/// <summary>
/// Construct a MarketDataDescription item.
/// </summary>
/// <param name="ticker">The ticker symbol to use.</param>
/// <param name="dataType">The data type needed.</param>
/// <param name="type">The normalization type.</param>
/// <param name="input">Is this field used for input?</param>
/// <param name="predict">Is this field used for prediction?</param>
public MarketDataDescription(TickerSymbol ticker,
MarketDataType dataType, Type type, bool input,
bool predict)
: this(ticker, dataType, type, null, input, predict)
{
}
/// <summary>
/// Construct a MarketDataDescription item.
/// </summary>
/// <param name="ticker">The ticker symbol to use.</param>
/// <param name="dataType">The data type needed.</param>
/// <param name="type">The normalization type.</param>
/// <param name="activationFunction"> The activation function to apply to this data, can be null.</param>
/// <param name="input">Is this field used for input?</param>
/// <param name="predict">Is this field used for prediction?</param>
public MarketDataDescription(TickerSymbol ticker,
MarketDataType dataType, Type type,
IActivationFunction activationFunction, bool input,
bool predict)
: base(activationFunction, type, input, predict)
{
this.ticker = ticker;
this.dataType = dataType;
}
/// <summary>
/// Construct a MarketDataDescription item.
/// </summary>
/// <param name="ticker">The ticker symbol to use.</param>
/// <param name="dataType">The data type needed.</param>
/// <param name="type">The normalization type.</param>
/// <param name="activationFunction"> The activation function to apply to this data, can be null.</param>
/// <param name="input">Is this field used for input?</param>
/// <param name="predict">Is this field used for prediction?</param>
public MarketDataDescription(TickerSymbol ticker,
MarketDataType dataType, Type type,
IActivationFunction activationFunction, bool input,
bool predict)
: base(activationFunction, type, input, predict)
{
this.ticker = ticker;
this.dataType = dataType;
}
/// <summary>
/// Load one ticker symbol.
/// </summary>
/// <param name="ticker">The ticker symbol to load.</param>
/// <param name="from">Load data from this date.</param>
/// <param name="to">Load data to this date.</param>
private void LoadSymbol(TickerSymbol ticker, DateTime from,
DateTime to)
{
ICollection <LoadedMarketData> data = this.Loader.Load(ticker,
null, from, to);
foreach (LoadedMarketData item in data)
{
TemporalPoint point = this.CreatePoint(item.When);
LoadPointFromMarketData(ticker, point, item);
}
}
/// <summary>
/// Load one point of market data.
/// </summary>
/// <param name="ticker">The ticker symbol to load.</param>
/// <param name="point">The point to load at.</param>
/// <param name="item">The item being loaded.</param>
private void LoadPointFromMarketData(TickerSymbol ticker,
TemporalPoint point, LoadedMarketData item)
{
foreach (TemporalDataDescription desc in this.Descriptions)
{
MarketDataDescription mdesc = (MarketDataDescription)desc;
if (mdesc.Ticker.Equals(ticker))
{
point.Data[mdesc.Index] = item.Data[mdesc.DataType];
}
}
}
/// <summary>
/// Determine if two ticker symbols equal each other.
/// </summary>
/// <param name="other">The other ticker symbol.</param>
/// <returns>True if the two symbols equal.</returns>
public bool Equals(TickerSymbol other)
{
// if the symbols do not even match then they are not equal
if (!other.Symbol.Equals(this.Symbol))
{
return(false);
}
// if the symbols match then we need to compare the exchanges
if (other.Exchange == null && other.Exchange == null)
{
return(true);
}
if (other.Exchange == null || this.Exchange == null)
{
return(false);
}
return(other.Exchange.Equals(this.Exchange));
}
/// <summary>
/// Construct a MarketDataDescription item.
/// </summary>
/// <param name="ticker">The ticker symbol to use.</param>
/// <param name="dataType">The data type needed.</param>
/// <param name="input">Is this field used for input?</param>
/// <param name="predict">Is this field used for prediction?</param>
public MarketDataDescription(TickerSymbol ticker,
MarketDataType dataType, bool input,
bool predict)
: this(ticker, dataType, Type.PERCENT_CHANGE, null, input, predict)
{
}
/// <summary>
/// Load one ticker symbol.
/// </summary>
/// <param name="ticker">The ticker symbol to load.</param>
/// <param name="from">Load data from this date.</param>
/// <param name="to">Load data to this date.</param>
private void LoadSymbol(TickerSymbol ticker, DateTime from,
DateTime to)
{
ICollection<LoadedMarketData> data = this.Loader.Load(ticker,
null, from, to);
foreach (LoadedMarketData item in data)
{
TemporalPoint point = this.CreatePoint(item.When);
LoadPointFromMarketData(ticker, point, item);
}
}
/// <summary>
/// Load one point of market data.
/// </summary>
/// <param name="ticker">The ticker symbol to load.</param>
/// <param name="point">The point to load at.</param>
/// <param name="item">The item being loaded.</param>
private void LoadPointFromMarketData(TickerSymbol ticker,
TemporalPoint point, LoadedMarketData item)
{
foreach (TemporalDataDescription desc in this.Descriptions)
{
MarketDataDescription mdesc = (MarketDataDescription)desc;
if (mdesc.Ticker.Equals(ticker))
{
point.Data[mdesc.Index] = item.Data[mdesc.DataType];
}
}
}
/// <summary>
/// Determine if two ticker symbols equal each other.
/// </summary>
/// <param name="other">The other ticker symbol.</param>
/// <returns>True if the two symbols equal.</returns>
public bool Equals(TickerSymbol other)
{
// if the symbols do not even match then they are not equal
if (!other.Symbol.Equals(this.Symbol))
{
return false;
}
// if the symbols match then we need to compare the exchanges
if (other.Exchange == null && other.Exchange == null)
{
return true;
}
if (other.Exchange == null || this.Exchange == null)
{
return false;
}
return other.Exchange.Equals(this.Exchange);
}
