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sort metrics
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@ -6,12 +6,12 @@
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matrix:
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- type: iterate
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path: '/exchangeStrategies/0/bollmaker/interval'
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values: ["1m", "5m", "30m"]
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values: ["1m", "5m"]
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- type: range
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path: '/exchangeStrategies/0/bollmaker/amount'
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min: 20.0
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max: 100.0
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max: 40.0
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step: 20.0
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- type: range
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@ -2,6 +2,7 @@ package optimizer
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import (
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"fmt"
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"sort"
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"github.com/evanphx/json-patch/v5"
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@ -16,8 +17,8 @@ var TotalProfitMetricValueFunc = func(summaryReport *backtest.SummaryReport) fix
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}
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type Metric struct {
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Params []interface{}
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Value fixedpoint.Value
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Params []interface{} `json:"params,omitempty"`
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Value fixedpoint.Value `json:"value,omitempty"`
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}
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type GridOptimizer struct {
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@ -124,6 +125,7 @@ func (o *GridOptimizer) Run(executor Executor, configJson []byte) error {
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// TODO: Add other metric value function
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metricValue := TotalProfitMetricValueFunc(summaryReport)
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// TODO: replace this with a local variable and return it as a function result
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o.Metrics = append(o.Metrics, Metric{
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Params: o.CurrentParams,
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Value: metricValue,
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@ -147,5 +149,14 @@ func (o *GridOptimizer) Run(executor Executor, configJson []byte) error {
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}
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}
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return wrapper(configJson)
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err := wrapper(configJson)
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// sort metrics
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sort.Slice(o.Metrics, func(i, j int) bool {
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a := o.Metrics[i].Value
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b := o.Metrics[j].Value
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return a.Compare(b) > 0
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})
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log.Infof("metrics: %+v", o.Metrics)
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return err
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}
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