public static void CopyFiles(Hyperparameters h, string source, string destination)
{
if (destination[destination.Length - 1] != '\\')
{
destination += destination + '\\';
}
Directory.CreateDirectory(destination);
if (source.Replace("\\\\", "\\") != destination.Replace("\\\\", "\\"))
{
foreach (string file in Directory.GetFiles(source))
{
if (Path.GetFileName(file) != "h.json")
{
File.Copy(file, destination + Path.GetFileName(file), true);
}
}
}
//указание пути сохранения в параметрах
h.setValueByName("save_folder", destination);
string jsonFilePath = destination + "h.json";
h.setValueByName("json_file_path", jsonFilePath);
string predictionsFilePath = destination + "predictions.txt";
h.setValueByName("predictions_file_path", predictionsFilePath);
File.WriteAllText(jsonFilePath, h.toJSON(0), System.Text.Encoding.Default);
}
double searchInExplored(Hyperparameters h)
{
for (int tfp = 0; tfp < explored.Count; tfp++)
{
bool coincidence = true;
for (int i = 0; i < h.nodes.Count; i++)
{
if (h.nodes[i].getAttributeValue("variable") == "numerical")
{
var a = explored[tfp].h.nodes[i].getValue();
var b = h.nodes[i].getValue();
if (explored[tfp].h.nodes[i].getValue() != h.nodes[i].getValue())
{
coincidence = false;
break;
}
}
}
if (coincidence)
{
return(explored[tfp].Q);
}
}
return(-1);
}
public Hyperparameters Copy(Hyperparameters individ, string source, string destination)
{
Hyperparameters H = individ.Clone();
var algorithmBranches = H.getNodesByparentID(H.getNodeByName("committee")[0].ID);
List <Hyperparameters> hs = new List <Hyperparameters>();
for (int j = 0; j < algorithmBranches.Count; j++)
{
var h = new Hyperparameters(H.toJSON(algorithmBranches[j].ID), form1);
var new_save_folder = destination + "\\" + h.getValueByName("model_name") + "\\";
//новые пути прописываются в h.json автоматически, если передать объект Hyperparameters по ссылке, а не по значению
Algorithm.CopyFiles(h, h.getValueByName("save_folder"), new_save_folder);
hs.Add(h);
}
//удаление старых записей
for (int i = 0; i < algorithmBranches.Count; i++)
{
H.deleteBranch(algorithmBranches[i].ID);
}
//приращение новых записей к узлу "committee"
for (int i = 0; i < algorithmBranches.Count; i++)
{
H.addBranch(hs[i], hs[i].nodes[0].name(), H.getNodeByName("committee")[0].ID);
}
H.setValueByName("report_path", destination);
H = H.Clone();
File.WriteAllText(destination + "\\h.json", H.toJSON(0), System.Text.Encoding.Default);
return(H);
}
private void recurciveVariableAdding(Hyperparameters h, int ID, string expertName)
{
List <Node> branches = h.getNodesByparentID(ID);
if (branches.Count == 0)
{
if (h.getNodeById(ID).getAttributeValue("variable") != null)
{
// добавить в список переменных
if (h.getNodeById(ID).getAttributeValue("variable") == "numerical")
{
variablesVisualizer.addParameter(expertName + " " + h.getNodeById(ID).name() + " id=" + ID.ToString(), Color.Cyan, 200);
}
if (h.getNodeById(ID).getAttributeValue("variable") == "categorical")
{
variablesVisualizer.addParameter(expertName + " " + h.getNodeById(ID).name() + " id=" + ID.ToString(), Color.Transparent, 60);
variablesVisualizer.parameters[variablesVisualizer.parameters.Count - 1].mainFontDepth = 12;
}
variablesNames.Add(expertName + " " + h.getNodeById(ID).name() + " id=" + ID.ToString());
variablesIDs.Add(ID);
}
}
else
{
for (int i = 0; i < branches.Count; i++)
{
recurciveVariableAdding(h, branches[i].ID, expertName);
}
}
}
private void refreshEOTree()
{
E = new Hyperparameters(form1, "Expert_Population");
for (int i = 0; i < population_value; i++)
{
