public void Initialize(string currency, string year, List <string> periods, int cases, string statisticsPath, string forexTreesPath)
{
FullForexTreesPath = Path.Combine(forexTreesPath, currency, year);
_forexMarketService.SetForexTreesPath(FullForexTreesPath);
foreach (var month in _months)
{
foreach (var period in periods)
{
var fileName = string.Format("EURUSD_2014_{0}_{1}.csv", month, period);
var fullPath = Path.Combine(statisticsPath, fileName);
_statisticsService.ReadStatisticsData(fullPath);
_statisticsService.PrepareData();
_statisticsService.StatisticsSequence.RemoveAll(x => x.Cases < cases);
var sequence = new List <StatisticsSequenceDto>();
sequence.AddRange(_statisticsService.StatisticsSequence);
StatisticsSequences.Add(new MonthPeriodKey(month, period), sequence);
_statisticsService.ResetSequence();
}
}
_initialised = true;
}
public void PrepareForAlgorithm(DecisionTreeAlgorithm algorithm)
{
Algorithm = algorithm;
_forexTradingAgentService.Algorithm = algorithm;
switch (algorithm)
{
case DecisionTreeAlgorithm.C45:
foreach (var sequence in StatisticsSequences.Select(sequenceElement => sequenceElement.Value))
{
sequence.Sort(delegate(StatisticsSequenceDto sequenceDtoOne, StatisticsSequenceDto sequenceDtoTwo)
{
var errorsOne = (double)sequenceDtoOne.C45Errors / sequenceDtoOne.Cases;
var errorsTwo = (double)sequenceDtoTwo.C45Errors / sequenceDtoTwo.Cases;
return(errorsOne.CompareTo(errorsTwo));
});
}
break;
case DecisionTreeAlgorithm.C50:
foreach (var sequence in StatisticsSequences.Select(sequenceElement => sequenceElement.Value))
{
sequence.Sort(delegate(StatisticsSequenceDto sequenceDtoOne, StatisticsSequenceDto sequenceDtoTwo)
{
var errorsOne = (double)sequenceDtoOne.C50Errors / sequenceDtoOne.Cases;
var errorsTwo = (double)sequenceDtoTwo.C50Errors / sequenceDtoTwo.Cases;
return(errorsOne.CompareTo(errorsTwo));
});
}
break;
default:
throw new ArgumentOutOfRangeException("algorithm", algorithm, null);
}
_prepared = true;
}
