public void Now(DateTime nowTime, double?nowPrice)
{
m_nowTime = nowTime;
if (nowPrice.HasValue)
{
m_nowPrice.close = nowPrice.Value;
m_nowPrice.time = WekaUtils.GetTimeFromDate(nowTime);
}
if (!m_isLastForPeriod)
{
if (m_firstLastDate == null)
{
m_firstLastDate = nowTime.AddMinutes(m_lastMinutes);
}
if (m_firstLastDate <= m_nowTime)
{
m_isLastForPeriod = true;
}
}
else
{
RemoveOldDeals();
}
//CloseAll();
CalculateTotal();
CalculateNow();
}
public void Build(weka.core.Instances instances)
{
WekaUtils.DebugAssert(instances.numClasses() == 3, "instance's numClasses should be 3.");
for (int i = 0; i < m_counts.Length; i++)
{
m_counts[i] = 0;
}
double c = m_tp / m_sl;
foreach (weka.core.Instance instance in instances)
{
int v = (int)instance.classValue();
if (v == 2)
{
m_counts[2] += c;
}
else if (v == 0)
{
m_counts[0]++;
}
else
{
m_counts[1]++;
}
}
}
public void SetData(string str, string scv, byte[] dealsInfo, byte[] dealsData)
{
this.CurrentTestRet = WekaUtils.StringToDoubleArray(str);
this.CurrentClassValue = WekaUtils.StringToDoubleArray(scv);
var deals = Feng.Windows.Utils.SerializeHelper.Deserialize <DealsInfo>(dealsInfo);
if (dealsData != null)
{
System.IO.MemoryStream outStream = new System.IO.MemoryStream();
var inStream = new System.IO.MemoryStream(dealsData);
System.IO.Compression.GZipStream zipStream = new System.IO.Compression.GZipStream(inStream, System.IO.Compression.CompressionMode.Decompress);
zipStream.CopyTo(outStream);
deals.Deals = Feng.Windows.Utils.SerializeHelper.Deserialize <List <DealInfo> >(outStream.ToArray());
}
else
{
deals.Deals = new List <DealInfo>();
}
if (deals != null)
{
this.Deals = deals;
Initialized = true;
}
}
///
/// <summary> * Generates the classifier.
/// * </summary>
/// * <param name="instances"> set of instances serving as training data </param>
/// * <exception cref="Exception"> if the classifier has not been generated successfully </exception>
///
public override void buildClassifier(Instances instances)
{
// can classifier handle the data?
getCapabilities().testWithFail(instances);
// remove instances with missing class
var trainInstances = new Instances(instances);
trainInstances.deleteWithMissingClass();
WekaUtils.DebugAssert(instances.numClasses() == 3, "instance's numClasses should be 3.");
m_counts = new double[instances.numClasses()];
for (int i = 0; i < m_counts.Length; i++)
{
m_counts[i] = 0;
}
//double c = m_tp / m_sl;
foreach (Instance instance in instances)
{
int v = (int)instance.classValue();
m_counts[v] += 1;
sumOfWeights += 1;
}
}
//public void ConvertHpDataPeriod(string symbol, string periodSsrc, string periodDest)
//{
// string hpFileName = TestParameters.GetBaseFilePath(string.Format("{0}_{1}_hpdata.txt", symbol, periodSsrc));
// var hpData = GetHpDateFromTxt(hpFileName, TestParameters2.nTpsl);
// string hpFileName2 = TestParameters.GetBaseFilePath(string.Format("{0}_{1}_hpdata.txt", symbol, periodDest));
// int m = TestParameters.TpSlMaxCount / TestParameters2.nTpsl;
// DateTime date = TestParameters2.TrainStartTime;
// DateTime maxDate = TestParameters2.TrainEndTime;
// using(StreamWriter sw = new StreamWriter(hpFileName2))
// {
// while (true)
// {
// if (!TestParameters2.RealTimeMode)
// {
// Console.WriteLine(date.ToString(Parameters.DateTimeFormat));
// }
// StringBuilder sb = new StringBuilder();
// {
// if (date.DayOfWeek == DayOfWeek.Saturday || date.DayOfWeek == DayOfWeek.Sunday)
// {
// date = date.AddHours(mainPeriodOfHour);
// continue;
// }
// bool isComplete = true;
// if ((TestParameters2.UsePartialHpData || isComplete))
// {
// sb.Append(date.ToString(Parameters.DateTimeFormat));
// sb.Append(", ");
// int[, , ,] hps = new int[2, m, m, 2];
// long[, ,] hpTimes = new long[2, m, m];
// for (int j = 0; j < hps.GetLength(0); ++j)
// for (int k = 0; k < hps.GetLength(1); ++k)
// for (int l = 0; l < hps.GetLength(2); ++l)
// {
// hps[j, k, l, 0] = hps[j, k, l, 1] = -1;
// hpTimes[j, k, l] = -1;
// }
// List<DateTime> dts = new List<DateTime>();
// foreach (DateTime dt in dts)
// {
// if (!hpData.ContainsKey(dt))
// continue;
// sbyte?[, ,] hp = hpData[dt].Item1;
// long[, ,] hpTime = hpData[dt].Item2;
// WekaUtils.DebugAssert(hp.GetLength(0) == 2, "");
// WekaUtils.DebugAssert(hp.GetLength(1) % m == 0, "");
// WekaUtils.DebugAssert(hp.GetLength(2) % m == 0, "");
// WekaUtils.DebugAssert(hpTime.GetLength(0) == 2, "");
// for (int j = 0; j < hp.GetLength(0); ++j)
// for (int k = 0; k < hp.GetLength(1); ++k)
// for (int l = 0; l < hp.GetLength(2); ++l)
// {
// if (k % n != n - 1 || l % n != n - 1)
// continue;
// if (!hp[j, k, l].HasValue || hp[j, k, l] == -1)
// continue;
// //if (k / n >= TestParameters2.tpCount)
// // continue;
// //if (l / n >= TestParameters2.slCount)
// // continue;
// if (hps[j, k / n, l / n, 0] == -1)
// hps[j, k / n, l / n, 0] = 0;
// if (hps[j, k / n, l / n, 1] == -1)
// hps[j, k / n, l / n, 1] = 0;
// if (hp[j, k, l] == 1)
// hps[j, k / n, l / n, 0]++;
// else if (hp[j, k, l] == 0)
// hps[j, k / n, l / n, 1]++;
// else
// throw new AssertException("hp should be 0 or 1.");
// hpTimes[j, k / n, l / n] = Math.Max(hpTimes[j, k / n, l / n], hpTime[j, k, l].Value);
// }
// }
// for (int j = 0; j < hps.GetLength(0); ++j)
