package cmd import ( "context" "encoding/json" "fmt" "io/ioutil" "os" "github.com/spf13/cobra" "gopkg.in/yaml.v3" "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, } if err := executor.Prepare(configJson); err != nil { return err } 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 := optimizer.FormatMetricsTsv(os.Stdout, metrics); 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 }, }