//**************************************************************************************
public override void RebuildClassifier()
{
Console.WriteLine("Rebuilding classifier: " + ID);
// Start removal from children
foreach (var i in J48Info.ChildrenID)
{
if (i != null)
{
var c = Find((int)i);
if (c != null)
{
c.RemoveClassifier();
}
}
}
// Update info
J48Info.OnClassifierRebuild();
WekaJ48Info.UpdateDB(J48Info);
// Remove model
DeleteModel(ID);
// Remove training data
DeleteTrainingPoints(ID);
}
//**************************************************************************************
public static WekaJ48 CreateNew(int iParamtersID, List <ClassifierParameter> iParameters, Candlestick.Period iPeriod, int iProfitTime, List <int> iTrainingPoints)
{
// Create WekaInfo and retrive ID
var info = new WekaInfo(null, typeof(WekaJ48), iParamtersID, iPeriod, iProfitTime);
WekaInfo.InsertToDB(info);
if (info.ID is null)
{
throw new Exception("Could not deduct ID");
}
// Create J48Info
var j48Info = new WekaJ48Info((int)info.ID);
WekaJ48Info.UpdateDB(j48Info);
// Save training points
if (iTrainingPoints != null)
{
SaveTrainingPoints(iTrainingPoints, "Data/TrainingPoints/Classifier_" + info.ID.ToString() + ".dat");
}
// Create classifier
return(new WekaJ48(info, iParameters, j48Info));
}
//**************************************************************************************
public override void RemoveClassifier()
{
if (!Exist(ID))
{
return;
}
Console.WriteLine("Removing classifier: " + ID);
// Start removal from children
foreach (var i in J48Info.ChildrenID)
{
if (i != null)
{
var c = Find((int)i);
if (c != null)
{
c.RemoveClassifier();
}
}
}
// Remove model
DeleteModel(ID);
// Remove training data
DeleteTrainingPoints(ID);
// Remove info from parents
if (J48Info.ParentID != null)
{
if (Find((int)J48Info.ParentID) is WekaJ48 parent)
{
for (int i = 0; i < parent.J48Info.ChildrenID.Length; i++)
{
if (parent.J48Info.ChildrenID[i] == ID)
{
parent.J48Info.ChildrenID[i] = null;
WekaJ48Info.UpdateDB(parent.J48Info);
}
}
}
}
// Remove info
WekaJ48Info.RemoveFromDB(ID);
WekaInfo.RemoveFromDB(ID);
// Remove target classifier from static list
classifiers.Remove(ID);
}
//**************************************************************************************
/// <summary>
/// Build cllasifier model and save it to a file.
/// </summary>
public override void Build(CandlestickCollection iCandlestick)
{
List <int> trainingPoints = null;
// Calculate average profit and std dev
if (J48Info.ProfitAverage is null || J48Info.ProfitStdDev is null)
{
trainingPoints = LoadTrainingPoints(iCandlestick, ID, ProfitTime);
float[] profits = FullToTraining(new List <float>(CalculateFutureProfits(iCandlestick[kTrainingPeriod], ProfitTime)), trainingPoints).ToArray();
J48Info.ProfitStdDev = Statistics.StandardDeviation(profits);
J48Info.ProfitAverage = J48Info.ParentID is null ? 0.0f : Statistics.ArithmeticMean(profits);
WekaJ48Info.UpdateDB(J48Info);
}
// Build model
if (!File.Exists(ModelFilename))
{
OutputMessage("Building model");
if (trainingPoints is null)
{
trainingPoints = LoadTrainingPoints(iCandlestick, ID, ProfitTime);
}
Model = new weka.classifiers.trees.J48();
Model.buildClassifier(CreateInstances(iCandlestick, trainingPoints, Attributes, Parameters, Period, ProfitTime));
weka.core.SerializationHelper.write(ModelFilename, Model);
}
// Perfrom crossfold test
if (J48Info.Precision is null)
{
if (Model is null)
{
LoadModel();
}
OutputMessage("Perfroming crossfold");
if (trainingPoints is null)
{
trainingPoints = LoadTrainingPoints(iCandlestick, ID, ProfitTime);
}
var instances = CreateInstances(iCandlestick, trainingPoints, Attributes, Parameters, Period, ProfitTime);
var evaluation = new weka.classifiers.Evaluation(instances);
evaluation.crossValidateModel(Model, instances, 10, new java.util.Random(0));
J48Info.Precision = (float)evaluation.pctCorrect();
WekaJ48Info.UpdateDB(J48Info);
}
// Perfrom singular test
if (J48Info.IsSingular == null)
{
if (Model is null)
{
LoadModel();
}
OutputMessage("Perfroming singular test");
var results = new SortedList <Prediction, List <int> >();
foreach (Prediction p in (Prediction[])Enum.GetValues(typeof(Prediction)))
{
results.Add(p, new List <int>());
}
if (trainingPoints is null)
{
trainingPoints = LoadTrainingPoints(iCandlestick, ID, ProfitTime);
}
var parameters = CalculateParameters(Parameters, iCandlestick, trainingPoints, Period);
for (int k = 0; k < parameters.Count; k++)
{
var pred = Predict(parameters[k]);
results[pred].Add(trainingPoints[k]);
}
J48Info.IsSingular = results.Count(x => x.Value.Count > 0) <= 1;
WekaJ48Info.UpdateDB(J48Info);
}
// Calculating prediction profits
if (J48Info.PredictionProfits.Count(x => x != null) == 0)
{
if (Model is null)
{
LoadModel();
}
OutputMessage("Calculating prediction profits");
if (trainingPoints is null)
{
trainingPoints = LoadTrainingPoints(iCandlestick, ID, ProfitTime);
}
var predictionPoints = GetHistoricalPredictionPoints(iCandlestick, trainingPoints);
foreach (Prediction p in (Prediction[])Enum.GetValues(typeof(Prediction)))
{
float[] profits = FullToTraining(new List <float>(CalculateFutureProfits(iCandlestick[kTrainingPeriod], ProfitTime)), predictionPoints[p]).ToArray();
if (profits.Length < 10)
{
J48Info.PredictionProfits[(int)p] = DecisionToFutureProfit(p, (float)J48Info.ProfitStdDev, (float)J48Info.ProfitAverage);
}
else
{
J48Info.PredictionProfits[(int)p] = Statistics.ArithmeticMean(profits);
}
}
WekaJ48Info.UpdateDB(J48Info);
}
// Create children
if (!J48Info.ReproductionComplete.GetValueOrDefault(false))
{
lock (this)
{
if (J48Info.Precision > 50.0f && !J48Info.IsSingular.GetValueOrDefault(false))
{
OutputMessage("Creating children");
if (trainingPoints is null)
{
trainingPoints = LoadTrainingPoints(iCandlestick, ID, ProfitTime);
}
var predictionPoints = GetHistoricalPredictionPoints(iCandlestick, trainingPoints);
foreach (Prediction p in (Prediction[])Enum.GetValues(typeof(Prediction)))
{
if (predictionPoints[p] != null && predictionPoints[p].Count >= 1000 && J48Info.ChildrenID[(int)p] == null)
{
var child = CreateNew(ParametersID, Parameters, Period, ProfitTime, predictionPoints[p]);
// Set parent
child.J48Info.ParentID = ID;
WekaJ48Info.UpdateDB(child.J48Info);
// Update parent info
J48Info.ChildrenID[(int)p] = (int)child.ID;
WekaJ48Info.UpdateDB(J48Info);
childs[(int)p] = child;
}
}
}
J48Info.ReproductionComplete = true;
WekaJ48Info.UpdateDB(J48Info);
}
}
}