := range valueFunctions { + if result.Report == nil { + log.Errorf("no summaryReport found for params: %+v", result.Params) + } var metricValue = metricFunc(result.Report) bar.Set("log", fmt.Sprintf("params: %+v => %s %+v", result.Params, metricName, metricValue)) bar.Increment()