public ParameterdCandidateStrategy(CandidateParameter cp = null,
ParameterdCandidateStrategy parent = null, IBestCandidateSelector bestCandidateSelector = null)
{
if (cp == null)
{
cp = new CandidateParameter("Default");
}
this.CandidateParameter = cp;
if (cp.ClassifierType == null && !TestParameters.EnableExcludeClassifier)
{
cp.SymbolCount = 1;
cp.PeriodCount = 1;
cp.PeriodTimeCount = 0;
cp.PrevTimeCount = 0;
}
InitClassifierInfos(parent);
if (TestParameters2.RealTimeMode)
{
m_enableDetailLogLevel2 = false;
}
m_bestCandidateSelector = bestCandidateSelector;
}
public ParameterdCandidateStrategy(CandidateParameter cp = null,
ParameterdCandidateStrategy parent = null, IBestCandidateSelector bestCandidateSelector = null)
{
if (cp == null)
{
cp = new CandidateParameter("Default");
}
this.CandidateParameter = cp;
if (cp.ClassifierType == null && !TestParameters.EnableExcludeClassifier)
{
cp.SymbolCount = 1;
cp.PeriodCount = 1;
cp.PeriodTimeCount = 0;
cp.PrevTimeCount = 0;
}
InitClassifierInfos(parent);
if (TestParameters2.RealTimeMode)
{
m_enableDetailLogLevel2 = false;
}
m_bestCandidateSelector = bestCandidateSelector;
}
public static void SaveCCScoresToDb(DateTime nowDate, CandidateParameter cp, ParameterdCandidateStrategy pcs)
{
string tableName = string.Format("{0}_CCSCORE_{1}", cp.MainSymbol, cp.DealInfoLastMinutes / (7 * 24 * 12 * 5));
long nowTime = WekaUtils.GetTimeFromDate(nowDate);
try
{
Feng.Data.DbHelper.Instance.ExecuteNonQuery(string.Format("SELECT TOP 1 * FROM {0} WHERE TIME = -1", tableName));
}
catch (Exception)
{
string sqlCreate = string.Format(@"CREATE TABLE {0}(
[Time] [bigint] NOT NULL,
[scores] [varbinary](max) NOT NULL,
[nda] [varbinary](max) NOT NULL,
[nds] [varbinary](max) NOT NULL,
CONSTRAINT [PK_{0}] PRIMARY KEY CLUSTERED
(
[Time] ASC
)WITH (PAD_INDEX = OFF, STATISTICS_NORECOMPUTE = OFF, IGNORE_DUP_KEY = OFF, ALLOW_ROW_LOCKS = ON, ALLOW_PAGE_LOCKS = ON) ON [PRIMARY]
) ON [PRIMARY]", tableName);
Feng.Data.DbHelper.Instance.ExecuteNonQuery(sqlCreate);
}
long[, ,] ndas = new long[Parameters.AllDealTypes.Length, cp.BatchTps.Length, cp.BatchSls.Length];
long[, ,] ndss = new long[Parameters.AllDealTypes.Length, cp.BatchTps.Length, cp.BatchSls.Length];
double[, ,] nowScores = new double[Parameters.AllDealTypes.Length, cp.BatchTps.Length, cp.BatchSls.Length];
pcs.IterateClassifierInfos((k, ii, jj, h) =>
{
nowScores[k, ii, jj] = pcs.m_classifierInfoIdxs[k, ii, jj, h].Deals.NowScore;
ndas[k, ii, jj] = pcs.m_classifierInfoIdxs[k, ii, jj, h].Deals.DealLastTimeAvg;
ndss[k, ii, jj] = pcs.m_classifierInfoIdxs[k, ii, jj, h].Deals.DealLastTimeStd;
});
string sql = string.Format("INSERT INTO [{0}] ([Time],[scores],[nda],[nds]) VALUES (@Time, @score, @nda, @nds)", tableName);
var cmd = new System.Data.SqlClient.SqlCommand(sql);
cmd.Parameters.AddWithValue("@Time", nowTime);
cmd.Parameters.AddWithValue("@score", CCScoreData.SerializeScores(nowScores));
cmd.Parameters.AddWithValue("@nda", CCScoreData.SerializeScoreTimes(ndas));
cmd.Parameters.AddWithValue("@nds", CCScoreData.SerializeScoreTimes(ndss));
try
{
Feng.Data.DbHelper.Instance.ExecuteNonQuery(string.Format("DELETE FROM {0} WHERE TIME = '{1}'", tableName, WekaUtils.GetTimeFromDate(nowDate)));
Feng.Data.DbHelper.Instance.ExecuteNonQuery(cmd);
}
catch (Exception)
{
}
}
public List<ParameterdCandidateStrategy> AddRealDealCandidates(string symbol, int dealInfoLastWeek, IBestCandidateSelector bcs = null)
