private static void RunStocksEntropy(Random random)
{
//int numOfNodes = 20;
var window = 50;
var minVolumeBucket = 100.0;
var maxVolumeBucket = 4.0 * 10E8;
var approximation = new MultiplicativeApproximation(0.005);
DateTime startingDateTime = new DateTime(2006, 1, 3);
int minAmountAtDay = 1000;
var iterations = 1000;
//var wantedVectorLength = 100;
//foreach (var wantedVectorLength in ArrayUtils.Init(50, 100, 200, 400, 800, 1300, 1600, 2000, 2400))
for (var wantedVectorLength = 4000; wantedVectorLength <= 4000; wantedVectorLength += 100)
{
for (var numOfNodes = 30; numOfNodes <= 30; numOfNodes += 30)
//foreach (var numOfNodes in ArrayUtils.Init(30, 40))
{
var mulFactor = Math.Pow(maxVolumeBucket / minVolumeBucket, 1.0 / wantedVectorLength);
var closestValueQuery =
ClosestValueQuery.InitExponential((long)minVolumeBucket, (long)maxVolumeBucket, mulFactor);
var vectorLength = closestValueQuery.Data.Length;
foreach (var(entropy, cbName) in
ArrayUtils.Init((new EntropyFunction(vectorLength).MonitoredFunction, "RegularCB")))
// (new SpecialCBEntropy(vectorLength).MonitoredFunction, "SmartCB")))
{
EntropyRunner.RunStocks(random, entropy, cbName, iterations, closestValueQuery, numOfNodes,
window, startingDateTime,
minAmountAtDay, approximation, stocksDirPath, resultDir);
}
}
}
}