E.addBranch(population[i], population[i].nodes[0].name(), 0);
}
}
public MyAlgorithmOptimization(MainForm form1, Algorithm algorithm)
{
this.algorithm = algorithm;
explored = new List <TargetFunctionPoint>();
this.form1 = form1;
variablesVisualizer = new MultiParameterVisualizer(form1.picBox, form1);
variablesVisualizer.addParameter("max Q", Color.Cyan, 400);
variablesVisualizer.addParameter("target_function", Color.LightCyan, 800);
//VVVVVVVVVVV
// 1)разобраться с косяками на графике всех индивидов
// 2)почему при нахождении центра получаются близкие, но разные числа
// 3)добиться одинакового числа точек в currentHypercube связано с (1)
// 4) прикрутить красивые графики везде, где уместно
// -параллелизм
//for (int i = 0; i < population_value; i++)
// variablesVisualizer.parameters[1].functions.Add(new Function(" [" + i.ToString() + "]", valueToColor(0, population_value, population_value - i - 1)));
report_file_name = form1.pathPrefix + "/MyAlgorithmOptimization/Optimization report " + DateTime.Now.ToString().Replace(':', '-') + ".txt";
P = algorithm.h.Clone();
string reportHeader = "";
for (int i = 0; i < P.nodes.Count; i++)
{
if (P.nodes[i].getAttributeValue("variable") == "numerical")
{
reportHeader += P.nodes[i].getAttributeValue("name") + ';';
variablesCount++;
}
}
variablesVisualizer.enableGrid = false;
int fucnCount = Convert.ToInt32(Math.Pow(3.0, Convert.ToDouble(variablesCount)));
for (int i = 0; i < fucnCount; i++)
{
variablesVisualizer.parameters[1].functions.Add(new Function(" [" + i.ToString() + "]", ParameterVisualizer.valueToColor(0, fucnCount, fucnCount - i - 1)));
}
File.WriteAllText(report_file_name, reportHeader + "Q;" + '\n');
initPool();
variablesVisualizer.refresh();
}
public Algorithm(MainForm form1, string modelName)
{
this.modelName = modelName;
h = new Hyperparameters(form1, modelName);
h.add("model_name", modelName);
h.add("state", "created");
h.add("parents", "создан в " + this.GetType().ToString());
NNscructNodeId = h.add("name:NN_struct");
this.form1 = form1;
}
public static void MoveFiles(Hyperparameters h, string source, string destination)
{
if (destination[destination.Length - 1] != '\\')
{
destination += '\\';
}
Directory.CreateDirectory(destination);
if (source != destination)
{
foreach (string file in Directory.GetFiles(destination))
{
File.Delete(file);
}
foreach (string file in Directory.GetFiles(source))
{
repeat1:
try
{
if (Path.GetFileName(file) != "h.json")
{
File.Copy(file, destination + Path.GetFileName(file));
}
else
{
File.Delete(file);
}
}
catch
{
throw;
goto repeat1;
}
}
}
else
{
}
//указание пути сохранения в параметрах
h.setValueByName("save_folder", destination);
string jsonFilePath = destination + "h.json";
h.setValueByName("json_file_path", jsonFilePath);
string predictionsFilePath = destination + "predictions.txt";
h.setValueByName("predictions_file_path", predictionsFilePath);
File.WriteAllText(jsonFilePath, h.toJSON(0), System.Text.Encoding.Default);
}
private Hyperparameters get_child(Hyperparameters parent1, Hyperparameters parent2, Hyperparameters old)
{
Hyperparameters child = old.Clone();
foreach (int variableID in variablesIDs)
{
//родитель гена выбирается случайно
int parent_of_gene = r.Next(0, 2);
if (parent_of_gene == 0)
{
child.nodes[variableID].setAttribute("value", parent1.nodes[variableID].getValue());
}
else
{
child.nodes[variableID].setAttribute("value", parent2.nodes[variableID].getValue());
}
}
return(child);
}
public void addBranch(Hyperparameters branch, string branchName, int parentId)
{
int lastNodeId = newNodeIdWillBe;
for (int i = 0; i < branch.nodes.Count; i++)
