// single layer network public static NeuralNetwork<Vector> Create(IDataSet<Vector, Vector> dataSet, IActivator activator) { var workLayer = new FullyConnectedLayer(dataSet.FirstInput.Size, dataSet.FirstOutput.Size, activator); var outputLayer = new OutputLayer<Vector>(); var layers = new CompositeLayer<Vector, Vector, Vector>(workLayer, outputLayer); return new NeuralNetwork<Vector>(layers); }
public static NeuralNetwork<Matrix> Create(IDataSet<Matrix, Vector> dataSet) { var count = 5; var a = new ISingleLayer<Matrix, Matrix>[count]; for (var i = 0; i < count; ++i) a[i] = new MatrixConvolutor(28, 28, 24, 24, new Tanh()); var b = new ISingleLayer<Matrix, Matrix>[count]; for (var i = 0; i < count; ++i) b[i] = new MatrixSubsampler(24, 24, 12, 12, new Tanh()); var c = new ISingleLayer<Matrix, Matrix>[count]; for (var i = 0; i < count; ++i) c[i] = new MatrixConvolutor(12, 12, 8, 8, new Tanh()); var d = new ISingleLayer<Matrix, Matrix>[count]; for (var i = 0; i < count; ++i) d[i] = new MatrixSubsampler(8, 8, 4, 4, new Tanh()); var splitter = new Splitter<Matrix, Matrix>(a); var applicator1 = new Applicator<Matrix, Matrix>(b); var applicator2 = new Applicator<Matrix, Matrix>(c); var merger = new MatrixMerger<Matrix>(d); var classif = new FullyConnectedLayer(16 * count, 10, new Tanh()); var comp = CompositeLayer<Vector, Vector[], Vector>.Compose(splitter, applicator1, applicator2, merger, classif); return new NeuralNetwork<Matrix>(comp); }
public override void Calculate(IDataSet dataSet) { DataSet = dataSet; // Calculation var adClosePrice = new double[Bars]; for (int bar = 1; bar < Bars; bar++) if (Time[bar - 1].Day != Time[bar].Day) adClosePrice[bar - 1] = Close[bar - 1]; // Check the last bar TimeSpan tsBarClosing = Time[Bars - 1].TimeOfDay.Add(new TimeSpan(0, (int) Period, 0)); var tsDayClosing = new TimeSpan(24, 0, 0); if (tsBarClosing == tsDayClosing) adClosePrice[Bars - 1] = Close[Bars - 1]; // Saving the components Component = new IndicatorComp[1]; Component[0] = new IndicatorComp { CompName = "Closing price of the day", DataType = IndComponentType.ClosePrice, ChartType = IndChartType.NoChart, FirstBar = 2, Value = adClosePrice }; }
private void TestIndicator(IIndicator indicator, SlotTypes slotType, IDataSet dataSet, Random random) { indicator.Initialize(slotType); // List parameters foreach (ListParam list in indicator.IndParam.ListParam) if (list.Enabled) { list.Index = random.Next(list.ItemList.Length); list.Text = list.ItemList[list.Index]; } // Numeric parameters foreach (NumericParam num in indicator.IndParam.NumParam) if (num.Enabled) { double step = Math.Pow(10, -num.Point); double minimum = num.Min; double maximum = num.Max; double value = minimum + step * random.Next((int)((maximum - minimum) / step)); num.Value = Math.Round(value, num.Point); } indicator.Calculate(dataSet); }
public override void Calculate(IDataSet dataSet) { DataSet = dataSet; // Reading the parameters var entryHour = (int) IndParam.NumParam[0].Value; var entryMinute = (int) IndParam.NumParam[1].Value; var entryTime = new TimeSpan(entryHour, entryMinute, 0); // Calculation const int firstBar = 1; var adBars = new double[Bars]; // Calculation of the logic for (int bar = firstBar; bar < Bars; bar++) { adBars[bar] = Time[bar].TimeOfDay == entryTime ? Open[bar] : 0; } // Saving the components Component = new IndicatorComp[1]; Component[0] = new IndicatorComp { CompName = "Entry hour", DataType = IndComponentType.OpenPrice, ChartType = IndChartType.NoChart, ShowInDynInfo = false, FirstBar = firstBar, Value = adBars }; }
public LogisticRegressionClassifierTraining(int featuresCount, double regularizationParameter, IDataSet<bool, double> dataSet) { if (featuresCount <= 0) { throw new ArgumentOutOfRangeException("featuresCount", featuresCount, "Features count must be positive number."); } if (regularizationParameter < 0) { throw new ArgumentOutOfRangeException("regularizationParameter", regularizationParameter, "Regularization parameter must be non negative number."); } if (dataSet == null) { throw new ArgumentNullException("dataSet"); } this.featuresCount = featuresCount; this.regularizationParameter = regularizationParameter; this.dataSet = dataSet; this.samplesCount = dataSet.GetTrainingSamplesCount(); if (this.samplesCount <= 0) { throw new ArgumentOutOfRangeException("dataSet.GetTrainingSamplesCount()", this.samplesCount, "Samples count must be positive integer."); } }
