private void InitTestEntries()
{
Random rand = new Random();
int seasonCount = 20, valuePerSeason = 15, maxValueChangePerDay = 5, maxValueChangeJumped = 10, lastSeasonValue = 50;
double enoughJumpProbability = 0.8;
bool isGrowExpected;
for (int i = 0; i < seasonCount; ++i)
{
isGrowExpected = rand.Next(0, 2) > 0 ? true : false;
for (int j = 1; j < valuePerSeason + 1; ++j)
{
DateTime date = DateTime.Now.AddDays(i * seasonCount + j);
double close, jumpProbability = rand.NextDouble();
if (isGrowExpected)
{
if (jumpProbability > enoughJumpProbability)
{
close = rand.Next(lastSeasonValue, lastSeasonValue + maxValueChangeJumped);
}
else
{
close = rand.Next(lastSeasonValue, lastSeasonValue + maxValueChangePerDay);
}
}
else
{
int minClose;
if (jumpProbability > enoughJumpProbability)
{
minClose = lastSeasonValue - maxValueChangePerDay;
}
else
{
minClose = lastSeasonValue - maxValueChangeJumped;
}
if (minClose < 1)
{
minClose = 1;
}
close = rand.Next(minClose, lastSeasonValue);
}
BasicDataset dataset = new BasicDataset(date, close);
Entries.Add(dataset);
}
lastSeasonValue = (int)Entries[Entries.Count - 1].Close;
}
}
private BasicDataset CreateBasicDataset(string[] csvLine, Dictionary <string, int> headersPosition)
{
try
{
BasicDataset dataset = new BasicDataset
{
Close = GetCsvDecimal(csvLine, headersPosition, vitalHeaders["Close"]),
Date = GetCsvDate(csvLine, headersPosition, vitalHeaders["Date"])
};
return(dataset);
}
catch (IndexOutOfRangeException ex)
{
Console.WriteLine("CreateDataset Exception: " + ex.Message);
return(null);
}
catch (FormatException ex)
{
Console.WriteLine("CreateDataset Exception: " + ex.Message);
return(null);
}
}
private static void AddRow(DataTable table, BasicDataset dataset)
{
DataRow row = table.NewRow();
row["Close"] = dataset.Close;
row["Date"] = dataset.Date.ToString("yyyy-MM-dd");
table.Rows.Add(row);
}
private List <BasicDataset> ConvertToDatasetRange(DateTime[] dates, double[] closes)
{
List <BasicDataset> datasets = new List <BasicDataset>(dates.Length);
for (int i = 0; i < datasets.Capacity; ++i)
{
BasicDataset dataset = ConvertToDataset(dates[i], closes[i]);
datasets.Add(dataset);
}
return(datasets);
}
//public List<BasicDataset> Predict(IEnumerable<BasicDataset> dataset)
//{
// var predcitedStockList = new List<BasicDataset>(daysToPredict);
// List<BasicDataset> average = dataset.ToList();
// BasicDataset nextPredicted;
// for (int i = 0; i < daysToPredict; ++i)
// {
// nextPredicted = GetSinglePrediction(average);
// predcitedStockList.Add(nextPredicted);
// average = CreateAverage(average, nextPredicted);
// }
// return predcitedStockList;
//}
private BasicDataset GetSinglePrediction(IEnumerable <BasicDataset> average)
{
BasicDataset predictedData = new BasicDataset();
decimal summ = 0;
foreach (BasicDataset stockData in average)
{
summ += stockData.Close;
}
predictedData.Close = summ / average.Count();
predictedData.Date = average.ElementAt(average.Count() - 1).Date.AddDays(1);
return(predictedData);
}
public IEnumerable <BasicDataset> Predict(IEnumerable <BasicDataset> average)
{
SplitSet(average, out IEnumerable <BasicDataset> trainingSet, out IEnumerable <BasicDataset> controlSet);
int predictionCount = controlSet.Count();
List <BasicDataset> predictedSet = new List <BasicDataset>(predictionCount);
BasicDataset singlePrediction;
decimal summ = 0;
for (int i = 0; i < predictionCount; ++i)
{
summ = trainingSet.Skip(trainingSet.Count() - predictionCount + i).Sum(x => x.Close) + predictedSet.Sum(x => x.Close);
//DateTime predictedDate = predictedSet.Count > 0 ?
// predictedSet.ElementAt(predictedSet.Count() - 1).Date.AddDays(1) :
// average.ElementAt(average.Count() - 1).Date.AddDays(1);
DateTime predictedDate = controlSet.ElementAt(i).Date;
//switch (predictedDate.Date.DayOfWeek)
//{
// case DayOfWeek.Saturday:
// predictedDate = predictedDate.AddDays(2);
// break;
// case DayOfWeek.Sunday:
// predictedDate = predictedDate.AddDays(1);
// break;
//}
singlePrediction = new BasicDataset(predictedDate, summ / predictionCount);
predictedSet.Add(singlePrediction);
}
return(predictedSet);
}
private IEnumerable <BasicDataset> CreateBasicDatasetRange(IEnumerable <string[]> csvContent, Dictionary <string, int> headersPosition)
{
try
{
List <BasicDataset> datasets = new List <BasicDataset>(csvContent.Count());
foreach (string[] csvLine in csvContent)
{
BasicDataset dataset = CreateBasicDataset(csvLine, headersPosition);
if (dataset != null)
{
datasets.Add(dataset);
}
}
return(datasets);
}
catch (Exception ex)
{
throw ex;
}
}
private List <BasicDataset> CreateAverage(IEnumerable <BasicDataset> oldAverage, BasicDataset nextPredicted)
{
List <BasicDataset> average = oldAverage.ToList();
if (average != null)
{
if (average.Count() > 0)
{
average.RemoveAt(0);
}
average.Add(nextPredicted);
}
else
{
throw new Exception("Old average not initialized");
}
return(average);
}
