protected override void LoadTestData(string testFile) { ReadCSV test_csv = new ReadCSV(testFile, true, CSVFormat.DecimalPoint); List<double[]> test_input = new List<double[]>(); test_input_orig = new List<double[]>(); while (test_csv.Next()) { double x = test_csv.GetDouble(0); test_input.Add(new[] { x }); test_input_orig.Add(new[] { x }); } test_csv.Close(); //Analyze(ref test_input); Normalize(ref test_input, ref vmin, ref vmax); testData = new List<IMLData>(); foreach (var d in test_input) { testData.Add(new BasicMLData(d)); } }
/// <summary> /// Load a CSV file into a memory dataset. /// </summary> /// /// <param name="format">The CSV format to use.</param> /// <param name="filename">The filename to load.</param> /// <param name="headers">True if there is a header line.</param> /// <param name="inputSize">The input size. Input always comes first in a file.</param> /// <param name="idealSize">The ideal size, 0 for unsupervised.</param> /// <returns>A NeuralDataSet that holds the contents of the CSV file.</returns> public static IMLDataSet LoadCSVTOMemory(CSVFormat format, String filename, bool headers, int inputSize, int idealSize) { var result = new BasicMLDataSet(); var csv = new ReadCSV(filename, headers, format); while (csv.Next()) { BasicMLData ideal = null; int index = 0; var input = new BasicMLData(inputSize); for (int i = 0; i < inputSize; i++) { double d = csv.GetDouble(index++); input[i] = d; } if (idealSize > 0) { ideal = new BasicMLData(idealSize); for (int i = 0; i < idealSize; i++) { double d = csv.GetDouble(index++); ideal[i] = d; } } IMLDataPair pair = new BasicMLDataPair(input, ideal); result.Add(pair); } return result; }
/// <summary> /// Process the file and output to the target file. /// </summary> /// <param name="target">The target file to write to.</param> public void Process(string target) { var csv = new ReadCSV(InputFilename.ToString(), ExpectInputHeaders, Format); TextWriter tw = new StreamWriter(target); ResetStatus(); while (csv.Next()) { var line = new StringBuilder(); UpdateStatus(false); line.Append(GetColumnData(FileData.Date, csv)); line.Append(" "); line.Append(GetColumnData(FileData.Time, csv)); line.Append(";"); line.Append(Format.Format(double.Parse(GetColumnData(FileData.Open, csv)), Precision)); line.Append(";"); line.Append(Format.Format(double.Parse(GetColumnData(FileData.High, csv)), Precision)); line.Append(";"); line.Append(Format.Format(double.Parse(GetColumnData(FileData.Low, csv)), Precision)); line.Append(";"); line.Append(Format.Format(double.Parse(GetColumnData(FileData.Close, csv)), Precision)); line.Append(";"); line.Append(Format.Format(double.Parse(GetColumnData(FileData.Volume, csv)), Precision)); tw.WriteLine(line.ToString()); } ReportDone(false); csv.Close(); tw.Close(); }
public ICollection<LoadedMarketData> ReadAndCallLoader(TickerSymbol symbol, IList<MarketDataType> neededTypes, DateTime from, DateTime to, string File) { try { //We got a file, lets load it. ICollection<LoadedMarketData> result = new List<LoadedMarketData>(); ReadCSV csv = new ReadCSV(File, true, CSVFormat.English); csv.DateFormat = "yyyy.MM.dd HH:mm:ss"; DateTime ParsedDate = from; // Time,Open,High,Low,Close,Volume while (csv.Next() && ParsedDate >= from && ParsedDate <= to ) { DateTime date = csv.GetDate("Time"); double Bid= csv.GetDouble("Bid"); double Ask = csv.GetDouble("Ask"); double AskVolume = csv.GetDouble("AskVolume"); double BidVolume= csv.GetDouble("BidVolume"); double _trade = ( Bid + Ask ) /2; double _tradeSize = (AskVolume + BidVolume) / 2; LoadedMarketData data = new LoadedMarketData(date, symbol); data.SetData(MarketDataType.Trade, _trade); data.SetData(MarketDataType.Volume, _tradeSize); result.Add(data); Console.WriteLine("Current DateTime:"+ParsedDate.ToShortDateString()+ " Time:"+ParsedDate.ToShortTimeString() +" Start date was "+from.ToShortDateString()); Console.WriteLine("Stopping at date:" + to.ToShortDateString() ); ParsedDate = date; //double open = csv.GetDouble("Open"); //double close = csv.GetDouble("High"); //double high = csv.GetDouble("Low"); //double low = csv.GetDouble("Close"); //double volume = csv.GetDouble("Volume"); //LoadedMarketData data = new LoadedMarketData(date, symbol); //data.SetData(MarketDataType.Open, open); //data.SetData(MarketDataType.High, high); //data.SetData(MarketDataType.Low, low); //data.SetData(MarketDataType.Close, close); //data.SetData(MarketDataType.Volume, volume); result.Add(data); } csv.Close(); return result; } catch (Exception ex) { Console.WriteLine("Something went wrong reading the csv"); Console.WriteLine("Something went wrong reading the csv:" + ex.Message); } Console.WriteLine("Something went wrong reading the csv"); return null; }
/// <summary> /// Reads the CSV and call loader. /// Used internally to load the csv and place data in the marketdataset. /// </summary> /// <param name="symbol">The symbol.</param> /// <param name="neededTypes">The needed types.</param> /// <param name="from">From.</param> /// <param name="to">To.</param> /// <param name="File">The file.