private void recurciveVariableAdding(Hyperparameters h, int ID, string expertName)
{
List <Node> branches = h.getNodesByparentID(ID);
if (branches.Count == 0)
{
if (h.getNodeById(ID).getAttributeValue("variable") != null)
{
// добавить в список переменных
if (h.getNodeById(ID).getAttributeValue("variable") == "numerical")
{
variablesVisualizer.addParameter(expertName + " " + h.getNodeById(ID).name() + " id=" + ID.ToString(), Color.Cyan, 200);
}
if (h.getNodeById(ID).getAttributeValue("variable") == "categorical")
{
variablesVisualizer.addParameter(expertName + " " + h.getNodeById(ID).name() + " id=" + ID.ToString(), Color.Transparent, 60);
variablesVisualizer.parameters[variablesVisualizer.parameters.Count - 1].mainFontDepth = 12;
}
variablesNames.Add(expertName + " " + h.getNodeById(ID).name() + " id=" + ID.ToString());
variablesIDs.Add(ID);
}
}
else
{
for (int i = 0; i < branches.Count; i++)
{
recurciveVariableAdding(h, branches[i].ID, expertName);
}
}
}
public MyAlgorithmOptimization(MainForm form1, Algorithm algorithm)
{
this.algorithm = algorithm;
explored = new List <TargetFunctionPoint>();
this.form1 = form1;
variablesVisualizer = new MultiParameterVisualizer(form1.picBox, form1);
variablesVisualizer.addParameter("max Q", Color.Cyan, 400);
variablesVisualizer.addParameter("target_function", Color.LightCyan, 800);
//VVVVVVVVVVV
// 1)разобраться с косяками на графике всех индивидов
// 2)почему при нахождении центра получаются близкие, но разные числа
// 3)добиться одинакового числа точек в currentHypercube связано с (1)
// 4) прикрутить красивые графики везде, где уместно
// -параллелизм
//for (int i = 0; i < population_value; i++)
// variablesVisualizer.parameters[1].functions.Add(new Function(" [" + i.ToString() + "]", valueToColor(0, population_value, population_value - i - 1)));
report_file_name = form1.pathPrefix + "/MyAlgorithmOptimization/Optimization report " + DateTime.Now.ToString().Replace(':', '-') + ".txt";
P = algorithm.h.Clone();
string reportHeader = "";
for (int i = 0; i < P.nodes.Count; i++)
{
if (P.nodes[i].getAttributeValue("variable") == "numerical")
{
reportHeader += P.nodes[i].getAttributeValue("name") + ';';
variablesCount++;
}
}
variablesVisualizer.enableGrid = false;
int fucnCount = Convert.ToInt32(Math.Pow(3.0, Convert.ToDouble(variablesCount)));
for (int i = 0; i < fucnCount; i++)
{
variablesVisualizer.parameters[1].functions.Add(new Function(" [" + i.ToString() + "]", ParameterVisualizer.valueToColor(0, fucnCount, fucnCount - i - 1)));
}
File.WriteAllText(report_file_name, reportHeader + "Q;" + '\n');
initPool();
variablesVisualizer.refresh();
}
public ExpertOptimization(Expert expert, MainForm form1, int population_value, int test_count, int mutation_rate, double elite_ratio, int Iterarions, DateTime date1, DateTime date2, string rawDatasetFilePath)
{
r = new Random();
this.Iterarions = Iterarions;
this.rawDatasetFilePath = rawDatasetFilePath;
this.form1 = form1;
this.expert = expert;
this.elite_ratio = elite_ratio;
this.mutation_rate = mutation_rate;
this.population_value = population_value;
this.test_count = test_count;
this.date1 = date1;
this.date2 = date2;
variablesVisualizer = new MultiParameterVisualizer(form1.picBox, form1);
population = new Hyperparameters[population_value];
variablesNames = new List <string>();
variablesIDs = new List <int>();
this.agentManager = form1.I.agentManager;
name = expert.expertName;
try { Directory.Delete(form1.pathPrefix + "Optimization\\" + name, true); } catch { }
// refreshAOTree();
