public static List <double> CalculateAverageRMSE(string dirWithFiles, IEnumerable <IPredictionAlgorithm> algorithms, out double averagePredictionNum, out double averageActualPrice)
{
List <double> rmseValues = new List <double>();
List <List <double> > rmseLists = InitRmseLists(algorithms.Count());
string[] filesPath = System.IO.Directory.GetFiles(dirWithFiles);
//IEnumerable<BasicDataset> predicted = PredictionController.Predict(filesPath[0], new MovingAverage, out IEnumerable<BasicDataset> datasets);
int fileNum = 1;
averagePredictionNum = 0; averageActualPrice = 0;
foreach (string filePath in filesPath)
{
int alghNum = 0;
try
{
foreach (IPredictionAlgorithm algorithm in algorithms)
{
IEnumerable <BasicDataset> predicted = PredictionController.Predict(filePath, algorithm, out IEnumerable <BasicDataset> datasets);
datasets = datasets.OrderBy(a => a.Date);
averagePredictionNum += predicted.Count();
++fileNum;
SplitSet(datasets, out IEnumerable <BasicDataset> trainingSet, out IEnumerable <BasicDataset> controlSet);
averageActualPrice += controlSet.Select(a => (double)a.Close).Average();
double rmse = GetRMSEAnother(controlSet, predicted);
rmseLists[alghNum++].Add(rmse);
}
}
catch
{
}
}
foreach (List <double> rmseList in rmseLists)
{
rmseValues.Add(rmseList.Average());
}
averagePredictionNum /= fileNum;
averageActualPrice /= fileNum;
return(rmseValues);
}
private static IEnumerable <BasicDataset> GetPrediction(FileTransferRequest request)
{
IPredictionAlgorithm algorithm = ChosePredictionAlgorithm(request.SelectedAlgortihms);
return(PredictionController.Predict(request.FileBytes, algorithm));
}