//public void ConvertHpDataPeriod(string symbol, string periodSsrc, string periodDest)
//{
// string hpFileName = TestParameters.GetBaseFilePath(string.Format("{0}_{1}_hpdata.txt", symbol, periodSsrc));
// var hpData = GetHpDateFromTxt(hpFileName, TestParameters2.nTpsl);
// string hpFileName2 = TestParameters.GetBaseFilePath(string.Format("{0}_{1}_hpdata.txt", symbol, periodDest));
// int m = TestParameters.TpSlMaxCount / TestParameters2.nTpsl;
// DateTime date = TestParameters2.TrainStartTime;
// DateTime maxDate = TestParameters2.TrainEndTime;
// using(StreamWriter sw = new StreamWriter(hpFileName2))
// {
// while (true)
// {
// if (!TestParameters2.RealTimeMode)
// {
// Console.WriteLine(date.ToString(Parameters.DateTimeFormat));
// }
// StringBuilder sb = new StringBuilder();
// {
// if (date.DayOfWeek == DayOfWeek.Saturday || date.DayOfWeek == DayOfWeek.Sunday)
// {
// date = date.AddHours(mainPeriodOfHour);
// continue;
// }
// bool isComplete = true;
// if ((TestParameters2.UsePartialHpData || isComplete))
// {
// sb.Append(date.ToString(Parameters.DateTimeFormat));
// sb.Append(", ");
// int[, , ,] hps = new int[2, m, m, 2];
// long[, ,] hpTimes = new long[2, m, m];
// for (int j = 0; j < hps.GetLength(0); ++j)
// for (int k = 0; k < hps.GetLength(1); ++k)
// for (int l = 0; l < hps.GetLength(2); ++l)
// {
// hps[j, k, l, 0] = hps[j, k, l, 1] = -1;
// hpTimes[j, k, l] = -1;
// }
// List<DateTime> dts = new List<DateTime>();
// foreach (DateTime dt in dts)
// {
// if (!hpData.ContainsKey(dt))
// continue;
// sbyte?[, ,] hp = hpData[dt].Item1;
// long[, ,] hpTime = hpData[dt].Item2;
// WekaUtils.DebugAssert(hp.GetLength(0) == 2, "");
// WekaUtils.DebugAssert(hp.GetLength(1) % m == 0, "");
// WekaUtils.DebugAssert(hp.GetLength(2) % m == 0, "");
// WekaUtils.DebugAssert(hpTime.GetLength(0) == 2, "");
// for (int j = 0; j < hp.GetLength(0); ++j)
// for (int k = 0; k < hp.GetLength(1); ++k)
// for (int l = 0; l < hp.GetLength(2); ++l)
// {
// if (k % n != n - 1 || l % n != n - 1)
// continue;
// if (!hp[j, k, l].HasValue || hp[j, k, l] == -1)
// continue;
// //if (k / n >= TestParameters2.tpCount)
// // continue;
// //if (l / n >= TestParameters2.slCount)
// // continue;
// if (hps[j, k / n, l / n, 0] == -1)
// hps[j, k / n, l / n, 0] = 0;
// if (hps[j, k / n, l / n, 1] == -1)
// hps[j, k / n, l / n, 1] = 0;
// if (hp[j, k, l] == 1)
// hps[j, k / n, l / n, 0]++;
// else if (hp[j, k, l] == 0)
// hps[j, k / n, l / n, 1]++;
// else
// throw new AssertException("hp should be 0 or 1.");
// hpTimes[j, k / n, l / n] = Math.Max(hpTimes[j, k / n, l / n], hpTime[j, k, l].Value);
// }
// }
// for (int j = 0; j < hps.GetLength(0); ++j)
// for (int k = 0; k < hps.GetLength(1); ++k)
// for (int l = 0; l < hps.GetLength(2); ++l)
// {
// if (isComplete)
// {
// if (hps[j, k, l, 0] == -1 || hps[j, k, l, 1] == -1)
// {
// throw new AssertException("hps should not be -1.");
// }
