protected override void CalcBar()
{
// strategy logic
if (!Bars.LastBarOnChart)
{
return;
}
if (Bars.CurrentBar <= trainingSize)
{
Output.WriteLine("Not enough bars on chart. Waiting for new data");
return;
}
if (train)
{
int interval = Bars.CurrentBar - prevTrain;
if (Bars.Status == EBarState.Close && (!isTrained || isTrained && interval == retrainInterval))
{
Output.WriteLine(Bars.CurrentBarAbsolute().ToString());
// Establishing connection
socket = new TcpClient();
socket.Connect("localhost", 9090); // Connecting to python server on localhost
stream = socket.GetStream(); // Creating stream to read and write data
if (socket.Connected)
{
Output.WriteLine("connected!");
// Collecting close Price and Dates data
List <string> closePrice = new List <string>();
List <string> time = new List <string>();
for (int index = 0; index < trainingSize; index++)
{
closePrice.Add(Bars.Close[index].ToString());
time.Add(Bars.Time[index].ToString());
}
closePrice.Reverse();
time.Reverse();
// Creating dynamic object to store model parameters
var jsonObject = new TrainParameters();
jsonObject.Data = closePrice;
jsonObject.Time = time;
jsonObject.FileName = fileName;
jsonObject.GPU = gpu;
jsonObject.Train = train;
jsonObject.Architecture = (int)architecture;
jsonObject.Optimizer = (int)optimizer;
jsonObject.Loss = (int)loss;
jsonObject.LearningRate = learningRate;
jsonObject.Epochs = epochs;
jsonObject.Scale = scale;
jsonObject.Momentum = momentum;
jsonObject.TestingPart = testingPart;
jsonObject.TestingWeight = testingWeight;
jsonObject.Bars = bars;
string jsonString = JsonConvert.SerializeObject(jsonObject);
Byte[] data = Encoding.UTF8.GetBytes(jsonString);
stream.Write(data, 0, data.Length);
//Output.WriteLine("Sent : " + jsonString);
Output.WriteLine("Sent!");
isTrained = true;
prevTrain = Bars.CurrentBar;
}
else
{
Output.WriteLine("connection failed!");
}
}
if (isTrained && socket.Connected)
{
if (stream.DataAvailable)
{
//socket.ReceiveTimeout = 20000;
byte[] data = new Byte[2 * 256];
string response = string.Empty;
Int32 bytes = stream.Read(data, 0, data.Length);
response = Encoding.UTF8.GetString(data, 0, bytes);
if (response != string.Empty)
{
Output.WriteLine("Received!");
var jsonObject = new PredictionParameters();
jsonObject = JsonConvert.DeserializeObject <PredictionParameters>(response);
// Plotting the predictions on the chart
for (int i = 0; i < bars; i++)
{
double ypred = double.Parse(jsonObject.Pred[i].ToString());
IArrowObject arrowData1 = DrwArrow.Create(new ChartPoint(Bars.Time[0].AddMinutes(i), ypred), true);
arrowData1.Color = Color.Aqua;
arrowData1.Style = EArrowForms.ArrowForm6;
//Draw.Dot(this, "Prediction " + i.ToString(), true, i, ypred, Brushes.Aqua);
}
stream.Close();
socket.Close();
}
else
{
Output.WriteLine("No response");
}
}
else
{
Output.WriteLine("Prediction Data Not Available!");
}
}
else
{
return;
}
}
else
{
if (Bars.Status == EBarState.Close && !isForecasted)
{
socket = new TcpClient();
socket.Connect("localhost", 9090);
stream = socket.GetStream();
if (socket.Connected)
{
Output.WriteLine("Connected!");
isForecasted = true;
var jsonObject = new SavedModelParameters();
jsonObject.FileName = fileName;
jsonObject.Train = train;
jsonObject.Bars = bars;
string jsonString = JsonConvert.SerializeObject(jsonObject);
Byte[] sentData = Encoding.UTF8.GetBytes(jsonString);
Debug.Assert(!jsonObject.Train);
stream.Write(sentData, 0, sentData.Length);
}
else
{
Output.WriteLine("Connection Failed");
}
}
if (isForecasted && socket.Connected && !isPlotted)
{
if (stream.DataAvailable)
{
//socket.ReceiveTimeout = 20000;
byte[] recievedData = new Byte[2 * 256];
string response = string.Empty;
Int32 bytes = stream.Read(recievedData, 0, recievedData.Length);
response = Encoding.UTF8.GetString(recievedData, 0, bytes);
if (response != string.Empty)
{
var resJsonObject = new SavedModelPredictionParameters();
resJsonObject = JsonConvert.DeserializeObject <SavedModelPredictionParameters>(response);
Output.WriteLine("Received Data");
// Plotting the predictions on the chart
for (int i = 0; i < bars; i++)
{
Output.WriteLine(resJsonObject.Pred[i].ToString());
double ypred = double.Parse(resJsonObject.Pred[i].ToString());
IArrowObject arrowData1 = DrwArrow.Create(new ChartPoint(Bars.Time[0].AddMinutes(i), ypred), true);
arrowData1.Color = Color.Aqua;
arrowData1.Style = EArrowForms.ArrowForm6;
//Draw.Dot(this, "Prediction " + i.ToString(), true, i, ypred, Brushes.Aqua);
}
isPlotted = true;
}
else
{
Output.WriteLine("No response");
}
}
else
{
Output.WriteLine("Prediction Data Not Available!");
}
}
// Already forecasted based on saved model
else
{
return;
}
}
}
