optimizer

type Config struct {
	Matrix []SelectorConfig `yaml:"matrix"`
}

type Executor interface {
	Execute(configJson []byte) (*backtest.SummaryReport, error)
}

type GridOptimizer struct {
	Config *Config

	ParamLabels   []string
	CurrentParams []interface{}
}

type LocalProcessExecutor struct {
	Bin       string
	WorkDir   string
	ConfigDir string
	OutputDir string
}

type Metric struct {
	Labels []string         `json:"labels,omitempty"`
	Params []interface{}    `json:"params,omitempty"`
	Value  fixedpoint.Value `json:"value,omitempty"`
}

type MetricValueFunc func(summaryReport *backtest.SummaryReport) fixedpoint.Value

type OpFunc func(configJson []byte, next func(configJson []byte) error) error

type SelectorConfig struct {
	Type   string           `json:"type" yaml:"type"`
	Label  string           `json:"label,omitempty" yaml:"label,omitempty"`
	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"`
}