{
Node newNode = branch.nodes[i].Clone();
if (newNode.parentID == -1)
{
newNode.parentID = parentId;
newNode.setAttribute("name", branchName);
}
else
{
newNode.parentID = lastNodeId + newNode.parentID;
}
newNode.ID = lastNodeId + newNode.ID;
nodes.Add(newNode);
newNodeIdWillBe++;
}
}
internal void exmoAsIndicator()
{
log("вход в exmoAsIndicator()");
vis.addParameter("USD_RUB", Color.Lime, 900);
vis.parameters[0].functions.Add(new Function("AVG1", Color.Green));
vis.parameters[0].functions.Add(new Function("AVG2", Color.Pink));
vis.addParameter("Z", Color.Cyan, 200);
vis.addParameter("OUTPUT", Color.Lime, 200);
vis.parameters[0].showLastNValues = true;
vis.enableGrid = false;
vis.parameters[0].window = 2000;
mainThread = System.Threading.Thread.CurrentThread;
Hyperparameters order_book;
log("Подключение к ExmoApi...");
var api = new ExmoApi("k", "s");
string result = "";
string s = "";
double AVG1 = 0;
double AVG2 = 0;
double sum = 0;
List <double> history = new List <double>();
string[] dataBase = null;
DateTime lastTime = new DateTime(1, 1, 1, 0, 0, 0);
if (tester)
{
dataBase = File.ReadAllLines("USD_RUB_exmo.txt");
DateTime.TryParse(dataBase[1].Split(';')[0], out lastTime);
}
Invoke(new Action(() =>
{
TrackBar5_Scroll(null, null);
TrackBar6_Scroll(null, null);
TrackBar7_Scroll(null, null);
}));
log("Попытка запустить сервер...");
MetaTraderLink mtLink = new MetaTraderLink(this);
log("Сервер запущен.");
bool parse;
if (tester)
{
while (mtLink.actualTime == new DateTime(1, 1, 1, 0, 0, 0))
{
log("ожидание подключения metatrader...");
Thread.Sleep(1000);
}
}
int screenshotIterationTimer = 3600;
int inc1 = 0;
while (true)
{
try
{
double bid = 0;
if (tester)
{
for (int i = 1; i < dataBase.Length; i++)
{
DateTime dt;
parse = DateTime.TryParse(dataBase[i].Split(';')[0], out dt);
if (parse)
{
if (mtLink.actualTime == dt)
{
bid = Convert.ToDouble(dataBase[i].Split(';')[1].Replace('.', ','));
if (mtLink.actualTime != lastTime.AddSeconds(1))
{
log("Актуальное время не равно предыдущему плюс 1 сек.", Color.Red);
log("> mtLink.actualTime: " + mtLink.actualTime.ToString(), Color.Red);
log("> lastTime: " + lastTime.ToString(), Color.Red);
}
lastTime = mtLink.actualTime;
}
}
}
s = mtLink.actualTime.ToString() + "; " + bid.ToString();
log(s);
}
else
{
result = api.ApiQuery("order_book", new Dictionary <string, string> {
{ "pair", "USD_RUB" }
});
order_book = new Hyperparameters(result, this);
s = DateTime.Now.ToString() + ';' + order_book.nodes[0].getAttributeValue("bid_top") + ';' + order_book.nodes[0].getAttributeValue("ask_top");
bid = Convert.ToDouble(order_book.nodes[0].getAttributeValue("bid_top").Replace('.', ','));
// double ask = Convert.ToDouble(order_book.nodes[0].getAttributeValue("ask_top").Replace('.', ','));
File.AppendAllText("USD_RUB_exmo.txt", s + '\n');
log(s);
}
if (history.Count >= (Nl + Nh))
{
sum = 0;
for (int i = 0; i < Nl; i++)
{
sum += history[i];
}
AVG1 = sum / Nl;
sum = 0;
for (int i = 0; i < Nh; i++)
{
sum += history[Nl + i];
}
AVG2 = sum / Nh;
double Zi = AVG2 - AVG1;
vis.addPoint(AVG1, "AVG1");
vis.addPoint(AVG2, "AVG2");
if (Zi >= Z)
{
vis.parameters[0].functions[0].points[vis.parameters[0].functions[0].points.Count - 1].mark = "buy";
vis.addPoint(1, "OUTPUT");
// ОТПРАВИТЬ КОМАНДУ НА ПОКУПКУ
if (mtLink.handler != null)
{
mtLink.ACTION = "buy";
}
}
else
{
vis.addPoint(0, "OUTPUT");
}
vis.addPoint(Zi, "Z");
history.RemoveAt(0);
}
else
{
vis.addPoint(0, "OUTPUT");
vis.addPoint(0, "Z");
vis.addPoint(bid, "AVG1");
vis.addPoint(bid, "AVG2");
}
history.Add(bid);
