/// <summary>
/// Creates an initialized instance.
/// </summary>
/// <param name="elem">Xml element containing the initialization settings</param>
public ForecastTaskSettings(XElement elem)
{
//Validation
XElement settingsElem = Validate(elem, XsdTypeName);
//Parsing
//Filter
XElement filterSettingsElem = settingsElem.Elements().First();
switch (filterSettingsElem.Name.LocalName)
{
case "binFeature":
FeatureFilterCfg = new BinFeatureFilterSettings(filterSettingsElem);
break;
case "enumFeature":
FeatureFilterCfg = new EnumFeatureFilterSettings(filterSettingsElem);
break;
case "realFeature":
FeatureFilterCfg = new RealFeatureFilterSettings(filterSettingsElem);
break;
default:
throw new InvalidOperationException($"Feature filter element not found.");
}
//Networks
XElement forecastNetworksSettingsElem = settingsElem.Elements("networks").FirstOrDefault();
NetworksCfg = forecastNetworksSettingsElem == null ? new ForecastNetworksSettings() : new ForecastNetworksSettings(forecastNetworksSettingsElem);
return;
}
//Constructors
/// <summary>
/// Creates an initialized instance.
/// </summary>
/// <param name="name">The name of the generated field.</param>
/// <param name="generatorCfg">The configuration of an associated generator.</param>
/// <param name="routeToReadout">Specifies whether to route the generated field to the readout layer.</param>
/// <param name="featureFilterCfg">The configuration of the real feature filter.</param>
public GeneratedFieldSettings(string name,
RCNetBaseSettings generatorCfg,
bool routeToReadout = DefaultRouteToReadout,
RealFeatureFilterSettings featureFilterCfg = null
)
{
Name = name;
GeneratorCfg = generatorCfg.DeepClone();
RouteToReadout = routeToReadout;
FeatureFilterCfg = featureFilterCfg == null ? null : (RealFeatureFilterSettings)featureFilterCfg.DeepClone();
Check();
return;
}
//Constructors
/// <summary>
/// Creates an initialized instance
/// </summary>
/// <param name="name">Transformed field name</param>
/// <param name="transformerCfg">Configuration of associated transformer</param>
/// <param name="routeToReadout">Specifies whether to route transformed field to readout layer together with other predictors</param>
/// <param name="featureFilterCfg">Configuration of real feature filter</param>
/// <param name="spikingCodingCfg">Configuration of spiking coding neurons</param>
public TransformedFieldSettings(string name,
RCNetBaseSettings transformerCfg,
bool routeToReadout = DefaultRouteToReadout,
RealFeatureFilterSettings featureFilterCfg = null,
SpikeCodeSettings spikingCodingCfg = null
)
{
Name = name;
TransformerCfg = transformerCfg.DeepClone();
RouteToReadout = routeToReadout;
FeatureFilterCfg = featureFilterCfg == null ? null : (RealFeatureFilterSettings)featureFilterCfg.DeepClone();
SpikingCodingCfg = spikingCodingCfg == null ? null : (SpikeCodeSettings)spikingCodingCfg.DeepClone();
Check();
return;
}
/// <summary>
/// Creates an initialized instance.
/// </summary>
/// <param name="elem">A xml element containing the configuration data.</param>
public GeneratedFieldSettings(XElement elem)
{
//Validation
XElement settingsElem = Validate(elem, XsdTypeName);
//Parsing
Name = settingsElem.Attribute("name").Value;
RouteToReadout = bool.Parse(settingsElem.Attribute("routeToReadout").Value);
XElement genElem = settingsElem.Elements().First();
GeneratorCfg = GeneratorFactory.LoadSettings(genElem);
XElement realFeatureFilterElem = settingsElem.Elements("realFeatureFilter").FirstOrDefault();
FeatureFilterCfg = realFeatureFilterElem == null ? new RealFeatureFilterSettings() : new RealFeatureFilterSettings(realFeatureFilterElem);
Check();
return;
}
//Methods
/// <summary>
/// Creates input part of the neural preprocessor's configuration.
/// </summary>
private InputEncoderSettings CreateInputCfg()
{
//Definition of input external fields
//In this example we will use three of available input fields: "High" price, "Low" price and "Adj Close" price.
//We want to route input fields to readout layer together with other predictors
const bool RouteToReadout = true;
//All 3 input fields are real numbers and thus they should be standardly normalized and standardized.
RealFeatureFilterSettings realFeatureFilterCfg = new RealFeatureFilterSettings(true, true);
//Input fields collection
ExternalFieldSettings extFieldHighCfg = new ExternalFieldSettings("High", realFeatureFilterCfg, RouteToReadout);
ExternalFieldSettings extFieldLowCfg = new ExternalFieldSettings("Low", realFeatureFilterCfg, RouteToReadout);
ExternalFieldSettings extFieldAdjCloseCfg = new ExternalFieldSettings("Adj Close", realFeatureFilterCfg, RouteToReadout);
ExternalFieldsSettings externalFieldsCfg = new ExternalFieldsSettings(extFieldHighCfg, extFieldLowCfg, extFieldAdjCloseCfg);
//Definition of the continuous input feeding
//We use FeedingContinuousSettings.AutoBootCyclesNum so necessary number of boot cycles will be automatically determined
//based on neural preprocessor structure
FeedingContinuousSettings feedingContinuousCfg = new FeedingContinuousSettings(FeedingContinuousSettings.AutoBootCyclesNum);
//Create and return input configuration
return(new InputEncoderSettings(feedingContinuousCfg, new VaryingFieldsSettings(externalFieldsCfg, null, null, RouteToReadout)));
}
