private static void SetOutputResult(int inputDimensionLocal, int offset, int numRecordLocal)
{
double[] priceHigh = ForexPrices.GetHigh(inputDimensionLocal, offset);
double[] priceLow = ForexPrices.GetLow(inputDimensionLocal, offset);
double diffSize = 0.00133;
if (priceHigh[inputDimensionLocal - (priceHigh.Length > Configuration.OutputIndex ? Configuration.OutputIndex : priceHigh.Length - 1)] -
priceLow[inputDimensionLocal - 1] > diffSize)
{
outputSets[numRecordLocal][0] = 1;
outputSets[numRecordLocal][1] = -1;
class1++;
}
else if (priceHigh[inputDimensionLocal - (priceHigh.Length > Configuration.OutputIndex ? Configuration.OutputIndex : priceHigh.Length - 1)] -
priceLow[inputDimensionLocal - 1] < diffSize)
{
outputSets[numRecordLocal][0] = -1;
outputSets[numRecordLocal][1] = 1;
class2++;
}
else
{
outputSets[numRecordLocal][0] = -1;
outputSets[numRecordLocal][1] = -1;
class0++;
}
}
/*░░ ♡ ▄▀▀▀▄░░░
* ▄███▀░◐░░░▌░░░░░░░
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* ░░░░▌░░░░▄▀▒▒▀▀▀▀▄
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* ░░░░░░▀▄▄▄▄▄█▄▄▄▄▄▄▄▄▄▄▄▀▄ <<<---.
* ░░░░░░░░░░░▌▌░▌▌░░░░░
* ░░░░░░░░░░░▌▌░▌▌░░░░░
* ░░░░░░░░░▄▄▌▌▄▌▌░░░░░*/
public FunctionParameters(MethodInfo methodInfo, int numdata, int offset)
{
NumData = numdata;
Offset = offset;
parametersMap = new List <string>();
// DumpParams(methodInfo);
Arguments = new object[methodInfo.GetParameters().Length];
// debug($"function method {methodInfo.Name} offset {offset} numdata {NumData} randomSeed {randomSeed}");
foreach (ParameterInfo param in methodInfo.GetParameters())
{
string paramComment = string.Empty;
switch (param.Name)
{
case "optInVFactor":
Arguments[ParamIndex] = 0;
break;
case "outMACDSignal":
Arguments[ParamIndex] = 0;
break;
case "outMACDHist":
Arguments[ParamIndex] = 0;
break;
case "outMin":
Arguments[ParamIndex] = 0;
break;
case "optInNbDevUp":
Arguments[ParamIndex] = 0.0;
break;
case "outMACD":
Arguments[ParamIndex] = 0.0;
break;
case "outLeadSine":
Arguments[ParamIndex] = 0.0;
break;
case "outSine":
Arguments[ParamIndex] = 0.0;
break;
case "optInMinPeriod":
case "optInMaxPeriod":
case "optInSignalPeriod":
Arguments[ParamIndex] = MaTypeGen.GetRandom();
paramComment = $"MaTypeGen";
// debug($"{param.Name} optInSignalPeriod=" + arguments[paramIndex]);
break;
case "optInMAType":
Arguments[ParamIndex] = MaTypeGen.GetRandom();
paramComment = $"MaTypeGen";
// debug($"{param.Name} optInMAType=" + arguments[paramIndex]);
break;
case "optInNbDev":
Arguments[ParamIndex] = 0.0;
break;
case "inReal0":
case "inReal1":
case "inReal":
var index = XRandom.next(3);
switch (index)
{
case 0:
Arguments[ParamIndex] = ForexPrices.GetOpen(NumData, Offset);
paramComment = $"Open {NumData}";
break;
case 1:
Arguments[ParamIndex] = ForexPrices.GetClose(numdata, Offset);
paramComment = $"Close {NumData}";
break;
case 2:
Arguments[ParamIndex] = ForexPrices.GetHigh(NumData, Offset);
paramComment = $"High {NumData}";
break;
case 3:
