public App()
{
int i = 3;
var RawData = DataPreparer.Splicer(i);
Constants.Item item = Constants.Item.GetItem(RawData, 4000);
Constants.RawData raw = Constants.Item.GetRawData();
//series.InitializeComponent();
MainWindow window = new MainWindow();
window.InitializeComponent();
}
public static void Main(string[] args)
{
int i = 3;
Console.WriteLine("Operation on dataset: Item ({0})...", Constants.id[i]);
//get initial data from files
var RawData = DataPreparer.Splicer(i);
Console.WriteLine("Getting data from files");
//subset length, total set size is 4*n (buy/sell quant, buy/sell price)
//trim dataset to n before singleton implemented!
int n = 4000;
Console.WriteLine("trimmng datset...");
DataPreparer.Trimmer(RawData, n);
//get item specific data for raw dataset as a singleton class
Console.WriteLine("Getting item...");
Constants.Item item = Constants.Item.GetItem(RawData, n);
Constants.RawData Data = Constants.Item.GetRawData();
//standardised dataset as well as weighted and standardised weighted data
Console.WriteLine("Standardising dataset");
Constants.StrdData strdData = DataPreparer.Z_Score(Data);
//LSR fitting solutions to each set (standardised & non-standardised)
Console.WriteLine("Fitting function parameters");
double[,] FitEq = FittingFunctions.FitLin(Data, n);
double[,] StrdFitEq = FittingFunctions.StrdFitLin(strdData, n);
Constants.DataInfo Info = DataPreparer.DataInfo();
Console.WriteLine("Getting model information");
double[] Corrs = ModelInfo.CorrCoeff(Data, Info);
//Get prediction lists and convert to List<int> for StrdDev function
var _DemPreds = FittingFunctions.Predictor(Data.BuyPrice, FitEq[0, 0], FitEq[1, 0]);
List <int> DemPreds = _DemPreds.Select(x => (int)x).ToList();
var _SupPreds = FittingFunctions.Predictor(Data.SellPrice, FitEq[0, 1], FitEq[1, 1]);
List <int> SupPreds = _SupPreds.Select(x => (int)x).ToList();
//Standard deviations of data, standard deviations of predicted data & correlations
double[] FitData =
{
ModelInfo.StrdDev(Data.SellQuantity, Info.SellQuantInfo, n),
ModelInfo.StrdDev(Data.BuyQuantity, Info.BuyQuantInfo, n),
ModelInfo.StrdDev(DemPreds, Info.BuyQuantInfo, n),
ModelInfo.StrdDev(SupPreds, Info.BuyQuantInfo, n),
ModelInfo.RMSE(FitEq[2, 0], n),ModelInfo.RMSE(FitEq[2,1], n),
Corrs[0], Corrs[1]
};
Console.WriteLine("Printing results to files...");
DataWriter.FileMaker(Info, i, FitEq, StrdFitEq, FitData);
Console.Write("Check the desktop!");
Console.ReadLine();
}