public override void Calculate(IDataSet dataSet) { DataSet = dataSet; // Reading the parameters var price = (BasePrice) IndParam.ListParam[1].Index; double margin = IndParam.NumParam[0].Value*Point; int prvs = IndParam.CheckParam[0].Checked ? 1 : 0; // TimeExecution if (price == BasePrice.Open && Math.Abs(margin - 0) < Epsilon) IndParam.ExecutionTime = ExecutionTime.AtBarOpening; else if (price == BasePrice.Close && Math.Abs(margin - 0) < Epsilon) IndParam.ExecutionTime = ExecutionTime.AtBarClosing; // Calculation double[] adBasePr = Price(price); var adUpBand = new double[Bars]; var adDnBand = new double[Bars]; int firstBar = 1 + prvs; for (int iBar = firstBar; iBar < Bars; iBar++) { adUpBand[iBar] = adBasePr[iBar - prvs] + margin; adDnBand[iBar] = adBasePr[iBar - prvs] - margin; } // Saving the components Component = new IndicatorComp[2]; Component[0] = new IndicatorComp { CompName = "Up Price", ChartType = IndChartType.NoChart, FirstBar = firstBar, Value = adUpBand }; Component[1] = new IndicatorComp { CompName = "Down Price", ChartType = IndChartType.NoChart, FirstBar = firstBar, Value = adDnBand }; switch (IndParam.ListParam[0].Text) { case "Enter long after an upward move": Component[0].DataType = IndComponentType.OpenLongPrice; Component[1].DataType = IndComponentType.OpenShortPrice; break; case "Enter long after a downward move": Component[0].DataType = IndComponentType.OpenShortPrice; Component[1].DataType = IndComponentType.OpenLongPrice; break; } }
public RowIndex(int index, IDataSet mainContainer = null, IRowIndex parent = null) { Index = index; Parent = parent; MainContainer = mainContainer; Weight = 1.0; }
public override void Calculate(IDataSet dataSet) { DataSet = dataSet; if (!IsBacktester) { // FST sends the N bars for exit to the expert. Expert watches the position and closes it. return; } var nExit = (int) IndParam.NumParam[0].Value; // Saving the components Component = new IndicatorComp[1]; Component[0] = new IndicatorComp { CompName = "N Bars Exit (" + nExit.ToString(CultureInfo.InvariantCulture) + ")", DataType = IndComponentType.ForceClose, ChartType = IndChartType.NoChart, ShowInDynInfo = true, FirstBar = 1, Value = new double[Bars] }; }
public override void Calculate(IDataSet dataSet) { DataSet = dataSet; // Calculation const int firstBar = 2; var adIb = new double[Bars]; for (int iBar = 2; iBar < Bars; iBar++) { adIb[iBar] = ((High[iBar - 1] < High[iBar - 2]) && (Low[iBar - 1] > Low[iBar - 2])) ? 1 : 0; } // Saving the components Component = new IndicatorComp[2]; Component[0] = new IndicatorComp { CompName = "Allow long entry", DataType = IndComponentType.AllowOpenLong, ChartType = IndChartType.NoChart, FirstBar = firstBar, Value = adIb }; Component[1] = new IndicatorComp { CompName = "Allow short entry", DataType = IndComponentType.AllowOpenShort, ChartType = IndChartType.NoChart, FirstBar = firstBar, Value = adIb }; }
/// <summary> /// Converts indicator components to strategy data set time. /// </summary> public void NormalizeComponents(IDataSet strategyDataSet) { foreach (IndicatorComp indicatorComp in Component) { indicatorComp.Value = NormalizeComponentValue(indicatorComp.Value, strategyDataSet.Time); indicatorComp.FirstBar = NormalizeComponentFirstBar(indicatorComp.FirstBar, strategyDataSet.Time); } }
/// <summary>Default constructor</summary> public SigmoidCombinedAsymmetricFactorModel() : base() { AdditionalFeedback = new PosOnlyFeedback<SparseBooleanMatrix>(); // in case no test data is provided Regularization = 0.015f; LearnRate = 0.001f; BiasLearnRate = 0.7f; BiasReg = 0.33f; }
public void Initialize() { //_data = PivotTableUtils.SampleDataStore.GetSample(2); _data = new SQLDataSet(CSVDatabase.SampleSales, "SELECT * FROM PRODUCTS.CSV"); //_voldata = PivotTableUtils.SampleDataStore.GetResource("dummyvolsurfaces.js"); //_data = new SQLDataSet(SQLiteDatabase.SampleSales, "SELECT * FROM SALES"); }
/// public virtual void RemoveRatings(IDataSet ratings_to_delete) { for (int i = 0; i < ratings_to_delete.Count; i++) { int index; if (Ratings.TryGetIndex(ratings_to_delete.Users[i], ratings_to_delete.Items[i], out index)) Ratings.RemoveAt(index); } }
public override void Calculate(IDataSet dataSet) { DataSet = dataSet; if (IsBacktester) CalculateForBacktester(); else CalculateForTrader(); }
public override void Calculate(IDataSet dataSet) { DataSet = dataSet; // Reading the parameters var fromHour = (int) IndParam.NumParam[0].Value; var fromMin = (int) IndParam.NumParam[1].Value; var untilHour = (int) IndParam.NumParam[2].Value; var untilMin = (int) IndParam.NumParam[3].Value; var fromTime = new TimeSpan(fromHour, fromMin, 0); var untilTime = new TimeSpan(untilHour, untilMin, 0); // Calculation const int firstBar = 1; var adBars = new double[Bars]; // Calculation of the logic for (int bar = firstBar; bar < Bars; bar++) { if (fromTime < untilTime) adBars[bar] = Time[bar].TimeOfDay >= fromTime && Time[bar].TimeOfDay < untilTime ? 1 : 0; else if (fromTime > untilTime) adBars[bar] = Time[bar].TimeOfDay >= fromTime || Time[bar].TimeOfDay < untilTime ? 1 : 0; else adBars[bar] = 1; } // Saving the components Component = new IndicatorComp[2]; Component[0] = new IndicatorComp { CompName = "Is long entry allowed", DataType = IndComponentType.AllowOpenLong, ChartType = IndChartType.NoChart, ShowInDynInfo = false, FirstBar = firstBar, Value = adBars }; Component[1] = new IndicatorComp { CompName = "Is short entry allowed", DataType = IndComponentType.AllowOpenShort, ChartType = IndChartType.NoChart, ShowInDynInfo = false, FirstBar = firstBar, Value = adBars }; }
