/// <summary>
/// Add one description of the type of market data that we are seeking at
/// each datapoint.
/// </summary>
/// <param name="desc"></param>
public override void AddDescription(TemporalDataDescription desc)
{
if (!(desc is MarketDataDescription))
{
throw new MarketError(
"Only MarketDataDescription objects may be used "
+ "with the MarketNeuralDataSet container.");
}
base.AddDescription(desc);
}
/// <summary>
/// Format data according to the type specified in the description.
/// </summary>
/// <param name="desc">The data description.</param>
/// <param name="index">The index to format the data at.</param>
/// <returns>The formatted data.</returns>
private double FormatData(TemporalDataDescription desc,
int index)
{
double[] result = new double[1];
switch (desc.DescriptionType)
{
case TemporalDataDescription.Type.DELTA_CHANGE:
result[0] = GetDataDeltaChange(desc, index);
break;
case TemporalDataDescription.Type.PERCENT_CHANGE:
result[0] = GetDataPercentChange(desc, index);
break;
case TemporalDataDescription.Type.RAW:
result[0] = GetDataRAW(desc, index);
break;
default:
throw new TemporalError("Unsupported data type.");
}
if (desc.ActivationFunction != null)
{
desc.ActivationFunction.ActivationFunction(result,0,1);
}
return result[0];
}
/// <summary>
/// Get data between two points in percent form.
/// </summary>
/// <param name="desc">The data description.</param>
/// <param name="index">The index to get data from.</param>
/// <returns>The requested data.</returns>
private double GetDataPercentChange(TemporalDataDescription desc,
int index)
{
if (index == 0)
{
return 0.0;
}
TemporalPoint point = this.points[index];
TemporalPoint previousPoint = this.points[index - 1];
double currentValue = point[desc.Index];
double previousValue = previousPoint[desc.Index];
return (currentValue - previousValue) / previousValue;
}
/// <summary>
/// Get data between two points in delta form.
/// </summary>
/// <param name="desc">The data description.</param>
/// <param name="index">The index to get data from.</param>
/// <returns>The requested data.</returns>
private double GetDataDeltaChange(TemporalDataDescription desc,
int index)
{
if (index == 0)
{
return 0.0;
}
TemporalPoint point = this.points[index];
TemporalPoint previousPoint = this.points[index - 1];
return point[desc.Index]
- previousPoint[desc.Index];
}
/// <summary>
/// Get data between two points in raw form.
/// </summary>
/// <param name="desc">The data description.</param>
/// <param name="index">The index to get data from.</param>
/// <returns>The requested data.</returns>
private double GetDataRAW(TemporalDataDescription desc,
int index)
{
TemporalPoint point = this.points[index-1];
return point[desc.Index];
}
/// <summary>
/// Add a data description.
/// </summary>
/// <param name="desc">The data description to add.</param>
public virtual void AddDescription(TemporalDataDescription desc)
{
if (this.points.Count > 0)
{
throw new TemporalError(
"Can't add anymore descriptions, there are "
+ "already temporal points defined.");
}
int index = this.descriptions.Count;
desc.Index = index;
this.descriptions.Add(desc);
CalculateNeuronCounts();
}