// for (int k = 0; k < hps.GetLength(1); ++k)
// for (int l = 0; l < hps.GetLength(2); ++l)
// {
// if (isComplete)
// {
// if (hps[j, k, l, 0] == -1 || hps[j, k, l, 1] == -1)
// {
// throw new AssertException("hps should not be -1.");
// }
// }
// if (hps[j, k, l, 0] == -1)
// hps[j, k, l, 0] = 0;
// if (hps[j, k, l, 1] == -1)
// hps[j, k, l, 1] = 0;
// sb.Append(hps[j, k, l, 0] + ", " + hps[j, k, l, 1] + ", ");
// }
// long maxHpTime = 0;
// for (int j = 0; j < hpTimes.GetLength(0); ++j)
// for (int k = 0; k < hpTimes.GetLength(1); ++k)
// for (int l = 0; l < hpTimes.GetLength(2); ++l)
// {
// if (isComplete)
// {
// if (hpTimes[j, k, l] == -1)
// {
// throw new AssertException("hpTimes should not be -1.");
// }
// }
// if (hpTimes[j, k, l] == -1)
// hpTimes[j, k, l] = Parameters.MaxTime;
// sb.Append(hpTimes[j, k, l] + ", ");
// maxHpTime = Math.Max(hpTimes[j, k, l], maxHpTime);
// }
// sb.AppendLine();
// sw.Write(sb.ToString());
// }
// DateTime nextDate = date.AddMinutes(WekaUtils.GetMinuteofPeriod(periodDest));
// date = nextDate;
// if (date >= maxDate)
// break;
// }
// }
// }
//}
public static Dictionary <long, int> GetHpDateTimesCountFromInstance(string fileName)
{
Dictionary <long, int> dictTimes = new Dictionary <long, int>();
int dealCount = 0;
var instances = WekaUtils.LoadInstances(TestParameters.GetBaseFilePath(fileName));
for (int i = 0; i < instances.numInstances(); ++i)
{
var date = WekaUtils.GetDateValueFromInstances(instances, 0, i);
var hpdate = WekaUtils.GetDateValueFromInstances(instances, 1, i);
var hptime = WekaUtils.GetTimeFromDate(hpdate);
if (dictTimes.ContainsKey(hptime))
{
dictTimes[hptime]++;
}
else
{
dictTimes[hptime] = 1;
}
dealCount++;
Console.WriteLine(date.ToString(Parameters.DateTimeFormat) + ", " + dictTimes.Count + ", " + dealCount);
}
return(dictTimes);
}
public static void FilterInstances(weka.core.Instances allInstances)
{
DateTime nextHpDate = DateTime.MinValue;
java.util.LinkedList deleteList = new java.util.LinkedList();
for (int i = 0; i < allInstances.numInstances(); ++i)
{
DateTime nowDate = WekaUtils.GetDateValueFromInstances(allInstances, 0, i);
if (TestParameters2.RealTimeMode && i == allInstances.numInstances() - 1)
{
allInstances.instance(i).setClassValue(0);
allInstances.instance(i).setValue(1, WekaUtils.GetTimeFromDate(Parameters.MaxDate) * 1000);
}
else
{
if (nowDate < nextHpDate)
{
deleteList.Add(allInstances.instance(i));
}
else
{
DateTime hpDate = WekaUtils.GetDateValueFromInstances(allInstances, 1, i);
nextHpDate = hpDate;
}
}
}
allInstances.removeAll(deleteList);
}
private void CheckCandlePatternResult(Core.RetCode ret, int outBegIdx, int outNBElement, int[] outInteger, string candlePatternFile)
{
//if (!m_minOutNBElements.ContainsKey(m_currentPeriod))
//{
// m_minOutNBElements[m_currentPeriod] = outNBElement - (minOutBegIdx - outBegIdx);
//}
//int minOutNBElement = m_minOutNBElements[m_currentPeriod];
int minOutNBElement = outInteger.Length - minOutBegIdx;
WekaUtils.DebugAssert(ret == Core.RetCode.Success, "ret == Core.RetCode.Success");
WekaUtils.DebugAssert(outBegIdx <= minOutBegIdx, "outBegIdx <= minOutBegIdx");
WekaUtils.DebugAssert(outNBElement >= minOutNBElement + (minOutBegIdx - outBegIdx), "outNBElement >= minOutNBElement + (minOutBegIdx - outBegIdx)");
using (StreamWriter sw = new StreamWriter(candlePatternFile, true))
{
for (int i = 0; i < minOutNBElement; ++i)
{
WekaUtils.DebugAssert(outInteger[minOutBegIdx - outBegIdx + i] != -1, "outInteger[minOutBegIdx - outBegIdx + i] != -1");
sw.Write(outInteger[minOutBegIdx - outBegIdx + i]);
sw.Write(",");
}
sw.WriteLine();
}
//WekaUtils.DebugAssert(outInteger[minOutBegIdx - outBegIdx + minOutNBElement - 1 + 1] == -1);
for (int i = 0; i < outInteger.Length; ++i)
{
outInteger[i] = -1;
}
}
private void RemoveOldDeals()
{
m_deals.RemoveAll(new System.Predicate <DealInfo>(i =>
{
WekaUtils.DebugAssert(i.CloseTime.HasValue, "Deal should has closeTime.");
if (i.CloseTime.HasValue)
{
if (i.CloseTime < m_nowTime)
{
if (i.Cost < 0)
{
m_nowTp++;
}
else
{
m_nowFp++;
}
m_nowCost += i.Cost * i.Volume;
m_nowVolume += i.Volume;
return(true);
}
}
else
{
}
return(false);
}));
}
private void AddIndicatorValues(ForexDataRows hpdv, Dictionary <long, double> indValues, Core.RetCode ret, int outBegIdx, int outNBElement, double[] outDouble)
{
WekaUtils.DebugAssert(ret == Core.RetCode.Success, "TaRet should Success.");
for (int i = 0; i < outNBElement; ++i)
{
indValues[hpdv[i + outBegIdx].Time] = outDouble[i];
}
}
private Tuple <long, long> GetDbDateFilter(DateTime dt1, DateTime dt2, int tableType)
{
if (tableType == 0)
{
return(new Tuple <long, long>(WekaUtils.GetTimeFromDate(dt1.AddDays(-1)), WekaUtils.GetTimeFromDate(dt2)));
}
else
{
return(new Tuple <long, long>(WekaUtils.GetTimeFromDate(dt1.AddDays(-3)), WekaUtils.GetTimeFromDate(dt2)));
}
}
public static void SaveCCScoresToDb(DateTime nowDate, CandidateParameter cp, ParameterdCandidateStrategy pcs)
{
string tableName = string.Format("{0}_CCSCORE_{1}", cp.MainSymbol, cp.DealInfoLastMinutes / (7 * 24 * 12 * 5));
long nowTime = WekaUtils.GetTimeFromDate(nowDate);
try
{
Feng.Data.DbHelper.Instance.ExecuteNonQuery(string.Format("SELECT TOP 1 * FROM {0} WHERE TIME = -1", tableName));
}
