public void ExecuteCandidate(DateTime nowDate)
{
m_currentTestHour = nowDate.Hour;
foreach (var kvp in m_classifierInfos)
{
kvp.Value.Initialized = false;
}
if (TestParameters.EnnableLoadTestData)
{
if (!TestParameters.OnlyNewestTestDataSaved)
{
CCScoreData.Instance.LoadTestData(nowDate, m_classifierInfos);
}
else
{
DateTime? maxTestDate = CCScoreData.Instance.GetNewestTestData();
if (maxTestDate.HasValue && maxTestDate.Value > nowDate)
return;
if (maxTestDate.HasValue && maxTestDate.Value == nowDate)
CCScoreData.Instance.LoadTestData(nowDate, m_classifierInfos);
}
}
WekaData.GenerateArffTemplate(true, true, this.CandidateParameter);
string candidateClsInfoSummary = "CC:N={0},TrN={1},TeN={4},NC={7},NTP={8},NFP={9},NDA={14},NDS={15},TD={10},TV={11},Cls={12},MM={13}";
//Instances testInstancesWithoutClassValue = null; / wrong, should use closeTime
System.Threading.Tasks.Task[] tasks;
System.Threading.Tasks.TaskFactory taskFactory = null;
if (TestParameters.EnableMultiThread)
{
int cpuCount = Environment.ProcessorCount - 2;
cpuCount = Math.Max(cpuCount, 1);
LimitedConcurrencyLevelTaskScheduler lcts = new LimitedConcurrencyLevelTaskScheduler(1);
taskFactory = new System.Threading.Tasks.TaskFactory(lcts);
}
if (!TestParameters.EnablePerhourTrain)
{
tasks = new System.Threading.Tasks.Task[m_classifierInfos.Count];
}
else
{
tasks = new System.Threading.Tasks.Task[m_classifierInfos.Count / Parameters.AllHour];
}
int taskIdx = 0;
foreach (var kvp in m_classifierInfos)
{
if (TestParameters.EnablePerhourTrain)
{
if (kvp.Value.Hour != m_currentTestHour)
continue;
}
var clsInfo = kvp.Value;
Action action = () =>
{
if (clsInfo.Initialized || nowDate > System.DateTime.Now)
{
if (m_enableDetailLogLevel2)
{
WekaUtils.Instance.WriteLog(string.Format(candidateClsInfoSummary, clsInfo.Name,
-1, 0, 0,
clsInfo.CurrentClassValue.Length, 0, 0,
clsInfo.Deals.NowScore.ToString(Parameters.DoubleFormatString),
clsInfo.Deals.NowTp, clsInfo.Deals.NowFp,
clsInfo.Deals.TotalDeal, clsInfo.Deals.TotalVolume.ToString("N2"),
clsInfo.Classifier == null ? string.Empty : clsInfo.Classifier.ToString(),
clsInfo.MoneyManagement == null ? string.Empty : clsInfo.MoneyManagement.ToString(),
clsInfo.Deals.DealLastTimeAvg, clsInfo.Deals.DealLastTimeStd));
}
}
else
{
weka.core.Instances trainInstances;
weka.core.Instances testInstances;
bool noData = false;
if (TestParameters.UseTrain)
{
clsInfo.WekaData.GenerateData(true, true);
trainInstances = clsInfo.WekaData.CurrentTrainInstances;
testInstances = clsInfo.WekaData.CurrentTestInstances;
if (trainInstances.numInstances() == 0)
{
if (m_enableDetailLogLevel2)
{
WekaUtils.Instance.WriteLog(string.Format("{0} - No Train Data", clsInfo.Name));
}
noData = true;
}
}
else
{
clsInfo.WekaData.GenerateData(false, true);
trainInstances = WekaData.GetTrainInstancesTemplate(this.CandidateParameter.Name);
testInstances = clsInfo.WekaData.CurrentTestInstances;
}
if (testInstances.numInstances() == 0)
{
if (m_enableDetailLogLevel2)
{
WekaUtils.Instance.WriteLog(string.Format("{0} - No Test Data", clsInfo.Name));
}
noData = true;
}
if (!noData)
{
clsInfo.WekaData.TrainandTest(clsInfo, this.CandidateParameter);
