private void optimizeInternally(List <string> indicatorsToTry, IndicatorSelector selector)
{
while (ended == false)
{
try
{
//generator.getGeneratedIndicator(Convert.ToInt32(outcomeTimeframe / 1000 / 15), Convert.ToInt32(outcomeTimeframe * 100 / 1000));
int index = getNextIndex();
if (index >= indicatorsToTry.Count)
{
break;
}
WalkerIndicator wi = IndicatorGenerator.getIndicatorByString(indicatorsToTry[index]);
LearningIndicator li = new LearningIndicator(wi, priceData, outcomeCodeData, outcomeData, outcomeTimeframe, outcomeCodePercent, minPercentThreshold, learningIndicatorSteps, true);
selector.pushIndicatorStatistics(li);
}
catch (TooLittleValidDataException e)
{
//Logger.log("E:" + e.Message);
}
catch (TooLittleStatesException e)
{
//Logger.log("E:" + e.Message);
}
catch (Exception e)
{
Logger.log("FATAL:" + e.Message);
}
}
ended = true;
}
public void startRunningRandomIndicators(IndicatorGenerator generator)
{
if (running == true)
{
throw new Exception("Already running!");
}
submitResults(LearningIndicator.getPredictivePowerArrayHeader() + "usedValues;name;id");
Logger.log("Start testing indicators");
new Thread(delegate() {
running = true;
while (running)
{
//How about a genetic algo?
try {
testAndSubmitResult(generator.getGeneratedIndicator(Convert.ToInt32(outcomeTimeframe / 1000 / 15), Convert.ToInt32(outcomeTimeframe * 100 / 1000)));
}
catch (TooLittleValidDataException e)
{
Logger.log("E:" + e.Message);
}
catch (TooLittleStatesException e)
{
Logger.log("E:" + e.Message);
}
catch (Exception e)
{
Logger.log("FATAL:" + e.Message);
}
}
}).Start();
}
private void testAndSubmitResult(WalkerIndicator indicator)
{
Logger.log("Testing Indicator: " + indicator.getName());
LearningIndicator li = new LearningIndicator(indicator, priceData, outcomeCodeData, outcomeData, outcomeTimeframe, outcomeCodePercent, 0.5, learningIndicatorSteps, true);
double[] pp = li.getPredictivePowerArray();
//Results
string output = "";
foreach (double d in pp)
{
output += d + ";";
}
output += li.getUsedValues() + ";";
output += indicator.getName().Split('_')[0] + ";" + indicator.getName();
Logger.log("Result: " + li.getName());
state = li.getName();
submitResults(output);
}