// }
// if (hps[j, k, l, 0] == -1)
// hps[j, k, l, 0] = 0;
// if (hps[j, k, l, 1] == -1)
// hps[j, k, l, 1] = 0;
// sb.Append(hps[j, k, l, 0] + ", " + hps[j, k, l, 1] + ", ");
// }
// long maxHpTime = 0;
// for (int j = 0; j < hpTimes.GetLength(0); ++j)
// for (int k = 0; k < hpTimes.GetLength(1); ++k)
// for (int l = 0; l < hpTimes.GetLength(2); ++l)
// {
// if (isComplete)
// {
// if (hpTimes[j, k, l] == -1)
// {
// throw new AssertException("hpTimes should not be -1.");
// }
// }
// if (hpTimes[j, k, l] == -1)
// hpTimes[j, k, l] = Parameters.MaxTime;
// sb.Append(hpTimes[j, k, l] + ", ");
// maxHpTime = Math.Max(hpTimes[j, k, l], maxHpTime);
// }
// sb.AppendLine();
// sw.Write(sb.ToString());
// }
// DateTime nextDate = date.AddMinutes(WekaUtils.GetMinuteofPeriod(periodDest));
// date = nextDate;
// if (date >= maxDate)
// break;
// }
// }
// }
//}
public static Dictionary <long, int> GetHpDateTimesCountFromInstance(string fileName)
{
Dictionary <long, int> dictTimes = new Dictionary <long, int>();
int dealCount = 0;
var instances = WekaUtils.LoadInstances(TestParameters.GetBaseFilePath(fileName));
for (int i = 0; i < instances.numInstances(); ++i)
{
var date = WekaUtils.GetDateValueFromInstances(instances, 0, i);
var hpdate = WekaUtils.GetDateValueFromInstances(instances, 1, i);
var hptime = WekaUtils.GetTimeFromDate(hpdate);
if (dictTimes.ContainsKey(hptime))
{
dictTimes[hptime]++;
}
else
{
dictTimes[hptime] = 1;
}
dealCount++;
Console.WriteLine(date.ToString(Parameters.DateTimeFormat) + ", " + dictTimes.Count + ", " + dealCount);
}
return(dictTimes);
}
public string BuildCandlePatternDeals()
{
WekaUtils.Instance.WriteLog("Now BuildCandlePatternDeals");
var cp = TestParameters2.CandidateParameter;
string resultFile = TestParameters.GetBaseFilePath(string.Format("IncrementTest_{0}_{1}_{2}.txt",
cp.MainSymbol, "CandlePattern", cp.MainPeriod));
if (File.Exists(resultFile))
{
return(string.Empty);
}
string txtFileName = TestParameters.GetBaseFilePath(string.Format("{0}_{1}_{2}.txt",
cp.MainSymbol, "CandlePattern", cp.MainPeriod));
System.IO.File.Delete(txtFileName);
if (!File.Exists(txtFileName))
{
bool ret = GenerateCandlePatterns(txtFileName);
if (!ret)
{
return(string.Empty);
}
}
string arffFileName = TestParameters.GetBaseFilePath(string.Format("{0}_{1}_{2}.arff",
cp.MainSymbol, "CandlePattern", cp.MainPeriod));
if (!System.IO.File.Exists(arffFileName))
{
GenerateArff(arffFileName, txtFileName);
}
weka.core.Instances allInstances = WekaUtils.LoadInstances(arffFileName);
//FilterInstances(allInstances);
WekaUtils.SaveInstances(allInstances, arffFileName);
int n = (int)(24 / TestParameters2.MainPeriodOfHour);
n = TestParameters2.nPeriod;
return(TestManager.IncrementTest(allInstances, () =>
{
return WekaUtils.CreateClassifier(typeof(MinDistanceClassifier));
//return WekaUtils.CreateClassifier(typeof(weka.classifiers.lazy.IBk));
}, "1,2,3,4", resultFile, n));
}