vis.addPoint(bid, "USD_RUB");
vis.refresh();
if (inc1 == screenshotIterationTimer)
{
inc1 = 0;
Bitmap screenShot = (Bitmap)picBox.Image.Clone();
int h = screenShot.Height;
if (screenShot.Height > 3000)
{
h = 3000;
}
for (int i = 0; i < screenShot.Width; i++)
{
for (int j = 0; j < h; j++)
{
Color c = screenShot.GetPixel(i, j);
if (c == Color.FromArgb(0, 0, 0, 0))
{
screenShot.SetPixel(i, j, Color.Black);
}
}
}
screenShot.Save(DateTime.Now.ToString().Replace(':', '-') + ".bmp");
}
inc1++;
}
catch (Exception e)
{
log(e.Message, Color.Red);
}
Thread.Sleep(1000);
}
}
public Infrastructure(MainForm form1)
{
this.form1 = form1;
h = new Hyperparameters(form1, "Infrastructure");
form1.logBox.Text += (Environment.MachineName);
if (Environment.MachineName == "DESKTOP-B3G20T0")
{
form1.logBox.Font = new System.Drawing.Font(form1.logBox.Font.FontFamily, 8);
}
form1.collectLogWhileItFreezed = new List <logItem>();
///////// чтене файла конфигурации ///////////////////////
var configLines = File.ReadAllLines("CONFIG.txt");
bool is_newPC = true;
for (int i = 0; i < configLines.Length; i++)
{
//параметры конфигурации начинаются со строки содержащей имя компа
if (configLines[i].Contains(Environment.MachineName))
{
is_newPC = false;
for (int j = i + 1; j < configLines.Length; j++)
{
//параметры конфигурации заканчиваются, когда встречается пустая строка
if (configLines[j] != "")
{
try
{
h.add(configLines[j]);
}
catch { }
}
else
{
break;
}
}
break;
}
}
////////////////////////////////////////////////////////
if (is_newPC | h.getValueByName("mode") == null)
{
showModeSelector();
}
else
{
newLog();
}
// ИНИЦИАЛИЗАЦИЯ ГЛАВНОЙ ФОРМЫ
DpiFix();
form1.WindowState = FormWindowState.Minimized;
if (logPath != null)
{
form1.vis = new MultiParameterVisualizer(form1.picBox, form1);
mode = h.getValueByName("mode");
if (mode != "Агент")
{
startAgentManager();
form1.log("");
// agentManagerView = new AgentManagerView(agentManager);
// agentManagerView.Show();
}
form1.pathPrefix = h.getValueByName("path_prefix");
form1.log("");
form1.WindowState = FormWindowState.Maximized;
}
else
{
}
}
public void train()
{
trainingResponse = "";
h.setValueByName("state", "обучение..");
if (h.getValueByName("input_file") == null)
{
log("файл датасета не задан");
}
File.WriteAllText(h.getValueByName("json_file_path"), h.toJSON(0), System.Text.Encoding.Default);
args = "--json_file_path " + '"' + h.getValueByName("json_file_path") + '"';
trainingResponse = Task.Run(() => form1.I.executePythonScript(getValueByName("train_script_path"), args)).Result;
try
{
trainingResponse = trainingResponse.Substring(trainingResponse.IndexOf('{'));
Hyperparameters responseH = new Hyperparameters(trainingResponse, form1);
// var avg = responseH.getValueByName("AVG");
// if (avg != null)
// h.setValueByName("AVG", avg);
h.setValueByName("state", "обучение завершено");
log(responseH.getValueByName("response"));
string[] predictionsCSV = null;
//попытка прочитать данные из файла, полученного из скрипта
try
{
predictionsCSV = File.ReadAllLines(h.getValueByName("predictions_file_path"));
}
catch { }
//если данные имеются, то определить показатели точности прогнозирования
if (predictionsCSV != null)
{
try
{
getAccAndStdDev(predictionsCSV);
}
catch
{
log("Не удалось прочитать файл с тестовым прогнозом", Color.Red);
h.setValueByName("state", "Не удалось прочитать файл с тестовым прогнозом");
}
}
else
{
log("Не удалось прочитать файл с тестовым прогнозом", Color.Red);
h.setValueByName("state", "Не удалось прочитать файл с тестовым прогнозом");
}
}
catch
{
log("Не удалось спарсить RESPONSE");
