static void Main(string[] args)
{
List <Ticker> trainingTickers = GetLastTickersFromEventstore(tickersToFetch: 4000);
#region Train prediction network
var predictionConfig = new PredictionConfig()
{
NumberOfPreviousTickers = 10, //input nodes
PredictedColumnName = "last_price", //output node
InputColumnNames = trainingTickers.First().Keys.ToList() //input columns
};
var factory = new PredictionMachineFactory(predictionConfig, trainingTickers);
var predictionMachine = factory.CreateAndTrainMachine();
#endregion
TestPredictionsInSimulator(predictionMachine, trainingTickers);
#region Save predictionMachine in Eventstore
var serializedPredictionMachine = SerializationHelper.SerializeBot(predictionMachine);
using (var eventStoreHandler = new EventStoreHandler(GlobalConfig.EventstoreEndpoint))
{
eventStoreHandler.Connect();
eventStoreHandler.WriteBytes(
streamId: GlobalConfig.PredictionMachinesStreamName,
data: serializedPredictionMachine, datatype: predictionMachine.GetType().FullName,
metadata: Encoding.UTF8.GetBytes(""),
isJson: false
).Wait();
}
#endregion
OutputWriter.WriteLine();
OutputWriter.WriteLine("Press enter to exit");
Console.ReadLine();
}
public PredictionMachine(IMLRegression neuralNet, NormalizationHelper normalizationHelper, PredictionConfig config)
{
NeuralNet = neuralNet;
_normalizationHelper = normalizationHelper;
Config = config;
}
public PredictionMachineFactory(PredictionConfig predictionConfig, List <Ticker> trainingTickers)
{
_predictionConfig = predictionConfig;
CsvFileHelper.CreateCsvFile(trainingTickers, GlobalConfig.CsvTickersFilename);
}
