public Task <bool> DeleteBestNetworkDTO(BestNetworkDTO bestNetwork)
{
return(Task.Run(
() =>
{
try
{
var table = _db.GetCollection <BestNetworkDTO>(DbCollectionStringBestNetwork);
table.Delete(x => x.StockId == bestNetwork.StockId);
return true;
}
catch (Exception ex)
{
_loggingService.Warn($"{nameof(DeleteBestNetworkDTO)}: {ex}");
return false;
}
}));
}
public Task <BestNetworkDTO> GetBestNetworkDTOFromId(int id)
{
return(Task.Run(() =>
{
BestNetworkDTO bestNetworkDto = null;
if (_db.CollectionExists(DbCollectionStringBestNetwork))
{
try
{
bestNetworkDto = _db.GetCollection <BestNetworkDTO>(DbCollectionStringBestNetwork).FindById(id);
}
catch (Exception ex)
{
_loggingService.Warn($"{nameof(GetBestNetworkDTOFromId)}: {ex}");
}
}
return bestNetworkDto;
}));
}
public TrainingSession(StockPortfolio portfolio, Stock stock, BestNetworkDTO dto, NeuralStockSettings settings)
{
_statisticsService = ApplicationHelper.CurrentCompositionContainer.GetExportedValue <IStatisticsService>();
Portfolio = portfolio;
Stock = stock;
TrainSamplePercentage = settings.PercentageTraining;
NumberAnns = settings.NumberANNs;
NumberHiddenLayers = settings.NumberHiddenLayers;
NumberNeuronsPerHiddenLayer = settings.NumberNeuronsHiddenLayer;
NumberDaysBetweenTransactions = settings.NumberDaysBetweenTransactions;
BuyLevel = dto.BuyLevel;
SellLevel = dto.SellLevel;
var strategy = new StrategyI(StrategySettings.FromJson(dto.StrategySettings), settings)
{
TrainingMeansInput = dto.TrainingMeansInput?.ToArray(),
TrainingStdDevsInput = dto.TrainingStdDevsInput?.ToArray(),
TrainingMeansOutput = dto.TrainingMeansOutput?.ToArray(),
TrainingStdDevsOutput = dto.TrainingStdDevsOutput?.ToArray()
};
var tmpFileName = Path.GetTempFileName();
File.WriteAllBytes(tmpFileName, dto.BestNeuralNet);
var net = new NeuralNet(tmpFileName);
_cachedPredictions.Clear();
SplitTrainTestData();
var trainingTestingData = PrepareAnnData(strategy, false);
var prediction = Predict(trainingTestingData, net, false);
var profitLossCalculator = new ProfitLossCalculator(Portfolio.Reset(), this, prediction.Item1);
_cachedPredictions.Add(new Prediction(profitLossCalculator, strategy, net, prediction.Item2,
prediction.Item3));
}
