refine optimizer executor config structure

config/bollmaker_optimizer.yaml

@@ -3,12 +3,16 @@
 #   go run ./cmd/bbgo optimize --config bollmaker_ethusdt.yaml  --optimizer-config optimizer.yaml --debug
 #
 ---
-maxThread: 10
+executor:
+  type: local
+  local:
+    maxNumberOfProcesses: 10
+
 matrix:
 - type: iterate
   label: interval
   path: '/exchangeStrategies/0/bollmaker/interval'
-  values: ["1m", "5m", "15m", "30m"]
+  values: [ "1m", "5m", "15m", "30m" ]
 
 - type: range
   path: '/exchangeStrategies/0/bollmaker/amount'

pkg/cmd/optimize.go

@@ -80,6 +80,7 @@ var optimizeCmd = &cobra.Command{
 		}
 
 		executor := &optimizer.LocalProcessExecutor{
+			Config:    optConfig.Executor.LocalExecutorConfig,
 			Bin:       os.Args[0],
 			WorkDir:   ".",
 			ConfigDir: configDir,

pkg/optimizer/config.go

@@ -18,11 +18,30 @@ type SelectorConfig struct {
 	Step   fixedpoint.Value `json:"step,omitempty" yaml:"step,omitempty"`
 }
 
+type LocalExecutorConfig struct {
+	MaxNumberOfProcesses int `json:"maxNumberOfProcesses" yaml:"maxNumberOfProcesses"`
+}
+
+type ExecutorConfig struct {
+	Type                string               `json:"type" yaml:"type"`
+	LocalExecutorConfig *LocalExecutorConfig `json:"local" yaml:"local"`
+}
+
 type Config struct {
+	Executor  *ExecutorConfig  `json:"executor" yaml:"executor"`
 	MaxThread int              `yaml:"maxThread,omitempty"`
 	Matrix    []SelectorConfig `yaml:"matrix"`
 }
 
+var defaultExecutorConfig = &ExecutorConfig{
+	Type:                "local",
+	LocalExecutorConfig: defaultLocalExecutorConfig,
+}
+
+var defaultLocalExecutorConfig = &LocalExecutorConfig{
+	MaxNumberOfProcesses: 10,
+}
+
 func LoadConfig(yamlConfigFileName string) (*Config, error) {
 	configYaml, err := ioutil.ReadFile(yamlConfigFileName)
 	if err != nil {
@@ -34,9 +53,16 @@ func LoadConfig(yamlConfigFileName string) (*Config, error) {
 		return nil, err
 	}
 
-	// The default of MaxThread is 5
-	if optConfig.MaxThread <= 0 {
-		optConfig.MaxThread = 5
+	if optConfig.Executor == nil {
+		optConfig.Executor = defaultExecutorConfig
+	}
+
+	if optConfig.Executor.Type == "" {
+		optConfig.Executor.Type = "local"
+	}
+
+	if optConfig.Executor.Type == "local" && optConfig.Executor.LocalExecutorConfig == nil {
+		optConfig.Executor.LocalExecutorConfig = defaultLocalExecutorConfig
 	}
 
 	return &optConfig, nil

pkg/optimizer/grid.go

@@ -199,7 +199,7 @@ func (o *GridOptimizer) Run(executor Executor, configJson []byte) (map[string][]
 		}
 	}
 
-	ctx := context.WithValue(context.Background(), "MaxThread", o.Config.MaxThread)
+	ctx := context.Background()
 	resultsC, err := executor.Run(ctx, taskC)
 	if err != nil {
 		return nil, err

pkg/optimizer/local.go

@@ -36,6 +36,7 @@ type AsyncHandle struct {
 }
 
 type LocalProcessExecutor struct {
+	Config    *LocalExecutorConfig
 	Bin       string
 	WorkDir   string
 	ConfigDir string
@@ -73,7 +74,7 @@ func (e *LocalProcessExecutor) readReport(output []byte) (*backtest.SummaryRepor
 }
 
 func (e *LocalProcessExecutor) Run(ctx context.Context, taskC chan BacktestTask) (chan BacktestTask, error) {
-	var maxNumOfProcess = ctx.Value("MaxThread").(int)
+	var maxNumOfProcess = e.Config.MaxNumberOfProcesses
 	var resultsC = make(chan BacktestTask, maxNumOfProcess*2)
 
 	wg := sync.WaitGroup{}