private static void RunStocksSketchEntropy(Random random)
{
//int numOfNodes = 20;
var window = 60;
var minVolumeBucket = 100.0;
var maxVolumeBucket = 4.0 * 10E8;
var approximation = new MultiplicativeApproximation(0.0035);
DateTime startingDateTime = new DateTime(2006, 1, 3);
int minAmountAtDay = 1000;
var iterations = 2500;
for (var baseVectorLength = 100; baseVectorLength <= 100; baseVectorLength += 100)
{
for (var numOfNodes = 10; numOfNodes <= 10; numOfNodes += 10)
{
for (var reducedDimension = 30; reducedDimension <= 30; reducedDimension += 100)
{
var mulFactor = Math.Pow(maxVolumeBucket / minVolumeBucket, 1.0 / baseVectorLength);
var closestValueQuery =
ClosestValueQuery.InitExponential((long)minVolumeBucket, (long)maxVolumeBucket,
mulFactor);
var vectorLength = closestValueQuery.Data.Length;
EntropySketchRunner.RunStocks(random, iterations, closestValueQuery, numOfNodes,
window, reducedDimension, startingDateTime,
minAmountAtDay, approximation, stocksDirPath, resultDir);
}
}
}
}
private static void RunCtuSketchEntropy(Random random)
{
//var numOfNodes = 12;
var window = 60 * 6;
var approximation = new AdditiveApproximation(0.5);
var maxIterations = 4000;
for (int numOfNodes = 10; numOfNodes <= 10; numOfNodes += 10)
{
for (var reducedSketchDimension = 200; reducedSketchDimension <= 200; reducedSketchDimension += 100)
{
EntropySketchRunner.RunCTU(random, maxIterations, numOfNodes, window, reducedSketchDimension, approximation,
ctuFilePath, resultDir);
}
}
}
