public DataForNeuralNetworkCollector(IDataForNeuralNetworkRepository repository,
ICAC40Collector cac40,
IDowJonesCollector dowJones,
IGdpPerCapitaPppCollector gdpPerCapitaPpp,
IGoldCollector gold,
IInflationCollector inflation,
IMMVBCollector mmvb,
IOliBrentCollector oliBrent,
IOliLightCollector oliLight,
IRefinancingRateCollector refinancingRate,
IRTSCollector rts,
ISAndP500Collector sAndP,
ITradeBalanceCollector tradeBalance,
IUsdToRubCurrencyCollector usdToRub) : base(repository, true)
{
Contexts = new List <DataForNeuralNetworkContext> {
new DataForNeuralNetworkContext(cac40, IfDataNotExist.Aproximated), // "cac40Extrapolator"),
new DataForNeuralNetworkContext(dowJones, IfDataNotExist.Aproximated), // "dowJonesExtrapolator"),
new DataForNeuralNetworkContext(gdpPerCapitaPpp, IfDataNotExist.TakeNearLeft),
new DataForNeuralNetworkContext(gold, IfDataNotExist.Aproximated), // "goldExtrapolator"),
new DataForNeuralNetworkContext(inflation, IfDataNotExist.TakeNearLeft),
new DataForNeuralNetworkContext(mmvb, IfDataNotExist.Aproximated), // "mmvbExtrapolator"),
new DataForNeuralNetworkContext(oliBrent, IfDataNotExist.Aproximated), // "oliBrentExtrapolator"),
new DataForNeuralNetworkContext(oliLight, IfDataNotExist.Aproximated), // "oliLightExtrapolator"),
new DataForNeuralNetworkContext(refinancingRate, IfDataNotExist.TakeNearLeft),
new DataForNeuralNetworkContext(rts, IfDataNotExist.Aproximated), // "rtsExtrapolator"),
new DataForNeuralNetworkContext(sAndP, IfDataNotExist.Aproximated), // "sAndPExtrapolator"),
new DataForNeuralNetworkContext(tradeBalance, IfDataNotExist.Aproximated), // "tradeBalanceExtrapolator"),
new DataForNeuralNetworkContext(usdToRub, IfDataNotExist.Aproximated), //, "usdToRubExtrapolator"),
};
}
public DataManagerController(IUsdToRubCurrencyCollector usdToRubCollector,
ICAC40Collector cac40Collector,
ICSI200Collector csi200Collector,
IDataForNeuralNetworkCollector dataForNeuralNetworkCollector,
IDowJonesCollector dowJonesCollector,
IGdpPerCapitaPppCollector gdpPerCapitaPppCollector,
IGoldCollector goldCollector,
IInflationCollector inflationCollector,
IMMVBCollector mmvbCollector,
IOliBrentCollector oliBrentCollector,
IOliLightCollector oliLightCollector,
IRefinancingRateCollector refinancingRateCollector,
IRTSCollector rtsCollector,
ISAndP500Collector sAndPCollector,
ITradeBalanceCollector tradeBalanceCollector)
{
DataForNeuralNetworkCollector = dataForNeuralNetworkCollector;
UsdToRubCollector = usdToRubCollector;
Cac40Collector = cac40Collector;
Csi200Collector = csi200Collector;
DowJonesCollector = dowJonesCollector;
GdpPerCapitaPppCollector = gdpPerCapitaPppCollector;
GoldCollector = goldCollector;
InflationCollector = inflationCollector;
MmvbCollector = mmvbCollector;
OliBrentCollector = oliBrentCollector;
OliLightCollector = oliLightCollector;
RefinancingRateCollector = refinancingRateCollector;
RtsCollector = rtsCollector;