clsInfo.Deals.Now(nowDate, WekaUtils.GetValueFromInstance(testInstances, "mainClose", 0));
if (m_enableDetailLogLevel2)
{
WekaUtils.Instance.WriteLog(string.Format(candidateClsInfoSummary, clsInfo.Name,
trainInstances.numInstances(), WekaUtils.GetDateValueFromInstances(trainInstances, 0, 0), WekaUtils.GetDateValueFromInstances(trainInstances, 0, trainInstances.numInstances() - 1),
testInstances.numInstances(), WekaUtils.GetDateValueFromInstances(testInstances, 0, 0), WekaUtils.GetDateValueFromInstances(testInstances, 0, testInstances.numInstances() - 1),
clsInfo.Deals.NowScore.ToString(Parameters.DoubleFormatString),
clsInfo.Deals.NowTp, clsInfo.Deals.NowFp,
clsInfo.Deals.TotalDeal, clsInfo.Deals.TotalVolume.ToString("N2"),
clsInfo.Classifier == null ? string.Empty : clsInfo.Classifier.ToString(),
clsInfo.MoneyManagement == null ? string.Empty : clsInfo.MoneyManagement.ToString(),
clsInfo.Deals.DealLastTimeAvg, clsInfo.Deals.DealLastTimeStd));
}
}
else
{
clsInfo.CurrentClassValue = Parameters.DoubleArrayEmpty;
clsInfo.CurrentTestRet = Parameters.DoubleArrayEmpty;
clsInfo.Deals.Now(nowDate, null);
if (m_enableDetailLogLevel2)
{
WekaUtils.Instance.WriteLog(string.Format(candidateClsInfoSummary, clsInfo.Name,
trainInstances.numInstances(), 0, 0,
testInstances.numInstances(), 0, 0,
clsInfo.Deals.NowScore.ToString(Parameters.DoubleFormatString),
clsInfo.Deals.NowTp, clsInfo.Deals.NowFp,
clsInfo.Deals.TotalDeal, clsInfo.Deals.TotalVolume.ToString("N2"),
clsInfo.Classifier == null ? string.Empty : clsInfo.Classifier.ToString(),
clsInfo.MoneyManagement == null ? string.Empty : clsInfo.MoneyManagement.ToString(),
clsInfo.Deals.DealLastTimeAvg, clsInfo.Deals.DealLastTimeStd));
}
}
if (TestParameters.EnnableLoadTestData)
{
CCScoreData.Instance.SaveTestData(clsInfo, nowDate);
}
if (TestParameters.EnableDetailLog)
{
// Check TestInstance Result
SortedDictionary<int, int> closeNums = new SortedDictionary<int, int>();
for (int i = 0; i < testInstances.numInstances(); ++i)
{
if (clsInfo.CurrentTestRet[i] != 2)
continue;
DateTime openDate = WekaUtils.GetDateValueFromInstances(testInstances, 0, i);
DateTime closeDate = WekaUtils.GetDateValueFromInstances(testInstances, 1, i);
WekaUtils.DebugAssert(openDate >= nowDate, "openDate >= nowDate");
int n = (int)(closeDate - nowDate).TotalHours / (TestParameters.BatchTestMinutes / 60) + 1;
if (!closeNums.ContainsKey(n))
{
closeNums[n] = 1;
}
else
{
closeNums[n]++;
}
}
foreach (var cn in closeNums)
{
WekaUtils.Instance.WriteLog(string.Format(" Next {0} Period-{1} has {2} deals",
cn.Key, nowDate.AddHours(TestParameters.BatchTestMinutes / 60 * cn.Key), cn.Value));
}
}
}
clsInfo.WekaData.Clear();
};
if (TestParameters.EnableMultiThread)
{
tasks[taskIdx] = taskFactory.StartNew(action);
taskIdx++;
}
else
{
action();
}
}
if (TestParameters.EnableMultiThread)
{
try
{
System.Threading.Tasks.Task.WaitAll(tasks);
}
catch (AggregateException ex)
{
foreach (var i in ex.InnerExceptions)
{
WekaUtils.Instance.WriteLog(i.Message);
WekaUtils.Instance.WriteLog(i.StackTrace);
}
}
}
if (TestParameters.SaveCCScoresToDb)
{
CCScoreData.SaveCCScoresToDb(nowDate, this.CandidateParameter, this);
}
}
