return metrics as a optimizer result

config/bollmaker_optimizer.yaml

@@ -5,16 +5,19 @@
 ---
 matrix:
 - type: iterate
+  label: interval
   path: '/exchangeStrategies/0/bollmaker/interval'
   values: ["1m", "5m", "15m", "30m"]
 
 - type: range
   path: '/exchangeStrategies/0/bollmaker/amount'
+  label: amount
   min: 20.0
   max: 100.0
   step: 20.0
 
 - type: range
+  label: spread
   path: '/exchangeStrategies/0/bollmaker/spread'
   min: 0.1%
   max: 0.2%

pkg/cmd/optimize.go

@@ -3,6 +3,7 @@ package cmd
 import (
 	"context"
 	"encoding/json"
+	"fmt"
 	"io/ioutil"
 	"os"
 
@@ -15,6 +16,7 @@ import (
 func init() {
 	optimizeCmd.Flags().String("optimizer-config", "optimizer.yaml", "config file")
 	optimizeCmd.Flags().String("output", "output", "backtest report output directory")
+	optimizeCmd.Flags().Bool("json", false, "print optimizer metrics in json format")
 	RootCmd.AddCommand(optimizeCmd)
 }
 
@@ -36,6 +38,11 @@ var optimizeCmd = &cobra.Command{
 			return err
 		}
 
+		printJsonFormat, err := cmd.Flags().GetBool("json")
+		if err != nil {
+			return err
+		}
+
 		outputDirectory, err := cmd.Flags().GetString("output")
 		if err != nil {
 			return err
@@ -83,6 +90,25 @@ var optimizeCmd = &cobra.Command{
 			Config: optConfig,
 		}
 
-		return optz.Run(executor, configJson)
+		metrics, err := optz.Run(executor, configJson)
+		if err != nil {
+			return err
+		}
+
+		if printJsonFormat {
+			out, err := json.MarshalIndent(metrics, "", "  ")
+			if err != nil {
+				return err
+			}
+
+			// print metrics JSON to stdout
+			fmt.Println(string(out))
+		} else {
+			for _, m := range metrics {
+				fmt.Printf("%v => %v\n", m.Params, m.Value)
+			}
+		}
+
+		return nil
 	},
 }

pkg/optimizer/config.go

@@ -10,6 +10,7 @@ import (
 
 type SelectorConfig struct {
 	Type   string           `json:"type" yaml:"type"`
+	Label  string           `json:"label,omitempty" yaml:"label,omitempty"`
 	Path   string           `json:"path" yaml:"path"`
 	Values []string         `json:"values,omitempty" yaml:"values,omitempty"`
 	Min    fixedpoint.Value `json:"min,omitempty" yaml:"min,omitempty"`

pkg/optimizer/grid.go

@@ -25,8 +25,6 @@ type GridOptimizer struct {
 	Config *Config
 
 	CurrentParams []interface{}
-
-	Metrics []Metric
 }
 
 func (o *GridOptimizer) buildOps() []OpFunc {
@@ -112,9 +110,11 @@ func (o *GridOptimizer) buildOps() []OpFunc {
 	return ops
 }
 
-func (o *GridOptimizer) Run(executor Executor, configJson []byte) error {
+func (o *GridOptimizer) Run(executor Executor, configJson []byte) ([]Metric, error) {
 	o.CurrentParams = make([]interface{}, len(o.Config.Matrix))
 
+	var metrics []Metric
+
 	var ops = o.buildOps()
 	var app = func(configJson []byte, next func(configJson []byte) error) error {
 		summaryReport, err := executor.Execute(configJson)
@@ -126,7 +126,7 @@ func (o *GridOptimizer) Run(executor Executor, configJson []byte) error {
 		metricValue := TotalProfitMetricValueFunc(summaryReport)
 
 		// TODO: replace this with a local variable and return it as a function result
-		o.Metrics = append(o.Metrics, Metric{
+		metrics = append(metrics, Metric{
 			Params: o.CurrentParams,
 			Value:  metricValue,
 		})
@@ -151,12 +151,10 @@ func (o *GridOptimizer) Run(executor Executor, configJson []byte) error {
 
 	err := wrapper(configJson)
 
-	// sort metrics
-	sort.Slice(o.Metrics, func(i, j int) bool {
-		a := o.Metrics[i].Value
-		b := o.Metrics[j].Value
+	sort.Slice(metrics, func(i, j int) bool {
+		a := metrics[i].Value
+		b := metrics[j].Value
 		return a.Compare(b) > 0
 	})
-	log.Infof("metrics: %+v", o.Metrics)
-	return err
+	return metrics, err
 }