catch (Exception)
{
string sqlCreate = string.Format(@"CREATE TABLE {0}(
[Time] [bigint] NOT NULL,
[scores] [varbinary](max) NOT NULL,
[nda] [varbinary](max) NOT NULL,
[nds] [varbinary](max) NOT NULL,
CONSTRAINT [PK_{0}] PRIMARY KEY CLUSTERED
(
[Time] ASC
)WITH (PAD_INDEX = OFF, STATISTICS_NORECOMPUTE = OFF, IGNORE_DUP_KEY = OFF, ALLOW_ROW_LOCKS = ON, ALLOW_PAGE_LOCKS = ON) ON [PRIMARY]
) ON [PRIMARY]", tableName);
Feng.Data.DbHelper.Instance.ExecuteNonQuery(sqlCreate);
}
long[, ,] ndas = new long[Parameters.AllDealTypes.Length, cp.BatchTps.Length, cp.BatchSls.Length];
long[, ,] ndss = new long[Parameters.AllDealTypes.Length, cp.BatchTps.Length, cp.BatchSls.Length];
double[, ,] nowScores = new double[Parameters.AllDealTypes.Length, cp.BatchTps.Length, cp.BatchSls.Length];
pcs.IterateClassifierInfos((k, ii, jj, h) =>
{
nowScores[k, ii, jj] = pcs.m_classifierInfoIdxs[k, ii, jj, h].Deals.NowScore;
ndas[k, ii, jj] = pcs.m_classifierInfoIdxs[k, ii, jj, h].Deals.DealLastTimeAvg;
ndss[k, ii, jj] = pcs.m_classifierInfoIdxs[k, ii, jj, h].Deals.DealLastTimeStd;
});
string sql = string.Format("INSERT INTO [{0}] ([Time],[scores],[nda],[nds]) VALUES (@Time, @score, @nda, @nds)", tableName);
var cmd = new System.Data.SqlClient.SqlCommand(sql);
cmd.Parameters.AddWithValue("@Time", nowTime);
cmd.Parameters.AddWithValue("@score", CCScoreData.SerializeScores(nowScores));
cmd.Parameters.AddWithValue("@nda", CCScoreData.SerializeScoreTimes(ndas));
cmd.Parameters.AddWithValue("@nds", CCScoreData.SerializeScoreTimes(ndss));
try
{
Feng.Data.DbHelper.Instance.ExecuteNonQuery(string.Format("DELETE FROM {0} WHERE TIME = '{1}'", tableName, WekaUtils.GetTimeFromDate(nowDate)));
Feng.Data.DbHelper.Instance.ExecuteNonQuery(cmd);
}
catch (Exception)
{
}
}
public void evaluateModel(weka.classifiers.Classifier classifier, weka.core.Instances instances)
{
double[] v = WekaUtils.ClassifyInstances(instances, classifier);
//weka.classifiers.Evaluation eval = new weka.classifiers.Evaluation(instances, m_costMatrix);
//v = eval.evaluateModel(classifier, instances);
evaluateModel(v, instances);
//int n = 0;
//for (int i = 0; i < v.Length; ++i)
// if (v[i] != 0)
// n++;
}
private string GetDbDateFilter4Db(DateTime dt1, DateTime dt2, int tableType)
{
string filter;
if (tableType == 0)
{
filter = string.Format("Time >= {0} AND Time < {1}", WekaUtils.GetTimeFromDate(dt1.AddDays(-1)), WekaUtils.GetTimeFromDate(dt2));
}
else
{
filter = string.Format("Time >= {0} AND Time < {1}", WekaUtils.GetTimeFromDate(dt1.AddDays(-3)), WekaUtils.GetTimeFromDate(dt2));
}
return(filter);
}
public DateTime?GetNewestTestData()
{
string sql = string.Format("SELECT MAX(Time) FROM {0}", m_testDataTableName);
var r = Feng.Data.DbHelper.Instance.ExecuteScalar(sql);
if (r == System.DBNull.Value)
{
return(null);
}
else
{
return(WekaUtils.GetDateFromTime(Convert.ToInt64(r)));
}
}
public void Now(DateTime nowTime, double?nowPrice)
{
m_nowTime = nowTime;
if (nowPrice.HasValue)
{
m_nowPrice.close = nowPrice.Value;
}
m_nowPrice.time = WekaUtils.GetTimeFromDate(nowTime);
RemoveOldDeals();
//CloseAll();
CalculateCurrent();
}
public string BuildCandlePatternDeals()
{
WekaUtils.Instance.WriteLog("Now BuildCandlePatternDeals");
var cp = TestParameters2.CandidateParameter;
string resultFile = TestParameters.GetBaseFilePath(string.Format("IncrementTest_{0}_{1}_{2}.txt",
cp.MainSymbol, "CandlePattern", cp.MainPeriod));
if (File.Exists(resultFile))
{
return(string.Empty);
}
string txtFileName = TestParameters.GetBaseFilePath(string.Format("{0}_{1}_{2}.txt",
cp.MainSymbol, "CandlePattern", cp.MainPeriod));
System.IO.File.Delete(txtFileName);
if (!File.Exists(txtFileName))
{
bool ret = GenerateCandlePatterns(txtFileName);
if (!ret)
{
return(string.Empty);
}
}
string arffFileName = TestParameters.GetBaseFilePath(string.Format("{0}_{1}_{2}.arff",
cp.MainSymbol, "CandlePattern", cp.MainPeriod));
if (!System.IO.File.Exists(arffFileName))
{
GenerateArff(arffFileName, txtFileName);
}
weka.core.Instances allInstances = WekaUtils.LoadInstances(arffFileName);
//FilterInstances(allInstances);
WekaUtils.SaveInstances(allInstances, arffFileName);
int n = (int)(24 / TestParameters2.MainPeriodOfHour);
n = TestParameters2.nPeriod;
return(TestManager.IncrementTest(allInstances, () =>
{
return WekaUtils.CreateClassifier(typeof(MinDistanceClassifier));
//return WekaUtils.CreateClassifier(typeof(weka.classifiers.lazy.IBk));
}, "1,2,3,4", resultFile, n));
}
public void Build(weka.core.Instances instances)
{
WekaUtils.DebugAssert(instances.numClasses() == 3, "instance's numClasses should be 3.");
m_counts = new int[instances.numClasses()];
for (int i = 0; i < m_counts.Length; i++)
{
m_counts[i] = 0;
}
foreach (Instance instance in instances)
{
int v = (int)instance.classValue();
m_counts[v]++;
}
}
public static int GetNonbusinessMinutes(DateTime dateStart, DateTime dateEnd, int stepMinutes = 1)
{
int r = 0;
long t1 = WekaUtils.GetTimeFromDate(dateStart);
long t2 = WekaUtils.GetTimeFromDate(dateEnd);
for (long i = t1; i < t2; i += stepMinutes * 60)
{
DateTime d = WekaUtils.GetDateFromTime(i);
if (d.DayOfWeek == DayOfWeek.Saturday || d.DayOfWeek == DayOfWeek.Sunday)
{
r++;
}
}
return(r);
}
///
/// <summary> * Generates the classifier.