</param> /// <returns></returns> ICollection<LoadedMarketData> ReadAndCallLoader(TickerSymbol symbol, IEnumerable<MarketDataType> neededTypes, DateTime from, DateTime to, string File) { //We got a file, lets load it. ICollection<LoadedMarketData> result = new List<LoadedMarketData>(); ReadCSV csv = new ReadCSV(File, true, CSVFormat.English); //In case we want to use a different date format...and have used the SetDateFormat method, our DateFormat must then not be null.. //We will use the ?? operator to check for nullables. csv.DateFormat = DateFormat ?? "yyyy-MM-dd HH:mm:ss"; csv.TimeFormat = "HH:mm:ss"; DateTime ParsedDate = from; bool writeonce = true; while (csv.Next()) { DateTime date = csv.GetDate(0); ParsedDate = date; if (writeonce) { Console.WriteLine(@"First parsed date in csv:" + ParsedDate.ToShortDateString()); Console.WriteLine(@"Stopping at date:" + to.ToShortDateString()); Console.WriteLine(@"Current DateTime:" + ParsedDate.ToShortDateString() + @" Time:" + ParsedDate.ToShortTimeString() + @" Asked Start date was " + from.ToShortDateString()); writeonce = false; } if (ParsedDate >= from && ParsedDate <= to) { DateTime datex = csv.GetDate(0); double open = csv.GetDouble(1); double close = csv.GetDouble(2); double high = csv.GetDouble(3); double low = csv.GetDouble(4); double volume = csv.GetDouble(5); double range = Math.Abs(open - close); double HighLowRange = Math.Abs(high - low); double DirectionalRange = close - open; LoadedMarketData data = new LoadedMarketData(datex, symbol); data.SetData(MarketDataType.Open, open); data.SetData(MarketDataType.High, high); data.SetData(MarketDataType.Low, low); data.SetData(MarketDataType.Close, close); data.SetData(MarketDataType.Volume, volume); data.SetData(MarketDataType.RangeHighLow, Math.Round(HighLowRange, 6)); data.SetData(MarketDataType.RangeOpenClose, Math.Round(range, 6)); data.SetData(MarketDataType.RangeOpenCloseNonAbsolute, Math.Round(DirectionalRange, 6)); result.Add(data); } } csv.Close(); return result; }
/// <summary> /// parses one column of a csv and returns an array of doubles. /// you can only return one double array with this method. /// </summary> /// <param name="file">The file.</param> /// <param name="formatused">The formatused.</param> /// <param name="Name">The name of the column to parse..</param> /// <returns></returns> public static List<double> QuickParseCSV(string file, CSVFormat formatused, string Name) { List<double> returnedArrays = new List<double>(); ReadCSV csv = new ReadCSV(file, true, formatused); while (csv.Next()) { returnedArrays.Add(csv.GetDouble(Name)); } return returnedArrays; }
/// <summary> /// parses one column of a csv and returns an array of doubles. /// you can only return one double array with this method. /// We are assuming CSVFormat english in this quick parse csv method. /// You can input the size (number of lines) to read. /// </summary> /// <param name="file">The file.</param> /// <param name="Name">The name of the column to parse.</param> /// <param name="size">The size.</param> /// <returns></returns> public static List<double> QuickParseCSV(string file, string Name, int size) { List<double> returnedArrays = new List<double>(); ReadCSV csv = new ReadCSV(file, true, CSVFormat.English); int currentRead = 0; while (csv.Next() && currentRead < size) { returnedArrays.Add(csv.GetDouble(Name)); currentRead++; } return returnedArrays; }
public ICollection<LoadedMarketData> ReadAndCallLoader(TickerSymbol symbol, IList<MarketDataType> neededTypes, DateTime from, DateTime to,string File) { try { //We got a file, lets load it. ICollection<LoadedMarketData> result = new List<LoadedMarketData>(); ReadCSV csv = new ReadCSV(File, true,LoadedFormat); csv.DateFormat = DateTimeFormat.Normalize(); // Time,Open,High,Low,Close,Volume while (csv.Next()) { DateTime date = csv.GetDate("Time"); double open = csv.GetDouble("Open"); double close = csv.GetDouble("High"); double high = csv.GetDouble("Low"); double low = csv.GetDouble("Close"); double volume = csv.GetDouble("Volume"); LoadedMarketData data = new LoadedMarketData(date, symbol); data.SetData(MarketDataType.Open, open); data.SetData(MarketDataType.High, high); data.SetData(MarketDataType.Low, low); data.SetData(MarketDataType.Close, close); data.SetData(MarketDataType.Volume, volume); result.Add(data); } csv.Close(); return result; } catch (Exception ex) { Console.WriteLine("Something went wrong reading the csv"); Console.WriteLine("Something went wrong reading the csv:"+ex.Message); } Console.WriteLine("Something went wrong reading the csv"); return null; }
/// <summary> /// Load financial data from a CSV file. /// </summary> /// <param name="ticker">The ticker being loaded, ignored for a CSV load.</param> /// <param name="dataNeeded">The data needed.</param> /// <param name="from">The starting date.</param> /// <param name="to">The ending date.</param> /// <returns></returns> public ICollection<LoadedMarketData> Load(TickerSymbol ticker, IList<MarketDataType> dataNeeded, DateTime from, DateTime to) { try { if (File.Exists(TheFile)) { //We got a file, lets load it. TheFile = TheFile; ICollection<LoadedMarketData> result = new List<LoadedMarketData>(); var csv = new ReadCSV(TheFile, true, CSVFormat.English); // Time,Open,High,Low,Close,Volume while (csv.Next()) { DateTime date = csv.GetDate("Time"); double open = csv.GetDouble("Open"); double close = csv.GetDouble("High"); double high = csv.GetDouble("Low"); double low = csv.GetDouble("Close"); double volume = csv.GetDouble("Volume"); var data = new LoadedMarketData(date, ticker); data.SetData(MarketDataType.Open, open); data.SetData(MarketDataType.Volume, close); data.SetData(MarketDataType.High, high); data.SetData(MarketDataType.Low, low); data.SetData(MarketDataType.Volume, volume); result.Add(data); } csv.Close(); return result; } } catch (Exception ex) { throw new LoaderError(ex); } throw new LoaderError(@"Something went wrong reading the csv"); }
