public weka.core.Instance GenerateFeatures(PokerHand hand, int rIdx, int aIdx, weka.core.Instances data, bool generateClass = true)
{
// Check that we are using limit betting.
Debug.Assert(hand.Context.BettingType == BettingType.FixedLimit);
var results = new weka.core.Instance(data.numAttributes());
results.setDataset(data);
int attIdx = 0;
foreach (var method in typeof(LimitFeatureGenerator).GetMethods())
{
// Get all the features of this class.
var attributes = method.GetCustomAttributes(typeof(Feature), true);
if (attributes.Length == 0)
continue;
// Get the feature attribute on this method.
var attr = ((Feature)attributes[0]);
// Get the name for this attribute
string name = attr.Name;
//Console.WriteLine("Hand: {0} Feature: {1}", hand.Context.ID, name);
// Get the feature only if it's applicable to this situation.
object feature = null;
if(rIdx >= (int)attr.MinRound && rIdx <= (int)attr.MaxRound)
feature = method.Invoke(this, new object[] { hand, rIdx, aIdx });
if (SkipMissingFeatures && (feature == null || feature.ToString() == "?"))
continue;
switch (attr.FType) {
case FeatureType.Continuous:
results.setValue(attIdx, (double)feature);
break;
case FeatureType.Discrete:
results.setValue(attIdx, (int)feature);
break;
case FeatureType.Boolean:
case FeatureType.Nominal:
case FeatureType.Enum:
{
var attribute = data.attribute(attIdx);
var attVal = attribute.indexOfValue(feature.ToString());
if(attVal < 0 || attVal > attribute.numValues())
throw new Exception(string.Format ("Invalid attribute value: {0} for attribute {1} (idx: {2} total values: {3}", feature.ToString(), name, attVal, attribute.numValues()));
results.setValue(attribute, attVal);
}
break;
case FeatureType.String:
{
var attribute = data.attribute(attIdx);
results.setValue(attribute, feature.ToString());
}
break;
default: throw new Exception("Unspecified feature type for feature: " + method.Name);
}
attIdx++;
}
if(generateClass)
{
var classAttr = data.classAttribute();
switch (hand.Rounds[rIdx].Actions[aIdx].Type)
{
case ActionType.Bet:
case ActionType.Raise: results.setClassValue(classAttr.indexOfValue("Raise"));
break;
case ActionType.Call:
case ActionType.Check: results.setClassValue(classAttr.indexOfValue("Call"));
break;
case ActionType.Fold: results.setClassValue(classAttr.indexOfValue("Fold"));;
break;
default:
break;
}
}
return results;
}
public void Test(weka.core.Instances testInstances = null)
{
if (testInstances == null)
{
testInstances = CreateCurrentInstances();
}
//if (m_cls is MLEA.IBatchClassifier)
//{
// StringBuilder sb = new StringBuilder();
// MLEA.IBatchClassifier batchClassifier = m_cls as MLEA.IBatchClassifier;
// double[] d = batchClassifier.classifyInstances(testInstances);
// for (int i = 0; i < d.Length; ++i)
// {
// string s = string.Format("{0}, {1}: {2}", testInstances.instance(i).value(0).ToString("N2"), testInstances.instance(i).value(1).ToString("N2"), d[i].ToString("N0"));
// sb.AppendLine(s);
// }
// this.Invoke(new Action(() =>
// {
// txtEval.Text = sb.ToString();
// }));
//}
//else
{
MLEA.MyEvaluation eval = null;
if (testInstances.classAttribute().isNominal())
{
var costMatrix = MLEA.TestParameters.CostMatrix;
eval = new MLEA.MyEvaluation(costMatrix);
eval.evaluateModel(m_cls, testInstances);
this.Invoke(new Action(() =>
{
txtEval.Text = string.Format("TP:{0}, FP:{1}, Cost:{2}", eval.numTruePositives(1), eval.numFalsePositives(1), eval.totalCost().ToString());
}));
}
else
{
//eval = new MLEA.MyEvaluation(costMatrix);
//eval.evaluateModel(m_cls, testInstances);
//this.Invoke(new Action(() =>
//{
// txtEval.Text = eval.toSummaryString().Replace("\n", System.Environment.NewLine)
// + System.Environment.NewLine;
//}));
}
}
}
//public void SetTimeDays(DateTime trainStart, int trainDays, int testDays)
//{
// SetTimeMinutesFromTrainStart(trainStart, trainDays * 60 * 24, testDays * 60 * 24);
//}
public void GenerateEaOrder(CandidateClassifier bestClassifierInfo, weka.core.Instances testInstances)
{
if (bestClassifierInfo == null)
return;
//int j = m_bestClassifierInfo.DealType == m_dealType[0] ? 0 : 1;
string eaorderFileName = string.Format("{0}\\ea_order.txt", TestParameters.BaseDir);
//Instances testInstances = bestClassifierInfo.CurrentTestInstances;