h.setValueByName("AVG", "-1");
h.setValueByName("accuracy", "0");
h.setValueByName("stdDev", "0");
h.setValueByName("state", "ошибка при обучении");
}
// return "обучение алгоритма " + name + "заверешно.";
}
void calculateTargetFunction(Hyperparameters h)
{
if (poolLoading < pool.Length)
{
string reportLine = "";
for (int i = 0; i < h.nodes.Count; i++)
{
if (h.nodes[i].getAttributeValue("variable") == "numerical")
{
pool[poolLoading].nodes[i] = h.nodes[i].Clone();
reportLine += h.nodes[i].getAttributeValue("value").Replace(',', '.') + ";";
}
}
form1.log(reportLine);
poolLoading++;
if (poolLoading == pool.Length)
{
if (form1.test_count != 0)
{
test_count = form1.test_count;
}
double[,] target_functions = new double[pool.Length, test_count];
for (int tc = 0; tc < test_count; tc++)
{
var now2 = new DateTimeOffset(DateTime.Now);
var start2 = now2.ToUnixTimeSeconds();
List <Algorithm> algorithms = new List <Algorithm>();
for (int i = 0; i < pool.Length; i++)
{
Algorithm alg = Algorithm.newInstance(algorithm);
alg.h = pool[i].Clone();
algorithms.Add(alg);
}
List <Thread> trainThreads = new List <Thread>();
foreach (Algorithm alg in algorithms)
{
Thread t = new Thread(new ThreadStart(alg.train));
trainThreads.Add(t);
t.Start();
}
foreach (var t in trainThreads)
{
t.Join();
}
for (int i = 0; i < pool.Length; i++)
{
pool[i] = algorithms[i].h.Clone();
switch (target_function_type)
{
case TargetFunctionType.ACCURACY:
{
target_functions[i, tc] = Convert.ToDouble(pool[i].getValueByName("accuracy").Replace('.', ','));
break;
}
case TargetFunctionType.STDDEV:
{
target_functions[i, tc] = Convert.ToDouble(pool[i].getValueByName("stdDev").Replace('.', ','));
break;
}
}
}
form1.log((tc + 1).ToString() + '/' + test_count.ToString() + " test comlete" + TimeSpan.FromSeconds((new DateTimeOffset(DateTime.Now).ToUnixTimeSeconds()) - start2).ToString(), Color.LimeGreen);
}
string[] lines = new string[pool.Length];
for (int i = 0; i < pool.Length; i++)
{
double sum = 0;
// AVG
for (int j = 0; j < test_count; j++)
{
sum += target_functions[i, j];
}
double AVG = sum / test_count;
sum = 0;
// StdDev
for (int j = 0; j < test_count; j++)
{
sum += (AVG - target_functions[i, j]) * (AVG - target_functions[i, j]);
}
double StdDev = Math.Sqrt(sum / test_count);
// если target_function равна (AVG - StdDev), то последующее вычисление критерия оптимальности будет давать результаты ВЫШЕ, чем target_function
pool[i].setValueByName("target_function", (AVG - StdDev).ToString().Replace(',', '.'));
pool[i].setValueByName("target_function_AVG", (AVG).ToString().Replace(',', '.'));
pool[i].setValueByName("target_function_StdDev", (StdDev).ToString().Replace(',', '.'));
double Q = double.Parse(pool[i].getValueByName("target_function").Replace('.', ','));
TargetFunctionPoint newPoint = new TargetFunctionPoint(pool[i].Clone(), Q);
currentHypercube.Add(newPoint);
explored.Add(newPoint);
form1.log(newPoint.Q.ToString(), Color.LimeGreen);
lines[i] = getReportLine(newPoint);
}
File.AppendAllLines(report_file_name, lines);
poolLoading = 0;
}
}
}
public AgentTask(string type, Hyperparameters h)
{
this.type = type;
this.h = h;
status = "undone";
}
public void Process()
{
NetworkStream stream = null;
/* try
* { */
stream = client.GetStream();
BinaryReader reader = new BinaryReader(stream);
BinaryWriter writer = new BinaryWriter(stream);
while (true)
{
if (task != null)
{
if (task.status != "done")
{
if (task.type == "train")
{
//log(hostName + ": " + task.h.getValueByName("code")+" .1");
status = "busy";
//объявление агенту типа задачи