/// <summary> /// Load financial data from Google. /// </summary> /// <param name="ticker">The ticker to load from.</param> /// <param name="dataNeeded">The data needed.</param> /// <param name="from">The starting time.</param> /// <param name="to">The ending time.</param> /// <returns>The loaded data.</returns> public ICollection<LoadedMarketData> Load(TickerSymbol ticker, IList<MarketDataType> dataNeeded, DateTime from, DateTime to) { ICollection<LoadedMarketData> result = new List<LoadedMarketData>(); Uri url = BuildUrl(ticker, from, to); WebRequest http = WebRequest.Create(url); var response = (HttpWebResponse) http.GetResponse(); if (response != null) using (Stream istream = response.GetResponseStream()) { var csv = new ReadCSV(istream, true, CSVFormat.DecimalPoint); while (csv.Next()) { DateTime date = csv.GetDate("date"); double open = csv.GetDouble("open"); double close = csv.GetDouble("close"); double high = csv.GetDouble("high"); double low = csv.GetDouble("low"); double volume = csv.GetDouble("volume"); var data = new LoadedMarketData(date, ticker); data.SetData(MarketDataType.Open, open); data.SetData(MarketDataType.Close, close); data.SetData(MarketDataType.High, high); data.SetData(MarketDataType.Low, low); data.SetData(MarketDataType.Open, open); data.SetData(MarketDataType.Volume, volume); result.Add(data); } csv.Close(); if (istream != null) istream.Close(); } return result; }
/// <summary> /// Construct the object. /// </summary> /// /// <param name="filename">The filename.</param> /// <param name="headers">False if headers are not extended.</param> /// <param name="format">The CSV format.</param> public CSVHeaders(FileInfo filename, bool headers, CSVFormat format) { _headerList = new List<String>(); _columnMapping = new Dictionary<String, Int32>(); ReadCSV csv = null; try { csv = new ReadCSV(filename.ToString(), headers, format); if (csv.Next()) { if (headers) { foreach (String str in csv.ColumnNames) { _headerList.Add(str); } } else { for (int i = 0; i < csv.ColumnCount; i++) { _headerList.Add("field:" + (i + 1)); } } } Init(); } finally { if (csv != null) { csv.Close(); } } }
/// <summary> /// Used to calibrate the training file. /// </summary> /// <param name="file">The file to consider.</param> protected void CalibrateFile(string file) { var csv = new ReadCSV(file, true, CSVFormat.English); while (csv.Next()) { var a = new double[1]; double close = csv.GetDouble(1); const int fastIndex = 2; const int slowIndex = fastIndex + Config.InputWindow; a[0] = close; for (int i = 0; i < Config.InputWindow; i++) { double fast = csv.GetDouble(fastIndex + i); double slow = csv.GetDouble(slowIndex + i); if (!double.IsNaN(fast) && !double.IsNaN(slow)) { double diff = (fast - slow)/Config.PipSize; _minDifference = Math.Min(_minDifference, diff); _maxDifference = Math.Max(_maxDifference, diff); } } _window.Add(a); if (_window.IsFull()) { double max = (_window.CalculateMax(0, Config.InputWindow) - close)/Config.PipSize; double min = (_window.CalculateMin(0, Config.InputWindow) - close)/Config.PipSize; double o = Math.Abs(max) > Math.Abs(min) ? max : min; _maxPiPs = Math.Max(_maxPiPs, (int) o); _minPiPs = Math.Min(_minPiPs, (int) o); } } }
/// <summary> /// Process and balance the data. /// </summary> /// <param name="outputFile">The output file to write data to.</param> /// <param name="targetField"></param> /// <param name="countPer">The desired count per class.</param> public void Process(FileInfo outputFile, int targetField, int countPer) { ValidateAnalyzed(); StreamWriter tw = PrepareOutputFile(outputFile); _counts = new Dictionary<String, Int32>(); var csv = new ReadCSV(InputFilename.ToString(), ExpectInputHeaders, Format); ResetStatus(); while (csv.Next() && !ShouldStop()) { var row = new LoadedRow(csv); UpdateStatus(false); String key = row.Data[targetField]; int count; if (!_counts.ContainsKey(key)) { count = 0; } else { count = _counts[key]; } if (count < countPer) { WriteRow(tw, row); count++; } _counts[key] = count; } ReportDone(false); csv.Close(); tw.Close(); }
/// <summary> /// Load the buffer from the underlying file. /// </summary> /// /// <param name="csv">The CSV file to load from.</param> private void LoadBuffer(ReadCSV csv) { for (int i = 0; i < _buffer.Length; i++) { _buffer[i] = null; } int index = 0; while (csv.Next() && (index < _bufferSize) && !ShouldStop()) { var row = new LoadedRow(csv); _buffer[index++] = row; } _remaining = index; }
/// <summary> /// Program entry point. /// </summary> /// <param name="app">Holds arguments and other info.</param> public void Execute(IExampleInterface app) { // Download the data that we will attempt to model. string filename = DownloadData(app.Args); // Define the format of the data file. // This area will change, depending on the columns and // format of the file that you are trying to model. var format = new CSVFormat('.', ' '); // decimal point and space separated IVersatileDataSource source = new CSVDataSource(filename, false, format); var data = new VersatileMLDataSet(source); data.NormHelper.Format = format; ColumnDefinition columnMPG = data.DefineSourceColumn("mpg", 0, ColumnType.Continuous); ColumnDefinition columnCylinders = data.DefineSourceColumn("cylinders", 1, ColumnType.Ordinal); // It is very important to predefine ordinals, so that the order is known. columnCylinders.DefineClass(new[] {"3", "4", "5", "6", "8"}); data.DefineSourceColumn("displacement", 2, ColumnType.Continuous); ColumnDefinition columnHorsePower = data.DefineSourceColumn("horsepower", 3, ColumnType.Continuous); data.DefineSourceColumn("weight", 4, ColumnType.Continuous); data.DefineSourceColumn("acceleration", 5, ColumnType.Continuous); ColumnDefinition columnModelYear = data.DefineSourceColumn("model_year", 6, ColumnType.Ordinal); columnModelYear.DefineClass(new[] {"70", "71", "72", "73", "74", "75", "76", "77", "78", "79", "80", "81", "82"}); data.DefineSourceColumn("origin", 