public static void SaveCCScoresToDb(DateTime nowDate, CandidateParameter cp, ParameterdCandidateStrategy pcs)
{
string tableName = string.Format("{0}_CCSCORE_{1}", cp.MainSymbol, cp.DealInfoLastMinutes / (7 * 24 * 12 * 5));
long nowTime = WekaUtils.GetTimeFromDate(nowDate);
try
{
Feng.Data.DbHelper.Instance.ExecuteNonQuery(string.Format("SELECT TOP 1 * FROM {0} WHERE TIME = -1", tableName));
}
catch (Exception)
{
string sqlCreate = string.Format(@"CREATE TABLE {0}(
[Time] [bigint] NOT NULL,
[scores] [varbinary](max) NOT NULL,
[nda] [varbinary](max) NOT NULL,
[nds] [varbinary](max) NOT NULL,
CONSTRAINT [PK_{0}] PRIMARY KEY CLUSTERED
(
[Time] ASC
)WITH (PAD_INDEX = OFF, STATISTICS_NORECOMPUTE = OFF, IGNORE_DUP_KEY = OFF, ALLOW_ROW_LOCKS = ON, ALLOW_PAGE_LOCKS = ON) ON [PRIMARY]
) ON [PRIMARY]", tableName);
Feng.Data.DbHelper.Instance.ExecuteNonQuery(sqlCreate);
}
long[, ,] ndas = new long[Parameters.AllDealTypes.Length, cp.BatchTps.Length, cp.BatchSls.Length];
long[, ,] ndss = new long[Parameters.AllDealTypes.Length, cp.BatchTps.Length, cp.BatchSls.Length];
double[, ,] nowScores = new double[Parameters.AllDealTypes.Length, cp.BatchTps.Length, cp.BatchSls.Length];
pcs.IterateClassifierInfos((k, ii, jj, h) =>
{
nowScores[k, ii, jj] = pcs.m_classifierInfoIdxs[k, ii, jj, h].Deals.NowScore;
ndas[k, ii, jj] = pcs.m_classifierInfoIdxs[k, ii, jj, h].Deals.DealLastTimeAvg;
ndss[k, ii, jj] = pcs.m_classifierInfoIdxs[k, ii, jj, h].Deals.DealLastTimeStd;
});
string sql = string.Format("INSERT INTO [{0}] ([Time],[scores],[nda],[nds]) VALUES (@Time, @score, @nda, @nds)", tableName);
var cmd = new System.Data.SqlClient.SqlCommand(sql);
cmd.Parameters.AddWithValue("@Time", nowTime);
cmd.Parameters.AddWithValue("@score", CCScoreData.SerializeScores(nowScores));
cmd.Parameters.AddWithValue("@nda", CCScoreData.SerializeScoreTimes(ndas));
cmd.Parameters.AddWithValue("@nds", CCScoreData.SerializeScoreTimes(ndss));
try
{
Feng.Data.DbHelper.Instance.ExecuteNonQuery(string.Format("DELETE FROM {0} WHERE TIME = '{1}'", tableName, WekaUtils.GetTimeFromDate(nowDate)));
Feng.Data.DbHelper.Instance.ExecuteNonQuery(cmd);
}
catch (Exception)
{
}
}
public List <CandidateClassifier> GetBestClassifierInfo(ParameterdCandidateStrategy parent)
{
double[] sum = new double[Parameters.AllDealTypes.Length];
double[] oscsum = new double[Parameters.AllDealTypes.Length];
for (int k = 0; k < Parameters.AllDealTypes.Length; ++k)
{
sum[k] = 0;
oscsum[k] = 0;
}
parent.IterateClassifierInfos2((cc) =>
{
sum[WekaUtils.GetDealTypeIdx(cc.DealType)] += cc.Deals.NowScore;
});
int oscCnt = 0;
parent.IterateClassifierInfos((k, i, j, h) =>
{
if (TestParameters.EnablePerhourTrain)
{
if (h != parent.CurrentTestHour)
{
return(true);
}
}
if (k > 0)
{
return(true);
}
if (parent.m_classifierInfoIdxs[0, i, j, h].Deals.NowScore <= 0 && parent.m_classifierInfoIdxs[1, i, j, h].Deals.NowScore <= 0)
{