/// * </summary>
/// * <param name="instances"> set of instances serving as training data </param>
/// * <exception cref="Exception"> if the classifier has not been generated successfully </exception>
///
public override void buildClassifier(Instances instances)
{
// can classifier handle the data?
getCapabilities().testWithFail(instances);
// remove instances with missing class
instances = new Instances(instances);
instances.deleteWithMissingClass();
double sumOfWeights = 0;
WekaUtils.DebugAssert(instances.numClasses() == 3, "instance's numClasses should be 3.");
m_counts = new double[instances.numClasses()];
m_normalCounts = new double[instances.numClasses()];
for (int i = 0; i < m_counts.Length; i++)
{
m_counts[i] = 0;
m_normalCounts[i] = 0;
}
double c = m_tp / m_sl;
foreach (Instance instance in instances)
{
int v = (int)instance.classValue();
if (v == 2)
{
m_counts[v] += instance.weight() * c;
sumOfWeights += instance.weight() * c;
}
else
{
m_counts[v] += instance.weight();
sumOfWeights += instance.weight();
}
}
double start = 0;
for (int i = 0; i < m_counts.Length; ++i)
{
m_normalCounts[i] = (double)m_counts[i] / sumOfWeights + start;
start = m_normalCounts[i];
}
}
public TpSlM1SimulateStrategy(string symbol, double tp, double sl, SimulationData simulationData)
{
m_simulationData = simulationData;
m_symbol = symbol;
if (WekaUtils.GetSymbolPoint(symbol) == 1)
{
point = 0.001;
}
else
{
point = 0.00001;
}
eps = point * 0.01;
m_tp = tp * point;
m_sl = sl * point;
}
public void UpdateUnclosedDeals(DateTime nowDate)
{
Dictionary <DateTime, System.Data.DataRow> dictHp = new Dictionary <DateTime, System.Data.DataRow>();
foreach (var kvp in m_classifierInfos)
{
foreach (var i in kvp.Value.Deals.Deals)
{
if (i.CloseTime.HasValue)
{
continue;
}
if (!dictHp.ContainsKey(i.OpenTime))
{
var sql = string.Format("SELECT * FROM {0}_HP WHERE TIME = {1}", this.CandidateParameter.MainSymbol, WekaUtils.GetTimeFromDate(i.OpenTime));
var dt = Feng.Data.DbHelper.Instance.ExecuteDataTable(sql);
if (dt.Rows.Count > 0)
{
dictHp[i.OpenTime] = dt.Rows[0];
}
}
if (!dictHp.ContainsKey(i.OpenTime))
{
continue;
}
var row = dictHp[i.OpenTime];
int tpMinDelta = TestParameters.GetTpSlMinDelta(this.CandidateParameter.MainSymbol);
int slMinDelta = TestParameters.GetTpSlMinDelta(this.CandidateParameter.MainSymbol);
int d = i.DealType == 'B' ? 0 : 1;
sbyte?[, ,] hps = HpData.DeserializeHp((byte[])row["hp"]);
long?[, ,] hpsTime = HpData.DeserializeHpTimes((byte[])row["hp_date"]);
var hp = hps[d, kvp.Value.Tp / tpMinDelta - 1, kvp.Value.Sl / slMinDelta - 1];
if (hp.HasValue &&
hp.Value != -1)
{
i.CloseTime = WekaUtils.GetDateFromTime(hpsTime[d, kvp.Value.Tp / tpMinDelta - 1, kvp.Value.Sl / slMinDelta - 1].Value);
i.Cost = hp.Value == 1 ? -kvp.Value.Tp : kvp.Value.Sl;
}
}
}
}
public static void GenerateTrainTest()
{
using (StreamWriter sw = new StreamWriter("d:\\test.arff"))
{
sw.WriteLine("@relation 'Captcha'");
for (int i = 0; i < 150; ++i)
{
sw.WriteLine(string.Format("@attribute p{0}", i.ToString()) + " {0, 1}");
}
sw.WriteLine("@attribute prop {0,1}");
sw.WriteLine("@data");
sw.WriteLine();
using (StreamReader sr = new StreamReader("d:\\downloads\\reference\\train_EntWeb_1a.txt"))
{
while (!sr.EndOfStream)
{
string s1 = sr.ReadLine();
string s2 = sr.ReadLine();
string[] sp = s1.Split(new char[] { ' ' }, StringSplitOptions.RemoveEmptyEntries);
WekaUtils.DebugAssert(sp.Length == 150, "");
for (int i = 0; i < sp.Length; ++i)
{
sw.Write(sp[i].Trim() + " ");
}
if (s2 == "1 0")
{
sw.WriteLine("1");
}
else if (s2 == "0 1")
{
sw.WriteLine("0");
}
else
{
WekaUtils.DebugAssert(false, "");
}
}
}
}
}
private void OutputRealDealSummary(DateTime nowDate)
{
string realDealSummary = "TR:TTP={0},TFP={1},NC={2},NTP={3},NFP={4},NV={5},CP={6},CV={7},CD={8},TC={9},TV={10}";
if (!string.IsNullOrEmpty(this.CandidateParameter.Name))
{
realDealSummary = this.CandidateParameter.Name + "-" + realDealSummary;
}
var testInstancesTemplate = WekaData.GetTestInstancesTemplate(this.CandidateParameter.Name);
if (testInstancesTemplate != null && testInstancesTemplate.numInstances() > 0)
{
m_realDealsInfo.Now(nowDate, WekaUtils.GetValueFromInstance(testInstancesTemplate, "mainClose", 0));
}
else
{
m_realDealsInfo.Now(nowDate, null);
}
//currentSummary = string.Format(realDealSummary,
// (int)eval.numTruePositives(1), (int)eval.numFalsePositives(1),
// m_realDealsInfo.NowCost.ToString(Parameters.DoubleFormatString), m_realDealsInfo.NowTp, m_realDealsInfo.NowFp, m_realDealsInfo.NowVolume.ToString("N2"),
// m_realDealsInfo.CurrentProfit.ToString(Parameters.DoubleFormatString), m_realDealsInfo.CurrentVolume.ToString("N2"), m_realDealsInfo.CurrentDeal,
// m_realDealsInfo.TotalCost.ToString(Parameters.DoubleFormatString), m_realDealsInfo.TotalVolume.ToString("N2"));