{
List<ParameterdCandidateStrategy> realDealsCandidates = new List<ParameterdCandidateStrategy>();
//TestParameters.InitTpsls(20, 10);
//realDealsCandidates.Add(new RealDealCandidate("1M_10", 1 * 4 * 7 * 24 * 12 * 5, this));
//realDealsCandidates.Add(new RealDealCandidate("1.5M_10", (int)(1.5 * 4 * 7 * 24 * 12 * 5), this));
//realDealsCandidates.Add(new RealDealCandidate("2M_10", 2 * 4 * 7 * 24 * 12 * 5, this));
{
CandidateParameter cp = new CandidateParameter(symbol);
int delta = TestParameters.GetTpSlMinDelta(symbol) * TestParameters2.nTpsl;
cp.InitTpsls(TestParameters2.tpStart, delta, TestParameters2.tpCount, TestParameters2.slStart, delta, TestParameters2.slCount);
cp.SymbolStart = Array.IndexOf<string>(cp.AllSymbols, symbol);
cp.SymbolCount = 1;
cp.PeriodStart = Array.IndexOf<string>(cp.AllPeriods, "M1");
cp.PeriodCount = 1;
cp.DealInfoLastMinutes = dealInfoLastWeek * 7 * 24 * 12 * 5;
cp.Group = 1;
InitBatchBatch(cp);
if (cp.ClassifierType == null && !TestParameters.EnableExcludeClassifier)
{
cp.AllIndNames.Clear();
cp.AllIndNames2.Clear();
}
else
{
cp.DeleteUnusedIndicators();
//GenerateBatchEmptyInstance();
}
ParameterdCandidateStrategy mainPcs = new ParameterdCandidateStrategy(cp, null, bcs);
realDealsCandidates.Add(mainPcs);
// for (int i = 2; i <= 3; ++i)
// {
// var cp2 = cp.Clone();
// cp2.Name += "_" + i.ToString();
// cp2.DealInfoLastMinutes = i * 2 * 4 * 7 * 24 * 12 * 5;
// realDealsCandidates.Add(new ParameterdCandidateStrategy(cp2));
// }
}
{
//CandidateParameter cp = new CandidateParameter("GBPUSD");
//cp.InitTpsls(10, 60);
//cp.SymbolStart = 1;
//cp.DealInfoLastMinutes = 2 * 4 * 7 * 24 * 12 * 5;
//cp.Group = 2;
//ParameterdCandidateStrategy mainPcs = new ParameterdCandidateStrategy(cp);
//mainPcs.m_bestCandidateSelector = new BestCandidateSelector1(0);
//realDealsCandidates.Add(mainPcs);
// for (int i = 2; i <= 3; ++i)
// {
// var cp2 = cp.Clone();
// cp2.Name += "_" + i.ToString();
// cp2.DealInfoLastMinutes = i * 2 * 4 * 7 * 24 * 12 * 5;
// realDealsCandidates.Add(new ParameterdCandidateStrategy(cp2));
// }
}
{
//CandidateParameter cp = new CandidateParameter("EURGBP");
//cp.InitTpsls(10, 30);
//cp.SymbolStart = 6;
//cp.DealInfoLastMinutes = 6 * 4 * 7 * 24 * 12 * 5;
//cp.Group = 3;
//ParameterdCandidateStrategy mainPcs = new ParameterdCandidateStrategy(cp);
//mainPcs.m_bestCandidateSelector = new BestCandidateSelector1(0);
//realDealsCandidates.Add(mainPcs);
// // for (int i = 2; i <= 3; ++i)
// // {
// // var cp2 = cp.Clone();
// // cp2.Name += "_" + i.ToString();
// // cp2.DealInfoLastMinutes = i * 2 * 4 * 7 * 24 * 12 * 5;
// // realDealsCandidates.Add(new ParameterdCandidateStrategy(cp2));
// // }
}
foreach (var i in realDealsCandidates)
{
OutputTestInfoCandidate(i.CandidateParameter);
WekaUtils.Instance.WriteLog(string.Format("BestCandidateSelector = {0}",
i.BestCandidateSelector == null ? "Null" : i.BestCandidateSelector.ToString()));
}
return realDealsCandidates;
}
public void BuildExcludeModels()
{
Parameters.TotalCanUseMemory = 600 * 1000 * 1000;
TestParameters.SaveDataFile = false;
//m_batchBufferMinutes = (new TimeSpan(365 + 5, 0, 0, 0)).TotalMinutes;
weka.classifiers.Classifier cls = new weka.classifiers.functions.LibSVM();
(cls as weka.classifiers.AbstractClassifier).setOptions(weka.core.Utils.splitOptions("-S 0 -K 2"));
//Classifier cls = new MincostLiblinearClassifier();