oscsum[0] += parent.m_classifierInfoIdxs[0, i, j, h].Deals.NowScore;
oscsum[1] += parent.m_classifierInfoIdxs[1, i, j, h].Deals.NowScore;
oscCnt++;
}
return(true);
});
//for (int k = 0; k < Parameters.AllDealTypes.Length; ++k)
//{
// sum[k] -= oscsum[k];
//}
//double oscsums = oscsum[0] + oscsum[1];
int selectedDeal = -1;
if (sum[0] < sum[1] && sum[0] < 0)
{
selectedDeal = 0;
}
else if (sum[1] < sum[0] && sum[1] < 0)
{
selectedDeal = 1;
}
if (selectedDeal == -1)
{
return(null);
}
if (oscCnt > 400)
{
return(null);
}
//selectedDeal = 1 - selectedDeal;
List <CandidateClassifier> ret = new List <CandidateClassifier>();
parent.IterateClassifierInfos((k, i, j, h) =>
{
if (k != selectedDeal)
{
return;
}
if (TestParameters.EnablePerhourTrain)
{
if (h != parent.CurrentTestHour)
{
return;
}
}
switch (m_choiceType)
{
case 0:
//if (parent.m_classifierInfoIdxs[k, i, j, h].Deals.NowScore < 0)// && parent.m_classifierInfoIdxs[1 - k, i, j, h].Deals.NowScore > 0)
{
ret.Add(parent.m_classifierInfoIdxs[k, i, j, h]);
}
break;
//case 1:
// if (parent.m_classifierInfoIdxs[k, i, j, h].Deals.NowScore > 0 && parent.m_classifierInfoIdxs[1 - k, i, j, h].Deals.NowScore > 0)
// {
// ret.Add(parent.m_classifierInfoIdxs[k, i, j, h]);
// }
// break;
//case 2:
// if (parent.m_classifierInfoIdxs[k, i, j, h].Deals.NowScore < 0 && parent.m_classifierInfoIdxs[1 - k, i, j, h].Deals.NowScore > 0)
// {
// ret.Add(parent.m_classifierInfoIdxs[k, i, j, h]);
// }
// break;
//case 3:
// if (parent.m_classifierInfoIdxs[k, i, j, h].Deals.NowScore > 0 && parent.m_classifierInfoIdxs[1 - k, i, j, h].Deals.NowScore < 0)
// {
// ret.Add(parent.m_classifierInfoIdxs[k, i, j, h]);
// }
// break;
case 4:
if (parent.m_classifierInfoIdxs[k, i, j, h].Deals.NowScore < 0 && parent.m_classifierInfoIdxs[1 - k, i, j, h].Deals.NowScore > 0)
{
ret.Add(parent.m_classifierInfoIdxs[1 - k, i, j, h]);
}
break;
//case 5:
// if (parent.m_classifierInfoIdxs[k, i, j, h].Deals.NowScore > 0 && parent.m_classifierInfoIdxs[1 - k, i, j, h].Deals.NowScore > 0)
// {
// ret.Add(parent.m_classifierInfoIdxs[1 - k, i, j, h]);
// }
// break;
//case 6:
// if (parent.m_classifierInfoIdxs[k, i, j, h].Deals.NowScore < 0 && parent.m_classifierInfoIdxs[1 - k, i, j, h].Deals.NowScore > 0)
// {
// ret.Add(parent.m_classifierInfoIdxs[1 - k, i, j, h]);
// }
// break;
//case 7:
// if (parent.m_classifierInfoIdxs[k, i, j, h].Deals.NowScore > 0 && parent.m_classifierInfoIdxs[1 - k, i, j, h].Deals.NowScore < 0)
// {
// ret.Add(parent.m_classifierInfoIdxs[1 - k, i, j, h]);
// }
// break;
}
});
return(ret);
}
public List<CandidateClassifier> GetBestClassifierInfo(ParameterdCandidateStrategy parent)
{
double[] sum = new double[Parameters.AllDealTypes.Length];
double[] oscsum = new double[Parameters.AllDealTypes.Length];
for (int k = 0; k < Parameters.AllDealTypes.Length; ++k)
{
sum[k] = 0;
oscsum[k] = 0;
}
parent.IterateClassifierInfos2( (cc) =>
{
