public async Task FullTest(int numberOfHiddenLayers, int numberOfNeurons)
{
_stock.Name = await _downloadService.GetName(_stock);
_stock.HistoricalData = await _downloadService.GetHistoricalData(_stock, _startDate, refresh : true);
_trainingSession =
new TrainingSession(_portfolio, _stock)
{
NumberAnns = 5000,
NumberHiddenLayers = numberOfHiddenLayers,
NumberNeuronsPerHiddenLayer = numberOfNeurons,
TrainSamplePercentage = 0.55
};
var timer = new Stopwatch();
timer.Start();
_trainingSession.PropertyChanged += (sender, args) =>
{
if (args.PropertyName == "BestProfitLossCalculator" && timer.ElapsedMilliseconds > 7000)
{
Trace.Write($"\n{_trainingSession.AllNetworksPLsStdDevs.Count:N0}");
Trace.Write($" -> PL: {_trainingSession.BestProfitLossCalculator.PL:C2}");
Trace.Write($" ({_trainingSession.BestProfitLossCalculator.PLPercentage:P2})");
Trace.Write($" | median: {_trainingSession.AllNetworksPL:C2}");
Trace.Write($" | acc: {_trainingSession.BestProfitLossCalculator.PercentageWinningTransactions:P2}");
Trace.Write($" | study1: {_trainingSession.BestPrediction.BuyLevel}");
Trace.Write($" | study2: {_trainingSession.BestPrediction.SellLevel}");
timer.Restart();
}
};
_trainingSession.FindBestAnn(new CancellationToken(), new NeuralStockSettings());
Console.Write("PL: {0:C2}", _trainingSession.BestProfitLossCalculator.PL);
Console.Write(" ({0:P2})", _trainingSession.BestProfitLossCalculator.PLPercentage);
Console.Write(" | median: {0:C2}", _trainingSession.AllNetworksPL);
Console.Write(" | acc: {0:P2}", _trainingSession.BestProfitLossCalculator.PercentageWinningTransactions);
Assert.Pass();
}
public async void Train()
{
IsBusy = true;
IsTraining = true;
if (!Stock.HistoricalData.Quotes.Any())
{
Messenger.Default.Send(new TrainStatusMessage($"Historical data for stock {Stock.Name} not downloaded.", SeverityEnum.Error));
return;
}
try
{
if (_cancellationTokenSource != null && _cancellationTokenSource.Token.CanBeCanceled && !_cancellationTokenSource.IsCancellationRequested)
{
_cancellationTokenSource.Cancel();
return;
}
await DownloadData().ConfigureAwait(false);
_cancellationTokenSource = new CancellationTokenSource();
await Task.Run(() => TrainingSession.FindBestAnn(_cancellationTokenSource.Token, _settings));
}
catch (Exception ex)
{
Messenger.Default.Send(new TrainStatusMessage($"Could not train {Stock.Name}. Exception: {ex.Message}", SeverityEnum.Error));
}
finally
{
IsTraining = false;
IsBusy = false;
_cancellationTokenSource = null;
CommandManager.InvalidateRequerySuggested();
}
}