private static void ConnectToEventstore()
{
OutputWriter.WriteLine(ConsoleColor.Yellow, "Connecting to eventstore...");
_eventstoreHandler = new EventStoreHandler(GlobalConfig.EventstoreEndpoint);
_eventstoreHandler.Connect();
OutputWriter.WriteLine(ConsoleColor.Green, "Yay, I am connected!");
}
private static List <Ticker> GetLastTickersFromEventstore(int tickersToFetch)
{
using (var eventStoreHandler = new EventStoreHandler(GlobalConfig.EventstoreEndpoint))
{
eventStoreHandler.Connect();
var eventstoreEvents = eventStoreHandler.ReadLastEvents(GlobalConfig.TickerStreamName, tickersToFetch);
var tickers = eventstoreEvents.Select(GetTickerFromEvent).ToList();
return(tickers);
}
}
static void Main(string[] args)
{
List <Ticker> trainingTickers = GetLastTickersFromEventstore(tickersToFetch: 4000);
#region Train prediction network
var predictionConfig = new PredictionConfig()
{
NumberOfPreviousTickers = 10, //input nodes
PredictedColumnName = "last_price", //output node
InputColumnNames = trainingTickers.First().Keys.ToList() //input columns
};
var factory = new PredictionMachineFactory(predictionConfig, trainingTickers);
var predictionMachine = factory.CreateAndTrainMachine();
#endregion
TestPredictionsInSimulator(predictionMachine, trainingTickers);
#region Save predictionMachine in Eventstore
var serializedPredictionMachine = SerializationHelper.SerializeBot(predictionMachine);
using (var eventStoreHandler = new EventStoreHandler(GlobalConfig.EventstoreEndpoint))
{
eventStoreHandler.Connect();
eventStoreHandler.WriteBytes(
streamId: GlobalConfig.PredictionMachinesStreamName,
data: serializedPredictionMachine, datatype: predictionMachine.GetType().FullName,
metadata: Encoding.UTF8.GetBytes(""),
isJson: false
).Wait();
}
#endregion
OutputWriter.WriteLine();
OutputWriter.WriteLine("Press enter to exit");
Console.ReadLine();
}