SAndPCollector = sAndPCollector;
TradeBalanceCollector = tradeBalanceCollector;
//PredictionOfCurrencyUsdToRub = predictionOfCurrencyUsdToRub;
Collectors = new Dictionary <string, IDataCollector> {
{ "UsdToRub", UsdToRubCollector },
{ "Cac40", Cac40Collector },
{ "Csi200", Csi200Collector },
{ "DowJones", DowJonesCollector },
{ "GdpPerCapitaPpp", GdpPerCapitaPppCollector },
{ "Gold", GoldCollector },
{ "Inflation", InflationCollector },
{ "Mmvb", MmvbCollector },
{ "OliBrent", OliBrentCollector },
{ "OliLight", OliLightCollector },
{ "RefinancingRate", RefinancingRateCollector },
{ "Rts", RtsCollector },
{ "SAndP", SAndPCollector },
{ "TradeBalance", TradeBalanceCollector }
};
}
public PredictionOfCurrencyManager(ICAC40Collector cac40,
IDowJonesCollector dowJones,
IGdpPerCapitaPppCollector gdpPerCapitaPpp,
IGoldCollector gold,
IInflationCollector inflation,
IMMVBCollector mmvb,
IOliBrentCollector oliBrent,
IOliLightCollector oliLight,
IRefinancingRateCollector refinancingRate,
IRTSCollector rts,
ISAndP500Collector sAndP,
ITradeBalanceCollector tradeBalance,
IUsdToRubCurrencyCollector usdToRub)
{
PredictionOfCurrency = new Dictionary <string, PredictionOfCurrency> {
{
"default",
new PredictionOfCurrency(
collectors: new List <IDataCollector> {
dowJones,
gold,
mmvb,
oliBrent,
oliLight,
usdToRub
}
)
},
{
"defaultRelativeForOneDay",
new PredictionOfCurrency(
collectors: new List <IDataCollector> {
dowJones,
gold,
mmvb,
oliBrent,
oliLight,
usdToRub
},
neuralNetworkName: "relativeForOneDay",
dataType: DataValueType.Relative
)
},
{
"defaultAbsolute5ForOneDay",
new PredictionOfCurrency(
collectors: new List <IDataCollector> {
dowJones,
gold,
mmvb,
oliBrent,
oliLight,
usdToRub
},
neuralNetworkName: "absoluteFor6OneDay",
dataType: DataValueType.Relative,
dataProcessingMethods: DataProcessingMethods.Normalize,
learnParameters: new LearnParameters {
Parameters = new NeuralNetwork.RecurentParameters(2, 2, 0.3)
}
)
},
{
"defaultRelativePercentageForOneDay",
new PredictionOfCurrency(
collectors: new List <IDataCollector> {
dowJones,
gold,
mmvb,
oliBrent,
oliLight,
usdToRub
},
neuralNetworkName: "relativePercentageForOneDay",
dataType: DataValueType.RelativePercentage
)
},
{
"defaultRelative1ForOneDay",
new PredictionOfCurrency(
collectors: new List <IDataCollector> {
//dowJones,
gold,
//mmvb,
oliBrent,
oliLight,
//rts,
usdToRub
},
neuralNetworkName: "relative1ForOneDay",
dataType: DataValueType.Relative,
dataParameters: new DataParameter(new DateTime(2014, 1, 1), new DateTime(2018, 3, 10), TimeSpan.FromDays(1))
)
},
{
"default1ForOneMonth",
new PredictionOfCurrency(
collectors: new List <IDataCollector> {
cac40,
dowJones,
gold,
inflation,
mmvb,
oliBrent,
oliLight,
refinancingRate,
rts,
sAndP,
tradeBalance,
usdToRub
},
neuralNetworkName: "default1ForOneMonth",
dataParameters: new DataParameter(new DateTime(2008, 1, 1), new DateTime(2018, 2, 1), TimeSpan.FromDays(31))
