static void Main(string[] args) { List <Ticker> trainingTickers = GetLastTickersFromEventstore(tickersToFetch: 4000); #region Train prediction network var predictionConfig = new PredictionConfig() { NumberOfPreviousTickers = 10, //input nodes PredictedColumnName = "last_price", //output node InputColumnNames = trainingTickers.First().Keys.ToList() //input columns }; var factory = new PredictionMachineFactory(predictionConfig, trainingTickers); var predictionMachine = factory.CreateAndTrainMachine(); #endregion TestPredictionsInSimulator(predictionMachine, trainingTickers); #region Save predictionMachine in Eventstore var serializedPredictionMachine = SerializationHelper.SerializeBot(predictionMachine); using (var eventStoreHandler = new EventStoreHandler(GlobalConfig.EventstoreEndpoint)) { eventStoreHandler.Connect(); eventStoreHandler.WriteBytes( streamId: GlobalConfig.PredictionMachinesStreamName, data: serializedPredictionMachine, datatype: predictionMachine.GetType().FullName, metadata: Encoding.UTF8.GetBytes(""), isJson: false ).Wait(); } #endregion OutputWriter.WriteLine(); OutputWriter.WriteLine("Press enter to exit"); Console.ReadLine(); }
public PredictionMachine(IMLRegression neuralNet, NormalizationHelper normalizationHelper, PredictionConfig config) { NeuralNet = neuralNet; _normalizationHelper = normalizationHelper; Config = config; }
public PredictionMachineFactory(PredictionConfig predictionConfig, List <Ticker> trainingTickers) { _predictionConfig = predictionConfig; CsvFileHelper.CreateCsvFile(trainingTickers, GlobalConfig.CsvTickersFilename); }