public void Test()
{
var preparer = new MarketSeriesPatternPreparer("marketPatterns.txt", new RealNumberParser());
var patterns = preparer.PreparePatterns();
int up = 0;
int down = 0;
int mid = 0;
foreach (var learningPattern in patterns)
{
if (learningPattern.Output.ElementAt(2).GetMod().X == 1)
{
down++;
}
if (learningPattern.Output.ElementAt(0).GetMod().X == 1)
{
up++;
}
if (learningPattern.Output.ElementAt(1).GetMod().X == 1)
{
mid++;
}
}
var max = patterns.Select(pattern => pattern.Input.ElementAt(0).GetMod().X).Max();
var min = patterns.Select(pattern => pattern.Input.ElementAt(0).GetMod().X).Min();
}
static void Main(string[] args)
{
var net = BinaryFileSerializer.LoadNetState("../../../Misc/LearnedNet marketPatterns-params5-3outputs-learning 5-11-3.net");
//var patterns = new TestPatternPreparer("../../../Misc/marketPatterns-test.txt", new RealNumberParser()).PreparePatterns();
var patterns = new MarketSeriesPatternPreparer("../../../Misc/marketPatterns-test.txt", new RealNumberParser()).PreparePatterns();
var output = patterns.Select(pattern => net.Propagate(pattern.Input)).ToList();
for (int i = 0; i < patterns.Count; i++)
{
Console.WriteLine("Test: {0}, Real: {1}", string.Join(";", patterns.ElementAt(i).Output), string.Join(";", output.ElementAt(i)));
}
Console.WriteLine("Finished. Press any key...");
Console.ReadKey();
}
static void Main(string[] args)
{
/*var f =
new Func<IVector, double>(
vector =>
-Math.Exp(-Math.Pow(vector[0].GetMod().X - 1, 2)) -
Math.Exp(-0.5 * Math.Pow(vector[1].GetMod().X - 2, 2)));
Func<IVector, IVector> g = vector => new Vector(new[]
{
// df/dx = {-2 e^(- (x-1)^2) (x-1)}
new RealNumber(2*Math.Exp(-Math.Pow(vector[0].GetMod().X - 1, 2))*(vector[0].GetMod().X - 1)),
// df/dy = {- e^(-1/2 (y-2)^2) (y-2)}
new RealNumber(Math.Exp(-0.5*Math.Pow(vector[1].GetMod().X - 2, 2))*(vector[1].GetMod().X - 2))
});*/
/*var f = new Func<IVector, double>(
vector =>
//(1 - x)^2 + 100(-x^2 + y)^2
Math.Pow(1 - vector[0].GetMod().X, 2) + 100 * Math.Pow(-Math.Pow(vector[0].GetMod().X, 2) + vector[1].GetMod().X, 2) );
Func<IVector, IVector> g = vector => new Vector(new[]
{
// df/dx = {-2x + 200(-x^2 + y)(-2)x }
new RealNumber( -2.0*vector[0].GetMod().X - 400*(-Math.Pow(vector[0].GetMod().X, 2) + vector[1].GetMod().X)*vector[0].GetMod().X ),
// df/dy = {200(-x^2 + y)}
new RealNumber(200*( -Math.Pow(vector[0].GetMod().X, 2) + vector[1].GetMod().X ))
});*/
/*var f = new Func<IVector, double>(
vector =>
//(1 - x)^2 + (1 - y)^2
Math.Pow(1.0 - vector[0].GetMod().X, 2) + Math.Pow(1.0 - vector[1].GetMod().X, 2));
Func<IVector, IVector> g = vector => new Vector(new[]
{
// df/dx = {-2(1 - x)}
new RealNumber( -2.0*(1.0 - vector[0].GetMod().X) ),
// df/dy = {-2(1 - y)}
new RealNumber( -2.0*(1.0 - vector[1].GetMod().X) )
});*/
//var b = new BfgsMethod();
//b.Minimize(f, g, 2);
//var x = b.Values;
//var fx = b.Minimum;
//return;
const int inputsCount = 5;
const int hiddenNeuronsCount = 11;
const int outputNeuronsCount = 3;
