optimizer: testing: param config

2024-11-26 00:35:15 +00:00 · 2022-07-30 00:19:12 +08:00 · 2022-07-30 00:19:12 +08:00 · ae3eaaaeb3
commit ae3eaaaeb3
parent f5d4fa098d
1 changed files with 161 additions and 0 deletions
--- a/pkg/optimizer/hpoptimizer_test.go
+++ b/pkg/optimizer/hpoptimizer_test.go
@ -0,0 +1,161 @@
+package optimizer
+
+import (
+	"github.com/c9s/bbgo/pkg/fixedpoint"
+	"reflect"
+	"testing"
+)
+
+func TestBuildParamDomains(t *testing.T) {
+	var floatRangeDomainVerifier = func(domain paramDomain, expect SelectorConfig) bool {
+		concrete := domain.(*floatRangeDomain)
+		return *concrete == floatRangeDomain{
+			paramDomainBase: paramDomainBase{label: expect.Label, path: expect.Path},
+			min:             expect.Min.Float64(),
+			max:             expect.Max.Float64(),
+		}
+	}
+	var intRangeDomainVerifier = func(domain paramDomain, expect SelectorConfig) bool {
+		concrete := domain.(*intRangeDomain)
+		return *concrete == intRangeDomain{
+			paramDomainBase: paramDomainBase{label: expect.Label, path: expect.Path},
+			min:             expect.Min.Int(),
+			max:             expect.Max.Int(),
+		}
+	}
+	var stringDomainVerifier = func(domain paramDomain, expect SelectorConfig) bool {
+		concrete := domain.(*stringDomain)
+		expectBase := paramDomainBase{label: expect.Label, path: expect.Path}
+		if concrete.paramDomainBase != expectBase {
+			return false
+		}
+		if len(concrete.options) != len(expect.Values) {
+			return false
+		}
+		for i, item := range concrete.options {
+			if item != expect.Values[i] {
+				return false
+			}
+		}
+		return true
+	}
+	var boolDomainVerifier = func(domain paramDomain, expect SelectorConfig) bool {
+		concrete := domain.(*boolDomain)
+		return *concrete == boolDomain{
+			paramDomainBase: paramDomainBase{label: expect.Label, path: expect.Path},
+		}
+	}
+
+	tests := []struct {
+		config SelectorConfig
+		verify func(domain paramDomain, expect SelectorConfig) bool
+	}{
+		{
+			config: SelectorConfig{
+				Type:   selectorTypeRange,
+				Label:  "range label",
+				Path:   "range path",
+				Values: []string{"ignore", "ignore"},
+				Min:    fixedpoint.NewFromFloat(0.0),
+				Max:    fixedpoint.NewFromFloat(0.0),
+				Step:   fixedpoint.NewFromFloat(0.0),
+			},
+			verify: floatRangeDomainVerifier,
+		}, {
+			config: SelectorConfig{
+				Type:   selectorTypeRangeFloat,
+				Label:  "rangeFloat label",
+				Path:   "rangeFloat path",
+				Values: []string{"ignore", "ignore"},
+				Min:    fixedpoint.NewFromFloat(0.0),
+				Max:    fixedpoint.NewFromFloat(0.0),
+				Step:   fixedpoint.NewFromFloat(0.0),
+			},
+			verify: floatRangeDomainVerifier,
+		}, {
+			config: SelectorConfig{
+				Type:   selectorTypeRangeInt,
+				Label:  "rangeInt label",
+				Path:   "rangeInt path",
+				Values: []string{"ignore", "ignore"},
+				Min:    fixedpoint.NewFromInt(3),
+				Max:    fixedpoint.NewFromInt(100),
+				Step:   fixedpoint.NewFromInt(66),
+			},
+			verify: intRangeDomainVerifier,
+		}, {
+			config: SelectorConfig{
+				Type:   selectorTypeIterate,
+				Label:  "iterate label",
+				Path:   "iterate path",
+				Values: nil,
+				Min:    fixedpoint.NewFromInt(0),
+				Max:    fixedpoint.NewFromInt(-8),
+				Step:   fixedpoint.NewFromInt(-1),
+			},
+			verify: stringDomainVerifier,
+		}, {
+			config: SelectorConfig{
+				Type:   selectorTypeString,
+				Label:  "string label",
+				Path:   "string path",
+				Values: []string{"option1", "option2", "option3"},
+				Min:    fixedpoint.NewFromInt(0),
+				Max:    fixedpoint.NewFromInt(-8),
+				Step:   fixedpoint.NewFromInt(-1),
+			},
+			verify: stringDomainVerifier,
+		}, {
+			config: SelectorConfig{
+				Type:   selectorTypeBool,
+				Label:  "bool label",
+				Path:   "bool path",
+				Values: []string{"ignore"},
+				Min:    fixedpoint.NewFromInt(99),
+				Max:    fixedpoint.NewFromInt(1064),
+				Step:   fixedpoint.NewFromInt(-89),
+			},
+			verify: boolDomainVerifier,
+		}, {
+			config: SelectorConfig{
+				Type:   "unknown type",
+				Label:  "unknown label",
+				Path:   "unknown path",
+				Values: []string{"unknown option"},
+				Min:    fixedpoint.NewFromInt(99),
+				Max:    fixedpoint.NewFromFloat(1064),
+				Step:   fixedpoint.NewFromInt(0),
+			},
+			verify: nil,
+		},
+	}
+
+	selectors := make([]SelectorConfig, len(tests))
+	expectLabelPaths := make(map[string]string)
+	verifiers := make([]func(domain paramDomain) bool, 0, len(tests))
+	for i, testItem := range tests {
+		itemConfig, itemVerify := testItem.config, testItem.verify
+		selectors[i] = itemConfig
+		if itemVerify != nil {
+			expectLabelPaths[testItem.config.Label] = testItem.config.Path
+			verifiers = append(verifiers, func(domain paramDomain) bool {
+				return itemVerify(domain, itemConfig)
+			})
+		}
+	}
+	optimizer := &HyperparameterOptimizer{Config: &Config{Matrix: selectors}}
+	exactLabelPaths, exactParamDomains := optimizer.buildParamDomains()
+
+	if !reflect.DeepEqual(exactLabelPaths, expectLabelPaths) {
+		t.Errorf("expectLabelPaths=%v, exactLabelPaths=%v", expectLabelPaths, exactLabelPaths)
+	}
+	if len(exactParamDomains) != len(verifiers) {
+		t.Errorf("expect %d param domains, got %d", len(verifiers), len(exactParamDomains))
+	}
+	for i, verifier := range verifiers {
+		pd := exactParamDomains[i]
+		if !verifier(pd) {
+			t.Errorf("unexpect param domain at #%d: %#v", i, pd)
+		}
+	}
+}