public static void Create()
{
var market = new StockMarket();
market.Init(true);
Console.WriteLine(@"Fetching training data from db");
var trainingData = market.GetTrainingData();
Console.WriteLine(@"Creating training set");
var inputs = new ArrayList();
var outputs = new ArrayList();
var cur = 1;
foreach (var info in trainingData)
{
Console.WriteLine(@"Adding record " + (cur++) + @" of " + trainingData.Count);
var input = InputOutputMadness.CreateInputs(info);
var output = new[] { InputOutputMadness.CreateOutput(info) };
inputs.Add(input);
outputs.Add(output);
}
Console.WriteLine(@"Created training set - saving");
var trainingSet = new BasicMLDataSet((double[][])inputs.ToArray(typeof(double[])), (double[][])outputs.ToArray(typeof(double[])));
var encog = new EncogPersistedCollection("market-training.dat", FileMode.Create);
encog.Add("market-training", trainingSet);
Console.WriteLine(@"saved");
}