public static void RunCTU(Random rnd, int maxIterations, int numOfNodes, int window, int collapseDimension,
ApproximationType approximation, string ctuBinaryPath, string resultDir)
{
var resultPath =
PathBuilder.Create(resultDir, "EntropySketch")
.AddProperty("Dataset", "CTU")
.AddProperty("SketchDimension", collapseDimension.ToString())
.AddProperty("Nodes", numOfNodes.ToString())
.AddProperty("Window", window.ToString())
.AddProperty("Approximation", approximation.AsString())
.ToPath("csv");
var entropySketch = new EntropySketchFunction(collapseDimension);
var header = string.Join(",", Enumerable.Range(1, collapseDimension).Select(i => "y" + i)) + "," +
string.Join(",", Enumerable.Range(1, numOfNodes).Select(i => "server_max_" + i));
using (var resultCsvFile = AutoFlushedTextFile.Create(resultPath, AccumaltedResult.Header(numOfNodes) + ",Entropy," + header))
using (var ctuProbabilityWindow = CtuProbabilityWindow.Init(ctuBinaryPath, numOfNodes, window))
{
var initProbabilityVectors = ctuProbabilityWindow.CurrentProbabilityVector().Map(entropySketch.CollapseProbabilityVector);
var multiRunner = MultiRunner.InitAll(initProbabilityVectors, numOfNodes, collapseDimension,
approximation, entropySketch.MonitoredFunction);
//multiRunner.OnlySchemes(new MonitoringScheme.Oracle());
int i = 0;
while (ctuProbabilityWindow.MoveNext() && (i++ < maxIterations))
{
var entropy = Vector.AverageVector(ctuProbabilityWindow.CurrentProbabilityVector())
.IndexedValues.Select(p => p.Value).Sum(v => - v * Math.Log(v));
var changeProbabilityVectors = ctuProbabilityWindow.CurrentChangeProbabilityVector()
.Map(entropySketch.CollapseProbabilityVector);
multiRunner.Run(changeProbabilityVectors, rnd, false)
.Select(r =>
{
return(r.AsCsvString());
//var oracle = multiRunner.Runners.Values.OfType<MonitoringRunner<OracleServer>>().First().Server;
//var nodesMax = string.Join(",", oracle.NodesVectors.Select(v => v[v.MaximumIndex()]));
//var res = string.Join(",",oracle.GlobalVector.Enumerate(collapseDimension).Select(y => y.ToString()));
//return r.AsCsvString() + "," + entropy.ToString() + "," + res + "," + nodesMax;
})
.ForEach(resultCsvFile.WriteLine);
}
}
}
public static void RunStocks(Random rnd, int iterations, Tree <long> closestValueQuery, int numOfNodes, int window, int collapseDimension, DateTime startingDateTime,
int minAmountAtDay, ApproximationType approximation,
string stocksDirPath, string resultDir)
{
var vectorLength = closestValueQuery.Data.Length;
var resultPath =
PathBuilder.Create(resultDir, "EntropySketch")
.AddProperty("Dataset", "Stocks")
.AddProperty("BucketLength", vectorLength.ToString())
.AddProperty("SketchDimension", collapseDimension.ToString())
.AddProperty("Nodes", numOfNodes.ToString())
.AddProperty("Window", window.ToString())
.AddProperty("StartingTime", startingDateTime.ToShortDateString().Replace('/', '-'))
.AddProperty("MinAmountAtDay", minAmountAtDay.ToString())
.AddProperty("Approximation", approximation.AsString())
.ToPath("csv");
var entropySketch = new EntropySketchFunction(collapseDimension);
using (var resultCsvFile = AutoFlushedTextFile.Create(resultPath, AccumaltedResult.Header(numOfNodes) + ",Entropy"))
using (var stocksProbabilityWindow = StocksProbabilityWindow.Init(stocksDirPath, startingDateTime, minAmountAtDay, numOfNodes, window, closestValueQuery))
{
var initProbabilityVectors = stocksProbabilityWindow.CurrentProbabilityVector().Map(entropySketch.CollapseProbabilityVector);
var multiRunner = MultiRunner.InitAll(initProbabilityVectors, numOfNodes, collapseDimension,
approximation, entropySketch.MonitoredFunction);
int i = 0;
while (stocksProbabilityWindow.MoveNext() && (i++ < iterations))
{
var changeProbabilityVectors = stocksProbabilityWindow.CurrentChangeProbabilityVector()
.Map(entropySketch.CollapseProbabilityVector);
var entropy = Vector.AverageVector(stocksProbabilityWindow.CurrentProbabilityVector())
.IndexedValues.Values.Sum(p => - p * Math.Log(p));
multiRunner.Run(changeProbabilityVectors, rnd, false)
.Select(r => r.AsCsvString() + "," + entropy)
.ForEach(resultCsvFile.WriteLine);
}
}
}
