public static void Create() { var market = new StockMarket(); market.Init(true); Console.WriteLine(@"Fetching training data from db"); var trainingData = market.GetTrainingData(); Console.WriteLine(@"Creating training set"); var inputs = new ArrayList(); var outputs = new ArrayList(); var cur = 1; foreach (var info in trainingData) { Console.WriteLine(@"Adding record " + (cur++) + @" of " + trainingData.Count); var input = InputOutputMadness.CreateInputs(info); var output = new[] { InputOutputMadness.CreateOutput(info) }; inputs.Add(input); outputs.Add(output); } Console.WriteLine(@"Created training set - saving"); var trainingSet = new BasicMLDataSet((double[][])inputs.ToArray(typeof(double[])), (double[][])outputs.ToArray(typeof(double[]))); var encog = new EncogPersistedCollection("market-training.dat", FileMode.Create); encog.Add("market-training", trainingSet); Console.WriteLine(@"saved"); }