package cmd import ( "context" "encoding/json" "fmt" "io" "io/ioutil" "os" "strconv" "github.com/spf13/cobra" "gopkg.in/yaml.v3" "github.com/c9s/bbgo/pkg/data/tsv" "github.com/c9s/bbgo/pkg/fixedpoint" "github.com/c9s/bbgo/pkg/optimizer" ) func init() { optimizeCmd.Flags().String("optimizer-config", "optimizer.yaml", "config file") optimizeCmd.Flags().String("output", "output", "backtest report output directory") optimizeCmd.Flags().Bool("json", false, "print optimizer metrics in json format") optimizeCmd.Flags().Bool("tsv", false, "print optimizer metrics in csv format") RootCmd.AddCommand(optimizeCmd) } var optimizeCmd = &cobra.Command{ Use: "optimize", Short: "run optimizer", // SilenceUsage is an option to silence usage when an error occurs. SilenceUsage: true, RunE: func(cmd *cobra.Command, args []string) error { optimizerConfigFilename, err := cmd.Flags().GetString("optimizer-config") if err != nil { return err } configFile, err := cmd.Flags().GetString("config") if err != nil { return err } printJsonFormat, err := cmd.Flags().GetBool("json") if err != nil { return err } printTsvFormat, err := cmd.Flags().GetBool("tsv") if err != nil { return err } outputDirectory, err := cmd.Flags().GetString("output") if err != nil { return err } yamlBody, err := ioutil.ReadFile(configFile) if err != nil { return err } var obj map[string]interface{} if err := yaml.Unmarshal(yamlBody, &obj); err != nil { return err } delete(obj, "notifications") delete(obj, "sync") optConfig, err := optimizer.LoadConfig(optimizerConfigFilename) if err != nil { return err } // the config json template used for patch configJson, err := json.MarshalIndent(obj, "", " ") if err != nil { return err } ctx, cancel := context.WithCancel(context.Background()) defer cancel() _ = ctx configDir, err := os.MkdirTemp("", "bbgo-config-*") if err != nil { return err } executor := &optimizer.LocalProcessExecutor{ Config: optConfig.Executor.LocalExecutorConfig, Bin: os.Args[0], WorkDir: ".", ConfigDir: configDir, OutputDir: outputDirectory, } optz := &optimizer.GridOptimizer{ Config: optConfig, } metrics, err := optz.Run(executor, configJson) if err != nil { return err } if printJsonFormat { out, err := json.MarshalIndent(metrics, "", " ") if err != nil { return err } // print metrics JSON to stdout fmt.Println(string(out)) } else if printTsvFormat { if err := formatMetricsTsv(metrics, os.Stdout); err != nil { return err } } else { for n, values := range metrics { if len(values) == 0 { continue } fmt.Printf("%v => %s\n", values[0].Labels, n) for _, m := range values { fmt.Printf("%v => %s %v\n", m.Params, n, m.Value) } } } return nil }, } func transformMetricsToRows(metrics map[string][]optimizer.Metric) (headers []string, rows [][]interface{}) { var metricsKeys []string for k := range metrics { metricsKeys = append(metricsKeys, k) } var numEntries int var paramLabels []string for _, ms := range metrics { for _, m := range ms { paramLabels = m.Labels break } numEntries = len(ms) break } headers = append(paramLabels, metricsKeys...) rows = make([][]interface{}, numEntries) var metricsRows = make([][]interface{}, numEntries) // build params into the rows for i, m := range metrics[metricsKeys[0]] { rows[i] = m.Params } for _, metricKey := range metricsKeys { for i, ms := range metrics[metricKey] { if len(metricsRows[i]) == 0 { metricsRows[i] = make([]interface{}, 0, len(metricsKeys)) } metricsRows[i] = append(metricsRows[i], ms.Value) } } // merge rows for i := range rows { rows[i] = append(rows[i], metricsRows[i]...) } return headers, rows } func formatMetricsTsv(metrics map[string][]optimizer.Metric, writer io.WriteCloser) error { headers, rows := transformMetricsToRows(metrics) w := tsv.NewWriter(writer) if err := w.Write(headers); err != nil { return err } for _, row := range rows { var cells []string for _, o := range row { cell, err := castCellValue(o) if err != nil { return err } cells = append(cells, cell) } if err := w.Write(cells); err != nil { return err } } return w.Close() } func castCellValue(a interface{}) (string, error) { switch tv := a.(type) { case fixedpoint.Value: return tv.String(), nil case float64: return strconv.FormatFloat(tv, 'f', -1, 64), nil case int64: return strconv.FormatInt(tv, 10), nil case int32: return strconv.FormatInt(int64(tv), 10), nil case int: return strconv.Itoa(tv), nil case bool: return strconv.FormatBool(tv), nil case string: return tv, nil case []byte: return string(tv), nil default: return "", fmt.Errorf("unsupported object type: %T value: %v", tv, tv) } }