private void outcome_sampling_button_Click(object sender, EventArgs e)
{
DataminingInputDialog id = new DataminingInputDialog(new string[] { "instrument", "steps", "indicatorid", "outcometimeframe" }, dataminingDb.getInfo());
id.ShowDialog();
if (id.isValidResult())
{
new Thread(delegate()
{
Dictionary <string, string> parameters = id.getResult();
if (Directory.Exists(Application.StartupPath + @"\Analysis\") == false)
{
Directory.CreateDirectory(Application.StartupPath + @"\Analysis\");
}
SampleOutcomeExcelGenerator excel = new SampleOutcomeExcelGenerator(Application.StartupPath + @"\Analysis\" + DateTime.Now.ToString("yyyy_dd_mm") + "_" + parameters["instrument"] + ".xls");
setState("Outcomesampling");
dataminingDb.getOutcomeIndicatorSampling(excel, parameters["indicatorid"], Convert.ToInt32(parameters["outcometimeframe"]), Convert.ToInt32(parameters["steps"]), dataminingDb.getInfo(parameters["indicatorid"]).getDecentRange(), parameters["instrument"]);
excel.FinishDoc();
excel.ShowDocument();
}).Start();
}
}
private void button1_Click(object sender, EventArgs e)
{
DataminingInputDialog id = new DataminingInputDialog(new string[] { "instrument" }, dataminingDb.getInfo());
id.ShowDialog();
if (id.isValidResult())
{
dataminingDb.setDataGroups(id.getResult()["instrument"]);
}
}
private void unload_btn_Click(object sender, EventArgs e)
{
DataminingInputDialog id = new DataminingInputDialog(new string[] { "instrument" }, dataminingDb.getInfo());
id.ShowDialog();
if (id.isValidResult())
{
dataminingDb.unloadPair(id.getResult()["instrument"]);
}
}
private void getCodeDistributionBtn_Click(object sender, EventArgs e)
{
DataminingInputDialog id = new DataminingInputDialog(new string[] { "instrument", "timeframe", "normalizedDifference" }, dataminingDb.getInfo());
id.ShowDialog();
Dictionary <string, string> parameters = id.getResult();
if (id.isValidResult())
{
string msg = dataminingDb.getOutcomeCodeDistribution(double.Parse(parameters["normalizedDifference"], CultureInfo.InvariantCulture), Convert.ToInt32(parameters["timeframe"]), parameters["instrument"]);
MessageBox.Show(msg);
}
}
private void outcomeCode_btn_Click(object sender, EventArgs e)
{
DataminingInputDialog id = new DataminingInputDialog(new string[] { "instrument", "timeframe", "normalizedDifference" }, dataminingDb.getInfo());
id.ShowDialog();
if (id.isValidResult())
{
new Thread(delegate() {
Dictionary <string, string> parameters = id.getResult();
dataminingDb.addOutcomeCode(double.Parse(parameters["normalizedDifference"], CultureInfo.InvariantCulture), Convert.ToInt32(parameters["timeframe"]), parameters["instrument"]);
}).Start();
}
}
private void outcome_btn_Click(object sender, EventArgs e)
{
DataminingInputDialog id = new DataminingInputDialog(new string[] { "instrument", "timeframe" }, dataminingDb.getInfo());
id.ShowDialog();
if (id.isValidResult())
{
new Thread(delegate() {
Dictionary <string, string> parameters = id.getResult();
dataminingDb.addOutcome(Convert.ToInt32(parameters["timeframe"]), parameters["instrument"]);
}).Start();
}
}
private void indicator_ma_btn_Click(object sender, EventArgs e)
{
DataminingInputDialog id = new DataminingInputDialog(new string[] { "instrument", "timeframe" }, dataminingDb.getInfo());
id.ShowDialog();
if (id.isValidResult())
{
new Thread(delegate() {
Dictionary <string, string> parameters = id.getResult();
dataminingDb.addIndicator(new MovingAverageIndicator(Convert.ToInt64(parameters["timeframe"])), parameters["instrument"], "mid");
}).Start();
}
}
private void indicator_volume_btn_Click(object sender, EventArgs e)
{
DataminingInputDialog id = new DataminingInputDialog(new string[] { "instrument", "timeframe", "samplingrate", "stepsize" }, dataminingDb.getInfo());
id.ShowDialog();
if (id.isValidResult())
{
new Thread(delegate() {
Dictionary <string, string> parameters = id.getResult();
dataminingDb.addIndicator(new VolumeAtPriceIndicator(Convert.ToInt64(parameters["timeframe"]), double.Parse(parameters["stepsize"], CultureInfo.InvariantCulture), Convert.ToInt64(parameters["samplingrate"])), parameters["instrument"], "mid");
}).Start();
}
}
private void indicator_time_btn_Click(object sender, EventArgs e)
{
DataminingInputDialog id = new DataminingInputDialog(new string[] { "instrument" }, dataminingDb.getInfo());
id.ShowDialog();
if (id.isValidResult())
{
new Thread(delegate() {
Dictionary <string, string> parameters = id.getResult();
dataminingDb.addIndicator(new TimeOpeningHoursIndicator(), parameters["instrument"], "mid");
}).Start();
}
}
private void save_btn_Click(object sender, EventArgs e)
{
if (MessageBox.Show("Save data?", "", MessageBoxButtons.OKCancel) == DialogResult.OK)
{
DataminingInputDialog id = new DataminingInputDialog(new string[] { "instrument" }, dataminingDb.getInfo());
id.ShowDialog();
if (id.isValidResult())
{
