コード例 #1
0
        public static MarketMLDataSet GrabData(string newfileLoad)
        {
            IMarketLoader loader = new CSVFinal();

            loader.GetFile(newfileLoad);

            var result = new MarketMLDataSet(loader,
                                             CONFIG.INPUT_WINDOW, CONFIG.PREDICT_WINDOW);
            //  var desc = new MarketDataDescription(Config.TICKER,
            //   MarketDataType.Close, true, true);

            var desc = new MarketDataDescription(CONFIG.TICKER,
                                                 MarketDataType.Close, true, true);

            result.AddDescription(desc);

            var end   = DateTime.Now;            // end today
            var begin = new DateTime(end.Ticks); // begin 30 days ago

            begin = begin.AddDays(-950);

            result.Load(begin, end);
            result.Generate();

            return(result);
        }
コード例 #2
0
ファイル: marketevaluate.cs プロジェクト: losev87/WinForm
        public static MarketMLDataSet GrabData(string newfileLoad)
        {
            IMarketLoader loader = new CSVFileLoader();//CSVLoader();

            loader.GetFile(newfileLoad);

            var result = new MarketMLDataSet(loader,
                                             Config.INPUT_WINDOW, Config.PREDICT_WINDOW);
            //  var desc = new MarketDataDescription(Config.TICKER,
            //   MarketDataType.Close, true, true);

            var desc = new MarketDataDescription(Config.TICKER,
                                                 MarketDataType.Close, TemporalDataDescription.Type.PercentChange, true, true);

            result.AddDescription(desc);

            var begin = DateTime.ParseExact("29.05.2005", "dd.MM.yyyy", CultureInfo.CurrentCulture); // begin 30 days ago
            var end   = DateTime.ParseExact("22.07.2005", "dd.MM.yyyy", CultureInfo.CurrentCulture); // begin 30 days ago

            begin = begin.AddDays(Config.DAYS_OFFSET).AddDays(Config.TEST_OFFSET);
            end   = end.AddDays(Config.DAYS_OFFSET).AddDays(Config.TEST_OFFSET).AddDays(Config.TEST_STRATCH);

            result.Load(begin, end);
            result.Generate();

            return(result);
        }
コード例 #3
0
        public static void Generate(FileInfo dataDir)
        {
            IMarketLoader loader = new YahooFinanceLoader();
            var           market = new MarketMLDataSet(loader,
                                                       Config.INPUT_WINDOW, Config.PREDICT_WINDOW);
            var desc = new MarketDataDescription(
                Config.TICKER, MarketDataType.AdjustedClose, true, true);

            market.AddDescription(desc);

            var end   = DateTime.Now;            // end today
            var begin = new DateTime(end.Ticks); // begin 30 days ago

            // Gather training data for the last 2 years, stopping 60 days short of today.
            // The 60 days will be used to evaluate prediction.
            begin = begin.AddDays(-60);
            end   = end.AddDays(-60);
            begin = begin.AddYears(-2);

            market.Load(begin, end);
            market.Generate();
            EncogUtility.SaveEGB(FileUtil.CombinePath(dataDir, Config.TRAINING_FILE), market);

            // create a network
            BasicNetwork network = EncogUtility.SimpleFeedForward(
                market.InputSize,
                Config.HIDDEN1_COUNT,
                Config.HIDDEN2_COUNT,
                market.IdealSize,
                true);

            // save the network and the training
            EncogDirectoryPersistence.SaveObject(FileUtil.CombinePath(dataDir, Config.NETWORK_FILE), network);
        }
コード例 #4
0
        public static void Generate(string fileName)
        {
            FileInfo      dataDir = new FileInfo(@Environment.CurrentDirectory);
            IMarketLoader loader  = new CSVFinal();
            var           market  = new MarketMLDataSet(loader, CONFIG.INPUT_WINDOW, CONFIG.PREDICT_WINDOW);
            //  var desc = new MarketDataDescription(Config.TICKER, MarketDataType.Close, true, true);

            var desc = new MarketDataDescription(CONFIG.TICKER, MarketDataType.Close, true, true);

            market.AddDescription(desc);
            string currentDirectory = @"c:\";

            loader.GetFile(fileName);

            var end   = DateTime.Now;            // end today
            var begin = new DateTime(end.Ticks); // begin 30 days ago