sum[WekaUtils.GetDealTypeIdx(cc.DealType)] += cc.Deals.NowScore;
});
int oscCnt = 0;
parent.IterateClassifierInfos((k, i, j, h) =>
{
if (TestParameters.EnablePerhourTrain)
{
if (h != parent.CurrentTestHour)
return true;
}
if (k > 0)
return true;
if (parent.m_classifierInfoIdxs[0, i, j, h].Deals.NowScore <= 0 && parent.m_classifierInfoIdxs[1, i, j, h].Deals.NowScore <= 0)
{
oscsum[0] += parent.m_classifierInfoIdxs[0, i, j, h].Deals.NowScore;
oscsum[1] += parent.m_classifierInfoIdxs[1, i, j, h].Deals.NowScore;
oscCnt++;
}
return true;
});
//for (int k = 0; k < Parameters.AllDealTypes.Length; ++k)
//{
// sum[k] -= oscsum[k];
//}
//double oscsums = oscsum[0] + oscsum[1];
int selectedDeal = -1;
if (sum[0] < sum[1] && sum[0] < 0)
{
selectedDeal = 0;
}
else if (sum[1] < sum[0] && sum[1] < 0)
{
selectedDeal = 1;
}
if (selectedDeal == -1)
return null;
if (oscCnt > 400)
return null;
//selectedDeal = 1 - selectedDeal;
List<CandidateClassifier> ret = new List<CandidateClassifier>();
parent.IterateClassifierInfos((k, i, j, h) =>
{
if (k != selectedDeal)
return;
if (TestParameters.EnablePerhourTrain)
{
if (h != parent.CurrentTestHour)
return;
}
switch (m_choiceType)
{
case 0:
//if (parent.m_classifierInfoIdxs[k, i, j, h].Deals.NowScore < 0)// && parent.m_classifierInfoIdxs[1 - k, i, j, h].Deals.NowScore > 0)
{
ret.Add(parent.m_classifierInfoIdxs[k, i, j, h]);
}
break;
//case 1:
// if (parent.m_classifierInfoIdxs[k, i, j, h].Deals.NowScore > 0 && parent.m_classifierInfoIdxs[1 - k, i, j, h].Deals.NowScore > 0)
// {
// ret.Add(parent.m_classifierInfoIdxs[k, i, j, h]);
// }
// break;
//case 2:
// if (parent.m_classifierInfoIdxs[k, i, j, h].Deals.NowScore < 0 && parent.m_classifierInfoIdxs[1 - k, i, j, h].Deals.NowScore > 0)
// {
// ret.Add(parent.m_classifierInfoIdxs[k, i, j, h]);
// }
// break;
//case 3:
// if (parent.m_classifierInfoIdxs[k, i, j, h].Deals.NowScore > 0 && parent.m_classifierInfoIdxs[1 - k, i, j, h].Deals.NowScore < 0)
// {
// ret.Add(parent.m_classifierInfoIdxs[k, i, j, h]);
// }
// break;
case 4:
if (parent.m_classifierInfoIdxs[k, i, j, h].Deals.NowScore < 0 && parent.m_classifierInfoIdxs[1 - k, i, j, h].Deals.NowScore > 0)
{
ret.Add(parent.m_classifierInfoIdxs[1 - k, i, j, h]);
}
break;
//case 5:
// if (parent.m_classifierInfoIdxs[k, i, j, h].Deals.NowScore > 0 && parent.m_classifierInfoIdxs[1 - k, i, j, h].Deals.NowScore > 0)
// {
// ret.Add(parent.m_classifierInfoIdxs[1 - k, i, j, h]);
// }
// break;
//case 6:
// if (parent.m_classifierInfoIdxs[k, i, j, h].Deals.NowScore < 0 && parent.m_classifierInfoIdxs[1 - k, i, j, h].Deals.NowScore > 0)
// {
// ret.Add(parent.m_classifierInfoIdxs[1 - k, i, j, h]);
// }
// break;
//case 7:
// if (parent.m_classifierInfoIdxs[k, i, j, h].Deals.NowScore > 0 && parent.m_classifierInfoIdxs[1 - k, i, j, h].Deals.NowScore < 0)
// {
// ret.Add(parent.m_classifierInfoIdxs[1 - k, i, j, h]);
// }
// break;
}
});
return ret;
}