public static bool Filter(DateTime nowDate, weka.core.Instance instance = null, weka.core.Instance preInstance = null)
{
//if (nowDate.DayOfWeek == DayOfWeek.Friday && nowDate.AddDays(7).Month != nowDate.Month)
// return true;
if (nowDate.DayOfWeek == DayOfWeek.Friday)
return true;
//var cp = TestParameters2.CandidateParameter;
//string symbolPeriod = string.Format("{0}_{1}", cp.MainSymbol, cp.MainPeriod);
//ForexDataRows hpdv = DbData.Instance.GetDbData(TestParameters2.TrainStartTime, TestParameters2.TrainEndTime, symbolPeriod, 0, true, cp);
//int idx = hpdv.BinarySearch(0, hpdv.Length, WekaUtils.GetTimeFromDate(nowDate));
//if (idx < 1)
// return true;
//if ((int)hpdv[idx]["spread"] >= 50)
// return true;
//if (Math.Abs((double)hpdv[idx]["close"] - (double)hpdv[idx-1]["close"]) > 0.0050)
// return true;
if (instance != null)
{
if (instance.value(2) > 60)
return true;
if (Math.Abs((double)instance.value(3) - (double)preInstance.value(3)) > 0.0050)
return true;
}
else
{
var dt = Feng.Data.DbHelper.Instance.ExecuteDataTable(string.Format("SELECT TOP 2 * FROM {0}_{1} WHERE TIME <= {2} ORDER BY TIME DESC",
TestParameters2.CandidateParameter.MainSymbol, TestParameters2.CandidateParameter.MainPeriod,
WekaUtils.GetTimeFromDate(nowDate)));
if ((int)dt.Rows[0]["spread"] > 50)
return true;
if ((double)dt.Rows[0]["close"] - (double)dt.Rows[1]["close"] > 0.0050)// && selectedDeal == 0)
return true;
if ((double)dt.Rows[0]["close"] - (double)dt.Rows[1]["close"] < -0.0050)// && selectedDeal == 1)
return true;
//if ((double)dt.Rows[0]["MA_10"] - (double)dt.Rows[1]["MA_10"] < 0 && selectedDeal == 0)
// return true;
//if ((double)dt.Rows[0]["MA_10"] - (double)dt.Rows[1]["MA_10"] > 0 && selectedDeal == 1)
// return true;
//dt = Feng.Data.DbHelper.Instance.ExecuteDataTable(string.Format("SELECT TOP 1 * FROM {0}_{1} WHERE TIME = {2} ORDER BY TIME",
// TestParameters2.CandidateParameter.MainSymbol, TestParameters2.CandidateParameter.MainPeriod,
// WekaUtils.GetTimeFromDate(nowDate)));
//if ((double)dt.Rows[0]["MACD_12_26_9_M"] >= 0 && selectedDeal == 1)
// return true;
//if ((double)dt.Rows[0]["MACD_12_26_9_M"] <= 0 && selectedDeal == 0)
// return true;
//if ((double)dt.Rows[0]["RSI_14"] >= 70 && selectedDeal == 0)
// return true;
//if ((double)dt.Rows[0]["RSI_14"] <= 30 && selectedDeal == 1)
// return true;
}
return false;
}
protected override string instanceToLibsvm(weka.core.Instance inst)
{
//StringBuffer.__<clinit>();
//StringBuffer buffer = new StringBuffer(new StringBuilder().append("").append(inst.classValue()).toString());
StringBuffer buffer = new StringBuffer(new StringBuilder().append("").append(inst.classValue() - 1).toString());
for (int i = 0; i < inst.numAttributes(); i++)
{
if ((i != inst.classIndex()) && (inst.value(i) != 0f))
{
buffer.append(new StringBuilder().append(" ").append((int)(i + 1)).append(":").append(inst.value(i)).toString());
}
}
return buffer.toString();
}
private Type GetEnumType(weka.core.Attribute attribute)
{
var attributeName = attribute.name();
var enumType =_builder.Assembly.GetType(attributeName);
if (enumType != null) {
return enumType;
}
// Define a public enumeration with the name "MyEnum" and an underlying type of Integer.