)
},
{
"defaultRelative6ForOneDay",
new PredictionOfCurrency(
collectors: new List <IDataCollector> {
cac40,
dowJones,
gold,
mmvb,
oliBrent,
oliLight,
rts,
sAndP,
usdToRub
},
neuralNetworkName: "defaultRelative6ForOneDay",
dataType: DataValueType.Relative,
dataProcessingMethods: DataProcessingMethods.Normalize,
dataParameters: new DataParameter(new DateTime(2008, 1, 1), new DateTime(2018, 2, 1), TimeSpan.FromDays(1))
)
},
{
"defaultAbsolute8For15Day",
new PredictionOfCurrency(
collectors: new List <IDataCollector> {
cac40,
dowJones,
gold,
mmvb,
oliBrent,
oliLight,
rts,
sAndP,
usdToRub
},
neuralNetworkName: "defaultAbsolute8For15Day",
dataType: DataValueType.Absolute,
dataProcessingMethods: DataProcessingMethods.Normalize,
dataParameters: new DataParameter(new DateTime(2008, 1, 1), new DateTime(2018, 2, 1), TimeSpan.FromDays(15))
)
},
{
"defaultAbsolute7ForTenDay",
new PredictionOfCurrency(
collectors: new List <IDataCollector> {
cac40,
dowJones,
gold,
mmvb,
oliBrent,
oliLight,
rts,
sAndP,
usdToRub
},
neuralNetworkName: "defaultAbsolute7ForTenDay",
dataType: DataValueType.Absolute,
dataProcessingMethods: DataProcessingMethods.Normalize,
dataParameters: new DataParameter(new DateTime(2007, 12, 1), new DateTime(2018, 2, 1), TimeSpan.FromDays(10))
)
},
{
"defaultOneLayerOneDay",
new PredictionOfCurrency(
collectors: new List <IDataCollector> {
dowJones,
gold,
mmvb,
oliBrent,
oliLight,
usdToRub
},
neuralNetworkName: "defaultOneLayerOneDay",
dataType: DataValueType.Absolute,
dataProcessingMethods: DataProcessingMethods.Normalize,
dataParameters: new DataParameter(new DateTime(2007, 12, 3), new DateTime(2018, 2, 1), TimeSpan.FromDays(1)),
learnParameters: new LearnParameters {
Parameters = new RecurentParameters(1.2, 0.5, 0.1),
CellParameters = new NeuralNetwork.RecurentCellParameters[] {
new NeuralNetwork.RecurentCellParameters(6, 1)
}
}
)
},
{
"defaultOneLayer1OneDay",
new PredictionOfCurrency(
collectors: new List <IDataCollector> {
cac40,
dowJones,
gold,
mmvb,
oliBrent,
oliLight,
rts,
sAndP,
usdToRub
},
neuralNetworkName: "defaultOneLayer1OneDay",
dataType: DataValueType.Absolute,
dataProcessingMethods: DataProcessingMethods.Normalize,
dataParameters: new DataParameter(new DateTime(2007, 12, 4), new DateTime(2018, 2, 1), TimeSpan.FromDays(1)),
learnParameters: new LearnParameters {
Parameters = new RecurentParameters(1.2, 0.5, 0.1),
CellParameters = new RecurentCellParameters[] {
new RecurentCellParameters(9, 1)
}
}
)
},
{
"defaultOneLayer1OneDayDataForOneYear",
new PredictionOfCurrency(
collectors: new List <IDataCollector> {
cac40,
dowJones,
gold,
mmvb,
oliBrent,
oliLight,
rts,
sAndP,
usdToRub
},
neuralNetworkName: "defaultOneLayer1OneDayDataForOneYear",
dataType: DataValueType.Absolute,
dataProcessingMethods: DataProcessingMethods.Normalize,
dataParameters: new DataParameter(new DateTime(2017, 2, 1), new DateTime(2018, 2, 1), TimeSpan.FromDays(1)),
