public void DoExperiment()
{
ToolsPrice.ComposeBinary(ToolsPrice.DefaultSymbolGBPUSD);
PriceSet price_set = ToolsPrice.GetPriceSet(ToolsPrice.DefaultSymbolGBPUSD).SubSet(new DateTimeUTC(2016, 10, 17), new DateTimeUTC(2016, 10, 20));
IIndicator indicator_feature = new IndicatorSuperBollinger();
IIndicator indicator_label = new IndicatorMagicProfit(60);
MarketModelSimulation market0 = new MarketModelSimulation(10000, price_set);
MarketModelSimulation market1 = new MarketModelSimulation(10000, price_set);
double[] time = new double[price_set.Prices.Count];
for (int price_index = 0; price_index < price_set.Prices.Count; price_index++)
{
time[price_index] = price_set.Prices[price_index].Time.Ticks;
}
Tuple <double[, ], bool[]> tuple0 = indicator_feature.ComputeAll(market0, price_set.Second1.Count);
Tuple <double[, ], bool[]> tuple1 = indicator_label.ComputeAll(market1, price_set.Second1.Count);
List <string[]> list_string = new List <string[]>();
for (int index_0 = 0; index_0 < tuple0.Item2.Length; index_0++)
{
if (tuple0.Item2[index_0] && tuple1.Item2[index_0])
{
double[] array_double = ToolsCollection.Append(tuple0.Item1.Select1DIndex0(index_0), tuple1.Item1.Select1DIndex0(index_0));
string[] array_string = new string[array_double.Length];
for (int index_1 = 0; index_1 < array_double.Length; index_1++)
{
array_string[index_1] = array_double[index_1].ToString(CultureInfo.InvariantCulture);
}
list_string.Add(array_string);
}
}
ToolsIOCSV.WriteCSVFile(ToolsTradingDataSet.GetPath() + "data.csv", ToolsCollection.ConvertToArray2D(list_string));
}