public Prediction(ProfitLossCalculator profitLossCalculator, StrategyI strategy, NeuralNet net, double buyLevel, double sellLevel)
{
this.ProfitLossCalculator = profitLossCalculator;
this.Strategy = strategy;
this.Net = net;
this.BuyLevel = buyLevel;
this.SellLevel = sellLevel;
}
public Prediction(ProfitLossCalculator profitLossCalculator, StrategyI strategy, NeuralNet net, double buyLevel, double sellLevel)
{
ProfitLossCalculator = profitLossCalculator;
Strategy = strategy;
Net = net;
BuyLevel = buyLevel;
SellLevel = sellLevel;
}
public TrainingSession(StockPortfolio portfolio, Stock stock, BestNetworkDTO dto, NeuralStockSettings settings)
{
_statisticsService = ApplicationHelper.CurrentCompositionContainer.GetExportedValue <IStatisticsService>();
Portfolio = portfolio;
Stock = stock;
TrainSamplePercentage = settings.PercentageTraining;
NumberAnns = settings.NumberANNs;
NumberHiddenLayers = settings.NumberHiddenLayers;
NumberNeuronsPerHiddenLayer = settings.NumberNeuronsHiddenLayer;
NumberDaysBetweenTransactions = settings.NumberDaysBetweenTransactions;
BuyLevel = dto.BuyLevel;
SellLevel = dto.SellLevel;
var strategy = new StrategyI(StrategySettings.FromJson(dto.StrategySettings), settings)
{
TrainingMeansInput = dto.TrainingMeansInput?.ToArray(),
TrainingStdDevsInput = dto.TrainingStdDevsInput?.ToArray(),
TrainingMeansOutput = dto.TrainingMeansOutput?.ToArray(),
TrainingStdDevsOutput = dto.TrainingStdDevsOutput?.ToArray()
};
var tmpFileName = Path.GetTempFileName();
File.WriteAllBytes(tmpFileName, dto.BestNeuralNet);
var net = new NeuralNet(tmpFileName);
_cachedPredictions.Clear();
SplitTrainTestData();
var trainingTestingData = PrepareAnnData(strategy, false);
var prediction = Predict(trainingTestingData, net, false);
var profitLossCalculator = new ProfitLossCalculator(Portfolio.Reset(), this, prediction.Item1);
_cachedPredictions.Add(new Prediction(profitLossCalculator, strategy, net, prediction.Item2,
prediction.Item3));
}