public static void Generate(string fileName)
{
FileInfo dataDir = new FileInfo(@Environment.CurrentDirectory);
IMarketLoader loader = new CSVLoader();
var market = new MarketMLDataSet(loader,Config.INPUT_WINDOW, Config.PREDICT_WINDOW);
// var desc = new MarketDataDescription(Config.TICKER, MarketDataType.Close, true, true);
var desc = new MarketDataDescription(Config.TICKER, MarketDataType.Trade, true, true);
market.AddDescription(desc);
string currentDirectory =@"c:\";
loader.GetFile(fileName);
var end = DateTime.Now; // end today
var begin = new DateTime(end.Ticks); // begin 30 days ago
// Gather training data for the last 2 years, stopping 60 days short of today.
// The 60 days will be used to evaluate prediction.
begin = begin.AddDays(-200);
end = begin.AddDays(1);
Console.WriteLine("You are loading date from:" + begin.ToShortDateString() + " To :" + end.ToShortDateString());
market.Load(begin, end);
market.Generate();
EncogUtility.SaveEGB(FileUtil.CombinePath(dataDir, Config.TRAINING_FILE), market);
// create a network
BasicNetwork network = EncogUtility.SimpleFeedForward(
market.InputSize,
Config.HIDDEN1_COUNT,
Config.HIDDEN2_COUNT,
market.IdealSize,
true);
// save the network and the training
EncogDirectoryPersistence.SaveObject(FileUtil.CombinePath(dataDir,Config.NETWORK_FILE), network);
}
public static MarketMLDataSet GrabData(string newfileLoad)
{
IMarketLoader loader = new CSVLoader();
loader.GetFile(newfileLoad);
var result = new MarketMLDataSet(loader,
Config.INPUT_WINDOW, Config.PREDICT_WINDOW);
// var desc = new MarketDataDescription(Config.TICKER,
// MarketDataType.Close, true, true);
var desc = new MarketDataDescription(Config.TICKER,
MarketDataType.Trade, true, true);
result.AddDescription(desc);
var end = DateTime.Now; // end today
var begin = new DateTime(end.Ticks); // begin 30 days ago
begin = begin.AddDays(-150);
result.Load(begin, end);
result.Generate();
return result;
}