sendCommand(writer, "train");
task.h.Save();
sendFile(writer, task.h.getValueByName("json_file_path"));
System.Threading.Thread.Sleep(10);
sendFile(writer, task.h.getValueByName("train_script_path"));
System.Threading.Thread.Sleep(10);
sendFile(writer, task.h.getValueByName("input_file"));
System.Threading.Thread.Sleep(10);
var trainingReport = recieveCommand(reader);
// log(trainingReport);
if (!trainingReport.Contains("Произошла ошибка"))
{
recieveFile(reader, task.h.getValueByName("json_file_path"));
System.Threading.Thread.Sleep(10);
recieveFile(reader, task.h.getValueByName("predictions_file_path"));
System.Threading.Thread.Sleep(10);
recieveFile(reader, task.h.getValueByName("save_folder") + "weights.h5");
System.Threading.Thread.Sleep(10);
// log(hostName + ": " + task.h.getValueByName("code") + " .2");
Hyperparameters hTemp = new Hyperparameters(File.ReadAllText(task.h.getValueByName("json_file_path"), Encoding.Default), form1);
hTemp.setValueByName("json_file_path", task.h.getValueByName("json_file_path"));
hTemp.setValueByName("predictions_file_path", task.h.getValueByName("predictions_file_path"));
hTemp.setValueByName("save_folder", task.h.getValueByName("save_folder"));
hTemp.setValueByName("train_script_path", task.h.getValueByName("train_script_path"));
hTemp.setValueByName("get_prediction_script_path", task.h.getValueByName("get_prediction_script_path"));
hTemp.setValueByName("input_file", task.h.getValueByName("input_file"));
task.h = hTemp.Clone();
task.h.Save();
log(hostName + ": " + task.h.getValueByName("code") + " trained; accuracy = " + task.h.getValueByName("stdDev"));
task.status = "done";
}
else
{
task.status = "error";
}
status = "free";
}
}
}
System.Threading.Thread.Sleep(1000);
}
/* }
* catch (Exception ex)
* {
* log(ex.Message);
* }
* finally
* {
* if (stream != null)
* stream.Close();
* if (client != null)
* client.Close();
* } */
}
internal void script()
{
mainThread = System.Threading.Thread.CurrentThread;
Hyperparameters order_book;
var api = new ExmoApi("k", "s");
// File.AppendAllText("USD_RUB_exmo.txt", "<local_time>;<bid>;<ask>");
string result = "";
// result = api.ApiQuery("order_book", new Dictionary<string, string> { { "pair", "BTC_USD" } });
// order_book = new Hyperparameters(result, this);
//order_book.draw(0, picBox, this, 25, 250);
string s = "";
vis.addParameter("BTC_USD", Color.White, 300);
vis.parameters[0].showLastNValues = true;
vis.enableGrid = false;
vis.parameters[0].window = 200;
vis.parameters[0].functions.Add(new Function("bid_top", Color.Red));
vis.parameters[0].functions.Add(new Function("ask_top", Color.Blue));
// vis.addParameter("BTC_USD количество", Color.White, 300);
vis.addParameter("bid_quantity", Color.LightBlue, 300);
vis.addParameter("ask_quantity", Color.Pink, 300);
// vis.addParameter("BTC_USD сумма", Color.White, 300);
vis.addParameter("bid_amount", Color.Aqua, 300);
vis.addParameter("ask_amount", Color.Coral, 300);
int step = 60000;
int inc = 0;
List <string> buffer = new List <string>();
while (true)
{
// vis.parameters[0].window = 500;
try
{
result = api.ApiQuery("order_book", new Dictionary <string, string> {
{ "pair", "BTC_USD" }
});
if (result.Length > 400)
{
result = result.Substring(0, 400);
}
if (!result.Contains("maintenance"))
{
order_book = new Hyperparameters(result, this);
//<bid_top>;<bid_quantity>;<bid_amount>;<ask_top>;<ask_quantity>;<ask_amount>
s = DateTime.Now.ToString() + ';'
+ order_book.nodes[0].getAttributeValue("bid_top") + ';' + order_book.nodes[0].getAttributeValue("bid_quantity") + ';' + order_book.nodes[0].getAttributeValue("bid_amount") + ';'