variablesVisualizer.enableGrid = false;
variablesVisualizer.addParameter("best_individ", Color.Cyan, 300);
variablesVisualizer.addParameter("target_function", Color.LightCyan, 600);
variablesVisualizer.parameters[1].functions.Add(new Function("averege best", Color.Lime));
//добавление переменных в MultiParameterVisualizer
for (int i = 0; i < population_value; i++)
{
variablesVisualizer.parameters[1].functions.Add(new Function(" [" + i.ToString() + "]", valueToColor(0, population_value, population_value - i - 1)));
}
for (int i = 0; i < population_value; i++)
{
// variablesVisualizer.addParameter("actions [" + i.ToString() + "]", Color.Pink, 50);
variablesVisualizer.addParameter("committee response [" + i.ToString() + "]", Color.Pink, 300);
variablesVisualizer.addParameter("close [" + i.ToString() + "]", Color.Pink, 300);
variablesVisualizer.addParameter("deposit1 [" + i.ToString() + "]", Color.Green, 300);
variablesVisualizer.addParameter("exit [" + i.ToString() + "]", Color.LightSeaGreen, 300);
/* variablesVisualizer.addParameter("deposit history [" + i.ToString() + "]", Color.LightCyan, 300);
* variablesVisualizer.parameters[1 + i].functions.Add(new Function("deposit1 [" + i.ToString() + "]", Color.Pink));
* variablesVisualizer.parameters[1 + i].functions.Add(new Function("deposit2 [" + i.ToString() + "]", Color.Green));
* variablesVisualizer.parameters[1 + i].functions.Add(new Function("exit [" + i.ToString() + "]", Color.LightSeaGreen)); */
}
// recurciveVariableAdding(expert.H, 0, name + "[0]");
variablesVisualizer.refresh();
}
public void TEST()
{
mainThread = System.Threading.Thread.CurrentThread;
double balance_BTC = 0;
double balance_USD = 100;
double lot = 0.001;
Hyperparameters order_book;
var api = new ExmoApi("k", "s");
string responce = "";
string s = "";
vis.addParameter("BTC_USD", Color.White, 1000);
vis.parameters[0].showLastNValues = true;
vis.enableGrid = true;
vis.parameters[0].window = 360;
//наименьшая цена, по которой можно покупать
vis.parameters[0].functions.Add(new Function("bid_top", Color.Blue));
//наивысшая цена, по которой можно продать
vis.parameters[0].functions.Add(new Function("ask_top", Color.Red));
expert = new Expert("Expert_Flex", this);
algorithm = new BidAsk(this, "BidAsk");
algorithm.Open(@"E:\Anton\Desktop\MAIN\Экспертная система\Экспертная система\Алгоритмы прогнозирования\BidAsk\h.json");
expert.AddAlgorithm(algorithm);
int window = int.Parse(algorithm.h.getValueByName("window_size"));
int step = 60000;
string[] input;
double[] predictions = null;
List <string> rawInput = new List <string>();
// List<string> spreads = new List<string>();
rawInput.Add("<DATE_TIME>;<bid_top>;<bid_quantity>;<bid_amount>;<ask_top>;<ask_quantity>;<ask_amount>");
//ЗАПУСК СКРИПТОВ ПОТОЧНОГО ПРОГНОЗИРОВНИЯ
Task[] RunTasks = new Task[expert.algorithms.Count];
foreach (Algorithm algorithm in expert.algorithms)
{
RunTasks[expert.algorithms.IndexOf(algorithm)] = Task.Run(() => algorithm.runGetPredictionScript());
}
//ОЖИДАНИЕ ЗАВЕРШЕНИЯ ЗАПУСКА
foreach (var task in RunTasks)
{
task.Wait();
}
List <double> positions = new List <double>();
while (true)
{
vis.parameters[0].window = 20;
try
{
responce = api.ApiQuery("order_book", new Dictionary <string, string> {
{ "pair", "BTC_USD" }
});
if (responce.Length > 400)
{
responce = responce.Substring(0, 400);
}
if (!responce.Contains("maintenance"))
{
order_book = new Hyperparameters(responce, this);
//<bid_top>;<bid_quantity>;<bid_amount>;<ask_top>;<ask_quantity>;<ask_amount>
s = DateTime.Now.ToString() + ';'