currentSummary = string.Format(realDealSummary,
0, 0,
m_realDealsInfo.NowCost.ToString(Parameters.DoubleFormatString), m_realDealsInfo.NowTp, m_realDealsInfo.NowFp, m_realDealsInfo.NowVolume.ToString("N2"),
m_realDealsInfo.CurrentProfit.ToString(Parameters.DoubleFormatString), m_realDealsInfo.CurrentVolume.ToString("N2"), m_realDealsInfo.CurrentDeal,
m_realDealsInfo.TotalCost.ToString(Parameters.DoubleFormatString), m_realDealsInfo.TotalVolume.ToString("N2"));
//if (m_enableStoreResultInDb)
//{
//System.Data.SqlClient.SqlCommand cmd = new SqlCommand("INSERT TestResult (TestName, Date, Content, TotalCost) VALUES (@TestName, @Date, @Content, @TotalCost)");
//cmd.Parameters.AddWithValue("@TestName", TestParameters.TestName);
//cmd.Parameters.AddWithValue("@Date", m_testTimeEnd);
//cmd.Parameters.AddWithValue("@Content", currentSummary);
//cmd.Parameters.AddWithValue("@TotalCost", realDealsInfo.NowCost);
//Feng.Data.DbHelper.Instance.ExecuteNonQuery(cmd);
//}
}
public ForexData(ForexDataTable dt, System.Data.DataRow row, bool isHpData)
{
m_isHpData = isHpData;
m_parentDataTable = dt;
m_values = new object[row.Table.Columns.Count - 1];
if (!isHpData)
{
for (int i = 0; i < m_values.Length; ++i)
{
m_values[i] = row[i + 1];
}
}
else
{
WekaUtils.DebugAssert(m_values.Length == 2, "hp data length is 2");
m_values[0] = row[1];
m_values[1] = row[2];
}
this.Time = (long)row[0];
}
private bool?Do(DateTime openDate, double openPrice, out DateTime?closeDate, int dealType)
{
closeDate = DateTime.MinValue;
var dt = Feng.Data.DbHelper.Instance.ExecuteDataTable(string.Format("SELECT * FROM {0}_HP WHERE Time = {1}", m_symbol, WekaUtils.GetTimeFromDate(openDate)));
if (dt.Rows.Count == 0)
{
return(null);
}
sbyte?[, ,] hp = HpData.DeserializeHp((byte[])dt.Rows[0]["hp"]);
long?[, ,] hpTime = HpData.DeserializeHpTimes((byte[])dt.Rows[0]["hp_date"]);
int ix = (int)m_tp / TestParameters.GetTpSlMinDelta(m_symbol) - 1;
int iy = (int)m_sl / TestParameters.GetTpSlMinDelta(m_symbol) - 1;
if (hp[dealType, ix, iy].HasValue)
{
closeDate = WekaUtils.GetDateFromTime(hpTime[dealType, ix, iy].Value);
return(hp[dealType, ix, iy].Value == 1);
}
return(null);
}
public Tuple <int[, , , ], long[, , ]> GetHpData(DateTime date)
{
int n = m_buffer.Count - 5 * 15 * 20000;
if (n > 0)
{
List <long> delete = new List <long>();
foreach (var kvp in m_buffer)
{
delete.Add(kvp.Key);
if (delete.Count >= n)
{
break;
}
}
foreach (var i in delete)
{
m_buffer.Remove(i);
}
}
Tuple <int[, , , ], long[, , ]> ret = null;
long time = WekaUtils.GetTimeFromDate(date);
if (!m_buffer.ContainsKey(time))
{
var sql = string.Format("SELECT * FROM {0}_HP WHERE TIME = {1}", m_symbol, time);
var dt = Feng.Data.DbHelper.Instance.ExecuteDataTable(sql);
if (dt.Rows.Count > 0)
{
ret = HpData.SumHp(dt.Select());
}
m_buffer[time] = ret;
}
return(m_buffer[time]);
}
public static void InitParameters(string symbol = "EURUSD", string period = "D1", int ntpsl = 1)
{
//TestParameters.TpSlMaxCount = 30;
//nTpsl = 2;
nTpsl = ntpsl;
if (tpCount == -1)
{
tpCount = TestParameters.TpMaxCount / nTpsl;
}
if (slCount == -1)
{
slCount = TestParameters.SlMaxCount / nTpsl;
}
//tpStart = slStart = 0;
//tpCount = slCount = 10;
var cp = CandidateParameter;
cp.AllSymbols = new string[] { symbol };
cp.SymbolStart = 0;
cp.SymbolCount = cp.AllSymbols.Length;
cp.AllPeriods = new string[] { period };
cp.PeriodStart = 0;
cp.PeriodCount = cp.AllPeriods.Length;
cp.PrevTimeCount = PreLength;
//int delta = TestParameters.GetTpSlMinDelta(symbol) * TestParameters2.nTpsl;
//cp.InitTpsls(TestParameters2.tpStart, delta, TestParameters2.tpCount, TestParameters2.slStart, delta, TestParameters2.slCount);
MainPeriodOfHour = WekaUtils.GetMinuteofPeriod(cp.MainPeriod) / 60.0; // 24=D
cp.InitIndicators();
}
public void GenerateArff(string arffFileName, string candlePatternFile)
{
int preLength = TestParameters2.PreLength;
int tpStart = TestParameters2.tpStart;
int slStart = TestParameters2.slStart;
int tpCount = TestParameters2.tpCount;
int slCount = TestParameters2.slCount;
var dataDates = TestManager.GetDataDateRange();
int minOutBegIdx = TaLibTest.minOutBegIdx;
var cp = TestParameters2.CandidateParameter;
int[, , ,] cds = null;
ForexDataRows[,] hpdvs = new ForexDataRows[cp.SymbolCount, cp.PeriodCount];
for (int s = 0; s < cp.SymbolCount; ++s)
{
for (int p = 0; p < cp.PeriodCount; ++p)
{
string symbol = cp.AllSymbols[s + cp.SymbolStart];
string period = cp.AllPeriods[p + cp.PeriodStart];
string symbolPeriod = string.Format("{0}_{1}", symbol, period);
hpdvs[s, p] = DbData.Instance.GetDbData(dataDates[0], dataDates[1], symbolPeriod, 0, true, cp);
m_currentPeriod = period;
//int minOutNBElement = m_minOutNBElements[m_currentPeriod];
int minOutNBElement = hpdvs[s, p].Length - minOutBegIdx;
if (cds == null)
{
CreateCds(ref cds, cp, minOutNBElement + 100);