//var net = new SimpleFuzzyNet(inputsCount, new[] {hiddenNeuronsCount}, () => DiscreteFuzzyNumber.GenerateLittleNumber(levelsCount: 11), levelsCount: 11);
var net = new SimpleFuzzyNet(inputsCount, new[] { hiddenNeuronsCount, hiddenNeuronsCount}, RealNumber.GenerateLittleNumber, outputNeuronsCount: outputNeuronsCount);
/*
//weights for 2-2-1 net for XOR function
var weights = new Vector(new IFuzzyNumber[]
{
//output layer
//one neuron
new RealNumber(0.032680),
new RealNumber(0.020701),
//hidden 0
new RealNumber(-0.082843),
new RealNumber(0.018629),
new RealNumber(-0.011006),
new RealNumber(-0.071407),
});
net.SetWeights(weights);
*/
const string filename = "marketPatterns-params5-3outputs-learning.txt";
var numberParser = new RealNumberParser();
//const string filename = "testPatterns.txt";
//var numberParser = new FuzzyNumberParser();
//var patterns = new TestPatternPreparer(Path.Combine("../../../Misc", filename), numberParser).PreparePatterns();
var patterns = new MarketSeriesPatternPreparer(Path.Combine("../../../Misc", filename), numberParser).PreparePatterns();
//var patterns = CreatePatterns((x, y) => Math.Abs(Math.Sin(x) + Math.Sin(y))/2.0);
var bp = new BackPropagation(patterns, 0.05, 0.01);
bp.CyclePerformed +=
(state) =>
{
//Console.ReadKey();
if (state.Cycle%50 == 0)
{
Console.WriteLine("cycle: " + state.Cycle +
" error: " + state.CycleError.ToString("0.#####################"));
}
};
/*var bp = new BackPropagationWithPseudoNeuton(patterns);
bp.CyclePerformed +=
(state) =>
{
//Console.ReadKey();
//if (state.Cycle % 10 == 0)
Console.WriteLine("cycle: " + state.Cycle +
" error: " + state.CycleError.ToString("0.#########################"));
};*/
bp.LearnNet(net);
var key = new ConsoleKeyInfo();
do
{
while(Console.KeyAvailable == false)
Thread.Sleep(200);
key = Console.ReadKey();
} while (key.Key != ConsoleKey.Escape);
bp.StopLearning();
Console.WriteLine("Simple method finished");
var bp2 = new BackPropagationWithPseudoNeuton(patterns);
bp2.CyclePerformed +=
(state) =>
{
//Console.ReadKey();
//if (state.Cycle % 10 == 0)
Console.WriteLine("cycle: " + state.Cycle +
" error: " + state.CycleError.ToString("0.#########################"));
};
//bp2.LearnNet(net);
var key1 = new ConsoleKeyInfo();
do
{
while (Console.KeyAvailable == false)
Thread.Sleep(200);
key1 = Console.ReadKey();
} while (key1.Key != ConsoleKey.Escape);
bp2.StopLearning();
Console.WriteLine("Learning finished. Press any key...");
Console.ReadKey();
BinaryFileSerializer.SaveNetState(
"../../../Misc/LearnedNet " + Path.GetFileNameWithoutExtension(filename) +
" " + inputsCount + "-" + hiddenNeuronsCount + "-" + outputNeuronsCount + ".net", net);
var output = patterns.Select(pattern => net.Propagate(pattern.Input)).ToList();
for (int i = 0; i < patterns.Count; i++)
{
Console.WriteLine("Test: {0}, Real: {1}", string.Join(";", patterns.ElementAt(i).Output), string.Join(";", output.ElementAt(i)));
}
Console.WriteLine("Finished. Press any key...");
Console.ReadKey();
}