//Classifier cls = new weka.classifiers.functions.LibLINEAR();
//(cls as AbstractClassifier).setOptions(weka.core.Utils.splitOptions("-S 0 -P -C 1 -B 1"));
//var cls = new SvmLightClassifier();
//cls.setOptions(weka.core.Utils.splitOptions("-c 20 -l 4 -w 1 --p 1 --b 1"));
var cp = new CandidateParameter("BuildExcludeModels");
cp.DeleteUnusedIndicators();
ParameterdCandidateStrategy realDealCandidate = new ParameterdCandidateStrategy(cp);
SetTrainTime(new DateTime(2009, 1, 1), new DateTime(2009, 4, 30));
//m_generateOneClassHp = 0;
realDealCandidate.IterateClassifierInfos2(new Func<CandidateClassifier, bool>((clsInfo) =>
{
string modelFileName = clsInfo.WekaData.GetExcludeModelFileName(clsInfo.Name);
//if (!System.IO.File.Exists(modelFileName))
{
WekaUtils.Instance.WriteLog(string.Format("{0} is building exclude model.", clsInfo.Name));
//clsInfo.WekaData.m_currentTestHour = clsInfo.Hour;
clsInfo.WekaData.GenerateData(true, false);
WekaUtils.TrainInstances(clsInfo.WekaData.CurrentTrainInstancesNew, modelFileName, cls);
MyEvaluation eval = new MyEvaluation();
eval.evaluateModel(cls, clsInfo.WekaData.CurrentTrainInstancesNew);
return true;
}
//else
//{
// m_currentTestHour = h;
// GenerateData(true, false);
// cls = WekaUtils.TryLoadClassifier(modelFileName);
// var eval = WekaUtils.TestInstances(m_trainInstancesNew[k], cls);
//}
}));
}
public List <CandidateClassifier> GetBestClassifierInfo(ParameterdCandidateStrategy parent)
{
double[] sum = new double[Parameters.AllDealTypes.Length];
double[] oscsum = new double[Parameters.AllDealTypes.Length];
for (int k = 0; k < Parameters.AllDealTypes.Length; ++k)
{
sum[k] = 0;
oscsum[k] = 0;
}
parent.IterateClassifierInfos2((cc) =>
{
sum[WekaUtils.GetDealTypeIdx(cc.DealType)] += cc.Deals.NowScore;
});
int oscCnt = 0;
parent.IterateClassifierInfos((k, i, j, h) =>
{
if (TestParameters.EnablePerhourTrain)
{
if (h != parent.CurrentTestHour)
{
return(true);
}
}
if (k > 0)
{
return(true);
}
if (parent.m_classifierInfoIdxs[0, i, j, h].Deals.NowScore <= 0 && parent.m_classifierInfoIdxs[1, i, j, h].Deals.NowScore <= 0)
{
oscsum[0] += parent.m_classifierInfoIdxs[0, i, j, h].Deals.NowScore;
oscsum[1] += parent.m_classifierInfoIdxs[1, i, j, h].Deals.NowScore;
oscCnt++;
}
return(true);
});
//for (int k = 0; k < Parameters.AllDealTypes.Length; ++k)
//{
// sum[k] -= oscsum[k];
//}
//double oscsums = oscsum[0] + oscsum[1];
int selectedDeal = -1;
if (sum[0] < sum[1] && sum[0] < 0)
{
selectedDeal = 0;
}
else if (sum[1] < sum[0] && sum[1] < 0)
{
selectedDeal = 1;
}
if (selectedDeal == -1)
{
return(null);
}
if (oscCnt > 400)
{
return(null);
}
//selectedDeal = 1 - selectedDeal;
List <CandidateClassifier> ret = new List <CandidateClassifier>();
parent.IterateClassifierInfos((k, i, j, h) =>
{
if (k != selectedDeal)
{
return;
}
if (TestParameters.EnablePerhourTrain)
{
if (h != parent.CurrentTestHour)
{
return;
}
}
switch (m_choiceType)
{
case 0:
//if (parent.m_classifierInfoIdxs[k, i, j, h].Deals.NowScore < 0)// && parent.m_classifierInfoIdxs[1 - k, i, j, h].Deals.NowScore > 0)
{
ret.Add(parent.m_classifierInfoIdxs[k, i, j, h]);
}
break;
//case 1:
// if (parent.m_classifierInfoIdxs[k, i, j, h].Deals.NowScore > 0 && parent.m_classifierInfoIdxs[1 - k, i, j, h].Deals.NowScore > 0)
// {
// ret.Add(parent.m_classifierInfoIdxs[k, i, j, h]);
// }
// break;
//case 2:
// if (parent.m_classifierInfoIdxs[k, i, j, h].Deals.NowScore < 0 && parent.m_classifierInfoIdxs[1 - k, i, j, h].Deals.NowScore > 0)
