public Run(ProtoRun protoRun, ProtoChromosome protoChrom, string symbol, DateTime startDate, DateTime endDate, double validationPct)
: base(protoRun.Database)
{
ProtoChromosome = protoChrom;
ProtoRun = protoRun;
Symbol = symbol;
StartDate = startDate;
EndDate = endDate;
ValidationPct = validationPct;
Database.Store(this);
}
public static Run Evolve(ProtoRun protoRun, IGenTrainer trainer, DataSet trainingSet, DataSet validationSet,
string symbol = null, DateTime startDate = default(DateTime), DateTime endDate = default(DateTime), double validationPct = 0,
Action <int, int, int> onGenerationProgress = null,
Action <Generation> onGenerationComplete = null)
{
var run = new Run(protoRun, protoRun.ProtoChromosome, null, startDate, endDate, validationPct);
var gen = Initialization.MakeInitialGeneration(trainingSet, run, trainer);
while (true)
{
var evaluated = Evaluate(gen, validationSet);
onGenerationComplete(gen);
if (gen.Order == protoRun.NumGenerations - 1)
{
return(run);
}
gen = Train(trainer, trainingSet, run, gen.Order + 1, onGenerationProgress,
Mutate(run,
Combine(protoRun.MixturesPerGeneration,
Select(protoRun.SelectionSize,
evaluated))));
}
}
public Run(ProtoRun protoRun, ProtoChromosome protoChrom)
: this(protoRun, protoChrom, null, DateTime.MinValue, DateTime.MinValue, 0)
{
}