learnParameters: new LearnParameters {
Parameters = new RecurentParameters(1.2, 0.5, 0.1),
CellParameters = new RecurentCellParameters[] {
new RecurentCellParameters(9, 1)
}
}
)
},
{
"defaultOneYear",
new PredictionOfCurrency(
collectors: new List <IDataCollector> {
cac40,
dowJones,
gdpPerCapitaPpp,
gold,
inflation,
mmvb,
oliBrent,
oliLight,
refinancingRate,
rts,
sAndP,
tradeBalance,
usdToRub
},
neuralNetworkName: "defaultOneYear",
dataType: DataValueType.Absolute,
dataProcessingMethods: DataProcessingMethods.Normalize,
dataParameters: new DataParameter(new DateTime(2008, 1, 1), new DateTime(2018, 1, 1), TimeSpan.FromDays(366))
)
},
{
"default1ForOneMonthWithout",
new PredictionOfCurrency(
collectors: new List <IDataCollector> {
cac40,
dowJones,
gold,
mmvb,
oliBrent,
oliLight,
rts,
sAndP,
usdToRub
},
neuralNetworkName: "default1ForOneMonthWithout",
dataParameters: new DataParameter(new DateTime(2008, 4, 1), new DateTime(2018, 2, 1), TimeSpan.FromDays(31))
)
},
{
"allCollectors10Days",
new PredictionOfCurrency(
collectors: new List <IDataCollector> {
cac40,
dowJones,
gdpPerCapitaPpp,
gold,
inflation,
mmvb,
oliBrent,
oliLight,
refinancingRate,
rts,
sAndP,
tradeBalance,
usdToRub
},
neuralNetworkName: "allCollectors10Days",
dataParameters: new DataParameter(new DateTime(2008, 2, 1), new DateTime(2018, 2, 1), TimeSpan.FromDays(10))
)
},
{
"allCollectors1Day",
new PredictionOfCurrency(
collectors: new List <IDataCollector> {
cac40,
dowJones,
gdpPerCapitaPpp,
gold,
inflation,
mmvb,
oliBrent,
oliLight,
refinancingRate,
rts,
sAndP,
tradeBalance,
usdToRub
},
neuralNetworkName: "allCollectors1Day",
dataParameters: new DataParameter(new DateTime(2007, 12, 3), new DateTime(2018, 1, 3), TimeSpan.FromDays(1))
)
},
{
"test1Day",
new PredictionOfCurrency(
collectors: new List <IDataCollector> {
//cac40,
//dowJones,
gdpPerCapitaPpp,
gold,
inflation,
mmvb,
oliBrent,
//oliLight,
refinancingRate,
//rts,
//sAndP,
tradeBalance,
usdToRub
},
neuralNetworkName: "test1Day",
dataParameters: new DataParameter(new DateTime(2007, 12, 2), new DateTime(2018, 1, 3), TimeSpan.FromDays(1))
)
},
{
"test4Day",
new PredictionOfCurrency(
collectors: new List <IDataCollector> {
//cac40,
dowJones,
gdpPerCapitaPpp,
gold,
inflation,
mmvb,
oliBrent,
//oliLight,
refinancingRate,
rts,
//sAndP,
tradeBalance,
usdToRub
},
neuralNetworkName: "test4Day",
dataParameters: new DataParameter(new DateTime(2007, 12, 8), new DateTime(2018, 1, 4), TimeSpan.FromDays(1)),
learnParameters: new LearnParameters {
Parameters = new RecurentParameters(1.2, 0.5, 0.1),
CellParameters = new RecurentCellParameters[] {
new RecurentCellParameters(10, 1)
}
}
)
},
{
"test6Day",
new PredictionOfCurrency(
collectors: new List <IDataCollector> {
//cac40,
//dowJones,
//gdpPerCapitaPpp,
//gold,
inflation,
//mmvb,
oliBrent,
//oliLight,
//refinancingRate,
//rts,
//sAndP,
tradeBalance,
usdToRub
},
