public void LoadData(String filePath)
{
if (!"".Equals(filePath) && filePath != null)
{
_data = null;
try
{
// open selected file
using (TextReader stream = new StreamReader(filePath))
using (CsvReader reader = new CsvReader(stream, true))
{
// data format:
// Date || X(SMA, EMA, Prices,...)
var table = reader.ToTable();
table.Columns.RemoveAt(0);
_data = table.ToMatrix(CultureInfo.InvariantCulture).GetColumn(0).Reverse().ToArray(); // get 'X' values
attributeName = table.Columns[0].ToString();
}
}
catch (Exception e)
{
Debug.WriteLine("Failed reading the file");
Debug.WriteLine(e.Message + "\n" + e.StackTrace);
return;
}
}
}
public void ZeroLambdaTest()
{
double[,] data = null;
// open selected file
using (TextReader stream = new StringReader(Properties.Resources.ZeroLambda))
using (CsvReader reader = new CsvReader(stream, false))
{
data = reader.ToTable().ToMatrix();
}
// number of learning samples
int samples = data.GetLength(0);
var ranges = data.Range(dimension: 0);
Assert.AreEqual(2, ranges.Length);
var rangeX = ranges[0];
var rangeY = ranges[1];
// data transformation factor
double yFactor = 1.7 / rangeY.Length;
double yMin = rangeY.Min;
double xFactor = 2.0 / rangeX.Length;
double xMin = rangeX.Min;
// prepare learning data
double[][] input = new double[samples][];
double[][] output = new double[samples][];
for (int i = 0; i < samples; i++)
{
input[i] = new double[1];
output[i] = new double[1];
input[i][0] = (data[i, 0] - xMin) * xFactor - 1.0; // set input
output[i][0] = (data[i, 1] - yMin) * yFactor - 0.85; // set output
}
// create multi-layer neural network
ActivationNetwork network = new ActivationNetwork(
new BipolarSigmoidFunction(5),
1, 12, 1);
// create teacher
LevenbergMarquardtLearning teacher = new LevenbergMarquardtLearning(network, true);
teacher.LearningRate = 1;
// iterations
int iteration = 1;
int iterations = 2000;
// solution array
double[,] solution = new double[samples, 2];
double[] networkInput = new double[1];
bool needToStop = false;
double learningError = 0;
// loop
while (!needToStop)
{
Assert.AreNotEqual(0, teacher.LearningRate);
// run epoch of learning procedure
double error = teacher.RunEpoch(input, output) / samples;
// calculate solution
for (int j = 0; j < samples; j++)
{
networkInput[0] = (solution[j, 0] - xMin) * xFactor - 1.0;
solution[j, 1] = (network.Compute(networkInput)[0] + 0.85) / yFactor + yMin;
}
// calculate error
learningError = 0.0;
for (int j = 0; j < samples; j++)
{
networkInput[0] = input[j][0];
learningError += Math.Abs(data[j, 1] - ((network.Compute(networkInput)[0] + 0.85) / yFactor + yMin));
}
// increase current iteration
iteration++;
// check if we need to stop
if ((iterations != 0) && (iteration > iterations))
break;
}
Assert.IsTrue(learningError < 0.13);
}
// Load data
private void loadDataButton_Click(object sender, System.EventArgs e)
{
// show file selection dialog
if (openFileDialog.ShowDialog() == DialogResult.OK)
{
data = null;
try
{
// open selected file
using (TextReader stream = new StreamReader(openFileDialog.FileName))
using (CsvReader reader = new CsvReader(stream, false))
{
data = reader.ToTable().ToMatrix(CultureInfo.InvariantCulture);
}
}
catch (Exception)
{
MessageBox.Show("Failed reading the file", "Error", MessageBoxButtons.OK, MessageBoxIcon.Error);
return;
}
DoubleRange[] ranges = data.Range(dimension: 0);
xRange = ranges[0];
yRange = ranges[1];
// update list and chart
UpdateDataListView();
chart.RangeX = new Range((float)ranges[0].Min, (float)ranges[0].Max);
chart.UpdateDataSeries("data", data);
chart.UpdateDataSeries("solution", null);
// enable "Start" button
startButton.Enabled = true;
}
}
/// <summary>
/// Reads the specified file or stream into a table.
