Versions in this module Expand all Collapse all v0 v0.0.1 May 4, 2024 Changes in this version + const HpOptimizerAlgorithmCMAES + const HpOptimizerAlgorithmRandom + const HpOptimizerAlgorithmSOBOL + const HpOptimizerAlgorithmTPE + const HpOptimizerObjectiveEquity + const HpOptimizerObjectiveProfit + const HpOptimizerObjectiveProfitFactor + const HpOptimizerObjectiveVolume + var ProfitFactorMetricValueFunc = func(summaryReport *backtest.SummaryReport) float64 + var TotalEquityDiff = func(summaryReport *backtest.SummaryReport) float64 + var TotalProfitMetricValueFunc = func(summaryReport *backtest.SummaryReport) float64 + var TotalVolume = func(summaryReport *backtest.SummaryReport) float64 + func FormatMetricsTsv(writer io.WriteCloser, metrics map[string][]Metric) error + func FormatResultsTsv(writer io.WriteCloser, labelPaths map[string]string, ...) error + type AsyncHandle struct + Done chan struct{} + Error error + Report *backtest.SummaryReport + type BacktestTask struct + ConfigJson []byte + Error error + Labels []string + Params []interface{} + Report *backtest.SummaryReport + type Config struct + Algorithm string + Executor *ExecutorConfig + Matrix []SelectorConfig + MaxEvaluation int + MaxThread int + Objective string + func LoadConfig(yamlConfigFileName string) (*Config, error) + type Executor interface + Execute func(configJson []byte) (*backtest.SummaryReport, error) + Run func(ctx context.Context, taskC chan BacktestTask, bar *pb.ProgressBar) (chan BacktestTask, error) + type ExecutorConfig struct + LocalExecutorConfig *LocalExecutorConfig + Type string + type GridOptimizer struct + Config *Config + CurrentParams []interface{} + ParamLabels []string + func (o *GridOptimizer) Run(executor Executor, configJson []byte) (map[string][]Metric, error) + type HyperparameterOptimizeReport struct + Best *HyperparameterOptimizeTrialResult + Name string + Objective string + Parameters map[string]string + Trials []*HyperparameterOptimizeTrialResult + type HyperparameterOptimizeTrialResult struct + ID *int + Parameters map[string]interface{} + State string + Value fixedpoint.Value + type HyperparameterOptimizer struct + Config *Config + SessionName string + func (o *HyperparameterOptimizer) Run(ctx context.Context, executor Executor, configJson []byte) (*HyperparameterOptimizeReport, error) + type LocalExecutorConfig struct + MaxNumberOfProcesses int + type LocalProcessExecutor struct + Bin string + Config *LocalExecutorConfig + ConfigDir string + OutputDir string + WorkDir string + func (e *LocalProcessExecutor) Execute(configJson []byte) (*backtest.SummaryReport, error) + func (e *LocalProcessExecutor) ExecuteAsync(configJson []byte) *AsyncHandle + func (e *LocalProcessExecutor) Prepare(configJson []byte) error + func (e *LocalProcessExecutor) Run(ctx context.Context, taskC chan BacktestTask, bar *pb.ProgressBar) (chan BacktestTask, error) + type Metric struct + Key string + Labels []string + Params []interface{} + Value float64 + type MetricValueFunc func(summaryReport *backtest.SummaryReport) float64 + type OpFunc func(configJson []byte, next func(configJson []byte) error) error + type SelectorConfig struct + Label string + Max fixedpoint.Value + Min fixedpoint.Value + Path string + Step fixedpoint.Value + Type string + Values []string
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