/// <summary>
/// Get input data - S&P 500 Index, Prime Interest Rate, Dow index, Nasdaq index
/// </summary>
/// <param name="offset">Start index of input data</param>
/// <param name="input">Array to be populated</param>
/// <remarks>
/// According to the <c>offset</c> parameter, first <c>_inputSize</c> values are drawn from the dataset
/// </remarks>
public void GetInputData(int offset, double[] input)
{
int total = 0;
int k = 0;
// get OHLCVI *_pointCount
for (int i = 0; i < _pointCount; i++)
{
PredicInput sample = _samples[offset + i];
k = 0;
foreach (PredicInputIndexe index in Enum.GetValues(typeof(PredicInputIndexe)))
{
if (sample.IsSetValue((int)index))
{
input[i * total + k] = sample.GetValue((int)index);
k++;
}
}
if (total < 1)
{
total = k;
}
//input[i*4] = sample.Open;
//input[i*4 + 1] = sample.H;
//input[i*4 + 2] = sample.L;
//input[i*4 + 3] = sample.C;
}
}
/// <summary>
/// Get output data - S&P 500 Index, Prime Interest Rate, Dow index, Nasdaq index
/// </summary>
/// <param name="offset">Start index of output data</param>
/// <param name="output">Output array to be populated</param>
/// <remarks>
/// The value of <c>offset + _inputSize</c> indexes value are drawn from the samples data set.
/// E.g. Consider the <c>offset</c> parameter equal to 12581. Input parameters to the network will be
/// values from [12581..12590]. The actual values will be equal to the parameters stored in the <code>12581 + _inputSize</code>
/// place => 12591 index.
/// </remarks>
public void GetOutputData(int offset, double[] output)
{
PredicInput sample = _samples[offset + _pointCount + _predictDayplus];
output[0] = sample.GetValue((int)PredicInputIndexe.CloseIndex);
//output[1] = sample.PrimeInterestRate;
//output[2] = sample.Commodity;
//output[3] = sample.VolumeCommo;
}