7, ColumnType.Nominal); // Define how missing values are represented. data.NormHelper.DefineUnknownValue("?"); data.NormHelper.DefineMissingHandler(columnHorsePower, new MeanMissingHandler()); // Analyze the data, determine the min/max/mean/sd of every column. data.Analyze(); // Map the prediction column to the output of the model, and all // other columns to the input. data.DefineSingleOutputOthersInput(columnMPG); // Create feedforward neural network as the model type. MLMethodFactory.TYPE_FEEDFORWARD. // You could also other model types, such as: // MLMethodFactory.SVM: Support Vector Machine (SVM) // MLMethodFactory.TYPE_RBFNETWORK: RBF Neural Network // MLMethodFactor.TYPE_NEAT: NEAT Neural Network // MLMethodFactor.TYPE_PNN: Probabilistic Neural Network var model = new EncogModel(data); model.SelectMethod(data, MLMethodFactory.TypeFeedforward); // Send any output to the console. model.Report = new ConsoleStatusReportable(); // Now normalize the data. Encog will automatically determine the correct normalization // type based on the model you chose in the last step. data.Normalize(); // Hold back some data for a final validation. // Shuffle the data into a random ordering. // Use a seed of 1001 so that we always use the same holdback and will get more consistent results. model.HoldBackValidation(0.3, true, 1001); // Choose whatever is the default training type for this model. model.SelectTrainingType(data); // Use a 5-fold cross-validated train. Return the best method found. var bestMethod = (IMLRegression) model.Crossvalidate(5, true); // Display the training and validation errors. Console.WriteLine(@"Training error: " + model.CalculateError(bestMethod, model.TrainingDataset)); Console.WriteLine(@"Validation error: " + model.CalculateError(bestMethod, model.ValidationDataset)); // Display our normalization parameters. NormalizationHelper helper = data.NormHelper; Console.WriteLine(helper.ToString()); // Display the final model. Console.WriteLine("Final model: " + bestMethod); // Loop over the entire, original, dataset and feed it through the model. // This also shows how you would process new data, that was not part of your // training set. You do not need to retrain, simply use the NormalizationHelper // class. After you train, you can save the NormalizationHelper to later // normalize and denormalize your data. source.Close(); var csv = new ReadCSV(filename, false, format); var line = new String[7]; IMLData input = helper.AllocateInputVector(); while (csv.Next()) { var result = new StringBuilder(); line[0] = csv.Get(1); line[1] = csv.Get(2); line[2] = csv.Get(3); line[3] = csv.Get(4); line[4] = csv.Get(5); line[5] = csv.Get(6); line[6] = csv.Get(7); String correct = csv.Get(0); helper.NormalizeInputVector(line, ((BasicMLData) input).Data, false); IMLData output = bestMethod.Compute(input); String irisChosen = helper.DenormalizeOutputVectorToString(output)[0]; result.Append(line); result.Append(" -> predicted: "); result.Append(irisChosen); result.Append("(correct: "); result.Append(correct); result.Append(")"); Console.WriteLine(result.ToString()); } csv.Close(); // Delete data file and shut down. File.Delete(filename); EncogFramework.Instance.Shutdown(); }
private void x08af8e36ac9914b5() { ReadCSV dcsv = null; try { int num; double num2; dcsv = new ReadCSV(base.InputFilename.ToString(), base.ExpectInputHeaders, base.InputFormat); goto Label_006B; Label_0021: num++; if ((((uint) num2) & 0) == 0) { } Label_005E: while (dcsv.Next()) { if (!base.ShouldStop()) { goto Label_0075; } if ((((uint) num2) + ((uint) num)) <= uint.MaxValue) { break; } } return; Label_006B: base.ResetStatus(); num = 0; goto Label_005E; Label_0075: base.UpdateStatus("Reading data"); using (IEnumerator<BaseCachedColumn> enumerator = base.Columns.GetEnumerator()) { BaseCachedColumn column; FileData data; Label_008F: if (enumerator.MoveNext() || ((((uint) num) + ((uint) num)) > uint.MaxValue)) { goto Label_011D; } goto Label_0021; Label_00BD: if (column.Input) { goto Label_00D8; } goto Label_008F; Label_00C7: if (0 == 0) { } goto Label_008F; Label_00CC: if (column is FileData) { goto Label_00BD; } goto Label_00C7; Label_00D8: data = (FileData) column; string str = dcsv.Get(data.Index); num2 = base.InputFormat.Parse(str); data.Data[num] = num2; goto Label_008F; Label_0111: if (0 == 0) { goto Label_00CC; } goto Label_00BD; Label_011D: column = enumerator.Current; goto Label_0111; } } finally { base.ReportDone("Reading data"); if (dcsv != null) { dcsv.Close(); } } }
/// <summary> /// Reads and parses CSV data from file /// </summary> /// <param name="ticker">Ticker associated with CSV file</param> /// <param name="neededTypes">Columns to parse (headers)</param> /// <param name="from">DateTime from</param> /// <param name="to">DateTime to</param> /// <param name="File">Filepath to CSV</param> /// <returns>Marketdata</returns> public ICollection<LoadedMarketData> ReadAndCallLoader(TickerSymbol ticker, IList<MarketDataType> neededTypes, DateTime from, DateTime to, string File) { try { LoadedFile = File; Console.WriteLine("Loading instrument: " + ticker.Symbol + " from: " + File); //We got a file, lets load it. ICollection<LoadedMarketData> result = new List<LoadedMarketData>(); ReadCSV csv = new ReadCSV(File, true, LoadedFormat); if (DateTimeDualColumn) { csv.DateFormat = DateFormat; csv.TimeFormat = TimeFormat; } else { csv.DateFormat = DateFormat; } //"Date","Time","Open","High","Low","Close","Volume" while (csv.Next()) { string datetime = ""; if (DateTimeDualColumn) { datetime = csv.GetDate("Date").ToShortDateString() + " " + csv.GetTime("Time").ToShortTimeString(); } else { datetime = csv.GetDate("Date").ToShortDateString(); } DateTime date = DateTime.Parse(datetime); if (date > from && date < to) { // CSV columns double open = csv.GetDouble("Open"); double high = csv.GetDouble("High"); double low = csv.GetDouble("Low"); double close = csv.GetDouble("Close"); double volume = csv.GetDouble("Volume"); LoadedMarketData data = new LoadedMarketData(date, ticker); foreach (MarketDataType marketDataType in neededTypes) { switch (marketDataType.ToString()) { case "Open": data.SetData(MarketDataType.Open, open); break; case "High": data.SetData(MarketDataType.High, high); break; case "Low": data.SetData(MarketDataType.Low, low); break; case "Close": data.SetData(MarketDataType.Close, close); break; case "Volume": data.SetData(MarketDataType.Volume, volume); break; case "RangeHighLow": data.SetData(MarketDataType.RangeHighLow, Math.Round(Math.Abs(high - low), 6)); break; case "RangeOpenClose": data.SetData(MarketDataType.RangeOpenClose, Math.Round(Math.Abs(close - open), 6)); break; case "RangeOpenCloseNonAbsolute": data.SetData(MarketDataType.RangeOpenCloseNonAbsolute, Math.Round(close - open, 6)); break; case "Weighted": data.SetData(MarketDataType.Weighted, Math.Round((high + low + 2 * close) / 4, 6)); break; } } result.Add(data); } } csv.Close(); return result; } catch (Exception ex) { Console.WriteLine("Something went wrong reading the csv: " + ex.Message); } return null; }
public void Process(EncogAnalyst target) { string text1; int num; int num2; string str; bool flag; bool flag2; bool flag3; AnalyzedField field3; int num3; IList<AnalystClassItem> analyzedClassMembers; IList<AnalystClassItem> classMembers; int num4; DataField[] fieldArray; int num5; AnalyzedField[] fieldArray2; int num6; AnalyzedField[] fieldArray3; int num7; AnalyzedField[] fieldArray4; int num8; CSVFormat format = ConvertStringConst.ConvertToCSVFormat(this._x5786461d089b10a0); ReadCSV dcsv = new ReadCSV(this._xb41a802ca5fde63b, this._x94e6ca5ac178dbd0, format); Label_0676: if (dcsv.Next()) { if (this._xa942970cc8a85fd4 == null) { this.xd2a854890d89a856(dcsv); } num = 0; while (num < dcsv.ColumnCount) { if (this._xa942970cc8a85fd4 != null) { this._xa942970cc8a85fd4[num].Analyze1(dcsv.Get(num)); } num++; } if (((uint) num2) >= 0) { goto Label_0676; } } else if (this._xa942970cc8a85fd4 != null) { fieldArray2 = this._xa942970cc8a85fd4; } else { if ((((uint) num8) & 0) == 0) { goto Label_05F5; } goto Label_05D0; } if ((((uint) num2) - ((uint) flag2)) >= 0) { for (num6 = 0; num6 < fieldArray2.Length; num6++) { fieldArray2[num6].CompletePass1(); } goto Label_05F5; } goto Label_05D0; Label_0011: num5++; if (((uint) num2) < 0) { goto Label_0251; } Label_002C: if (num5 < fieldArray.Length) { fieldArray[num5] = this._xa942970cc8a85fd4[num5].FinalizeField(); if ((((uint) num6) + ((uint) num)) <= uint.MaxValue) { goto Label_0011; } if ((((uint) num8) | 3) != 0) { goto Label_00E8; } } else { if (((uint) flag2) > uint.MaxValue) { goto Label_0336; } target.Script.Fields = fieldArray; return; } Label_00A6: if (this._xa942970cc8a85fd4.Length == target.Script.Fields.Length) { num3 = 0; goto Label_00EE; } if ((((uint) flag3) & 0) != 0) { goto Label_0248; } Label_00D7: fieldArray = new DataField[this._xa942970cc8a85fd4.Length]; if ((((uint) num6) + ((uint) num4)) >= 0) { num5 = 0; goto Label_002C; } goto Label_0011; Label_00E8: num3++; Label_00EE: if (num3 < this._xa942970cc8a85fd4.Length) { this._xa942970cc8a85fd4[num3].Name = target.Script.Fields[num3].Name; if (!this._xa942970cc8a85fd4[num3].Class) { goto Label_00E8; } analyzedClassMembers = this._xa942970cc8a85fd4[num3].AnalyzedClassMembers; classMembers = target.Script.Fields[num3].ClassMembers; if (classMembers.Count != analyzedClassMembers.Count) { goto Label_00E8; } num4 = 0; if (((uint) num2) > uint.MaxValue) { goto Label_0341; } goto Label_0195; } goto Label_00D7; Label_018F: num4++; Label_0195: if (num4 < classMembers.Count) { if (analyzedClassMembers[num4].Code.Equals(classMembers[num4].Code)) { analyzedClassMembers[num4].Name = classMembers[num4].Name; } goto Label_018F; } goto Label_00E8; Label_0238: if (num8 < fieldArray4.Length) { field3 = fieldArray4[num8]; if ((((uint) num) & 0) != 0) { goto Label_02FF; } if (field3.Class) { if (flag) { goto Label_0350; } if (((uint) num4) <= uint.MaxValue) { goto Label_03E6; } goto Label_040F; } goto Label_0251; } if (target.Script.Fields != null) { goto Label_00A6; } if ((((uint) num8) + ((uint) num5)) > uint.MaxValue) { goto Label_0341; } goto Label_00D7; Label_0248: if (field3.Integer && (field3.AnalyzedClassMembers.Count <= 2)) { if ((((uint) num6) - ((uint) num5)) >= 0) { if ((((uint) num7) | 4) == 0) { goto Label_059B; } field3.Class = false; } else { if ((((uint) flag2) + ((uint) num8)) >= 0) { goto Label_0350; } goto Label_02FF; } } Label_0251: num8++; goto Label_0238; Label_02FF: if (!flag2 && (field3.Real && !field3.Integer)) { field3.Class = false; } goto Label_0248; Label_030B: if ((((uint) flag3) - ((uint) num2)) >= 0) { goto Label_02FF; } Label_0341: while (!field3.Real) { field3.Class = false; goto Label_02FF; Label_0336: if (field3.Integer) { goto Label_030B; } } goto Label_0368; Label_0350: if (flag3) { goto Label_02FF; } if ((((uint) num5) & 0) == 0) { goto Label_0336; } Label_0368: if ((((uint) flag) - ((uint) num4)) >= 0) { goto Label_02FF; } goto Label_030B; Label_03E6: if (!field3.Integer) { goto Label_0350; } Label_040F: field3.Class = false; if ((((uint) num7) + ((uint) flag)) < 0) { goto Label_05F5; } if ((((uint) num3) + ((uint) flag)) > uint.MaxValue) { goto