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Merge pull request #795 from frin1/optimizer/fix_SummaryReport

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optimizer/fix: prevent from crashing if missing SummaryReport
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Yo-An Lin 2022-07-04 01:41:40 +08:00 committed by GitHub
commit e052f36b93
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2 changed files with 9 additions and 4 deletions
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2
go.sum
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@ -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=

11
pkg/optimizer/grid.go
View File

@ -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()