+ order_book.nodes[0].getAttributeValue("ask_top") + ';' + order_book.nodes[0].getAttributeValue("ask_quantity") + ';' + order_book.nodes[0].getAttributeValue("ask_amount");
double bid_top = Convert.ToDouble(order_book.nodes[0].getAttributeValue("bid_top").Replace('.', ','));
double ask_top = Convert.ToDouble(order_book.nodes[0].getAttributeValue("ask_top").Replace('.', ','));
double bid_quantity = Convert.ToDouble(order_book.nodes[0].getAttributeValue("bid_quantity").Replace('.', ','));
double ask_quantity = Convert.ToDouble(order_book.nodes[0].getAttributeValue("ask_quantity").Replace('.', ','));
double bid_amount = Convert.ToDouble(order_book.nodes[0].getAttributeValue("bid_amount").Replace('.', ','));
double ask_amount = Convert.ToDouble(order_book.nodes[0].getAttributeValue("ask_amount").Replace('.', ','));
buffer.Add(s);
vis.addPoint(bid_top, "bid_top");
vis.addPoint(ask_top, "ask_top");
vis.addPoint(bid_quantity, "bid_quantity");
vis.addPoint(ask_quantity, "ask_quantity");
vis.addPoint(bid_amount, "bid_amount");
vis.addPoint(ask_amount, "ask_amount");
vis.refresh();
// log(s);
inc++;
if (inc > 1800 / (step / 1000) & buffer.Count > 0)
{
File.AppendAllLines("BTC_USD_exmo.txt", buffer.ToArray());
buffer.Clear();
log(DateTime.Now.TimeOfDay.ToString() + " Write!");
inc = 0;
}
}
else
{
log("Технические работы");
}
}
catch (Exception e)
{
log(e.Message);
// log(result);
}
Thread.Sleep(step);
}
}
public void TEST()
{
mainThread = System.Threading.Thread.CurrentThread;
double balance_BTC = 0;
double balance_USD = 100;
double lot = 0.001;
Hyperparameters order_book;
var api = new ExmoApi("k", "s");
string responce = "";
string s = "";
vis.addParameter("BTC_USD", Color.White, 1000);
vis.parameters[0].showLastNValues = true;
vis.enableGrid = true;
vis.parameters[0].window = 360;
//наименьшая цена, по которой можно покупать
vis.parameters[0].functions.Add(new Function("bid_top", Color.Blue));
//наивысшая цена, по которой можно продать
vis.parameters[0].functions.Add(new Function("ask_top", Color.Red));
expert = new Expert("Expert_Flex", this);
algorithm = new BidAsk(this, "BidAsk");
algorithm.Open(@"E:\Anton\Desktop\MAIN\Экспертная система\Экспертная система\Алгоритмы прогнозирования\BidAsk\h.json");
expert.AddAlgorithm(algorithm);
int window = int.Parse(algorithm.h.getValueByName("window_size"));
int step = 60000;
string[] input;
double[] predictions = null;
List <string> rawInput = new List <string>();
// List<string> spreads = new List<string>();
rawInput.Add("<DATE_TIME>;<bid_top>;<bid_quantity>;<bid_amount>;<ask_top>;<ask_quantity>;<ask_amount>");
//ЗАПУСК СКРИПТОВ ПОТОЧНОГО ПРОГНОЗИРОВНИЯ
Task[] RunTasks = new Task[expert.algorithms.Count];
foreach (Algorithm algorithm in expert.algorithms)
{
RunTasks[expert.algorithms.IndexOf(algorithm)] = Task.Run(() => algorithm.runGetPredictionScript());
}
//ОЖИДАНИЕ ЗАВЕРШЕНИЯ ЗАПУСКА
foreach (var task in RunTasks)
{
task.Wait();
}
List <double> positions = new List <double>();
while (true)
{
vis.parameters[0].window = 20;
try
{
responce = api.ApiQuery("order_book", new Dictionary <string, string> {
{ "pair", "BTC_USD" }
});
if (responce.Length > 400)
{
responce = responce.Substring(0, 400);
}
if (!responce.Contains("maintenance"))
{
order_book = new Hyperparameters(responce, this);
//<bid_top>;<bid_quantity>;<bid_amount>;<ask_top>;<ask_quantity>;<ask_amount>
s = DateTime.Now.ToString() + ';'
+ order_book.nodes[0].getAttributeValue("bid_top") + ';' + order_book.nodes[0].getAttributeValue("bid_quantity") + ';' + order_book.nodes[0].getAttributeValue("bid_amount") + ';'