}
using (StreamReader sr = new StreamReader(candlePatternFile))
{
int n = 0;
while (!sr.EndOfStream)
{
string line = sr.ReadLine();
string[] ss = line.Split(new char[] { ',' }, StringSplitOptions.RemoveEmptyEntries);
WekaUtils.DebugAssert(ss.Length == minOutNBElement, "ss.Length == minOutNBElement");
for (int i = 0; i < minOutNBElement; ++i)
{
cds[s, p, i, n] = Convert.ToInt32(ss[i]);
}
n++;
}
}
}
}
if (File.Exists(arffFileName))
{
System.IO.File.Delete(arffFileName);
}
string wekaFileName = string.Format(arffFileName);
using (StreamWriter sw = new StreamWriter(wekaFileName))
{
sw.WriteLine("@relation 'candlePatterns'");
sw.WriteLine("@attribute timestamp date \"yyyy-MM-dd\'T\'HH:mm:ss\"");
sw.WriteLine("@attribute hpdate date \"yyyy-MM-dd\'T\'HH:mm:ss\"");
sw.WriteLine("@attribute spread numeric");
sw.WriteLine("@attribute mainClose numeric");
for (int pre = 0; pre < preLength; ++pre)
{
for (int s = 0; s < cp.SymbolCount; ++s)
{
for (int p = 0; p < cp.PeriodCount; ++p)
{
for (int i = 0; i < 61; ++i)
{
sw.WriteLine(string.Format("@attribute {0}_{1}_{2}_p{3} {4}", cp.AllSymbols[s + cp.SymbolStart],
cp.AllPeriods[p + cp.PeriodStart], i.ToString(), pre.ToString(), "{0,100,200,-100,-200}"));
}
}
}
}
sw.WriteLine("@attribute prop " + " {0,1,2,3}");
sw.WriteLine("@data");
sw.WriteLine();
var hps = HpData.Instance.GetHpSum(cp.MainSymbol, cp.MainPeriod);
var hpdv = hpdvs[0, 0];
for (int i = minOutBegIdx + preLength - 1; i < hpdv.Length; ++i)
{
DateTime nowDate = WekaUtils.GetDateFromTime((long)hpdv[i].Time);
//if (nowDate.Hour % TestParameters2.MainPeriodOfHour != 0)
// continue;
if (!hps.ContainsKey(nowDate) && !(TestParameters2.RealTimeMode && i == hpdv.Length - 1))
{
continue;
}
long hpTime = WekaUtils.GetTimeFromDate(Parameters.MaxDate);
int hp = 0;
if (!(TestParameters2.RealTimeMode && i == hpdv.Length - 1))
{
hpTime = hps[nowDate].Item2;
hp = hps[nowDate].Item1;
}
sw.Write(nowDate.ToString(Parameters.DateTimeFormat));
sw.Write(",");
// hp
sw.Write(WekaUtils.GetDateFromTime(hpTime).ToString(Parameters.DateTimeFormat));
sw.Write(",");
sw.Write((int)hpdv[i]["spread"]);
sw.Write(",");
sw.Write(((double)hpdv[i]["close"]).ToString());
sw.Write(",");
for (int pre = 0; pre < preLength; ++pre)
{
for (int s = 0; s < cp.SymbolCount; ++s)
{
for (int p = 0; p < cp.PeriodCount; ++p)
{
for (int j = 0; j < 61; ++j)
{
int candlePattern = cds[s, p, i - minOutBegIdx - preLength + pre + 1, j];
if (candlePattern == -1)
{
throw new AssertException(string.Format("candle pattern should not be -1.idx={0}", i - minOutBegIdx - preLength + pre + 1));
}
sw.Write(candlePattern);
sw.Write(",");
}
}
}
}
sw.WriteLine(hp.ToString());
}
}
}
public void InitIndicators()
{
// 1: 0~100: (v - 50) * 2 * 0.01
// 2: (-price):-0.01~0.01:(v - price) * 100
// 3: 0~0.01: (v * 100 - 0.5) * 2
// 4: -0.01~0.01: v * 100
// 5: -500~500: v * 0.002
// 6: 0~1: (v - 0.5) * 2
// 7: -100~0: (v + 50) * 2 * 0.01
// 8: -1~1: nothing
// 9: 0~0.01: v * 100
AllIndNames2["close"] = 2;
AllIndNames2["open"] = 2;
AllIndNames2["high"] = 2;
AllIndNames2["low"] = 2;
AllIndNames["ADXWilder_14"] = -1; // 3line
AllIndNames["ADXWilder_14_P"] = -1;
AllIndNames["ADXWilder_14_M"] = -1;
AllIndNames["ADX_14"] = -1; // 3line
AllIndNames["ADX_14_P"] = -1;
AllIndNames["ADX_14_M"] = -1;
AllIndNames["AMA_9_2_30"] = 2;
AllIndNames["ATR_14"] = 9;
AllIndNames["Bands_20_2"] = 2; //3line
AllIndNames["BearsPower_13"] = -4;
AllIndNames["BullsPower_13"] = -4;
AllIndNames["CCI_14"] = -5;
AllIndNames["Demarker_14"] = -6;
AllIndNames["DEMA_14"] = -2;
AllIndNames["FrAMA_14"] = -2;
AllIndNames["MACD_12_26_9_M"] = 4;
AllIndNames["MACD_12_26_9_S"] = 4;
AllIndNames["MA_10"] = 2;
//inds["Momentum_14"] = 0.01; //97-103? // ind25
//inds["OsMA_12_26_9"] = double.MinValue; // MACD - SIGNAL // ind26
AllIndNames["RSI_14"] = 1;
AllIndNames["RVI_10_M"] = -8; // 2Line
AllIndNames["RVI_10_S"] = -8;
//AllIndNames["SAR_002_02"] = 2;
//AllIndNames["StdDev_20"] = -3;
AllIndNames["Stochastic_5_3_3_M"] = -1;
AllIndNames["Stochastic_5_3_3_S"] = -1;
AllIndNames["TEMA_14"] = -2;
AllIndNames["Trix_14"] = -4;
AllIndNames["VIDyA_9_12"] = -2;
AllIndNames["WPR_14"] = -7;
WekaUtils.DebugAssert(AllIndNames.Count == 27, "AllIndNames.Count == 27");
////All
//AllIndNames2["open"] = 2;
//AllIndNames2["close"] = 2;
//AllIndNames2["high"] = 2;
//AllIndNames2["low"] = 2;
//AllIndNames["ADXWilder_14"] = 1; // 3line
//AllIndNames["ADXWilder_14_P"] = 1;
//AllIndNames["ADXWilder_14_M"] = 1;
//AllIndNames["ADX_14"] = 1; // 3line
//AllIndNames["ADX_14_P"] = 1;
//AllIndNames["ADX_14_M"] = 1;
//AllIndNames["AMA_9_2_30"] = 2;
//AllIndNames["ATR_14"] = 9;
//AllIndNames["Bands_20_2"] = 2; //3line
//AllIndNames["BearsPower_13"] = 4;
//AllIndNames["BullsPower_13"] = 4;
//AllIndNames["CCI_14"] = 5;
//AllIndNames["Demarker_14"] = 6;