Label_04D6; } if ((((uint) num3) & 0) == 0) { goto Label_0350; } goto Label_03E6; Label_04A8: dcsv.Close(); Label_04AE: text1 = this._x594135906c55045c.Properties.GetPropertyString("SETUP:CONFIG_allowedClasses"); if (text1 != null) { str = text1; } else { if (0 != 0) { goto Label_02FF; } str = ""; } flag = str.Contains("int"); if (str.Contains("real")) { } flag2 = true; flag3 = str.Contains("string"); fieldArray4 = this._xa942970cc8a85fd4; num8 = 0; goto Label_0238; Label_04D6: if (num7 >= fieldArray3.Length) { } AnalyzedField field2 = fieldArray3[num7]; if (((uint) num4) < 0) { goto Label_04AE; } field2.CompletePass2(); num7++; if ((((uint) num4) + ((uint) num2)) < 0) { goto Label_018F; } if ((((uint) num3) + ((uint) flag)) >= 0) { goto Label_04D6; } Label_0554: if (((uint) flag) > uint.MaxValue) { goto Label_059B; } goto Label_04D6; if ((((uint) num2) | 0x7fffffff) != 0) { if ((((uint) flag2) - ((uint) num3)) >= 0) { goto Label_04A8; } goto Label_05D0; } Label_058B: num2++; Label_0591: if (num2 < dcsv.ColumnCount) { goto Label_05D0; } Label_059B: if (dcsv.Next()) { num2 = 0; goto Label_0591; } if (this._xa942970cc8a85fd4 != null) { fieldArray3 = this._xa942970cc8a85fd4; num7 = 0; goto Label_0554; } goto Label_04A8; Label_05D0: if (this._xa942970cc8a85fd4 != null) { this._xa942970cc8a85fd4[num2].Analyze2(dcsv.Get(num2)); } goto Label_058B; Label_05F5: dcsv.Close(); if (((uint) num) >= 0) { } dcsv = new ReadCSV(this._xb41a802ca5fde63b, this._x94e6ca5ac178dbd0, format); goto Label_059B; }
/// <summary> /// Program entry point. /// </summary> /// <param name="app">Holds arguments and other info.</param> public void Execute(IExampleInterface app) { ErrorCalculation.Mode = ErrorCalculationMode.RMS; // Download the data that we will attempt to model. string filename = DownloadData(app.Args); // Define the format of the data file. // This area will change, depending on the columns and // format of the file that you are trying to model. var format = new CSVFormat('.', ' '); // decimal point and // space separated IVersatileDataSource source = new CSVDataSource(filename, true, format); var data = new VersatileMLDataSet(source); data.NormHelper.Format = format; ColumnDefinition columnSSN = data.DefineSourceColumn("SSN", ColumnType.Continuous); ColumnDefinition columnDEV = data.DefineSourceColumn("DEV", ColumnType.Continuous); // Analyze the data, determine the min/max/mean/sd of every column. data.Analyze(); // Use SSN & DEV to predict SSN. For time-series it is okay to have // SSN both as // an input and an output. data.DefineInput(columnSSN); data.DefineInput(columnDEV); data.DefineOutput(columnSSN); // Create feedforward neural network as the model type. // MLMethodFactory.TYPE_FEEDFORWARD. // You could also other model types, such as: // MLMethodFactory.SVM: Support Vector Machine (SVM) // MLMethodFactory.TYPE_RBFNETWORK: RBF Neural Network // MLMethodFactor.TYPE_NEAT: NEAT Neural Network // MLMethodFactor.TYPE_PNN: Probabilistic Neural Network var model = new EncogModel(data); model.SelectMethod(data, MLMethodFactory.TypeFeedforward); // Send any output to the console. model.Report = new ConsoleStatusReportable(); // Now normalize the data. Encog will automatically determine the // correct normalization // type based on the model you chose in the last step. data.Normalize(); // Set time series. data.LeadWindowSize = 1; data.LagWindowSize = WindowSize; // Hold back some data for a final validation. // Do not shuffle the data into a random ordering. (never shuffle // time series) // Use a seed of 1001 so that we always use the same holdback and // will get more consistent results. model.HoldBackValidation(0.3, false, 1001); // Choose whatever is the default training type for this model. model.SelectTrainingType(data); // Use a 5-fold cross-validated train. Return the best method found. // (never shuffle time series) var bestMethod = (IMLRegression) model.Crossvalidate(5, false); // Display the training and validation errors. Console.WriteLine(@"Training error: " + model.CalculateError(bestMethod, model.TrainingDataset)); Console.WriteLine(@"Validation error: " + model.CalculateError(bestMethod, model.ValidationDataset)); // Display our normalization parameters. NormalizationHelper helper = data.NormHelper; Console.WriteLine(helper.ToString()); // Display the final model. Console.WriteLine(@"Final model: " + bestMethod); // Loop over the entire, original, dataset and feed it through the // model. This also shows how you would process new data, that was // not part of your training set. You do not need to retrain, simply // use the NormalizationHelper class. After you train, you can save // the NormalizationHelper to later normalize and denormalize your // data. source.Close(); var csv = new ReadCSV(filename, true, format); var line = new String[2]; // Create a vector to hold each time-slice, as we build them. // These will be grouped together into windows. var slice = new double[2]; var window = new VectorWindow(WindowSize + 1); IMLData input = helper.AllocateInputVector(WindowSize + 1); // Only display the first 100 int stopAfter = 100; while (csv.Next() && stopAfter > 0) { var result = new StringBuilder(); line[0] = csv.Get(2); // ssn line[1] = csv.Get(3); // dev helper.NormalizeInputVector(line, slice, false); // enough data to build a full window? if (window.IsReady()) { window.CopyWindow(((BasicMLData) input).Data, 0); String correct = csv.Get(2); // trying to predict SSN. IMLData output = bestMethod.Compute(input); String predicted = helper .DenormalizeOutputVectorToString(output)[0]; result.Append(line); result.Append(" -> predicted: "); result.Append(predicted); result.Append("(correct: "); result.Append(correct); result.Append(")"); Console.WriteLine(result.ToString()); } // Add the normalized slice to the window. We do this just after // the after checking to see if the window is ready so that the // window is always one behind the current row. This is because // we are trying to predict next row. window.Add(slice); stopAfter--; } csv.Close(); // Delete data file and shut down. File.Delete(filename); EncogFramework.Instance.Shutdown(); }