EnumBuilder myEnum = _builder.DefineEnum (attributeName,
TypeAttributes.Public, typeof(int));
for (int i=0; i<attribute.numValues(); ++i) {
var name = attribute.value(i);
myEnum.DefineLiteral (name, i);
}
// Create the enum
return myEnum.CreateType ();
}
public override double classifyInstance(weka.core.Instance instance)
{
if (m_instances.numInstances() == 0)
return 2;
if (m_instances.numAttributes() != instance.numAttributes())
{
throw new AssertException("different attribute.");
}
int n = (instance.numAttributes() - 1) / 2;
List<Tuple<int, int>> dist = new List<Tuple<int, int>>();
for (int i = 0; i < m_instances.numInstances(); ++i)
{
int d1 = 0, d2 = 0;
weka.core.Instance instanceI = m_instances.instance(i);
for (int j = 0; j < n; ++j)
{
//d += (int)((instanceI.value(j) - instance.value(j)) * (instanceI.value(j) - instance.value(j)));
if (instanceI.value(j) != instance.value(j))
{
if (instance.value(j) == 2 || instanceI.value(j) == 2)
d1++;
else
d1 += 4;
}
}
for (int j = n; j < 2*n; ++j)
{
//d += (int)((instanceI.value(j) - instance.value(j)) * (instanceI.value(j) - instance.value(j)));
if (instanceI.value(j) != instance.value(j))
if (instance.value(j) == 2 || instanceI.value(j) == 2)
d2++;
else
d2 += 4;
}
int c = (int)instanceI.classValue();
//if (c == 0)
//{
// if (d1 < n / 4 && d1 < d2)
// {
// dist.Add(new Tuple<int, int>(d1, c));
// }
//}
//else if (c == 1)
//{
// if (d2 < n / 4 && d2 < d1)
// {
// dist.Add(new Tuple<int, int>(d2, c));
// }
//}
//else
//{
// throw new AssertException("");
//}
dist.Add(new Tuple<int, int>(d1 + d2, c));
}
if (dist.Count == 0)
return 2;
dist.Sort(new Comparison<Tuple<int, int>>((x, y) =>
{
return x.Item1.CompareTo(y.Item1);
}));
int sum = 0, count = 0;
for (int i = 0; i < dist.Count; ++i)
{
if (dist[i].Item1 < n / 4 * 2 * 4)
{
if (dist[i].Item2 != 2 && dist[i].Item2 != 3)
{
sum += dist[i].Item2;
count++;
}
else
{
}
}
else
break;
}
if (count == 0)
return 2;
if (count < m_instances.numInstances() / 30)
return 2;
return (int)Math.Round((double)sum / count);
}
public override double classifyInstance(weka.core.Instance instance)
{
if (m_instances.numInstances() == 0)
return 2;
if (m_instances.numAttributes() != instance.numAttributes())
{
throw new AssertException("different attribute.");
}
int n = instance.numAttributes();
List<Tuple<int, int>> dist = new List<Tuple<int, int>>();
for (int i = 0; i < m_instances.numInstances(); ++i)
{
int d1 = 0, d2 = 0;
weka.core.Instance instanceI = m_instances.instance(i);
for (int j = 0; j < n; ++j)
{
//d += (int)((instanceI.value(j) - instance.value(j)) * (instanceI.value(j) - instance.value(j)));
if (instanceI.value(j) != instance.value(j))
{
d1++;
}
if (instance.value(j) != 0)
{
d2++;
}
}
int c = (int)instanceI.classValue();
dist.Add(new Tuple<int, int>(d1, c));
}
if (dist.Count == 0)
return 2;
dist.Sort(new Comparison<Tuple<int, int>>((x, y) =>
{
return x.Item1.CompareTo(y.Item1);
}));
int sum = 0, count = 0;
for (int i = 0; i < dist.Count; ++i)
{
if (dist[i].Item1 < 4)
{
sum += dist[i].Item2;
count++;
}
else
break;
}
if (count == 0)
return 2;
if (count < m_instances.numInstances() / 70)
return 2;
return (int)Math.Round((double)sum / count);
}
/// <summary>
/// Draw the dendogram signature for a specific well
/// </summary>
/// <param name="Well"></param>
/// <param name="Size"></param>
/// <param name="PosX"></param>
/// <param name="PosY"></param>
/// <returns>Lenght of the signature</returns>
private int DrawSignatureFromInstance(weka.core.Instance CurrentInstance, int Size, int PosX, int PosY)
{
if (CurrentInstance == null) return 0;
int RealIdx = 0;
int SizeFont = Size / 4;
int ScrollShiftY = this.VerticalScroll.Value;
double Min, Max;
int ConvertedValue;
// g.DrawString("[" + Well.GetPosX() + "x" + Well.GetPosY() + "]", new Font("Arial", 8), Brushes.Black, 15, PosY - ScrollShiftY);
Rectangle CurrentRect = new Rectangle(5, PosY, 8, Size);
//SolidBrush CurrBrush = new SolidBrush(Colour);
// draw the rectangle
// g.FillRectangle(CurrBrush, CurrentRect);
for (int iDesc = 0; iDesc < CurrentDendo.InfoForHierarchical.ListInstances.numAttributes(); iDesc++)
{
// if (!GlobalInfo.CurrentScreen.ListDescriptors[iDesc].IsActive()) continue;
// specify the rect shape
CurrentRect = new Rectangle(PosX + RealIdx * Size, PosY, Size, Size);
// specify the color
//cDescriptor CurrentDesc = Well.ListDescriptors[iDesc];
byte[][] LUT = cGlobalInfo.CurrentPlateLUT;
// CurrentDendo.InfoForHierarchical.UpDateMinMaxDescByDesc();
Min = CurrentDendo.InfoForHierarchical.ListMin[RealIdx];
Max = CurrentDendo.InfoForHierarchical.ListMax[RealIdx];
if (Min == Max)
ConvertedValue = 0;
else
ConvertedValue = (int)(((CurrentInstance.value(iDesc) - Min) * (LUT[0].Length - 1)) / (Max - Min));
if (ConvertedValue >= LUT[0].Length) ConvertedValue = LUT[0].Length - 1;
SolidBrush CurrBrush = new SolidBrush(Color.FromArgb(LUT[0][ConvertedValue], LUT[1][ConvertedValue], LUT[2][ConvertedValue]));
// draw the rectangle
g.FillRectangle(CurrBrush, CurrentRect);
RealIdx++;
}
return PosX + RealIdx * Size;
}