            // Gather training data for the last 2 years, stopping 60 days short of today.
            // The 60 days will be used to evaluate prediction.
            begin = begin.AddDays(-600);
            end   = begin.AddDays(200);

            Console.WriteLine("You are loading date from:" + begin.ToShortDateString() + " To :" + end.ToShortDateString());

            market.Load(begin, end);
            market.Generate();
            EncogUtility.SaveEGB(FileUtil.CombinePath(dataDir, CONFIG.SVMTRAINING_FILE), market);

            // create a network
            //BasicNetwork network = EncogUtility.SimpleFeedForward(
            //    market.InputSize,
            //    CONFIG.HIDDEN1_COUNT,
            //    CONFIG.HIDDEN2_COUNT,
            //    market.IdealSize,
            //    true);


            SupportVectorMachine network = new SupportVectorMachine(CONFIG.INPUT_WINDOW, true);

            TrainNetworks(network, market);
            // save the network and the training
            EncogDirectoryPersistence.SaveObject(FileUtil.CombinePath(dataDir, CONFIG.SVMTRAINING_FILE), network);
        }
コード例 #5
0
        public static void Generate(string fileName)
        {
            FileInfo dataDir = new FileInfo(@Environment.CurrentDirectory);
            //Lets use the CSVFinal..(and not the CSV Form loader).
            IMarketLoader loader = new CSVFinal();

            loader.GetFile(fileName);
            var market = new MarketMLDataSet(loader, Config.INPUT_WINDOW, Config.PREDICT_WINDOW);
            //  var desc = new MarketDataDescription(Config.TICKER, MarketDataType.Close, true, true);

            var desc = new MarketDataDescription(Config.TICKER, MarketDataType.Close, TemporalDataDescription.Type.PercentChange, true, true);

            market.AddDescription(desc);
            loader.GetFile(fileName);

            var begin = DateTime.ParseExact("01.01.2000", "dd.MM.yyyy", CultureInfo.CurrentCulture); // begin 30 days ago
            var end   = DateTime.ParseExact("22.06.2005", "dd.MM.yyyy", CultureInfo.CurrentCulture); // begin 30 days ago

            begin = begin.AddDays(Config.DAYS_OFFSET);
            end   = end.AddDays(Config.DAYS_OFFSET);

            // Gather training data for the last 2 years, stopping 60 days short of today.
            // The 60 days will be used to evaluate prediction.
            //begin = begin.AddDays(-200);
            //end = begin.AddDays(1);

            Console.WriteLine("You are loading date from:" + begin.ToShortDateString() + " To :" + end.ToShortDateString());

            market.Load(begin, end);
            market.Generate();
            EncogUtility.SaveEGB(FileUtil.CombinePath(dataDir, Config.TRAINING_FILE), market);

            // create a network
            BasicNetwork network = EncogUtility.SimpleFeedForward(
                market.InputSize,
                Config.HIDDEN1_COUNT,
                Config.HIDDEN2_COUNT,
                market.IdealSize,
                true);

            // save the network and the training
            EncogDirectoryPersistence.SaveObject(FileUtil.CombinePath(dataDir, Config.NETWORK_FILE), network);
        }
        public static MarketMLDataSet GrabData()
        {
            IMarketLoader loader = new YahooFinanceLoader();
            var           result = new MarketMLDataSet(loader,
                                                       Config.INPUT_WINDOW, Config.PREDICT_WINDOW);
            var desc = new MarketDataDescription(Config.TICKER,
                                                 MarketDataType.AdjustedClose, true, true);

            result.AddDescription(desc);

            var end   = DateTime.Now;            // end today
            var begin = new DateTime(end.Ticks); // begin 30 days ago

            begin = begin.AddDays(-60);

            result.Load(begin, end);
            result.Generate();

            return(result);
        }