protected PredictionOfCurrencyDataTable GetData(string backupFileName, DateTime from, DateTime to)
{
var result = new PredictionOfCurrencyDataTable(Names);
var serializer = new Serializer();
if (!serializer.Exists(backupFileName))
{
for (var i = from; i < to; i = i.Add(DataParameter.Step))
{
var vector = GetRawData(i, DataParameter.Step);
if (vector.Length == Collectors.Count)
{
result.Add(new PredictionOfCurrencyData {
Date = i, Vector = vector
});
}
}
result = DataValueTypeConverter[DataType](result);
result = DataProcessingMethodsConverter[DataProcessingMethods](result);
serializer.Serialize(result, backupFileName);
}
else
{
result = serializer.Deserialize <PredictionOfCurrencyDataTable>(backupFileName);
}
return(result);
}
protected void InitMaxsAndMins(PredictionOfCurrencyDataTable table)
{
Maxs = new PredictionOfCurrencyDataTable(Names);
Maxs.Add(new PredictionOfCurrencyData {
Vector = GetMaxs(table, GetBackupName())
});
Mins = new PredictionOfCurrencyDataTable(Names);
Mins.Add(new PredictionOfCurrencyData {
Vector = GetMins(table, GetBackupName())
});
}
protected void InitExpectedValuesAndDispersions(PredictionOfCurrencyDataTable table)
{
ExpectedValues = new PredictionOfCurrencyDataTable(Names);
ExpectedValues.Add(new PredictionOfCurrencyData {
Vector = GetExpectedValues(table, GetBackupName())
});
Dispersions = new PredictionOfCurrencyDataTable(Names);
Dispersions.Add(new PredictionOfCurrencyData {
Vector = GetDispersions(table, GetBackupName(), ExpectedValues[0].Vector)
});
}
protected PredictionOfCurrencyDataTable Convert(PredictionOfCurrencyDataTable table,
Func <Vector, Vector> formula)
{
var result = new PredictionOfCurrencyDataTable(Names);
for (var i = 0; i < table.Data.Count; i++)
{
result.Add(new PredictionOfCurrencyData {
Date = table[i].Date,
Vector = formula(table[i].Vector)
});
}
return(result);
}
protected Vector GetMins(PredictionOfCurrencyDataTable table, string backupName)
{
var serializer = new Serializer();
var backupFileName = $"BackupMins{ backupName }.json";
var result = new Vector(Collectors.Count);
if (backupName == null || !serializer.Exists(backupFileName))
{
for (var i = 0; i < result.Length; i++)
{
result[i] = table[Collectors[i].GetType().Name].Min();
}
serializer.Serialize(result, backupFileName);
}
else
{
result = serializer.Deserialize <Vector>(backupFileName);
}
return(result);
}
protected Vector GetDispersions(PredictionOfCurrencyDataTable table, string backupName, Vector expectedValues = null)
{
if (expectedValues == null)
{
expectedValues = GetExpectedValues(table, backupName);
}
var serializer = new Serializer();
var backupFileName = $"BackupDispersions{ backupName }.json";
var result = new Vector(Collectors.Count);
if (backupName == null || !serializer.Exists(backupFileName))
{
for (var i = 0; i < result.Length; i++)
{
result[i] = table[Collectors[i].GetType().Name].Aggregate(0.0, (x, y) => x + Math.Pow(y - expectedValues[i], 2));
}
serializer.Serialize(result, backupFileName);
}
else
{
result = serializer.Deserialize <Vector>(backupFileName);
}
return(result);
}
protected PredictionOfCurrencyDataTable ConvertInRelativePercentage(PredictionOfCurrencyDataTable table) => ConvertRelative(table, (current, previouse) => (current - previouse) / previouse);
protected PredictionOfCurrencyDataTable NormalizeAndScale(PredictionOfCurrencyDataTable table) => Scale(Normalize(table));
protected PredictionOfCurrencyDataTable Scale(PredictionOfCurrencyDataTable table)
{
InitMaxsAndMins(table);
return(Convert(table, x => Scaling(x, Maxs[0].Vector, Mins[0].Vector)));
}
protected PredictionOfCurrencyDataTable Normalize(PredictionOfCurrencyDataTable table)
{
InitExpectedValuesAndDispersions(table);
return(Convert(table, x => Normalize(x, ExpectedValues[0].Vector, Dispersions[0].Vector)));
}