//AllIndNames["DEMA_14"] = 2;
//AllIndNames["FrAMA_14"] = 2;
//AllIndNames["MACD_12_26_9_M"] = 4;
//AllIndNames["MACD_12_26_9_S"] = 4;
//AllIndNames["MA_10"] = 2;
////inds["Momentum_14"] = 0.01; //97-103? // ind25
////inds["OsMA_12_26_9"] = double.MinValue; // MACD - SIGNAL // ind26
//AllIndNames["RSI_14"] = 1;
//AllIndNames["RVI_10_M"] = 8; // 2Line
//AllIndNames["RVI_10_S"] = 8;
////AllIndNames["SAR_002_02"] = 2;
//AllIndNames["StdDev_20"] = -3;
//AllIndNames["Stochastic_5_3_3_M"] = 1;
//AllIndNames["Stochastic_5_3_3_S"] = 1;
//AllIndNames["TEMA_14"] = 2;
//AllIndNames["Trix_14"] = 4;
//AllIndNames["VIDyA_9_12"] = 2;
//AllIndNames["WPR_14"] = 7;
if (this.MainPeriod == "M1")
{
List <string> allIndNames = new List <string>();
foreach (var kvp in AllIndNames)
{
allIndNames.Add(kvp.Key);
}
foreach (var s in allIndNames)
{
AllIndNames[s] = -1;
}
}
}
static void Main(string[] args)
{
System.Console.Write("File Date: ");
System.Console.WriteLine(System.IO.File.GetLastWriteTime(System.Reflection.Assembly.GetExecutingAssembly().Location));
try
{
Microsoft.Practices.ServiceLocation.ServiceLocator.SetLocatorProvider(new Microsoft.Practices.ServiceLocation.ServiceLocatorProvider(
delegate()
{
return(new EmptyServiceProvider());
}));
//Feng.Utils.SecurityHelper.SelectAutomaticServer();
java.lang.System.setOut(new PrintStream(new ByteArrayOutputStream()));
java.util.TimeZone.setDefault(java.util.TimeZone.getTimeZone("GMT"));
string cmdSymbol = "EURUSD";
if (args.Length == 2)
{
if (args[0] == "-s")
{
cmdSymbol = args[1];
}
}
//if (args.Length > 0)
//{
// int n = ea.ReadConfig(args);
// if (n == 1)
// return;
//}
//DbUtils.CompensateMissingDateAll();
//DbUtils.CheckDataIntegrityAll();
//DbUtils.CheckDateIntegrityOfCount();
//DbUtils.CheckDbZeroValues();
//DbUtils.ConvertHpdataFromSaturday2Monday();
//TestTool.CheckMtData("EURUSD_M1");
//TestTool.CheckMtHpData("EURUSD");
//DbUtils.ImportToDbAll("EURUSD", "M30");
//DbUtils.CalculateUSDX();
//DbUtils.GeneratePeriodData("USDX", "D1", 0);
//DbUtils.GenerateIndicators("USDX", "D1");
//return;
//DbUtils.GenerateRandomData("EURUSD");
//TestParameters2.InitParameters("EURUSD", "M15", 1);
//string updateHpWhere = string.Format("TIME >= {0} AND TIME < {1} AND Time % 1800 = 0",
// WekaUtils.GetTimeFromDate(new DateTime(2000, 1, 1)), WekaUtils.GetTimeFromDate(new DateTime(2013, 1, 1)));
//DbUtils.UpdateAllHp3("EURUSD", updateHpWhere);
//WekaEA.WekaEA2 wekaEA2 = new WekaEA.WekaEA2();
//wekaEA2.Init("EURUSD");
//wekaEA2.RunTool("ImportDB");
//WekaEA.WekaEA2.SimulateMt("EURUSD");
//return;
//SimulateIncrementTest();
//TestTool.GenerateConsoleCCs();
//TestTool.CheckHpData();
//TestTool.GetResultCost("f:\\Forex\\console.2000-2012.USDCHF.w8.txt", "d:\\result8.txt");
//TestTool.ParseMtReport4Consecutive();
//TestTool.TestMultiClassifierResult();
//DbUtils.CheckDbCountToSame("D1");
//TestTool.ReorderEaOrderTxt(string.Format("f:\\forex\\TestDebug\\ea_order_{0}.txt", TestParameters2.CandidateParameter.MainSymbol),
// "f:\\forex\\TestDebug\\ea_order.txt", 1);
//TestTool.GenerateHpAccordCloseTime("USDCHF");
//TestTool.ConvertHpAccordCloseTime();
//DbUtils.GeneratePeriodData("IF9999", "D1", TestParameters2.HourAhead);
//DbUtils.GenerateIndicators("AUDUSD", "D1");
//TestTool.ParseDetailDealLog(string.Format("{0}_ccScores_w{1}", TestParameters2.CandidateParameter.MainSymbol, TestParameters2.lastWeek));
//string symbol = cmdSymbol;
TestTool.ParseTotalResult("e:\\total_result.txt", "e:\\ff", true);
//foreach (var s in Parameters.AllSymbolsFull)
//{
// string fileName = string.Format("\\\\192.168.0.10\\f$\\Forex\\Test_{0}\\total_result.txt", s);
// if (System.IO.File.Exists(fileName))
// TestTool.ParseTotalResult(fileName, s);
//}
TaLibTest taLibTest = new TaLibTest();
TestManager tm = new TestManager();
TxtTest txtTest = new TxtTest();
foreach (string s in new string[] { "EURUSD" }) //"GBPUSD", "EURUSD", "USDCHF","AUDUSD", "USDJPY", "USDCAD"
{
foreach (string p in new string[] { "M15" }) //"M5", "M15", "M30", "H1", "H4", "D1" })
{
TestParameters2.InitParameters(s, p, 1);
TestParameters.TestName = "Test_" + s;
System.IO.File.Delete(TestParameters.GetBaseFilePath("console.txt"));
foreach (string s1 in Directory.GetFiles(TestParameters.BaseDir, "ea_order*.txt"))
{
System.IO.File.Delete(s1);
}
//TxtTest.SimulateEaOrders();
HpData.Instance.GenerateHpDataToTxt(TestParameters2.CandidateParameter.MainSymbol, TestParameters2.CandidateParameter.MainPeriod);
bool[,] selectedTpSl = new bool[20, 20];
for (int i = 0; i < 20; i += 1)
{
for (int j = 0; j < 20; j += 1)
{
selectedTpSl[i, j] = false;
}
}
bool onlyOneTime = false;
for (int t = 0; t < 1; ++t)
{
//TestParameters2.TrainStartTime = (new DateTime(2010, 1, 1)).AddMonths(12 * t);
//TestParameters2.TrainEndTime = (new DateTime(2010, 1, 1)).AddMonths(12 * (t + 1));
