/// <summary>
/// Get input data - S&P 500 Index, Prime Interest Rate, Dow index, Nasdaq index
/// </summary>
/// <param name="offset">Start index of input data</param>
/// <param name="input">Array to be populated</param>
/// <remarks>
/// According to the <c>offset</c> parameter, first <c>_inputSize</c> values are drawn from the dataset
/// </remarks>
public void GetInputData(int offset, double[] input)
{
int total = 0;
int k = 0;
// get OHLCVI *_pointCount
for (int i = 0; i < _pointCount; i++)
{
PredicInput sample = _samples[offset + i];
k = 0;
foreach (PredicInputIndexe index in Enum.GetValues(typeof(PredicInputIndexe)))
{
if (sample.IsSetValue((int)index))
{
input[i * total + k] = sample.GetValue((int)index);
k++;
}
}
if (total < 1)
{
total = k;
}
//input[i*4] = sample.Open;
//input[i*4 + 1] = sample.H;
//input[i*4 + 2] = sample.L;
//input[i*4 + 3] = sample.C;
}
}
/// <summary>
/// Get output data - S&P 500 Index, Prime Interest Rate, Dow index, Nasdaq index
/// </summary>
/// <param name="offset">Start index of output data</param>
/// <param name="output">Output array to be populated</param>
/// <remarks>
/// The value of <c>offset + _inputSize</c> indexes value are drawn from the samples data set.
/// E.g. Consider the <c>offset</c> parameter equal to 12581. Input parameters to the network will be
/// values from [12581..12590]. The actual values will be equal to the parameters stored in the <code>12581 + _inputSize</code>
/// place => 12591 index.
/// </remarks>
public void GetOutputData(int offset, double[] output)
{
PredicInput sample = _samples[offset + _pointCount + _predictDayplus];
output[0] = sample.GetValue((int)PredicInputIndexe.CloseIndex);
//output[1] = sample.PrimeInterestRate;
//output[2] = sample.Commodity;
//output[3] = sample.VolumeCommo;
}
//Load data Ticker
private void Button1_Click(object sender, EventArgs e)
{
//load dl ticker
string connstring = String.Format("Server={0};Port={1};" +
"User Id={2};Password={3};Database={4};",
"127.0.0.1", "5433", "lemon",
"admin", "DailyTrading");
var tickerbase = txtTicker.Text;
var dao = new TickerDAO(connstring, tickerbase);
listPredicInput.Clear();
_maxDate = new DateTime(2000, 01, 01);
_minDate = DateTime.Now.Date;
//check db da tao chua
var isexistticker = dao.IsTableExisted(tickerbase);
if (isexistticker)
{
var listdata = dao.SelectALL(tickerbase);
foreach (var data in listdata)
{
var predicInput = new PredicInput();
predicInput.Date = data.Day;
predicInput.SetValue((int)PredicInputIndexe.OpenIndex, data.Open);
predicInput.SetValue((int)PredicInputIndexe.HighIndex, data.Hight);
predicInput.SetValue((int)PredicInputIndexe.LowIndex, data.Low);
predicInput.SetValue((int)PredicInputIndexe.CloseIndex, data.Close);
predicInput.SetValue((int)PredicInputIndexe.VolumeIndex, data.Volume);
predicInput.SetValue((int)PredicInputIndexe.VNIndex, 0);
listPredicInput.Add(predicInput);
if (_maxDate.Date < data.Day)
{
_maxDate = data.Day;
}
if (_minDate.Date > data.Day)
{
_minDate = data.Day;
}
}
}
else
{
MessageBox.Show("Load dl ticker khong thanh cong"); return;
}
dao.Dispose();
//load dl vnindex
var daoindex = new TickerDAO(connstring, txtVNIndex.Text);
isexistticker = daoindex.IsTableExisted(txtVNIndex.Text);
if (isexistticker)
{
var listdata = daoindex.SelectALL(txtVNIndex.Text);
foreach (var data in listPredicInput)
{
foreach (TickerBase index in from index in listdata
where index.Day == data.Date
select index)
{
data.SetValue((int)PredicInputIndexe.VNIndex, index.Close);
}
}
}
else
{
MessageBox.Show("Load dl ticker VNIndex khong thanh cong"); return;
}
daoindex.Dispose();
//set value to txtbox
txtstartDate.Text = _minDate.Date.ToShortDateString();
_dtpTrainFrom.Value = _minDate.Date;
txtEndDate.Text = _maxDate.Date.ToShortDateString();
_dtpTrainUntil.Value = _maxDate.Date.AddDays(-10);
_dtpPredictFrom.Value = _maxDate.Date.AddDays(-9);
_dtpPredictTo.Value = _maxDate.Date;
}
public DateTime GetDateTime(int offset)
{
PredicInput sample = _samples[offset];
return(sample.Date);
}
/* public double GetIndex(DateTime date, int index)
* {
* double currentAmount = 0;
*
* foreach (PData data in _dictionary[index])
* {
* if (data.Date.CompareTo(date) >= 0)
* {
* return currentAmount;
* }
* currentAmount = data.Amount;
* }
* return currentAmount;
* }
*/
public string GetDate(int offset)
{
PredicInput sample = _samples[offset];
return(sample.Date.ToShortDateString());
}