neuralNetworkName: "test6Day",
dataParameters: new DataParameter(new DateTime(2007, 12, 12), new DateTime(2014, 1, 3), TimeSpan.FromDays(1))
/*learnParameters: new LearnParameters {
* RecurentParameters = new RecurentParameters(1.2, 0.5, 0.1),
* RecurentCellParameters = new RecurentCellParameters[] {
* new RecurentCellParameters(3, 1)
* }
* },*/
)
},
{
"testSimpleNeuralNetwork",
new PredictionOfCurrency(
collectors: new List <IDataCollector> {
cac40,
dowJones,
gdpPerCapitaPpp,
gold,
inflation,
mmvb,
oliBrent,
oliLight,
refinancingRate,
rts,
sAndP,
tradeBalance,
usdToRub
},
neuralNetworkName: "testSimpleNeuralNetwork",
dataParameters: new DataParameter(new DateTime(2007, 12, 13), new DateTime(2014, 1, 3), TimeSpan.FromDays(1)),
learnParameters: new LearnParameters {
Parameters = new RecurentParameters(1, 0.5, 0.1),
CellParameters = new RecurentCellParameters[] {
new RecurentCellParameters(13, 13),
new RecurentCellParameters(13, 1),
}
},
usingNeuralNetwork: UsingNeuralNetwork.SimpleNeuralNetwork
)
},
{
"lstmNetworkChunk2OneDay",
new PredictionOfCurrency(
collectors: new List <IDataCollector> {
//cac40,
//dowJones,
//gdpPerCapitaPpp,
//gold,
inflation,
//mmvb,
oliBrent,
//oliLight,
//refinancingRate,
//rts,
//sAndP,
//tradeBalance,
usdToRub
},
neuralNetworkName: "lstmNetworkChunk2OneDay",
dataParameters: new DataParameter(new DateTime(2007, 12, 14), new DateTime(2014, 1, 3), TimeSpan.FromDays(1)),
learnParameters: new LearnParameters {
Parameters = new RecurentParameters(1, 0.5, 0.1),
CellParameters = new RecurentCellParameters[] {
new RecurentCellParameters(3, 1)
}
},
chunk: 2
)
},
{
"lstmNetworkChunk10000OneDay",
new PredictionOfCurrency(
collectors: new List <IDataCollector> {
//cac40,
//dowJones,
gdpPerCapitaPpp,
gold,
inflation,
//mmvb,
oliBrent,
//oliLight,
refinancingRate,
//rts,
//sAndP,
tradeBalance,
usdToRub
},
neuralNetworkName: "lstmNetworkChunk10000OneDay",
dataParameters: new DataParameter(new DateTime(2007, 12, 15), new DateTime(2014, 1, 3), TimeSpan.FromDays(1)),
learnParameters: new LearnParameters {
Parameters = new RecurentParameters(0.3, 0.005, 0.1),
CellParameters = new RecurentCellParameters[] {
new RecurentCellParameters(7, 1)
}
},
chunk: 1000000
)
},
{
"testSimpleNeuralNetwork40",
new PredictionOfCurrency(
collectors: new List <IDataCollector> {
cac40,
dowJones,
gdpPerCapitaPpp,
gold,
inflation,
mmvb,
oliBrent,
oliLight,
refinancingRate,
rts,
sAndP,
tradeBalance,
usdToRub
},
neuralNetworkName: "testSimpleNeuralNetwork40",
dataParameters: new DataParameter(new DateTime(2007, 12, 13), new DateTime(2014, 1, 3), TimeSpan.FromDays(1)),
learnParameters: new LearnParameters {
Parameters = new RecurentParameters(60, 0.01, 0.7),
CellParameters = new RecurentCellParameters[] {
new RecurentCellParameters(13, 13),
new RecurentCellParameters(13, 1)
}
},
usingNeuralNetwork: UsingNeuralNetwork.SimpleNeuralNetwork,
loadNetwork: false
)
}
};
}