public void ExecuteCandidate(DateTime nowDate)
{
m_currentTestHour = nowDate.Hour;
foreach (var kvp in m_classifierInfos)
{
kvp.Value.Initialized = false;
}
if (TestParameters.EnnableLoadTestData)
{
if (!TestParameters.OnlyNewestTestDataSaved)
{
CCScoreData.Instance.LoadTestData(nowDate, m_classifierInfos);
}
else
{
DateTime?maxTestDate = CCScoreData.Instance.GetNewestTestData();
if (maxTestDate.HasValue && maxTestDate.Value > nowDate)
{
return;
}
if (maxTestDate.HasValue && maxTestDate.Value == nowDate)
{
CCScoreData.Instance.LoadTestData(nowDate, m_classifierInfos);
}
}
}
WekaData.GenerateArffTemplate(true, true, this.CandidateParameter);
string candidateClsInfoSummary = "CC:N={0},TrN={1},TeN={4},NC={7},NTP={8},NFP={9},NDA={14},NDS={15},TD={10},TV={11},Cls={12},MM={13}";
//Instances testInstancesWithoutClassValue = null; / wrong, should use closeTime
System.Threading.Tasks.Task[] tasks;
System.Threading.Tasks.TaskFactory taskFactory = null;
if (TestParameters.EnableMultiThread)
{
int cpuCount = Environment.ProcessorCount - 2;
cpuCount = Math.Max(cpuCount, 1);
LimitedConcurrencyLevelTaskScheduler lcts = new LimitedConcurrencyLevelTaskScheduler(1);
taskFactory = new System.Threading.Tasks.TaskFactory(lcts);
}
if (!TestParameters.EnablePerhourTrain)
{
tasks = new System.Threading.Tasks.Task[m_classifierInfos.Count];
}
else
{
tasks = new System.Threading.Tasks.Task[m_classifierInfos.Count / Parameters.AllHour];
}
int taskIdx = 0;
foreach (var kvp in m_classifierInfos)
{
if (TestParameters.EnablePerhourTrain)
{
if (kvp.Value.Hour != m_currentTestHour)
{
continue;
}
}
var clsInfo = kvp.Value;
Action action = () =>
{
if (clsInfo.Initialized || nowDate > System.DateTime.Now)
{
if (m_enableDetailLogLevel2)
{
WekaUtils.Instance.WriteLog(string.Format(candidateClsInfoSummary, clsInfo.Name,
-1, 0, 0,
clsInfo.CurrentClassValue.Length, 0, 0,
clsInfo.Deals.NowScore.ToString(Parameters.DoubleFormatString),
clsInfo.Deals.NowTp, clsInfo.Deals.NowFp,
clsInfo.Deals.TotalDeal, clsInfo.Deals.TotalVolume.ToString("N2"),
clsInfo.Classifier == null ? string.Empty : clsInfo.Classifier.ToString(),
clsInfo.MoneyManagement == null ? string.Empty : clsInfo.MoneyManagement.ToString(),
clsInfo.Deals.DealLastTimeAvg, clsInfo.Deals.DealLastTimeStd));
}
}
else
{
weka.core.Instances trainInstances;
weka.core.Instances testInstances;
bool noData = false;
if (TestParameters.UseTrain)
{
clsInfo.WekaData.GenerateData(true, true);
trainInstances = clsInfo.WekaData.CurrentTrainInstances;
testInstances = clsInfo.WekaData.CurrentTestInstances;
if (trainInstances.numInstances() == 0)
{
if (m_enableDetailLogLevel2)
{
WekaUtils.Instance.WriteLog(string.Format("{0} - No Train Data", clsInfo.Name));
}
noData = true;
}
}
else
{
clsInfo.WekaData.GenerateData(false, true);
trainInstances = WekaData.GetTrainInstancesTemplate(this.CandidateParameter.Name);
testInstances = clsInfo.WekaData.CurrentTestInstances;
}
if (testInstances.numInstances() == 0)
{
if (m_enableDetailLogLevel2)
{
WekaUtils.Instance.WriteLog(string.Format("{0} - No Test Data", clsInfo.Name));
}
noData = true;
}
if (!noData)
{
clsInfo.WekaData.TrainandTest(clsInfo, this.CandidateParameter);