/// <summary> /// Adds a data set to the aggregate. /// </summary> /// <param name="dataSet">The data set to add.</param> /// <exception cref="ArgumentNullException">Thrown if <paramref name="dataSet"/> is null.</exception> /// <exception cref="ArgumentException">Thrown if <paramref name="dataSet"/> is already a member of this aggregate.</exception> public virtual void AddDataSet(IDataSet dataSet) { if (dataSet == null) throw new ArgumentNullException("dataSet"); if (dataSets == null) dataSets = new List<IDataSet>(); else if (dataSets.Contains(dataSet)) throw new ArgumentException("The data set is already a member of the aggregate.", "dataSet"); dataSets.Add(dataSet); }
public void CalculateIndicatorWithRandomParameters(IIndicator indicator, IDataSet dataSet, int testPerSlot) { Random random = new Random(DateTime.Now.Second); var types = (SlotTypes[])Enum.GetValues(typeof(SlotTypes)); foreach (var type in types) if (indicator.TestPossibleSlot(type)) for (int i = 0; i < testPerSlot; i++) { TestIndicator(indicator, type, dataSet, random); ShowResult(indicator); } }
public override void Calculate(IDataSet dataSet) { DataSet = dataSet; // Reading the parameters var dowFromDay = (DayOfWeek) IndParam.ListParam[1].Index; var dowUntilDay = (DayOfWeek) IndParam.ListParam[2].Index; // Calculation const int firstBar = 1; var signal = new double[Bars]; // Calculation of the logic for (int bar = firstBar; bar < Bars; bar++) { if (dowFromDay < dowUntilDay) signal[bar] = Time[bar].DayOfWeek >= dowFromDay && Time[bar].DayOfWeek < dowUntilDay ? 1 : 0; else if (dowFromDay > dowUntilDay) signal[bar] = Time[bar].DayOfWeek >= dowFromDay || Time[bar].DayOfWeek < dowUntilDay ? 1 : 0; else signal[bar] = 1; } // Saving the components Component = new IndicatorComp[2]; Component[0] = new IndicatorComp { CompName = "Allow long entry", DataType = IndComponentType.AllowOpenLong, ChartType = IndChartType.NoChart, ShowInDynInfo = false, FirstBar = firstBar, Value = signal }; Component[1] = new IndicatorComp { CompName = "Allow short entry", DataType = IndComponentType.AllowOpenShort, ChartType = IndChartType.NoChart, ShowInDynInfo = false, FirstBar = firstBar, Value = signal }; }
private void TestPivotTableQuery(IDataSet dataset, int expected) { var settings = new QuerySettings(); var queryParams = new QueryParams() { filter = new Dictionary<string, string>(), valueFields = new List<string>() { "Sales", "Profit" }, nextPivot = "Province" }; var queryResults = dataset.Query(queryParams, settings); Assert.AreEqual(queryResults.Count, expected); }
public override void Calculate(IDataSet dataSet) { DataSet = dataSet; // Reading the parameters var maMethod = (MAMethod) IndParam.ListParam[1].Index; var period = (int) IndParam.NumParam[0].Value; var multipl = (int) IndParam.NumParam[1].Value; int prev = IndParam.CheckParam[0].Checked ? 1 : 0; // Calculation int firstBar = period + 2; var atr = new double[Bars]; for (int bar = 1; bar < Bars; bar++) atr[bar] = Math.Max(High[bar], Close[bar - 1]) - Math.Min(Low[bar], Close[bar - 1]); atr = MovingAverage(period, 0, maMethod, atr); var atrStop = new double[Bars]; double pip = (Digits == 5 || Digits == 3) ? 10*Point : Point; double minStop = 5*pip; for (int bar = firstBar; bar < Bars - prev; bar++) atrStop[bar + prev] = Math.Max(atr[bar]*multipl, minStop); // Saving the components Component = new IndicatorComp[2]; Component[0] = new IndicatorComp { CompName = "ATR Stop margin", DataType = IndComponentType.IndicatorValue, FirstBar = firstBar, ShowInDynInfo = false, Value = atrStop }; Component[1] = new IndicatorComp { CompName = "ATR Stop for the transferred position", DataType = IndComponentType.Other, ShowInDynInfo = false, FirstBar = firstBar, Value = new double[Bars] }; }
public override void Calculate(IDataSet dataSet) { DataSet = dataSet; // Saving the components Component = new IndicatorComp[1]; Component[0] = new IndicatorComp { CompName = "Close Price", DataType = (IndParam.SlotType == SlotTypes.Open) ? IndComponentType.OpenPrice : IndComponentType.ClosePrice, ChartType = IndChartType.NoChart, FirstBar = 2, Value = Close }; }
public override void Calculate(IDataSet dataSet) { DataSet = dataSet; // Saving the components Component = new IndicatorComp[1]; Component[0] = new IndicatorComp { CompName = "Trailing Stop for the transferred position", DataType = IndComponentType.Other, ShowInDynInfo = false, FirstBar = 1, Value = new double[Bars] }; }
public override void Calculate(IDataSet dataSet) { DataSet = dataSet; // Saving the components Component = new IndicatorComp[1]; Component[0] = new IndicatorComp { CompName = "Opening price of the bar", DataType = IndComponentType.OpenPrice, ChartType = IndChartType.NoChart, FirstBar = 2, Value = Open }; }