/// </summary>
///
public DataTable Read(Stream stream)
{
var reader = new CsvReader(new StreamReader(stream), true);
return reader.ToTable();
}
// Load data
private void loadDataButton_Click(object sender, System.EventArgs e)
{
// show file selection dialog
if (openFileDialog.ShowDialog() == DialogResult.OK)
{
data = null;
try
{
// open selected file
using (TextReader stream = new StreamReader(openFileDialog.FileName))
using (CsvReader reader = new CsvReader(stream, false))
{
data = reader.ToTable().ToMatrix(CultureInfo.InvariantCulture).GetColumn(0);
}
}
catch (Exception)
{
MessageBox.Show("Failed reading the file", "Error", MessageBoxButtons.OK, MessageBoxIcon.Error);
return;
}
dataToShow = Matrix.Stack(Vector.Range(0, data.Length).ToDouble(), data).Transpose();
// update list and chart
UpdateDataListView();
chart.RangeX = new Range(0, data.Length - 1);
chart.UpdateDataSeries("data", dataToShow);
chart.UpdateDataSeries("solution", null);
// set delimiters
UpdateDelimiters();
// enable "Start" button
startButton.Enabled = true;
}
}
public static DataTable Load(Stream stream, TableFormat format)
{
switch (format)
{
case TableFormat.SerializedXml:
{
XmlSerializer serializer = new XmlSerializer(typeof(DataTable));
return((DataTable)serializer.Deserialize(stream));
}
case TableFormat.SerializedBin:
{
BinaryFormatter serializer = new BinaryFormatter();
return((DataTable)serializer.Deserialize(stream));
}
case TableFormat.OctaveMatFile:
{
MatReader reader = new MatReader(stream);
return(reader.Fields.First().Value.GetValue <double[, ]>().ToTable());
}
case TableFormat.OpenDocument:
{
ExcelReader reader = new ExcelReader(stream, true);
string ws = reader.GetWorksheetList().First();
return(reader.GetWorksheet(ws));
}
case TableFormat.OlderExcel:
{
ExcelReader reader = new ExcelReader(stream, false);
string ws = reader.GetWorksheetList().First();
return(reader.GetWorksheet(ws));
}
case TableFormat.Csv:
{
CsvReader reader = new CsvReader(stream, true);
return(reader.ToTable());
}
case TableFormat.Tsv:
{
CsvReader reader = new CsvReader(stream, true, '\t');
return(reader.ToTable());
}
case TableFormat.LibSVM:
{
SparseReader reader = new SparseReader(stream);
return(reader.ToTable());
}
case TableFormat.Idx:
{
IdxReader reader = new IdxReader(stream);
return(reader.ReadToEndAsVectors().ToTable());
}
case TableFormat.CSharp:
throw new NotSupportedException();
}
}
public static DataTable Load(Stream stream, TableFormat format)
{
switch (format)
{
case TableFormat.SerializedXml:
{
XmlSerializer serializer = new XmlSerializer(typeof(DataTable));
return (DataTable)serializer.Deserialize(stream);
}
case TableFormat.SerializedBin:
{
BinaryFormatter serializer = new BinaryFormatter();
return (DataTable)serializer.Deserialize(stream);
}
case TableFormat.OctaveMatFile:
{
MatReader reader = new MatReader(stream);
return reader.Fields.First().Value.GetValue<double[,]>().ToTable();
}
case TableFormat.OpenDocument:
{
ExcelReader reader = new ExcelReader(stream, true);
string ws = reader.GetWorksheetList().First();
return reader.GetWorksheet(ws);
}
case TableFormat.OlderExcel:
{
ExcelReader reader = new ExcelReader(stream, false);
string ws = reader.GetWorksheetList().First();
return reader.GetWorksheet(ws);
}
case TableFormat.Csv:
{
CsvReader reader = new CsvReader(stream, true);
return reader.ToTable();
}
case TableFormat.Tsv:
{
CsvReader reader = new CsvReader(stream, true, '\t');
return reader.ToTable();
}
case TableFormat.LibSVM:
{
SparseReader reader = new SparseReader(stream);
return reader.ToTable();
}
case TableFormat.Idx:
{
IdxReader reader = new IdxReader(stream);
return reader.ReadToEndAsVectors().ToTable();
}
case TableFormat.CSharp:
throw new NotSupportedException();
}
}