/// <summary> /// Process the input file. /// </summary> /// /// <param name="outputFile">The output file to write to.</param> public void Process(FileInfo outputFile) { var csv = new ReadCSV(InputFilename.ToString(), ExpectInputHeaders, InputFormat); StreamWriter tw = PrepareOutputFile(outputFile); _filteredCount = 0; ResetStatus(); while (csv.Next() && !ShouldStop()) { UpdateStatus(false); var row = new LoadedRow(csv); if (ShouldProcess(row)) { WriteRow(tw, row); _filteredCount++; } } ReportDone(false); tw.Close(); csv.Close(); }
public void Process() { ReadCSV dcsv; this.x461c3bf969128260(); Label_0006: dcsv = new ReadCSV(base.InputFilename.ToString(), base.ExpectInputHeaders, base.InputFormat); base.ResetStatus(); using (IEnumerator<SegregateTargetPercent> enumerator = this._x2ea7a1eff81ae7c0.GetEnumerator()) { SegregateTargetPercent percent; StreamWriter writer; goto Label_0044; Label_0038: if (0 != 0) { goto Label_00D1; } Label_003E: writer.Close(); Label_0044: if (enumerator.MoveNext()) { goto Label_00D1; } if (0 == 0) { goto Label_00EE; } if (0 == 0) { goto Label_00D1; } if (0 == 0) { goto Label_00BC; } if (0 == 0) { goto Label_0098; } goto Label_003E; Label_0067: if (percent.NumberRemaining > 0) { goto Label_0086; } if (0 == 0) { goto Label_00B9; } goto Label_0098; Label_0075: percent.NumberRemaining--; Label_0083: if (0 == 0) { goto Label_0067; } Label_0086: if (!dcsv.Next() || base.ShouldStop()) { goto Label_003E; } Label_0098: base.UpdateStatus(false); LoadedRow row = new LoadedRow(dcsv); base.WriteRow(writer, row); if (4 == 0) { goto Label_0083; } goto Label_0075; Label_00B9: if (0 == 0) { goto Label_00CE; } Label_00BC: writer = base.PrepareOutputFile(percent.Filename); goto Label_0067; Label_00CE: if (0 == 0) { goto Label_0038; } Label_00D1: percent = enumerator.Current; goto Label_00BC; } Label_00EE: base.ReportDone(false); if (0 != 0) { goto Label_0006; } dcsv.Close(); }
/// <summary> /// Process the file. /// </summary> /// /// <param name="outputFile">The output file.</param> /// <param name="method">THe method to use.</param> public void Process(FileInfo outputFile, IMLMethod method) { var csv = new ReadCSV(InputFilename.ToString(), ExpectInputHeaders, Format); IMLData output; int outputLength = _analyst.DetermineTotalInputFieldCount(); StreamWriter tw = PrepareOutputFile(outputFile); ResetStatus(); while (csv.Next()) { UpdateStatus(false); var row = new LoadedRow(csv, _outputColumns); double[] inputArray = AnalystNormalizeCSV.ExtractFields(_analyst, _analystHeaders, csv, outputLength, true); if (_series.TotalDepth > 1) { inputArray = _series.Process(inputArray); } if (inputArray != null) { IMLData input = new BasicMLData(inputArray); // evaluation data if ((method is IMLClassification) && !(method is IMLRegression)) { // classification only? output = new BasicMLData(1); output[0] = ((IMLClassification) method).Classify(input); } else { // regression output = ((IMLRegression) method).Compute(input); } // skip file data int index = _fileColumns; int outputIndex = 0; // display output foreach (AnalystField field in _analyst.Script.Normalize.NormalizedFields) { if (_analystHeaders.Find(field.Name) != -1) { if (field.Output) { if (field.Classify) { // classification ClassItem cls = field.DetermineClass( outputIndex, output.Data); outputIndex += field.ColumnsNeeded; if (cls == null) { row.Data[index++] = "?Unknown?"; } else { row.Data[index++] = cls.Name; } } else { // regression double n = output[outputIndex++]; n = field.DeNormalize(n); row.Data[index++] = Format .Format(n, Precision); } } } } } WriteRow(tw, row); } ReportDone(false); tw.Close(); csv.Close(); }
/// <summary> /// Process the individual training file. /// </summary> /// <param name="file">The training file to process.</param> /// <param name="output">The data set to output to.</param> protected void ProcessFile(string file, BufferedMLDataSet output) { var inputData = new BasicMLData(output.InputSize); var idealData = new BasicMLData(output.IdealSize); var csv = new ReadCSV(file, true, CSVFormat.English); while (csv.Next()) { var a = new double[Config.InputWindow + 1]; double close = csv.GetDouble(1); const int fastIndex = 2; const int slowIndex = fastIndex + Config.InputWindow; a[0] = close; for (int i = 0; i < 3; i++) { double fast = csv.GetDouble(fastIndex + i); double slow = csv.GetDouble(slowIndex + i); double diff = _fieldDifference.Normalize((fast - slow)/Config.PipSize); a[i + 1] = diff; } _window.Add(a); if (_window.IsFull()) { double max = (_window.CalculateMax(0, Config.InputWindow) - close)/Config.PipSize; double min = (_window.CalculateMin(0, Config.InputWindow) - close)/Config.PipSize; double o = Math.Abs(max) > Math.Abs(min) ? max : min; a = _window.GetLast(); for (int i = 0; i < 3; i++) { inputData[i] = a[i + 1]; } o = _fieldOutcome.Normalize(o); idealData[0] = o; output.Add(inputData, idealData); } } }