static async Task MainAsync(string[] args) { Console.ForegroundColor = ConsoleColor.Blue; Console.WriteLine(@"Choose an implementation: "); Console.ForegroundColor = ConsoleColor.White; foreach (Implementation value in Enum.GetValues(typeof(Implementation))) { Console.WriteLine($"{(int)value}. {value}"); } Implementation option; if (!Enum.TryParse(Console.ReadLine(), out option)) { option = Implementation.Memory; } Console.ForegroundColor = ConsoleColor.Red; Console.WriteLine($"Using the '{option}' implementation"); Console.ForegroundColor = ConsoleColor.White; // Run map samples IDataMap dataMap = GetDataMapImplementation(option); Console.ForegroundColor = ConsoleColor.Blue; Console.WriteLine("Map samples"); Console.ForegroundColor = ConsoleColor.White; await RunMapSamplesAsync(dataMap); // Run set samples Console.ForegroundColor = ConsoleColor.Blue; Console.WriteLine("Set samples"); Console.ForegroundColor = ConsoleColor.White; IDataSet dataSet = GetDataSetImplementation(option); await RunSetSamplesAsync(dataSet); // Run set map samples Console.ForegroundColor = ConsoleColor.Blue; Console.WriteLine("SetMap samples"); Console.ForegroundColor = ConsoleColor.White; IDataSetMap dataSetMap = GetDataSetMapImplementation(option); await RunSetMapSamplesAsync(dataSetMap); Console.ReadLine(); }
public IEnumerable <IData> CreateDataRows(IDataSet dataSet) { var rows = _factory.CreateDataRows(dataSet).ToList(); List <IData> tempSet = new List <IData>(); Dictionary <string, List <IData> > extractions = new Dictionary <string, List <IData> >(); foreach (var row in rows) { foreach (var feature in _features.OfType <ISingleRowFeature>()) { if (!extractions.ContainsKey(feature.FeatureName)) { extractions.Add(feature.FeatureName, new List <IData>()); } extractions[feature.FeatureName].Add(feature.Extract(row)); } foreach (var feature in _features.OfType <IOneOnOneFeature>()) { foreach (var child in feature.Extract(row)) { string header = GetHeader(child); if (!extractions.ContainsKey(header)) { extractions.Add(header, new List <IData>()); } extractions[header].Add(child); } } tempSet.Add(row); if (tempSet.Count > 1) { foreach (var feature in _features.OfType <IDualRowFeature>()) { if (!extractions.ContainsKey(feature.FeatureName)) { extractions.Add(feature.FeatureName, new List <IData>()); } extractions[feature.FeatureName].Add(feature.Extract(tempSet)); } tempSet.Remove(tempSet[0]); } } return(CreateData(extractions)); }
/// <summary> /// Returns a native raster of the appropriate file type and data type by parsing the fileName. /// </summary> /// <param name="fileName">The string fileName to attempt to open with a native format</param> /// <param name="inRam">The boolean value.</param> /// <returns>An IRaster which has been opened to the specified file.</returns> public static IRaster OpenFile(string fileName, bool inRam) { // Ensure that the fileName is valid if (fileName == null) { throw new NullException("fileName"); } if (File.Exists(fileName) == false) { throw new FileNotFoundException("fileName"); } // default to opening values into ram IDataSet dataset = DataManager.DefaultDataManager.OpenFile(fileName, inRam); return(dataset as IRaster); }
protected async Task <TResult> PerformWithRepositoryAsync <TEntity, TResult>(Func <IDataSet <TEntity>, Task <TResult> > action) where TEntity : IEntity { IDataSet <TEntity> repository = _factory.Resolve <TEntity>(); try { return(await action(repository)); } finally { if (repository != null) { _factory.Dispose(repository); } } }
internal Counter(IDataSet dataSet) { if (dataSet == null) { throw new ArgumentNullException("dataSet"); } this.DataSet = dataSet; this.DataSet.OnDataSealed += (start, end) => { if (this.OnCounterDataSealed != null) { this.OnCounterDataSealed(this, new DateTimeOffset(start), new DateTimeOffset(end)); } }; }
public void CalculateIndicatorWithRandomParameters(IIndicator indicator, IDataSet dataSet, int testPerSlot) { Random random = new Random(DateTime.Now.Second); var types = (SlotTypes[])Enum.GetValues(typeof(SlotTypes)); foreach (var type in types) { if (indicator.TestPossibleSlot(type)) { for (int i = 0; i < testPerSlot; i++) { TestIndicator(indicator, type, dataSet, random); ShowResult(indicator); } } } }
public void GetItemsAppliesNoTranslationIfNoAliasesAreDefined() { List <KeyValuePair <string, string> > metadataPairs = new List <KeyValuePair <string, string> >(); metadataPairs.Add(new KeyValuePair <string, string>("Foo", "Bar")); IDataSet dataSet = Mocks.StrictMock <IDataSet>(); using (Mocks.Record()) { SetupResult.For(dataSet.ColumnCount).Return(2); Expect.Call(dataSet.GetItems(null, true)).IgnoreArguments().Do((GetItemsDelegate) delegate(ICollection <DataBinding> bindings, bool includeDynamicItems) { Assert.IsTrue(includeDynamicItems); List <IDataItem> items = new List <IDataItem>(); items.Add(new ListDataItem <object>(new object[] { "abc", "def", "ghi" }, metadataPairs, false)); List <DataBinding> bindingList = new List <DataBinding>(bindings); Assert.AreEqual("untranslatedPath", bindingList[0].Path); Assert.AreEqual(1, bindingList[0].Index); return(items); }); } using (Mocks.Playback()) { DataSource source = new DataSource("theName"); source.AddDataSet(dataSet); DataBinding[] bindings = new DataBinding[] { new DataBinding(1, "untranslatedPath") }; List <IDataItem> items = new List <IDataItem>(source.GetItems(bindings, true)); Assert.Count(1, items); PropertyBag map = DataItemUtils.GetMetadata(items[0]); Assert.Count(1, map); Assert.AreEqual("Bar", map.GetValue("Foo")); Assert.AreEqual("def", items[0].GetValue(bindings[0])); } }
