static void Main(string[] args)
{
var nothing = new [] { 0f, 0f, 0f, 0f, 0f, 0f, 0f, 0f, 0f, 0f };
var turtle = new [] { 1f, 0f, 0f, 0f, 0f, 0f, 0f, 0f, 0f, 0f };
var zebra = new [] { 1f, 1f, 1f, 1f, 0f, 0f, 0f, 0f, 0f, 0f };
var giraffe = new [] { 1f, 1f, 1f, 1f, 1f, 1f, 1f, 1f, 1f, 1 };
var tests = new List <Tuple <float[], float[]> >
{
Tuple.Create(nothing, nothing),
Tuple.Create(turtle, turtle),
Tuple.Create(zebra, zebra),
Tuple.Create(giraffe, giraffe)
};
var description = SimpleDescriptionBuilder.GetDescription(10, new[] { 3, 3, 3, 10 });
var net = Net.FromDescription(description);
var trainer = new Trainer(tests, net);
trainer.Train(.01f, .9f, .0001f, 1000000, true);
Console.WriteLine(JsonConvert.SerializeObject(net.Description, Formatting.Indented));
var forwardFunc = net.GetEvaluationFunction();
foreach (var test in tests)
{
Console.Write(string.Join(", ", test.Item1.Select(n => n.ToString())));
Console.Write(" => ");
Console.WriteLine(string.Join(", ", forwardFunc(test.Item1).Select(n => n.ToString())));
}
Console.ReadKey();
}
static void Main(string[] args)
{
//NetDescription description = null;
//using (var reader = new StreamReader(File.OpenRead("xOrNet.json")))
//{
// var text = reader.ReadToEnd();
// description = JsonConvert.DeserializeObject<NetDescription>(text);
//}
var description = SimpleDescriptionBuilder.GetDescription(2, new[] { 5, 1 });
var net = Net.FromDescription(description);
var tests = new[]
{
Tuple.Create(new[] { 1f, 1f }, new[] { 0f }),
Tuple.Create(new[] { 1f, 0f }, new[] { 1f }),
Tuple.Create(new[] { 0f, 1f }, new[] { 1f }),
Tuple.Create(new[] { 0f, 0f }, new[] { 0f })
};
var trainer = new Trainer(tests, net);
trainer.Train(.5f, 0.9f, 0.0001f, 1000000, true);
Console.WriteLine(JsonConvert.SerializeObject(net.Description, Formatting.Indented));
var forwardFunc = net.GetEvaluationFunction();
foreach (var test in tests)
{
Console.WriteLine($"{test.Item1[0]}, {test.Item1[1]} => {forwardFunc(test.Item1)[0]}");
}
Console.ReadKey();
}
static void Main(string[] args)
{
var events = new List <Event>();
using (var reader = new StreamReader(File.OpenRead(@".\AllEvents.csv")))
{
reader.ReadLine();
while (!reader.EndOfStream)
{
var parts = reader.ReadLine().Split(",");
events.Add(new Event()
{
Symbol = parts[0],
Day = int.Parse(parts[1]),
Open = float.Parse(parts[2]),
CloseDiff = float.Parse(parts[3]),
SpreadOverLow = float.Parse(parts[4]),
Volume = float.Parse(parts[5]),
NextLow = float.Parse(parts[6]),
TwoDayHigh = float.Parse(parts[7]),
ThreeDayOpen = float.Parse(parts[8])
});
if (events.Count % 1000 == 0)
{
Console.WriteLine($"Read {events.Count} events");
}
}
}
Console.WriteLine($"Read {events.Count} events");
var allTests = events.Select(evt => Tuple.Create(evt.GetInputArray(), evt.GetOutputArray()));
var trainTests = new List <Tuple <float[], float[]> >();
var testTests = new List <Tuple <float[], float[]> >();
var random = new Random();
foreach (var test in allTests)
{
var good = true;
for (var i = 0; i < 4; i++)
{
var val = test.Item1[i];
if (val < -1 || val > 1)
{
good = false;
}
}
for (var i = 0; i < 2; i++)
{
var val = test.Item2[i];
if (val < -1 || val > 1)
{
good = false;
}
}
if (good)
{
if (random.Next(20) == 4) // chosen by fair dice roll
{
testTests.Add(test);
}
else
{
trainTests.Add(test);
}
}
}
Console.WriteLine($"Training size: {trainTests.Count}");
Console.WriteLine($"Testing Size: {testTests.Count}");
var descripion = SimpleDescriptionBuilder.GetDescription(4, new[] { 4, 4, 3, 3, 2 });
foreach (var node in descripion.Nodes.Where(n => descripion.Outputs.Contains(n.NodeId)))
{
node.Processor = null;
}
var nets = new List <Net>();
var trainers = new List <Trainer>();
var tasks = new List <Task>();
for (var i = 0; i < 4; i++)
{
var net = Net.FromDescription(descripion);
var trainer = new Trainer(trainTests, net);
nets.Add(net);
trainers.Add(trainer);
tasks.Add(Task.Run(() => trainer.Train(.5f, 0f, .0001f, 100000, true)));
}
Task.WhenAll(tasks).GetAwaiter().GetResult();
foreach (var net in nets)
{
Console.WriteLine(JsonConvert.SerializeObject(net.Description, Formatting.Indented));
var fileName = $".\\{Path.GetRandomFileName()}.json";
using (var writer = File.CreateText(fileName))
{
writer.WriteLine(JsonConvert.SerializeObject(net.Description, Formatting.Indented));
}
Console.WriteLine($"Wrote file {fileName}");
}
Console.ReadKey();
}