Example #1
0
        private static void AddIndicators(MarketModelSimulation market, IIndicator feature_indicator, IIndicator label_indicators, IList <double[]> feature_data, IList <bool[]> missing_data, IList <double[]> label_data)
        {
            Tuple <double[], bool> tuple_features = feature_indicator.Compute(market);
            Tuple <double[], bool> tuple_labels   = label_indicators.Compute(market);

            //Only add valid entries?
            if (tuple_features.Item2 && tuple_labels.Item2)
            {
                feature_data.Add(tuple_features.Item1);
                missing_data.Add(ToolsCollection.CreateArray(feature_indicator.SubIndicatorCount, false));
                label_data.Add(tuple_labels.Item1);
            }
        }