public override void Calculate(IDataSet dataSet) { DataSet = dataSet; // Reading the parameters int hour = (int)IndParam.NumParam[0].Value; int minute = (int)IndParam.NumParam[1].Value; // Calculation const int firstBar = 2; double[] signal = new double[Bars]; // Calculation of the logic for (int bar = firstBar; bar < Bars; bar++) { DateTime closeTime = Time[bar].AddMinutes((int)Period); if (closeTime.Hour == hour && closeTime.Minute == minute) { signal[bar] = 1; } } // Saving the components Component = new IndicatorComp[2]; Component[0] = new IndicatorComp { CompName = "Close out long position", DataType = IndComponentType.ForceCloseLong, ChartType = IndChartType.NoChart, ShowInDynInfo = true, FirstBar = firstBar, Value = signal }; Component[1] = new IndicatorComp { CompName = "Close out short position", DataType = IndComponentType.ForceCloseShort, ChartType = IndChartType.NoChart, ShowInDynInfo = true, FirstBar = firstBar, Value = signal }; }
public static IDataSet <T>[] createDataSet <T>(int aSize, int iSize) { IDataSet <T> [] temp = new IDataSet <T> [aSize]; Random r = new Random(DateTime.Now.Millisecond); for (int i = 0; i < aSize; i++) { temp[i] = Factory.getObject <IDataSet <T> >(); temp[i].CreateItems(iSize); for (int j = 0; j < iSize; j++) { temp[i].SetValue((T)Convert.ChangeType(r.NextDouble(), typeof(T)), j); } } return(temp); }
public static BigListResult <object> Show(Form owner, Core core, IDataSet config, EShow show, object automaticAddTemplate) { using (var frm = new FrmBigList(core, config, show, automaticAddTemplate)) { if (owner is FrmBigList) { frm.Size = new Size(Math.Max(128, owner.Width - 32), Math.Max(128, owner.Height - 32)); } if (UiControls.ShowWithDim(owner, frm) != DialogResult.OK) { return(null); } return(new BigListResult <object>(frm._list, frm._selectionResult)); } }
public ReportDiscrete <DomainType, LabelType> GenerateAndTestDiscrete(IDataSet <DomainType, LabelType> training_set, IDataSet <DomainType, LabelType> test_set) { //TODO check data contexts (they should match) IModelDiscrete <DomainType, LabelType> model = GenerateModelDiscrete(training_set); int label_value_count = test_set.DataContext.GetLabelDescriptor(0).ValueCount; int[,] confusion_matrix_instances = new int[label_value_count, label_value_count]; for (int instance_index = 0; instance_index < test_set.InstanceCount; instance_index++) { //int true_label_index = test_set.DataContext.GetLabelValueIndex(test_set.GetInstanceLabelData(instance_index)); //int model_label_index = model.GetLabelIndex(test_set.GetInstanceFeatureData(instance_index)); //confusion_matrix_instances[true_label_index, model_label_index]++; //// throw new NotImplementedException(); } return(new ReportDiscrete <DomainType, LabelType>(model, confusion_matrix_instances)); }
public IModelDiscreteIterative <DomainType, LabelType> GenerateModelDiscrete(IDataSet <DomainType, LabelType> training_set) { ModelNearestNeighborKDTree <DomainType, DistanceType, LabelType> model = new ModelNearestNeighborKDTree <DomainType, DistanceType, LabelType>( this.DataContext, this.kdtree.Copy(), this.DistanceFunction, this.voting_system, this.neighbor_count); IList <Tuple <DomainType[], LabelType> > training_instances = new List <Tuple <DomainType[], LabelType> >(); for (int instance_index = 0; instance_index < training_set.InstanceCount; instance_index++) { training_instances.Add(new Tuple <DomainType[], LabelType>(training_set.GetInstanceFeatureData(instance_index), training_set.GetInstanceLabelData(instance_index)[0])); } model.Add(training_instances); return(model); }
private FrmSelectList(IFormList handler, IDataSet opts, bool multiSelect, IEnumerable defaultSelection, Core core) : this() { this.Text = opts.Title; this.ctlTitleBar1.Text = opts.Title; this.ctlTitleBar1.SubText = opts.SubTitle; this._btnEdit.Visible = opts.ListSupportsChanges; this._handler = handler; this._opts = opts; this._multiSelect = multiSelect; this._flpSelectAll.Visible = multiSelect; this._handler.Initialise(this, core); this.RefreshList(defaultSelection); }
public override void Calculate(IDataSet dataSet) { DataSet = dataSet; // Saving the components Component = new IndicatorComp[2]; Component[0] = new IndicatorComp { CompName = "Is long entry allowed", DataType = IndComponentType.AllowOpenLong, ChartType = IndChartType.NoChart, FirstBar = 0, Value = new double[Bars] }; Component[1] = new IndicatorComp { CompName = "Is short entry allowed", DataType = IndComponentType.AllowOpenShort, ChartType = IndChartType.NoChart, FirstBar = 0, Value = new double[Bars] }; // Calculation of the logic switch (IndParam.ListParam[0].Text) { case "Open long positions only": for (int i = 0; i < Bars; i++) { Component[0].Value[i] = 1; Component[1].Value[i] = 0; } break; case "Open short positions only": for (int i = 0; i < Bars; i++) { Component[0].Value[i] = 0; Component[1].Value[i] = 1; } break; } }