+ order_book.nodes[0].getAttributeValue("ask_top") + ';' + order_book.nodes[0].getAttributeValue("ask_quantity") + ';' + order_book.nodes[0].getAttributeValue("ask_amount");
s = s.Replace('.', ',');
double bid_top = Convert.ToDouble(order_book.nodes[0].getAttributeValue("bid_top").Replace('.', ','));
double ask_top = Convert.ToDouble(order_book.nodes[0].getAttributeValue("ask_top").Replace('.', ','));
/*
* double bid_quantity = Convert.ToDouble(order_book.nodes[0].getAttributeValue("bid_quantity").Replace('.', ','));
* double ask_quantity = Convert.ToDouble(order_book.nodes[0].getAttributeValue("ask_quantity").Replace('.', ','));
*
* double bid_amount = Convert.ToDouble(order_book.nodes[0].getAttributeValue("bid_amount").Replace('.', ','));
* double ask_amount = Convert.ToDouble(order_book.nodes[0].getAttributeValue("ask_amount").Replace('.', ','));*/
vis.addPoint(bid_top, "bid_top");
vis.addPoint(ask_top, "ask_top");
vis.refresh();
// log(s);
//запись входных данных
File.AppendAllText("BTC_USD_exmo.txt", s);
rawInput.Add(s);
// spreads.Add(String.Format("{0:0.#####}", bid_top - ask_top));
showInpOutp.fillTextBox1(rawInput);
//+1 для заголовка, +1 для нормализации i/(i-1)
if (rawInput.Count < window + 2)
{
File.AppendAllText("BTC_USD_exmo.txt", "\n");
}
else
{
input = expert.prepareDataset(rawInput.ToArray(), "<DATE_TIME>", true);
//шапка должна оставаться на месте, поэтому 1, а не 0
rawInput.RemoveAt(1);
showInpOutp.fillTextBox2(input);
if (input.Length == window + 1)
{
predictions = expert.getCommitteePrediction(input);
}
else
{
log("input.Length =/= window+1; input.Length = " + input.Length.ToString());
}
string action = expert.getDecision(predictions);
if (action == "error")
{
log("action = error", Color.Red);
}
if (action == "buy")
{
if (balance_USD > ask_top * lot)
{
balance_BTC = balance_BTC + lot;
balance_USD = balance_USD - (ask_top * lot);
positions.Add(ask_top);
log("BUY", Color.Blue);
log(ask_top.ToString());
log(" USD:" + balance_USD.ToString());
log(" BTC:" + balance_BTC.ToString());
vis.parameters[0].functions[2].points[vis.parameters[0].functions[1].points.Count - 1].mark = "BUY‾‾‾‾‾‾‾‾";
}
else
{
// log("Баланс USD: " + balance_USD.ToString() + " Невозможно купить " + (bid_top * lot).ToString() + " BTC");
action += " (fail)";
}
}
for (int i = 0; i < positions.Count; i++)
{
if (positions[i] < bid_top)
{
action = "sell";
positions.RemoveAt(i);
break;
}
}
if (action == "sell")
{
if (bid_top != 0)
{
if (balance_BTC >= lot)
{
balance_BTC = balance_BTC - lot;
balance_USD = balance_USD + (bid_top * lot);
log("SELL", Color.Red);
log(bid_top.ToString());
log(" USD:" + balance_USD.ToString());
log(" BTC:" + balance_BTC.ToString());
vis.parameters[0].functions[1].points[vis.parameters[0].functions[1].points.Count - 1].mark = "SELL‾‾‾‾‾‾‾‾";
}
else
{
// log("Баланс BTC: " + balance_BTC.ToString() + " Невозможно продать " + (lot).ToString() + " BTC");
action += " (fail)";
}
}
else
{
log("bid_top почему-то равно нулю!", Color.Red);
action += " (fail)";
}
}
log(DateTime.Now.ToString() + " " + action);
//запись состояния балансов и последнего действия
File.AppendAllText("BTC_USD_exmo.txt", balance_BTC.ToString() + ';' + balance_USD.ToString() + ';' + action + "\n");
}
}
else
{
log("Технические работы", Color.Red);
}
}
catch (Exception e)
{
log(e.Message, Color.Red);
// log(result);
}
Thread.Sleep(step);
}
}
public TargetFunctionPoint(Hyperparameters h)
{
this.h = h;
}
public TargetFunctionPoint(Hyperparameters h, double Q)
{
this.h = h;
this.Q = Q;
}