clsInfo.Deals.Now(nowDate, WekaUtils.GetValueFromInstance(testInstances, "mainClose", 0));
if (m_enableDetailLogLevel2)
{
WekaUtils.Instance.WriteLog(string.Format(candidateClsInfoSummary, clsInfo.Name,
trainInstances.numInstances(), WekaUtils.GetDateValueFromInstances(trainInstances, 0, 0), WekaUtils.GetDateValueFromInstances(trainInstances, 0, trainInstances.numInstances() - 1),
testInstances.numInstances(), WekaUtils.GetDateValueFromInstances(testInstances, 0, 0), WekaUtils.GetDateValueFromInstances(testInstances, 0, testInstances.numInstances() - 1),
clsInfo.Deals.NowScore.ToString(Parameters.DoubleFormatString),
clsInfo.Deals.NowTp, clsInfo.Deals.NowFp,
clsInfo.Deals.TotalDeal, clsInfo.Deals.TotalVolume.ToString("N2"),
clsInfo.Classifier == null ? string.Empty : clsInfo.Classifier.ToString(),
clsInfo.MoneyManagement == null ? string.Empty : clsInfo.MoneyManagement.ToString(),
clsInfo.Deals.DealLastTimeAvg, clsInfo.Deals.DealLastTimeStd));
}
}
else
{
clsInfo.CurrentClassValue = Parameters.DoubleArrayEmpty;
clsInfo.CurrentTestRet = Parameters.DoubleArrayEmpty;
clsInfo.Deals.Now(nowDate, null);
if (m_enableDetailLogLevel2)
{
WekaUtils.Instance.WriteLog(string.Format(candidateClsInfoSummary, clsInfo.Name,
trainInstances.numInstances(), 0, 0,
testInstances.numInstances(), 0, 0,
clsInfo.Deals.NowScore.ToString(Parameters.DoubleFormatString),
clsInfo.Deals.NowTp, clsInfo.Deals.NowFp,
clsInfo.Deals.TotalDeal, clsInfo.Deals.TotalVolume.ToString("N2"),
clsInfo.Classifier == null ? string.Empty : clsInfo.Classifier.ToString(),
clsInfo.MoneyManagement == null ? string.Empty : clsInfo.MoneyManagement.ToString(),
clsInfo.Deals.DealLastTimeAvg, clsInfo.Deals.DealLastTimeStd));
}
}
if (TestParameters.EnnableLoadTestData)
{
CCScoreData.Instance.SaveTestData(clsInfo, nowDate);
}
if (TestParameters.EnableDetailLog)
{
// Check TestInstance Result
SortedDictionary <int, int> closeNums = new SortedDictionary <int, int>();
for (int i = 0; i < testInstances.numInstances(); ++i)
{
if (clsInfo.CurrentTestRet[i] != 2)
{
continue;
}
DateTime openDate = WekaUtils.GetDateValueFromInstances(testInstances, 0, i);
DateTime closeDate = WekaUtils.GetDateValueFromInstances(testInstances, 1, i);
WekaUtils.DebugAssert(openDate >= nowDate, "openDate >= nowDate");
int n = (int)(closeDate - nowDate).TotalHours / (TestParameters.BatchTestMinutes / 60) + 1;
if (!closeNums.ContainsKey(n))
{
closeNums[n] = 1;
}
else
{
closeNums[n]++;
}
}
foreach (var cn in closeNums)
{
WekaUtils.Instance.WriteLog(string.Format(" Next {0} Period-{1} has {2} deals",
cn.Key, nowDate.AddHours(TestParameters.BatchTestMinutes / 60 * cn.Key), cn.Value));
}
}
}
clsInfo.WekaData.Clear();
};
if (TestParameters.EnableMultiThread)
{
tasks[taskIdx] = taskFactory.StartNew(action);
taskIdx++;
}
else
{
action();
}
}
if (TestParameters.EnableMultiThread)
{
try
{
System.Threading.Tasks.Task.WaitAll(tasks);
}
catch (AggregateException ex)
{
foreach (var i in ex.InnerExceptions)
{
WekaUtils.Instance.WriteLog(i.Message);
WekaUtils.Instance.WriteLog(i.StackTrace);
}
}
}
if (TestParameters.SaveCCScoresToDb)
{
CCScoreData.SaveCCScoresToDb(nowDate, this.CandidateParameter, this);
}
}