public static TileMatrix[] GetTileMatrices(IDataSet dataSet, int minLevel, int maxLevel) { if (dataSet == null) { return(null); } if (minLevel < 0) { return(null); } double semimajor = dataSet.Projection.GeographicInfo.Datum.Spheroid.EquatorialRadius; double top = dataSet.Extent.MaxY; double left = dataSet.Extent.MinX; int tileWidth = 256, tileHeight = 256; double scaleDenominator = 0; int matrixWidth = 0, matrixHeight = 0; double tileDWidth = 0, tileDHeight = 0; List <TileMatrix> tileMatrices = new List <TileMatrix>(); { for (int i = minLevel; i <= maxLevel; i++) { scaleDenominator = Math.PI * semimajor / (128 * Math.Pow(2, i)); tileDWidth = Math.PI * semimajor / Math.Pow(2, i - 1); tileDHeight = tileDWidth; matrixWidth = (int)Math.Ceiling(dataSet.Extent.Width / tileDWidth); matrixHeight = (int)Math.Ceiling(dataSet.Extent.Height / tileDHeight); TileMatrix tileMatrix = new TileMatrix() { Identifier = new CodeType() { Value = i.ToString() }, ScaleDenominator = scaleDenominator, TopLeftCorner = $"{left} {top}", TileWidth = tileWidth.ToString(), TileHeight = tileHeight.ToString(), MatrixWidth = matrixWidth.ToString(), MatrixHeight = matrixHeight.ToString() }; tileMatrices.Add(tileMatrix); } } return(tileMatrices.ToArray()); }
/// <summary> /// Adds a data set to the aggregate. /// </summary> /// <param name="dataSet">The data set to add.</param> /// <exception cref="ArgumentNullException">Thrown if <paramref name="dataSet"/> is null.</exception> /// <exception cref="ArgumentException">Thrown if <paramref name="dataSet"/> is already a member of this aggregate.</exception> public virtual void AddDataSet(IDataSet dataSet) { if (dataSet == null) { throw new ArgumentNullException("dataSet"); } if (dataSets == null) { dataSets = new List <IDataSet>(); } else if (dataSets.Contains(dataSet)) { throw new ArgumentException("The data set is already a member of the aggregate.", "dataSet"); } dataSets.Add(dataSet); }
public override void run(IDataSet dataSet) { IStreamObj obj = dataSet.getData(JObjectType.sign_in_ret); if (null == obj || null == (obj as JObj_SignRet)) { JLog.Error("JProcesserSignInGet : obj is empty!"); } if ((obj as JObj_SignRet).Result == true) { //todo:... if (null != toSignIn) { toSignIn(); } } }
public override LayerType AddContent(Capabilities capabilities, string dataPath) { string extension = Path.GetExtension(dataPath); if (string.IsNullOrWhiteSpace(extension)) { throw new Exception("不支持的路径"); } IDataSet dataSet = DataHelper.OpenFile(dataPath); if (dataSet == null) { throw new Exception("打开数据失败"); } LayerType layerType = CapabilitiesHelper.AddContent(capabilities, dataSet); return(layerType); }
/// <summary> /// Initializes the dataset combo to have the list of datasets from the report and the proper one will be selected. /// </summary> private void InitializeDataSetsCombo() { string dsName = _reportItem.CustomData.DataSetName; PageReport reportDef = GetCurrentReport(); using (new SuspendLayoutTransaction(cbDataSetName)) { if (reportDef != null && reportDef.Report != null && reportDef.Report.DataSets != null) { for (int index = 0; index < reportDef.Report.DataSets.Count; index++) { IDataSet ds = reportDef.Report.DataSets[index]; cbDataSetName.Items.Add(ds.Name); } } cbDataSetName.Text = dsName ?? string.Empty; } }
private void comboBoxLink_SelectedIndexChanged(object sender, EventArgs e) { listBoxLinkedObjects.Items.Clear(); if (comboBoxLink.SelectedIndex == -1) { return; } string linkName = (string)comboBoxLink.Items[comboBoxLink.SelectedIndex]; object[] args = { PluginCall.IdVersion, linkName, false }; IDataSet dataSet = PluginCall.GetDataSet("GetLinkedFast", args); while (!dataSet.Eof) { listBoxLinkedObjects.Items.Add(dataSet.FieldValue["_PRODUCT"]); dataSet.Next(); } }
private static void ProccessDataSetNominalSupportVectorMachine(IDataSet <int, int> training_set, IDataSet <int, int> test_set) { //ITemplateModelInterval<int, IModelLikelyHood<double[], int, double>> IDataSet <double, int> training_set_interval = training_set.ConvertToDataSetInterval(); IDataSet <double, int> test_set_interval = test_set.ConvertToDataSetInterval(); //ITemplateModelDiscrete<IDataSetIntervalLabeled<double,int>, IModelLikelyHood<double[], int, double>> template = // new TemplateModelFeatureSelecting<double, int, IDataSetIntervalLabeled<double, int>>( // new FeatureSelectorGreedy<double, int, IDataSetIntervalLabeled<double,int>>( // new EvaluatorReapetedRandomFold<double, int, IDataSetIntervalLabeled<double, int>>(10)), // new TemplateModelLibSVMCSVC()); ITemplateModelDiscrete <double, int> template = new TemplateModelLibSVMCSVC(100, 5); ReportDiscrete <double, int> report = template.GenerateAndTestDiscrete(training_set_interval, test_set_interval); Console.WriteLine(ToolsCollection.ToString(report.ConfusionMatrixInstances)); Console.WriteLine(report.CorrectLabelRate); }