/// <summary> /// Perform a basic analyze of the file. This method is used mostly /// internally. /// </summary> public void PerformBasicCounts() { ResetStatus(); int rc = 0; var csv = new ReadCSV(_inputFilename.ToString(), _expectInputHeaders, _format); while (csv.Next() && !_cancel) { UpdateStatus(true); rc++; } _recordCount = rc; _columnCount = csv.ColumnCount; ReadHeaders(csv); csv.Close(); ReportDone(true); }
/// <summary> /// Private constructor. /// </summary> private PropertyConstraints() { _data = new Dictionary<String, List<PropertyEntry>>(); try { Stream mask0 = ResourceLoader.CreateStream("Encog.Resources.analyst.csv"); var csv = new ReadCSV(mask0, false, CSVFormat.EgFormat); while (csv.Next()) { String sectionStr = csv.Get(0); String nameStr = csv.Get(1); String typeStr = csv.Get(2); // determine type PropertyType t; if ("boolean".Equals(typeStr, StringComparison.InvariantCultureIgnoreCase)) { t = PropertyType.TypeBoolean; } else if ("real".Equals(typeStr, StringComparison.InvariantCultureIgnoreCase)) { t = PropertyType.TypeDouble; } else if ("format".Equals(typeStr, StringComparison.InvariantCultureIgnoreCase)) { t = PropertyType.TypeFormat; } else if ("int".Equals(typeStr, StringComparison.InvariantCultureIgnoreCase)) { t = PropertyType.TypeInteger; } else if ("list-string".Equals(typeStr, StringComparison.InvariantCultureIgnoreCase)) { t = PropertyType.TypeListString; } else if ("string".Equals(typeStr, StringComparison.InvariantCultureIgnoreCase)) { t = PropertyType.TypeString; } else { throw new AnalystError("Unknown type constraint: " + typeStr); } var entry = new PropertyEntry(t, nameStr, sectionStr); List<PropertyEntry> list; if (_data.ContainsKey(sectionStr)) { list = _data[sectionStr]; } else { list = new List<PropertyEntry>(); _data[sectionStr] = list; } list.Add(entry); } csv.Close(); mask0.Close(); } catch (IOException e) { throw new EncogError(e); } }
/// <summary> /// Read the input file. /// </summary> /// private void ReadInputFile() { ResetStatus(); var csv = new ReadCSV(InputFilename.ToString(), ExpectInputHeaders, InputFormat); while (csv.Next() && !ShouldStop()) { UpdateStatus("Reading input file"); var row = new LoadedRow(csv); _data.Add(row); } Count = csv.ColumnCount; if (ExpectInputHeaders) { InputHeadings = new String[csv.ColumnCount]; for (int i = 0; i < csv.ColumnCount; i++) { InputHeadings[i] = csv.ColumnNames[i]; } } csv.Close(); }
/// <summary> /// Process the input file and segregate into the output files. /// </summary> public void Process() { Validate(); var csv = new ReadCSV(InputFilename.ToString(), ExpectInputHeaders, Format); ResetStatus(); foreach (SegregateTargetPercent target in _targets) { StreamWriter tw = PrepareOutputFile(target.Filename); while ((target.NumberRemaining > 0) && csv.Next() && !ShouldStop()) { UpdateStatus(false); var row = new LoadedRow(csv); WriteRow(tw, row); target.NumberRemaining = target.NumberRemaining - 1; } tw.Close(); } ReportDone(false); csv.Close(); }
/// <summary> /// Read the CSV file. /// </summary> private void ReadFile() { ReadCSV csv = null; try { csv = new ReadCSV(InputFilename.ToString(), ExpectInputHeaders, Format); ResetStatus(); int row = 0; while (csv.Next() && !ShouldStop()) { UpdateStatus("Reading data"); foreach (BaseCachedColumn column in Columns) { if (column is FileData) { if (column.Input) { var fd = (FileData) column; String str = csv.Get(fd.Index); double d = Format.Parse(str); fd.Data[row] = d; } } } row++; } } finally { ReportDone("Reading data"); if (csv != null) { csv.Close(); } } }
/// <summary> /// Process the file. /// </summary> /// /// <param name="outputFile">The output file.</param> /// <param name="method">The method to use.</param> public void Process(FileInfo outputFile, IMLRegression method) { var csv = new ReadCSV(InputFilename.ToString(), ExpectInputHeaders, Format); if (method.InputCount > _inputCount) { throw new AnalystError("This machine learning method has " + method.InputCount + " inputs, however, the data has " + _inputCount + " inputs."); } var input = new BasicMLData(method.InputCount); StreamWriter tw = AnalystPrepareOutputFile(outputFile); ResetStatus(); while (csv.Next()) { UpdateStatus(false); var row = new LoadedRow(csv, _idealCount); int dataIndex = 0; // load the input data for (int i = 0; i < _inputCount; i++) { String str = row.Data[i]; double d = Format.Parse(str); input[i] = d; dataIndex++; } // do we need to skip the ideal values? dataIndex += _idealCount; // compute the result IMLData output = method.Compute(input); // display the computed result for (int i = 0; i < _outputCount; i++) { double d = output[i]; row.Data[dataIndex++] = Format.Format(d, Precision); } WriteRow(tw, row); } ReportDone(false); tw.Close(); csv.Close(); }
/// <summary> /// Convert a CSV file to binary. /// </summary> /// <param name="csvFile">The CSV file to convert.</param> /// <param name="format">The format.</param> /// <param name="binFile">The binary file.</param> /// <param name="input">The input.</param> /// <param name="ideal">The ideal.</param> /// <param name="headers">True, if headers are present.</param> public static void ConvertCSV2Binary(FileInfo csvFile, CSVFormat format, FileInfo binFile, int[] input, int[] ideal, bool headers) { binFile.Delete(); var csv = new ReadCSV(csvFile.ToString(), headers, format); var buffer = new BufferedMLDataSet(binFile.ToString()); buffer.BeginLoad(input.Length, ideal.Length); while (csv.Next()) { var inputData = new BasicMLData(input.Length); var idealData = new BasicMLData(ideal.Length); // handle input data for (int i = 0; i < input.Length; i++) { inputData[i] = csv.GetDouble(input[i]); } // handle input data for (int i = 0; i < ideal.Length; i++) { idealData[i] = csv.GetDouble(ideal[i]); } // add to dataset buffer.Add(inputData, idealData); } buffer.EndLoad(); }