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optimizer: refactor selector config types

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This commit is contained in:
Raphanus Lo 2022-07-29 23:39:56 +08:00
parent 4e14df443a
commit f5d4fa098d
3 changed files with 16 additions and 7 deletions
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9
pkg/optimizer/config.go
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@ -10,6 +10,15 @@ import (
"github.com/c9s/bbgo/pkg/fixedpoint" "github.com/c9s/bbgo/pkg/fixedpoint"
) )
const (
selectorTypeRange = "range" // deprecated: replaced by selectorTypeRangeFloat
selectorTypeRangeFloat = "rangeFloat"
selectorTypeRangeInt = "rangeInt"
selectorTypeIterate = "iterate" // deprecated: replaced by selectorTypeString
selectorTypeString = "string"
selectorTypeBool = "bool"
)
type SelectorConfig struct { type SelectorConfig struct {
Type string `json:"type" yaml:"type"` Type string `json:"type" yaml:"type"`
Label string `json:"label,omitempty" yaml:"label,omitempty"` Label string `json:"label,omitempty" yaml:"label,omitempty"`

6
pkg/optimizer/grid.go
View File

@ -90,7 +90,7 @@ func (o *GridOptimizer) buildOps() []OpFunc {
} }
switch selector.Type { switch selector.Type {
case "range": case selectorTypeRange, selectorTypeRangeFloat, selectorTypeRangeInt:
min := selector.Min min := selector.Min
max := selector.Max max := selector.Max
step := selector.Step step := selector.Step
@ -129,7 +129,7 @@ func (o *GridOptimizer) buildOps() []OpFunc {
} }
ops = append(ops, f) ops = append(ops, f)
case "iterate": case selectorTypeIterate, selectorTypeString:
values := selector.Values values := selector.Values
f := func(configJson []byte, next func(configJson []byte) error) error { f := func(configJson []byte, next func(configJson []byte) error) error {
for _, val := range values { for _, val := range values {
@ -158,7 +158,7 @@ func (o *GridOptimizer) buildOps() []OpFunc {
return nil return nil
} }
ops = append(ops, f) ops = append(ops, f)
case "bool": case selectorTypeBool:
values := []bool{true, false} values := []bool{true, false}
f := func(configJson []byte, next func(configJson []byte) error) error { f := func(configJson []byte, next func(configJson []byte) error) error {
for _, val := range values { for _, val := range values {

8
pkg/optimizer/hpoptimizer.go
View File

@ -117,7 +117,7 @@ func (o *HyperparameterOptimizer) buildParamDomains() (map[string]string, []para
for _, selector := range o.Config.Matrix { for _, selector := range o.Config.Matrix {
var domain paramDomain var domain paramDomain
switch selector.Type { switch selector.Type {
case "range", "rangeFloat": case selectorTypeRange, selectorTypeRangeFloat:
domain = &floatRangeDomain{ domain = &floatRangeDomain{
paramDomainBase: paramDomainBase{ paramDomainBase: paramDomainBase{
label: selector.Label, label: selector.Label,
@ -126,7 +126,7 @@ func (o *HyperparameterOptimizer) buildParamDomains() (map[string]string, []para
min: selector.Min.Float64(), min: selector.Min.Float64(),
max: selector.Max.Float64(), max: selector.Max.Float64(),
} }
case "rangeInt": case selectorTypeRangeInt:
domain = &intRangeDomain{ domain = &intRangeDomain{
paramDomainBase: paramDomainBase{ paramDomainBase: paramDomainBase{
label: selector.Label, label: selector.Label,
@ -135,7 +135,7 @@ func (o *HyperparameterOptimizer) buildParamDomains() (map[string]string, []para
min: selector.Min.Int(), min: selector.Min.Int(),
max: selector.Max.Int(), max: selector.Max.Int(),
} }
case "iterate", "string": case selectorTypeIterate, selectorTypeString:
domain = &stringDomain{ domain = &stringDomain{
paramDomainBase: paramDomainBase{ paramDomainBase: paramDomainBase{
label: selector.Label, label: selector.Label,
@ -143,7 +143,7 @@ func (o *HyperparameterOptimizer) buildParamDomains() (map[string]string, []para
}, },
options: selector.Values, options: selector.Values,
} }
case "bool": case selectorTypeBool:
domain = &boolDomain{ domain = &boolDomain{
paramDomainBase: paramDomainBase{ paramDomainBase: paramDomainBase{
label: selector.Label, label: selector.Label,