public void TestCreateMedium() { PriceSet price_set = new PriceSet(ToolsPrice.DefaultSymbolGBPUSD, ToolsCollection.Select(ToolsPrice.GetPriceList(ToolsPrice.DefaultSymbolGBPUSD), 0, 40)); List <IIndicator> indicators_features = new List <IIndicator>(); indicators_features.Add(new IndicatorRunningAverage(0)); indicators_features.Add(new IndicatorRunningAverage(1)); List <IIndicator> indicators_labels = new List <IIndicator>(); indicators_labels.Add(new IndicatorMagicProfit(0)); indicators_labels.Add(new IndicatorMagicProfit(1)); MarketModelSimulation market = new MarketModelSimulation(1000, price_set); IDataSet <double, double> dataset = ToolsTradingDataSet.CreateDataSet(market, new IndicatorFusion(indicators_features), new IndicatorFusion(indicators_labels)); Assert.AreEqual(39, dataset.InstanceCount); Assert.AreEqual(2, dataset.FeatureCount); Assert.AreEqual(4, dataset.LabelCount); }
private static void ReadWorker(XmlReader reader, IDataSet dataSet) { Worker inst = new Worker(); reader.ReadStartElement("Worker"); inst.Id = reader.ReadElementContentAsInt(); inst.Name = reader.ReadElementContentAsString(); int PostId = reader.ReadElementContentAsInt(); inst.Post = dataSet.Posts.FirstOrDefault(el => el.Id == PostId); inst.Unit = reader.ReadElementContentAsString(); string Exp_ = reader.ReadElementContentAsString(); inst.Exp = string.IsNullOrEmpty(Exp_) ? (int?)null : int.Parse(Exp_); inst.Bio = reader.ReadElementContentAsString(); inst.Kharakteristika = reader.ReadElementContentAsString(); dataSet.Workers.Add(inst); }
public override void Calculate(IDataSet dataSet) { DataSet = dataSet; // Calculation const int firstBar = 1; var adBars = new double[Bars]; // Calculation of the logic for (int bar = 0; bar < Bars - 1; bar++) { if (Time[bar].DayOfWeek > DayOfWeek.Wednesday && Time[bar + 1].DayOfWeek < DayOfWeek.Wednesday) { adBars[bar] = Close[bar]; } else { adBars[bar] = 0; } } // Check the last bar TimeSpan tsBarClosing = Time[Bars - 1].TimeOfDay.Add(new TimeSpan(0, (int)Period, 0)); var tsDayClosing = new TimeSpan(24, 0, 0); if (Time[Bars - 1].DayOfWeek == DayOfWeek.Friday && tsBarClosing == tsDayClosing) { adBars[Bars - 1] = Close[Bars - 1]; } // Saving the components Component = new IndicatorComp[1]; Component[0] = new IndicatorComp { CompName = "Week Closing", DataType = IndComponentType.ClosePrice, ChartType = IndChartType.NoChart, ShowInDynInfo = false, FirstBar = firstBar, Value = adBars }; }
public override void Calculate(IDataSet dataSet) { DataSet = dataSet; // Reading the parameters var exitHour = (int) IndParam.NumParam[0].Value; var tsExitHour = new TimeSpan(exitHour, 0, 0); // Calculation const int firstBar = 1; var adBars = new double[Bars]; // Calculation of the logic for (int bar = firstBar; bar < Bars; bar++) { if (Time[bar - 1].DayOfYear == Time[bar].DayOfYear && Time[bar - 1].TimeOfDay < tsExitHour && Time[bar].TimeOfDay >= tsExitHour) adBars[bar - 1] = Close[bar - 1]; else if (Time[bar - 1].DayOfYear != Time[bar].DayOfYear && Time[bar - 1].TimeOfDay < tsExitHour) adBars[bar - 1] = Close[bar - 1]; else adBars[bar] = 0; } // Check the last bar if (Time[Bars - 1].TimeOfDay.Add(new TimeSpan(0, (int) Period, 0)) == tsExitHour) adBars[Bars - 1] = Close[Bars - 1]; // Saving the components Component = new IndicatorComp[1]; Component[0] = new IndicatorComp { CompName = "Exit hour", DataType = IndComponentType.ClosePrice, ChartType = IndChartType.NoChart, ShowInDynInfo = false, FirstBar = firstBar, Value = adBars }; }
public static IMapLayer Insert(this IMapLayerCollection collection, int index, IDataSet dataset) { IFeatureSet featureSet = dataset as IFeatureSet; if (featureSet != null) { return collection.Insert(index, featureSet); } IRaster raster = dataset as IRaster; if (raster != null) { return collection.Insert(index, raster); } IImageData image = dataset as IImageData; if (image != null) { return collection.Insert(index, image); } return null; }
/// <summary> /// Constructor /// </summary> /// <param name="box">Box to manage (mandatory)</param> /// <param name="editButton">Edit button (optional)</param> /// <param name="items">Items to populate with</param> /// <param name="includeNull">Whether to include an extra item for a "null" or empty selection.</param> public EditableComboBox([NotNull] ComboBox box, [CanBeNull] Button editButton, [NotNull] IDataSet items, EFlags flags) { this.ComboBox = box; this._button = editButton; this._includeNull = flags.Has(EFlags.IncludeNone) ? ENullItemName.RepresentingNone : flags.Has(EFlags.IncludeAll) ? ENullItemName.RepresentingAll : ENullItemName.NoNullItem; this._flags = flags; this._config = items; if (this._button != null) { this._button.Click += this._button_Click; } this.ComboBox.DrawMode = DrawMode.OwnerDrawFixed; this.ComboBox.DrawItem += this.ComboBox_DrawItem; this.ComboBox.DropDown += this.ComboBox_DropDown; // Update on every drop-down in case something else modified the list this.ComboBox.SelectedIndexChanged += ComboBox_SelectedIndexChanged; this.UpdateItemsNoPreserve(); // Don't do this yet or we'll NRE if the caller has events on the combobox }