//if (TestParameters2.TrainStartTime > new DateTime(2012, 8, 1))
// break;
string resultFileName = TestParameters.GetBaseFilePath("total_result.txt");
var alreadyResults = TestTool.ParseTotalResult(resultFileName, null);
for (int i = 9; i >= 2; i -= 1)
{
for (int j = 19; j >= 2; j -= 1)
{
if (alreadyResults[i, j] != -1)
{
continue;
}
if (!onlyOneTime)
{
TestParameters2.slStart = i;
TestParameters2.slCount = i + 1;
TestParameters2.tpStart = j;
TestParameters2.tpCount = j + 1;
}
using (StreamWriter sw = new StreamWriter(resultFileName, true))
{
sw.WriteLine(string.Format("{0},{1},{2},{3}",
TestParameters2.slStart, TestParameters2.slCount,
TestParameters2.tpStart, TestParameters2.tpCount));
if (!(args.Length >= 1 && args[0] == "-t"))
{
foreach (string s1 in Directory.GetFiles(TestParameters.BaseDir, "IncrementTest_*.txt"))
{
System.IO.File.Delete(s1);
}
foreach (string s1 in Directory.GetFiles(TestParameters.BaseDir, "*.arff"))
{
System.IO.File.Delete(s1);
}
}
try
{
TestParameters2.OutputParameters();
var s0 = tm.BuildHpProbDeals();
sw.WriteLine(s0);
var s1 = tm.BuildPricePatternDeals();
sw.WriteLine(s1);
var s2 = taLibTest.BuildCandlePatternDeals();
sw.WriteLine(s2);
//foreach (string w in new string[] { "1" })
//{
// TestParameters2.lastWeek = w;
// try
// {
// CCScoreData.Instance.GenerateData(s, Convert.ToInt32(w));
// }
// catch (Exception ex)
// {
// WekaUtils.Instance.WriteLog(ex.Message);
// }
// CCScoreData.Instance.GenerateDataToTxt(TestParameters2.CandidateParameter.MainSymbol, TestParameters2.lastWeek);
// txtTest.BuildCCScoreDeals();
//}
WekaUtils.Instance.DeInit();
string result;
if (selectedTpSl[i, j] || onlyOneTime)
{
if (selectedTpSl[i, j])
{
sw.WriteLine(string.Format("{0} select {1},{2}",
TestParameters2.TrainStartTime.ToString(Parameters.DateTimeFormat), i, j));
}
result = txtTest.SimulateAccordDealLog(true);
}
else
{
result = txtTest.SimulateAccordDealLog(false);
}
sw.WriteLine(result);
sw.Flush();
string profitString = WekaUtils.GetSubstring(result, "ProfitFactor = ");
double profitFactor = 0;
if (!string.IsNullOrEmpty(profitString))
{
profitFactor = Convert.ToDouble(profitString);
}
if (profitFactor > 1.1)
{
selectedTpSl[i, j] = true;
}
else
{
selectedTpSl[i, j] = false;
}
if (!onlyOneTime)
{
foreach (string is1 in Directory.GetFiles(TestParameters.BaseDir, "IncrementTest_*.txt"))
{
string is2 = string.Format("{0}_{1}_{2}.txt", is1.Replace(".txt", "").Replace("IncrementTest_", "IncrementTest2_"), i, j);
System.IO.File.Delete(is2);
System.IO.File.Move(is1, is2);
}
WekaUtils.Instance.DeInit();
foreach (string is1 in Directory.GetFiles(TestParameters.BaseDir, "console.txt"))
{
string is2 = string.Format("{0}_{1}_{2}.txt", is1.Replace(".txt", ""), i, j);
System.IO.File.Delete(is2);
System.IO.File.Move(is1, is2);
}
}
}
catch (Exception ex)
{
WekaUtils.Instance.WriteLog(ex.Message);
WekaUtils.Instance.WriteLog(ex.StackTrace);
}
TestManager.Clear();
if (onlyOneTime)
{
break;
}
}
if (onlyOneTime)
{
break;
}
}
HpData.Instance.Clear();
DbData.Instance.Clear();
taLibTest.Clear();
WekaData.ClearTemplates();
CCScoreData.Instance.Clear();
}
}
TxtTest.SortEaOrders();
}
}
//foreach (string s in new string[] { "GBPUSD", "AUDUSD", "USDJPY", "USDCAD", "USDCHF", "EURUSD" })
//{
// TestParameters.TestName = "Test_" + s;
// TestParameters2.InitParameters(s, "M5", 1);
// foreach (string w in new string[] { "1" })
// {
// TestParameters2.lastWeek = w;
// try
// {
// CCScoreData.Instance.GenerateData(s, Convert.ToInt32(w));
// }
// catch (Exception ex)
// {
// WekaUtils.Instance.WriteLog(ex.Message);
// }
// }
// foreach (string p in new string[] { "M5", "M15", "M30", "H1", "H4", "D1" })
// {
// TestParameters.TestName = "Test_" + s;
// if (p == "M5")
// TestParameters2.MaxTrainSize = TestParameters2.MinTrainSize = 5;
// else
// TestParameters2.MaxTrainSize = TestParameters2.MinTrainSize = 2;
// TestParameters2.InitParameters(s, p, 1);
// //TestParameters2.tpCount = TestParameters2.slCount = 20;
// //TestParameters2.InitParameters(symbol, "D1", 4);
// //TestParameters2.tpCount = TestParameters2.slCount = 10;
// //TestParameters2.tpStart = TestParameters2.slStart = 9;
// TestParameters2.OutputParameters();
// foreach (string w in new string[] { "1" })
// {
// TestParameters2.lastWeek = w;
// CCScoreData.Instance.GenerateDataToTxt(TestParameters2.CandidateParameter.MainSymbol, TestParameters2.lastWeek);
// txtTest.BuildCCScoreDeals();
// }
// }
//}
///////////////////////////////////////////////////////////////////////////////////
WaitForThreads();
//Feng.Utils.SecurityHelper.DeselectAutomaticServer();
}
catch (Exception ex)
{
System.Console.WriteLine(ex.Message);
System.Console.WriteLine(ex.StackTrace);
System.Console.ReadLine();
}
System.Console.WriteLine("End");
System.Console.Beep();
ReadLine(60000);
}
