public override IProblemData ImportData(string path)
{
TableFileParser csvFileParser = new TableFileParser();
csvFileParser.Parse(path, csvFileParser.AreColumnNamesInFirstLine(path));
Dataset dataset = new Dataset(csvFileParser.VariableNames, csvFileParser.Values);
string targetVar = (from v in dataset.DoubleVariables
where dataset.GetReadOnlyDoubleValues(v).Min() <= 0
where dataset.GetReadOnlyDoubleValues(v).Max() >= 0
select v).LastOrDefault();
if (targetVar == null)
{
throw new ArgumentException("The target variable must contain changes (deltas) of the asset price over time.");
}
// turn off input variables that are constant in the training partition
var allowedInputVars = new List <string>();
var trainingIndizes = Enumerable.Range(0, (csvFileParser.Rows * 2) / 3);
if (trainingIndizes.Count() >= 2)
{
foreach (var variableName in dataset.DoubleVariables)
{
if (dataset.GetDoubleValues(variableName, trainingIndizes).Range() > 0)
{
allowedInputVars.Add(variableName);
}
}
}
else
{
allowedInputVars.AddRange(dataset.DoubleVariables);
}
IProblemData problemData = new ProblemData(dataset, allowedInputVars, targetVar);
var trainingPartEnd = trainingIndizes.Last();
problemData.TrainingPartition.Start = trainingIndizes.First();
problemData.TrainingPartition.End = trainingPartEnd;
problemData.TestPartition.Start = trainingPartEnd;
problemData.TestPartition.End = csvFileParser.Rows;
problemData.Name = Path.GetFileName(path);
return(problemData);
}
private ProblemData(ProblemData original, Cloner cloner)
: base(original, cloner)
{
RegisterParameterEvents();
}
private ProblemData(ProblemData original, Cloner cloner)
: base(original, cloner) {
RegisterParameterEvents();
}