/// <summary>Partition the indices of a dataset into groups</summary> /// <returns>the grouped indices</returns> /// <param name='dataset'>a dataset</param> /// <param name='num_groups'>the number of groups</param> public static IList <IList <int> > PartitionIndices(this IDataSet dataset, int num_groups) { num_groups = Math.Min(num_groups, dataset.Count); var indices = dataset.RandomIndex; var groups = new IList <int> [num_groups]; for (int i = 0; i < num_groups; i++) { groups[i] = new List <int>(); } for (int index = 0; index < dataset.Count; index++) { groups[index % num_groups].Add(indices[index]); } return(groups); }
/// <summary> /// Adds the dataset specified to the file. Depending on whether this is a featureSet, /// Raster, or ImageData, this will return the appropriate layer for the map. /// </summary> /// <param name="dataSet">A dataset.</param> /// <returns>The IMapLayer to add.</returns> public virtual IMapLayer Add(IDataSet dataSet) { if (dataSet is ISelfLoadSet ss) { return(Add(ss)); } if (dataSet is IFeatureSet fs) { return(Add(fs)); } if (dataSet is IRaster r) { return(Add(r)); } return(dataSet is IImageData id?Add(id) : null); }
public override void Calculate(IDataSet dataSet) { DataSet = dataSet; // Reading the parameters int hour = (int) IndParam.NumParam[0].Value; int minute = (int) IndParam.NumParam[1].Value; // Calculation const int firstBar = 2; double[] signal = new double[Bars]; // Calculation of the logic for (int bar = firstBar; bar < Bars; bar++) { DateTime closeTime = Time[bar].AddMinutes((int) Period); if (closeTime.Hour == hour && closeTime.Minute == minute) signal[bar] = 1; } // Saving the components Component = new IndicatorComp[2]; Component[0] = new IndicatorComp { CompName = "Close out long position", DataType = IndComponentType.ForceCloseLong, ChartType = IndChartType.NoChart, ShowInDynInfo = true, FirstBar = firstBar, Value = signal }; Component[1] = new IndicatorComp { CompName = "Close out short position", DataType = IndComponentType.ForceCloseShort, ChartType = IndChartType.NoChart, ShowInDynInfo = true, FirstBar = firstBar, Value = signal }; }
public bool Propagate(IDataSet data, bool testing = false) { if (data.InputSet.Length != NumInputs || data.ExpectedOutputSet.Length != NumOutputs) { return(false); } if (InvalidatedNetwork == true) { Reset(); } if (testing == true && CompletedBatches > 0) { BackPropagate(); CompletedBatches = 0; } //for (uint i = 0; i < NumInputs; i++) //{ // InputLayer.Perceptrons[i].Outputs[CompletedBatches] = inputs[i]; //} //for (uint i = 0; i < OutputLayer.Perceptrons.Length; i++) //{ // OutputLayer.Perceptrons[i].ExpectedOutputs[CompletedBatches] = expectedOutputs[i]; //} InputLayer.UploadInputs(data.InputSet, CompletedBatches); OutputLayer.UploadExpectedOutputs(data.ExpectedOutputSet, CompletedBatches); ForwardPropagate(); if (testing == false) { if (IncrementBatch() == false) { CompletedBatches = (int)Batches; BackPropagate(); } } LastPropagateWasATest = testing; return(true); }
public override void Calculate(IDataSet dataSet) { DataSet = dataSet; // Calculation const int firstBar = 1; // Saving the components Component = new IndicatorComp[1]; Component[0] = new IndicatorComp { CompName = "Stop to a transferred position", DataType = IndComponentType.Other, ShowInDynInfo = false, FirstBar = firstBar, Value = new double[Bars] }; }
public DataSetConfiguration(NapDbConfiguration <TDb, TKey> dbConfig, IDataSet <TKey> dataSet) { DbConfig = dbConfig; DataSet = dataSet; FolderName = dataSet.Name; EnableCaching = false; Serializer = GlobalDefaults.CreateDefaultSerializer <TKey>(); Reader = GlobalDefaults.CreateDefaultReader(); NameResolver = GlobalDefaults.CreateDefaultNameResolver <TKey>(); PropertyConfigs = dataSet .GetEntityType() .GetProperties() .Where(ReflectionHelper.IsPropertyConfigurable) .ToDictionary( p => p.Name, p => new EntityPropertyConfiguration <TDb, TKey>(this, p)); }
public override void Calculate(IDataSet dataSet) { DataSet = dataSet; // Reading the parameters int iFromDay = (int)IndParam.NumParam[0].Value; int iUntilDay = (int)IndParam.NumParam[1].Value; // Calculation int iFirstBar = 1; double[] adBars = new double[Bars]; // Calculation of the logic for (int iBar = iFirstBar; iBar < Bars; iBar++) { if (iFromDay < iUntilDay) adBars[iBar] = Time[iBar].Day >= iFromDay && Time[iBar].Day < iUntilDay ? 1 : 0; else if (iFromDay > iUntilDay) adBars[iBar] = Time[iBar].Day >= iFromDay || Time[iBar].Day < iUntilDay ? 1 : 0; else adBars[iBar] = 1; } // Saving the components Component = new IndicatorComp[2]; Component[0] = new IndicatorComp(); Component[0].CompName = "Allow long entry"; Component[0].DataType = IndComponentType.AllowOpenLong; Component[0].ChartType = IndChartType.NoChart; Component[0].ShowInDynInfo = false; Component[0].FirstBar = iFirstBar; Component[0].Value = adBars; Component[1] = new IndicatorComp(); Component[1].CompName = "Allow short entry"; Component[1].DataType = IndComponentType.AllowOpenShort; Component[1].ChartType = IndChartType.NoChart; Component[1].ShowInDynInfo = false; Component[1].FirstBar = iFirstBar; Component[1].Value = adBars; }