Arguments[ParamIndex] = ForexPrices.GetLow(NumData, Offset);
paramComment = $"Low {NumData}";
break;
}
// debug($"real {param.Name}[0]: " + ((double[])Arguments[ParamIndex])[0]);
break;
case "optInMaximum":
Arguments[ParamIndex] = 0.0;
break;
case "optInSlowD_MAType":
case "optInFastD_MAType":
case "optInSlowK_MAType":
Arguments[ParamIndex] = MaTypeGen.GetRandom();
paramComment = $"MaTypeGen";
// debug($"{param.Name} optMAtype=" + arguments[paramIndex]);
break;
case "optInAccelerationShort":
case "optInAccelerationMaxShort":
case "optInAccelerationInitShort":
case "optInAccelerationMaxLong":
case "optInAccelerationLong":
case "optInAccelerationInitLong":
case "optInAcceleration":
Arguments[ParamIndex] = 0.0;
break;
case "optInOffsetOnReverse":
Arguments[ParamIndex] = 0;
break;
case "optInSlowK_Period":
case "optInFastK_Period":
case "optInSlowD_Period":
case "optInFastD_Period":
Arguments[ParamIndex] = MaGen.GetRandom(NumData);
paramComment = $"MaTypeGen";
break;
case "optInSlowPeriod":
Arguments[ParamIndex] = XRandom.next(Convert.ToInt32(NumData / 2) + 1, NumData - 1);
break;
case "optInFastPeriod":
Arguments[ParamIndex] = MaGen.GetRandom(Convert.ToInt32(NumData / 2));
break;
case "optInTimePeriod":
Arguments[ParamIndex] = 2;
break;
case "optInTimePeriod1":
case "optInTimePeriod3":
case "optInTimePeriod2":
Arguments[ParamIndex] = MaGen.GetRandom(NumData);
break;
case "optInPenetration":
Arguments[ParamIndex] = 0;
break;
case "optInStartValue":
Arguments[ParamIndex] = 0;
break;
case "startIdx":
Arguments[ParamIndex] = 0;
break;
case "endIdx":
Arguments[ParamIndex] = NumData - 1;
break;
case "inOpen":
Arguments[ParamIndex] = ForexPrices.GetOpen(NumData, Offset);
paramComment = $"Open {NumData}";
break;
case "inHigh":
Arguments[ParamIndex] = ForexPrices.GetHigh(NumData, Offset);
paramComment = $"High {NumData}";
break;
case "inLow":
Arguments[ParamIndex] = ForexPrices.GetLow(NumData, Offset);
paramComment = $"Low {NumData}";
break;
case "inClose":
Arguments[ParamIndex] = ForexPrices.GetClose(NumData, Offset);
paramComment = $"Close {NumData}";
break;
case "inVolume":
Arguments[ParamIndex] = ForexPrices.GetVolume(NumData, Offset);
paramComment = $"Volume {NumData}";
break;
case "outBegIdx":
Arguments[ParamIndex] = this.OutBegIdx;
break;
case "outNBElement":
Arguments[ParamIndex] = OutNbElement;
OutNbElement = ParamIndex;
break;
case "outInteger":
Arguments[ParamIndex] = new int[NumData];
OutIndex = ParamIndex;
break;
case "outReal":
Arguments[ParamIndex] = new double[NumData];
OutIndex = ParamIndex;
break;
case "outAroonUp":
Arguments[ParamIndex] = new double[1000];
break;
case "outAroonDown":
Arguments[ParamIndex] = new double[1000];
break;
case "outSlowD":
case "outSlowK":
case "outFastD":
case "outFastK":
Arguments[ParamIndex] = new double[1000];
break;
default:
Tools.debug($"nothing found for {param.Name}");
break;
}
parametersMap.Add($"{ParamIndex}|{param.Name}|{Arguments[ParamIndex]}|{paramComment}");
ParamIndex++;
}
}