//Instances testInstancesNew = null;
//Instances testInstances = null;
//if (m_saveDataFile)
//{
// SetTraining(false);
// string testFileName = GetArffFileName(m_dealType[j], m_newFileAppend);
// WekaUtils.Instance.WriteLog("Load instance of " + testFileName);
// testInstancesNew = WekaUtils.LoadInstances(testFileName);
// testInstances = WekaUtils.LoadInstances(GetArffFileName(m_dealType[j]));
//}
//else
//{
// testInstancesNew = m_testInstancesNew[j];
// testInstances = m_testInstances[j];
//}
System.Data.DataTable dt = null;
if (!testInstances.attribute(0).isDate())
{
dt = Feng.Data.DbHelper.Instance.ExecuteDataTable(string.Format("SELECT Date FROM {0} WHERE Date >= '{1}' AND Date < '{2}' {4}",
"EURUSD" + "_" + "M1",
WekaData.m_testTimeStart.ToString(Parameters.DateTimeFormat), WekaData.m_testTimeEnd.ToString(Parameters.DateTimeFormat),
"ORDER BY Time"));
if (dt.Rows.Count != testInstances.numInstances())
{
WekaUtils.Instance.WriteLog("different count!");
return;
}
}
//else
//{
// if (testInstancesNew.numInstances() != testInstances.numInstances())
// {
// WekaUtils.Instance.WriteLog("different count!");
// return;
// }
//}
// todo: save info in file
//for (int j = 0; j < m_dealType.Length; ++j)
//{
// if (m_saveDataFile)
// {
// string modelFileName = GetModelFileName(m_dealType[j]);
// WriteLog("Load model of " + modelFileName);
// //ObjectInputStream ois = new ObjectInputStream(new FileInputStream(modelFileName));
// //Classifier cls = (Classifier)ois.readObject();
// //ois.close();
// m_bestClassifier[m_dealType[j]] = (Classifier)weka.core.SerializationHelper.read(modelFileName);
// }
//}
//foreach (string testFileName in System.IO.Directory.GetFiles(m_baseDir, NormalizeFileName(string.Format("{0}_{1}_{2}_*.arff", m_symbol, dt1.ToString(m_dateTimeFormat), dt2.ToString(m_dateTimeFormat)))))
//{
// string[] ss2 = System.IO.Path.GetFileNameWithoutExtension(testFileName).Split(new char[] { '_' }, StringSplitOptions.RemoveEmptyEntries);
// if (ss2.Length != 5)
// continue;
// try
// {
// m_trainTimeStart = ConvertFileNameToDateTime(ss2[1]);
// m_trainTimeEnd = ConvertFileNameToDateTime(ss2[2]);
// m_testTimeStart = ConvertFileNameToDateTime(ss2[3]);
// m_testTimeEnd = ConvertFileNameToDateTime(ss2[4]);
// }
// catch (Exception)
// {
// continue;
// }
double[] tr = bestClassifierInfo.CurrentTestRet;
double[] cv = bestClassifierInfo.CurrentClassValue;
using (StreamWriter sw = new StreamWriter(eaorderFileName, true))
{
for (int i = 0; i < testInstances.numInstances(); i++)
{
string clsLabels;
double v = tr[i];
if (v != double.NaN)
{
clsLabels = testInstances.classAttribute().value((int)v);// CalcAction(v);
}
else
{
clsLabels = "0";
}
string clsLabel;
if (clsLabels == "2")
{
clsLabel = bestClassifierInfo.DealType == 'B' ? "1" : "-1";
}
else
{
clsLabel = "0";
}
//if (clsLabels.Length >= 2)
//{
// if (clsLabels[0] == "1" && clsLabels[1] == "0")
// clsLabel = "1";
// else if (clsLabels[0] == "0" && clsLabels[1] == "1")
// clsLabel = "-1";
// else if (clsLabels[0] == "1" && clsLabels[1] == "1")
// clsLabel = "2";
//}
//else if (clsLabels.Length == 1)
//{
// if (clsLabels[0] == "1")
// {
// if (m_dealType[0] == "B")
// clsLabel = "1";
// else if (m_dealType[0] == "S")
// clsLabel = "-1";
// }
//}
//else
//{
// throw new AssertException("invalid clsLabels.Length");
//}
string date;
string dateClose = string.Empty;
if (testInstances.attribute(0).isDate())
{
date = WekaUtils.GetDateValueFromInstances(testInstances, 0, i).ToString(Parameters.DateTimeFormat);
dateClose = WekaUtils.GetDateValueFromInstances(testInstances, 1, i).ToString(Parameters.DateTimeFormat);
}
else
{
date = ((DateTime)dt.Rows[i]["Date"]).ToString(Parameters.DateTimeFormat);
}
sw.WriteLine(string.Format("{0}, {1}, {2}, {3}, 0, 0, {4}, {5}",
m_actions[clsLabel], date, bestClassifierInfo.Tp, bestClassifierInfo.Sl, dateClose, cv[i] == v ? "Right" : "Wrong"));
//ret[ConvertFileNameToDateTime(date)] = clsLabel;
}
}
//// save labeled data
//BufferedWriter writer = new BufferedWriter(new FileWriter(string.Format("c:\\eurusd_m1_arff.result")));
//writer.write(labeled.toString());
//writer.newLine();
//writer.flush();
//writer.close();
}