new Thread(delegate()
{
dataminingDb.savePair(id.getResult()["instrument"]);
}).Start();
}
}
}
private void import_btn_Click(object sender, EventArgs e)
{
if (MessageBox.Show("Import data?", "", MessageBoxButtons.OKCancel) == DialogResult.OK)
{
DataminingInputDialog id = new DataminingInputDialog(new string[] { "instrument" }, dataminingDb.getInfo());
id.ShowDialog();
if (id.isValidResult())
{
new Thread(delegate()
{
dataminingDb.importPair(id.getResult()["instrument"], 0, Timestamp.getNow(), sourceDatabase);
}).Start();
}
}
}
private void metaIndicatorSum_btn_Click(object sender, EventArgs e)
{
DataminingInputDialog id = new DataminingInputDialog(new string[] { "instrument", "fieldsArrayBy|", "wightArrayBy|", "fieldname" }, dataminingDb.getInfo());
id.ShowDialog();
if (id.isValidResult())
{
new Thread(delegate() {
Dictionary <string, string> parameters = id.getResult();
List <double> wights = new List <double>();
foreach (string s in parameters["wightArrayBy|"].Split("|".ToCharArray(), StringSplitOptions.RemoveEmptyEntries))
{
wights.Add(double.Parse(s, CultureInfo.InvariantCulture));
}
string[] fieldnames = parameters["fieldsArrayBy|"].Split("|".ToCharArray(), StringSplitOptions.RemoveEmptyEntries);
dataminingDb.addMetaIndicatorSum(fieldnames, wights.ToArray(), parameters["fieldname"], parameters["instrument"]);
}).Start();
}
}
private void maxPpOutcomeCodeBtn_Click(object sender, EventArgs e)
{
DataminingInputDialog id = new DataminingInputDialog(new string[] { "instrument", "outcomeCodeId" }, dataminingDb.getInfo());
id.ShowDialog();
long operationSum = 0;
int operationsCount = 0;
if (id.isValidResult())
{
string instrument = id.getResult()["instrument"];
string outcomeId = id.getResult()["outcomeCodeId"];
string folderPath = Config.startupPath + "/analysis/";
if (Directory.Exists(folderPath) == false)
{
Directory.CreateDirectory(folderPath);
}
string graphFolderPath = folderPath + "ppForIndicators-" + outcomeId + "/";
Directory.CreateDirectory(graphFolderPath);
string indicatorListFilename = folderPath + "ppForIndicators-" + outcomeId + ".csv";
if (File.Exists(indicatorListFilename) == false)
{
writeTextToFile(indicatorListFilename, "OverHalf;MaxDiff;Direction;LinRegr;LogRegr;Indicator" + Environment.NewLine);
}
//Start some threads for
for (int threadId = 0; threadId < 2; threadId++) //Todo: Do 4 threads
{
new Thread(delegate()
{
while (true)
{
try
{
Stopwatch watch = new Stopwatch();
watch.Start();
WalkerIndicator indicator = IndicatorGenerator.getRandomIndicator();
string indicatorId = "mid-" + indicator.getName();
Logger.log("Start indicator: " + indicatorId, "maxPp");
setState("Max pp: avg" + Math.Round(operationSum / 1000d / (operationsCount != 0 ? operationsCount : 1)) + "s" + " n" + operationsCount);
try {
dataminingDb.addIndicator(indicator, instrument, "mid");
} catch (IndicatorNeverValidException)
{
writeTextToFile(indicatorListFilename, "x;x;x;" + indicatorId + Environment.NewLine);
Logger.log("Invalid Indicator " + indicatorId, "maxPp");
continue;
}
Logger.log("Get info", "maxPp");
DistributionRange range = dataminingDb.getInfo(indicatorId).ranges["5"];
SampleOutcomeCodeExcelGenerator excel = new SampleOutcomeCodeExcelGenerator(graphFolderPath + indicatorId + ".xls");
Logger.log("Start sampling", "maxPp");
double[] ppMethod1 = dataminingDb.getOutcomeCodeIndicatorSampling(excel, indicatorId, 20, range, outcomeId, instrument);
excel.FinishDoc();
/*double[][] inputsTraining = new double[0][], outputsTraining = new double[0][];
* dataminingDb.getInputOutputArrays(new string[] { indicatorId }, outcomeId, instrument, ref inputsTraining, ref outputsTraining, DataGroup.All, 1000 * 20, 0);
*
* double[][] inputsTest = new double[0][], outputsTest = new double[0][];
* dataminingDb.getInputOutputArrays(new string[] { indicatorId }, outcomeId, instrument, ref inputsTest, ref outputsTest, DataGroup.All, 5000, 1);
*
* double ppMethod2 = PredictivePowerAnalyzer.getPredictivePowerWithMl(inputsTraining, outputsTraining, inputsTest, outputsTest, MLMethodForPPAnalysis.LinearRegression);
*
* double ppMethod3 = PredictivePowerAnalyzer.getPredictivePowerWithMl(inputsTraining, outputsTraining, inputsTest, outputsTest, MLMethodForPPAnalysis.LogRegression);*/
Logger.log("write to file", "maxPp");
//over 0.5, maxDiff, direction
string resultLine = ppMethod1[0] + ";" + ppMethod1[1] + ";" + ppMethod1[2] + ";" + "ni" + ";" + "ni" + ";" + indicatorId;
writeTextToFile(indicatorListFilename, resultLine + Environment.NewLine);
Logger.sendImportantMessage(DateTime.Now.ToShortTimeString() + " - " + resultLine);
Logger.log("remove datasets", "maxPp");
dataminingDb.removeDataset(indicatorId, instrument);
watch.Stop();
operationSum += watch.ElapsedMilliseconds;
operationsCount++;
}
catch {
Logger.log("Error in thread method", "maxPp");
}
}
}).Start();
}
}
}