Get all unique combinations of a nested object

Question

I want to run multiple backtests on certain stock data. I want to do this by generating an array of strategy options that I will pass to a backtest function.

In the object below I can define values as arrays so that multiple combinations of strategies will be formed.

The amount of combinations of [0,1] and [2,3] is 4, that's why my output array will consist of 4 strategy objects.

To illustrate, this is my (simplified) input:

const backtestSettings = {
  stopLoss: [5],
  bands: [
    {
      timeframe: 1,
      openMinVolatility: [0,1],
    },
    {
      timeframe: 5,
      openMinVolatility: [2,3],
    },
    {
      timeframe: 15,
      openMinVolatility: [0],
    },
    {
      timeframe: 30,
      openMinVolatility: [0],
    }
  ]
};

And I am trying to get this as my output:

[
  {
    stopLoss: 5,
    bands: [
      {
        timeframe: 1,
        openMinVolatility: 0
      },
      {
        timeframe: 5,
        openMinVolatility: 2
      },
      {
        timeframe: 15,
        openMinVolatility: 0
      },
      {
        timeframe: 30,
        openMinVolatility: 0
      }
    ]
  },
  {
    stopLoss: 5,
    bands: [
      {
        timeframe: 1,
        openMinVolatility: 1
      },
      {
        timeframe: 5,
        openMinVolatility: 2
      },
      {
        timeframe: 15,
        openMinVolatility: 0
      },
      {
        timeframe: 30,
        openMinVolatility: 0
      }
    ]
  },
  {
    stopLoss: 5,
    bands: [
      {
        timeframe: 1,
        openMinVolatility: 0
      },
      {
        timeframe: 5,
        openMinVolatility: 3
      },
      {
        timeframe: 15,
        openMinVolatility: 0
      },
      {
        timeframe: 30,
        openMinVolatility: 0
      }
    ]
  },
  {
    stopLoss: 5,
    bands: [
      {
        timeframe: 1,
        openMinVolatility: 1
      },
      {
        timeframe: 5,
        openMinVolatility: 3
      },
      {
        timeframe: 15,
        openMinVolatility: 0
      },
      {
        timeframe: 30,
        openMinVolatility: 0
      }
    ]
  }
]

Question: How do I convert my input to the desired output? (I've spent days trying a lot of different things)

Bonus: I have something working without the bands (the fact that it is nested makes things complicated for me) by chaining some forEach functions, but in reality the amount of options is substantial, which makes my code really long and unreadable. So I'm hoping that there is a solution that can also accept an arbitrary amount of options instead of chaining forEach functions.

Does this answer your question? [Cartesian product of multiple arrays in JavaScript](https://stackoverflow.com/questions/12303989/cartesian-product-of-multiple-arrays-in-javascript) — AZ_, Jan 27 '20 at 18:41

score 0 · Answer 1 · answered Jan 27 '20 at 18:36

Since you're looking for a hint rather than a full solution, one (non-recursive) helper function might give you a start:

const crossproduct = (xss) =>
  xss .reduce (
    (ps, xs) => ps .reduce ((r, p) => [... r, ... (xs .map ((x) => [... p, x]))], []), 
    [[]]
  )

const as = [1, 2], bs = ['a', 'b', 'c'], cs = ['x'], ds = ['y', 'z']

console .log (crossproduct ([as, bs, cs, ds]))

This takes the generalized Cartesian product of an array of arrays. That seems an essential step in your process.

Get all unique combinations of a nested object

1 Answers1