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| Original file line number | Diff line number | Diff line change |
|---|---|---|
| @@ -0,0 +1,171 @@ | ||
| package cmd | ||
|
|
||
| import ( | ||
| "context" | ||
| "encoding/json" | ||
| "fmt" | ||
| "io/ioutil" | ||
| "os" | ||
|
|
||
| jsonpatch "github.com/evanphx/json-patch/v5" | ||
| log "github.com/sirupsen/logrus" | ||
| "github.com/spf13/cobra" | ||
| "gopkg.in/yaml.v3" | ||
|
|
||
| "github.com/c9s/bbgo/pkg/fixedpoint" | ||
| "github.com/c9s/bbgo/pkg/optimizer" | ||
| ) | ||
|
|
||
| func init() { | ||
| optimizeCmd.Flags().String("optimizer-config", "optimizer.yaml", "config file") | ||
| 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 | ||
| } | ||
|
|
||
| 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 | ||
| } | ||
| log.Info(string(configJson)) | ||
|
|
||
| ctx, cancel := context.WithCancel(context.Background()) | ||
| defer cancel() | ||
| _ = ctx | ||
|
|
||
| log.Info(os.Args) | ||
| binary := os.Args[0] | ||
| _ = binary | ||
|
|
||
| type OpFunc func(configJson []byte, next func(configJson []byte) error) error | ||
| var ops []OpFunc | ||
|
|
||
| for _, selector := range optConfig.Matrix { | ||
| path := selector.Path | ||
|
|
||
| switch selector.Type { | ||
| case "range": | ||
| min := selector.Min | ||
| max := selector.Max | ||
| step := selector.Step | ||
| if step.IsZero() { | ||
| step = fixedpoint.One | ||
| } | ||
|
|
||
| f := func(configJson []byte, next func(configJson []byte) error) error { | ||
| var values []fixedpoint.Value | ||
| for val := min; val.Compare(max) < 0; val = val.Add(step) { | ||
| values = append(values, val) | ||
| } | ||
|
|
||
| log.Infof("ranged values: %v", values) | ||
| for _, val := range values { | ||
| jsonOp := []byte(fmt.Sprintf(`[ {"op": "replace", "path": "%s", "value": %v } ]`, path, val)) | ||
| patch, err := jsonpatch.DecodePatch(jsonOp) | ||
| if err != nil { | ||
| return err | ||
| } | ||
|
|
||
| log.Debugf("json op: %s", jsonOp) | ||
|
|
||
| configJson, err := patch.ApplyIndent(configJson, " ") | ||
| if err != nil { | ||
| return err | ||
| } | ||
|
|
||
| if err := next(configJson); err != nil { | ||
| return err | ||
| } | ||
| } | ||
|
|
||
| return nil | ||
| } | ||
| ops = append(ops, f) | ||
|
|
||
| case "iterate": | ||
| values := selector.Values | ||
| f := func(configJson []byte, next func(configJson []byte) error) error { | ||
| log.Infof("iterate values: %v", values) | ||
| for _, val := range values { | ||
| jsonOp := []byte(fmt.Sprintf(`[{"op": "replace", "path": "%s", "value": "%s"}]`, path, val)) | ||
| patch, err := jsonpatch.DecodePatch(jsonOp) | ||
| if err != nil { | ||
| return err | ||
| } | ||
|
|
||
| log.Debugf("json op: %s", jsonOp) | ||
|
|
||
| configJson, err := patch.ApplyIndent(configJson, " ") | ||
| if err != nil { | ||
| return err | ||
| } | ||
|
|
||
| if err := next(configJson); err != nil { | ||
| return err | ||
| } | ||
| } | ||
|
|
||
| return nil | ||
| } | ||
| ops = append(ops, f) | ||
| } | ||
| } | ||
|
|
||
| var last = func(configJson []byte, next func(configJson []byte) error) error { | ||
| log.Info("configJson", string(configJson)) | ||
| return nil | ||
| } | ||
| ops = append(ops, last) | ||
|
|
||
| log.Infof("%d ops: %v", len(ops), ops) | ||
|
|
||
| var wrapper = func(configJson []byte) error { return nil } | ||
| for i := len(ops) - 1; i > 0; i-- { | ||
| next := ops[i] | ||
| cur := ops[i-1] | ||
| inner := wrapper | ||
| a := i | ||
| wrapper = func(configJson []byte) error { | ||
| log.Infof("wrapper fn #%d", a) | ||
| return cur(configJson, func(configJson []byte) error { | ||
| return next(configJson, inner) | ||
| }) | ||
| } | ||
| } | ||
|
|
||
| return wrapper(configJson) | ||
| }, | ||
| } |
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| Original file line number | Diff line number | Diff line change |
|---|---|---|
| @@ -0,0 +1,36 @@ | ||
| package optimizer | ||
|
|
||
| import ( | ||
| "io/ioutil" | ||
|
|
||
| "gopkg.in/yaml.v3" | ||
|
|
||
| "github.com/c9s/bbgo/pkg/fixedpoint" | ||
| ) | ||
|
|
||
| type SelectorConfig struct { | ||
| Type string `json:"type" yaml:"type"` | ||
| Path string `json:"path" yaml:"path"` | ||
| Values []string `json:"values,omitempty" yaml:"values,omitempty"` | ||
| Min fixedpoint.Value `json:"min,omitempty" yaml:"min,omitempty"` | ||
| Max fixedpoint.Value `json:"max,omitempty" yaml:"max,omitempty"` | ||
| Step fixedpoint.Value `json:"step,omitempty" yaml:"step,omitempty"` | ||
| } | ||
|
|
||
| type Config struct { | ||
| Matrix []SelectorConfig `yaml:"matrix"` | ||
| } | ||
|
|
||
| func LoadConfig(yamlConfigFileName string) (*Config, error) { | ||
| configYaml, err := ioutil.ReadFile(yamlConfigFileName) | ||
| if err != nil { | ||
| return nil, err | ||
| } | ||
|
|
||
| var optConfig Config | ||
| if err := yaml.Unmarshal(configYaml, &optConfig); err != nil { | ||
| return nil, err | ||
| } | ||
|
|
||
| return &optConfig, nil | ||
| } |