public App() { int i = 3; var RawData = DataPreparer.Splicer(i); Constants.Item item = Constants.Item.GetItem(RawData, 4000); Constants.RawData raw = Constants.Item.GetRawData(); //series.InitializeComponent(); MainWindow window = new MainWindow(); window.InitializeComponent(); }
public static void Main(string[] args) { int i = 3; Console.WriteLine("Operation on dataset: Item ({0})...", Constants.id[i]); //get initial data from files var RawData = DataPreparer.Splicer(i); Console.WriteLine("Getting data from files"); //subset length, total set size is 4*n (buy/sell quant, buy/sell price) //trim dataset to n before singleton implemented! int n = 4000; Console.WriteLine("trimmng datset..."); DataPreparer.Trimmer(RawData, n); //get item specific data for raw dataset as a singleton class Console.WriteLine("Getting item..."); Constants.Item item = Constants.Item.GetItem(RawData, n); Constants.RawData Data = Constants.Item.GetRawData(); //standardised dataset as well as weighted and standardised weighted data Console.WriteLine("Standardising dataset"); Constants.StrdData strdData = DataPreparer.Z_Score(Data); //LSR fitting solutions to each set (standardised & non-standardised) Console.WriteLine("Fitting function parameters"); double[,] FitEq = FittingFunctions.FitLin(Data, n); double[,] StrdFitEq = FittingFunctions.StrdFitLin(strdData, n); Constants.DataInfo Info = DataPreparer.DataInfo(); Console.WriteLine("Getting model information"); double[] Corrs = ModelInfo.CorrCoeff(Data, Info); //Get prediction lists and convert to List<int> for StrdDev function var _DemPreds = FittingFunctions.Predictor(Data.BuyPrice, FitEq[0, 0], FitEq[1, 0]); List <int> DemPreds = _DemPreds.Select(x => (int)x).ToList(); var _SupPreds = FittingFunctions.Predictor(Data.SellPrice, FitEq[0, 1], FitEq[1, 1]); List <int> SupPreds = _SupPreds.Select(x => (int)x).ToList(); //Standard deviations of data, standard deviations of predicted data & correlations double[] FitData = { ModelInfo.StrdDev(Data.SellQuantity, Info.SellQuantInfo, n), ModelInfo.StrdDev(Data.BuyQuantity, Info.BuyQuantInfo, n), ModelInfo.StrdDev(DemPreds, Info.BuyQuantInfo, n), ModelInfo.StrdDev(SupPreds, Info.BuyQuantInfo, n), ModelInfo.RMSE(FitEq[2, 0], n),ModelInfo.RMSE(FitEq[2,1], n), Corrs[0], Corrs[1] }; Console.WriteLine("Printing results to files..."); DataWriter.FileMaker(Info, i, FitEq, StrdFitEq, FitData); Console.Write("Check the desktop!"); Console.ReadLine(); }