+ order_book.nodes[0].getAttributeValue("bid_top") + ';' + order_book.nodes[0].getAttributeValue("bid_quantity") + ';' + order_book.nodes[0].getAttributeValue("bid_amount") + ';'
+ order_book.nodes[0].getAttributeValue("ask_top") + ';' + order_book.nodes[0].getAttributeValue("ask_quantity") + ';' + order_book.nodes[0].getAttributeValue("ask_amount");
s = s.Replace('.', ',');
double bid_top = Convert.ToDouble(order_book.nodes[0].getAttributeValue("bid_top").Replace('.', ','));
double ask_top = Convert.ToDouble(order_book.nodes[0].getAttributeValue("ask_top").Replace('.', ','));
/*
* double bid_quantity = Convert.ToDouble(order_book.nodes[0].getAttributeValue("bid_quantity").Replace('.', ','));
* double ask_quantity = Convert.ToDouble(order_book.nodes[0].getAttributeValue("ask_quantity").Replace('.', ','));
*
* double bid_amount = Convert.ToDouble(order_book.nodes[0].getAttributeValue("bid_amount").Replace('.', ','));
* double ask_amount = Convert.ToDouble(order_book.nodes[0].getAttributeValue("ask_amount").Replace('.', ','));*/
vis.addPoint(bid_top, "bid_top");
vis.addPoint(ask_top, "ask_top");
vis.refresh();
// log(s);
//запись входных данных
File.AppendAllText("BTC_USD_exmo.txt", s);
rawInput.Add(s);
// spreads.Add(String.Format("{0:0.#####}", bid_top - ask_top));
showInpOutp.fillTextBox1(rawInput);
//+1 для заголовка, +1 для нормализации i/(i-1)
if (rawInput.Count < window + 2)
{
File.AppendAllText("BTC_USD_exmo.txt", "\n");
}
else
{
input = expert.prepareDataset(rawInput.ToArray(), "<DATE_TIME>", true);
//шапка должна оставаться на месте, поэтому 1, а не 0
rawInput.RemoveAt(1);
showInpOutp.fillTextBox2(input);
if (input.Length == window + 1)
{
predictions = expert.getCommitteePrediction(input);
}
else
{
log("input.Length =/= window+1; input.Length = " + input.Length.ToString());
}
string action = expert.getDecision(predictions);
if (action == "error")
{
log("action = error", Color.Red);
}
if (action == "buy")
{
if (balance_USD > ask_top * lot)
{
balance_BTC = balance_BTC + lot;
balance_USD = balance_USD - (ask_top * lot);
positions.Add(ask_top);
log("BUY", Color.Blue);
log(ask_top.ToString());
log(" USD:" + balance_USD.ToString());
log(" BTC:" + balance_BTC.ToString());
vis.parameters[0].functions[2].points[vis.parameters[0].functions[1].points.Count - 1].mark = "BUY‾‾‾‾‾‾‾‾";
}
else
{
// log("Баланс USD: " + balance_USD.ToString() + " Невозможно купить " + (bid_top * lot).ToString() + " BTC");
action += " (fail)";
}
}
for (int i = 0; i < positions.Count; i++)
{
if (positions[i] < bid_top)
{
action = "sell";
positions.RemoveAt(i);
break;
}
}
if (action == "sell")
{
if (bid_top != 0)
{
if (balance_BTC >= lot)
{
balance_BTC = balance_BTC - lot;
balance_USD = balance_USD + (bid_top * lot);
log("SELL", Color.Red);
log(bid_top.ToString());
log(" USD:" + balance_USD.ToString());
log(" BTC:" + balance_BTC.ToString());
vis.parameters[0].functions[1].points[vis.parameters[0].functions[1].points.Count - 1].mark = "SELL‾‾‾‾‾‾‾‾";
}
else
{
// log("Баланс BTC: " + balance_BTC.ToString() + " Невозможно продать " + (lot).ToString() + " BTC");
action += " (fail)";
}
}
else
{
log("bid_top почему-то равно нулю!", Color.Red);
action += " (fail)";
}
}
log(DateTime.Now.ToString() + " " + action);
//запись состояния балансов и последнего действия
File.AppendAllText("BTC_USD_exmo.txt", balance_BTC.ToString() + ';' + balance_USD.ToString() + ';' + action + "\n");
}
}
else
{
log("Технические работы", Color.Red);
}
}
catch (Exception e)
{
log(e.Message, Color.Red);
// log(result);
}
Thread.Sleep(step);
}
}
