public PolicySVMHistoryRaw(List <PriceCandle> training_data, int history_count, double c, double gamma)
{
this.history_count = history_count;
this.training_data = training_data;
ITemplateModelLikelihood <double, int> template = new TemplateModelLibSVMCSVC(c, gamma);
IDataContext data_context_labeled = null;
double[][] feature_data = null;
IIndicator indicator = new IndicatorMagicProfit(60);
//MarketModel model = new MarketModel(100000, training_data[0].Open, );
//indicator.ComputeAll();
int[][] label_data = null;
IDataSet <double, int> training_set = new DataSet <double, int>(data_context_labeled, feature_data, label_data);
model = template.GenerateModelLikelihood(training_set);
}
private static void ProccessDataSetNominalSupportVectorMachine(IDataSet <int, int> training_set, IDataSet <int, int> test_set)
{
//ITemplateModelInterval<int, IModelLikelyHood<double[], int, double>>
IDataSet <double, int> training_set_interval = training_set.ConvertToDataSetInterval();
IDataSet <double, int> test_set_interval = test_set.ConvertToDataSetInterval();
//ITemplateModelDiscrete<IDataSetIntervalLabeled<double,int>, IModelLikelyHood<double[], int, double>> template =
// new TemplateModelFeatureSelecting<double, int, IDataSetIntervalLabeled<double, int>>(
// new FeatureSelectorGreedy<double, int, IDataSetIntervalLabeled<double,int>>(
// new EvaluatorReapetedRandomFold<double, int, IDataSetIntervalLabeled<double, int>>(10)),
// new TemplateModelLibSVMCSVC());
ITemplateModelDiscrete <double, int> template = new TemplateModelLibSVMCSVC(100, 5);
ReportDiscrete <double, int> report = template.GenerateAndTestDiscrete(training_set_interval, test_set_interval);
Console.WriteLine(ToolsCollection.ToString(report.ConfusionMatrixInstances));
Console.WriteLine(report.CorrectLabelRate);
}
