public static void Generate(string fileName) { FileInfo dataDir = new FileInfo(@Environment.CurrentDirectory); IMarketLoader loader = new CSVLoader(); var market = new MarketMLDataSet(loader,Config.INPUT_WINDOW, Config.PREDICT_WINDOW); // var desc = new MarketDataDescription(Config.TICKER, MarketDataType.Close, true, true); var desc = new MarketDataDescription(Config.TICKER, MarketDataType.Trade, true, true); market.AddDescription(desc); string currentDirectory =@"c:\"; loader.GetFile(fileName); var end = DateTime.Now; // end today var begin = new DateTime(end.Ticks); // begin 30 days ago // Gather training data for the last 2 years, stopping 60 days short of today. // The 60 days will be used to evaluate prediction. begin = begin.AddDays(-200); end = begin.AddDays(1); Console.WriteLine("You are loading date from:" + begin.ToShortDateString() + " To :" + end.ToShortDateString()); market.Load(begin, end); market.Generate(); EncogUtility.SaveEGB(FileUtil.CombinePath(dataDir, Config.TRAINING_FILE), market); // create a network BasicNetwork network = EncogUtility.SimpleFeedForward( market.InputSize, Config.HIDDEN1_COUNT, Config.HIDDEN2_COUNT, market.IdealSize, true); // save the network and the training EncogDirectoryPersistence.SaveObject(FileUtil.CombinePath(dataDir,Config.NETWORK_FILE), network); }
public static MarketMLDataSet GrabData(string newfileLoad) { IMarketLoader loader = new CSVLoader(); loader.GetFile(newfileLoad); var result = new MarketMLDataSet(loader, Config.INPUT_WINDOW, Config.PREDICT_WINDOW); // var desc = new MarketDataDescription(Config.TICKER, // MarketDataType.Close, true, true); var desc = new MarketDataDescription(Config.TICKER, MarketDataType.Trade, true, true); result.AddDescription(desc); var end = DateTime.Now; // end today var begin = new DateTime(end.Ticks); // begin 30 days ago begin = begin.AddDays(-150); result.Load(begin, end); result.Generate(); return result; }