// {
// ret.Add(parent.m_classifierInfoIdxs[k, i, j, h]);
// }
// break;
//case 3:
// if (parent.m_classifierInfoIdxs[k, i, j, h].Deals.NowScore > 0 && parent.m_classifierInfoIdxs[1 - k, i, j, h].Deals.NowScore < 0)
// {
// ret.Add(parent.m_classifierInfoIdxs[k, i, j, h]);
// }
// break;
case 4:
if (parent.m_classifierInfoIdxs[k, i, j, h].Deals.NowScore < 0 && parent.m_classifierInfoIdxs[1 - k, i, j, h].Deals.NowScore > 0)
{
ret.Add(parent.m_classifierInfoIdxs[1 - k, i, j, h]);
}
break;
//case 5:
// if (parent.m_classifierInfoIdxs[k, i, j, h].Deals.NowScore > 0 && parent.m_classifierInfoIdxs[1 - k, i, j, h].Deals.NowScore > 0)
// {
// ret.Add(parent.m_classifierInfoIdxs[1 - k, i, j, h]);
// }
// break;
//case 6:
// if (parent.m_classifierInfoIdxs[k, i, j, h].Deals.NowScore < 0 && parent.m_classifierInfoIdxs[1 - k, i, j, h].Deals.NowScore > 0)
// {
// ret.Add(parent.m_classifierInfoIdxs[1 - k, i, j, h]);
// }
// break;
//case 7:
// if (parent.m_classifierInfoIdxs[k, i, j, h].Deals.NowScore > 0 && parent.m_classifierInfoIdxs[1 - k, i, j, h].Deals.NowScore < 0)
// {
// ret.Add(parent.m_classifierInfoIdxs[1 - k, i, j, h]);
// }
// break;
}
});
return(ret);
}
protected void InitClassifierInfos(ParameterdCandidateStrategy parent = null)
{
//int[] sls = m_batchSls != null ? m_batchSls : (m_sl.HasValue ? new int[] { m_sl.Value } : new int[] { 50, 70 });
//int[][] tps = m_batchTps != null ? m_batchTps : (m_tp.HasValue ? new int[][] { new int[] { m_tp.Value } }
// : new int[][] { new int[] { 100, 140 }, new int[] { 50, 70 } });
//if (Parameters.AllDealTypes == null || Parameters.AllDealTypes.Length == 0)
//{
// Parameters.AllDealTypes = new char[] { 'B', 'S' };
//}
if (parent == null)
{
m_classifierInfos.Clear();
m_classifierInfoIdxs = new CandidateClassifier[Parameters.AllDealTypes.Length, this.CandidateParameter.BatchTps.Length, this.CandidateParameter.BatchSls.Length, Parameters.AllHour];
m_totalScores = new double[m_classifierInfoIdxs.GetLength(0), m_classifierInfoIdxs.GetLength(1), m_classifierInfoIdxs.GetLength(2), m_classifierInfoIdxs.GetLength(3)];
m_totalDeals = new int[m_classifierInfoIdxs.GetLength(0), m_classifierInfoIdxs.GetLength(1), m_classifierInfoIdxs.GetLength(2), m_classifierInfoIdxs.GetLength(3)];
for (int k = 0; k < m_classifierInfoIdxs.GetLength(0); ++k)
{
for (int i = 0; i < m_classifierInfoIdxs.GetLength(1); ++i)
{
for (int j = 0; j < m_classifierInfoIdxs.GetLength(2); ++j)
{
int tp = this.CandidateParameter.BatchTps[i];
int sl = this.CandidateParameter.BatchSls[j];
if (!TestParameters.EnablePerhourTrain)
{
string name = string.Format("{0}_{1}_{2}", Parameters.AllDealTypes[k], tp, sl);
m_classifierInfos[name] = new CandidateClassifier(name, tp, sl, Parameters.AllDealTypes[k], -1, this.CandidateParameter);
m_classifierInfoIdxs[k, i, j, 0] = m_classifierInfos[name];
m_totalScores[k, i, j, 0] = 0;
m_totalDeals[k, i, j, 0] = 0;
}
else
{
for (int h = 0; h < m_classifierInfoIdxs.GetLength(3); ++h)
{
//if (h != 9)
// continue;
string name = string.Format("{0}_{1}_{2}_H{3}", Parameters.AllDealTypes[k], tp, sl, h);
m_classifierInfos[name] = new CandidateClassifier(name, tp, sl, Parameters.AllDealTypes[k], h, this.CandidateParameter);
m_classifierInfoIdxs[k, i, j, h] = m_classifierInfos[name];
m_totalScores[k, i, j, h] = 0;
m_totalDeals[k, i, j, h] = 0;
}
}
}
}
}
this.HasParent = false;
}
else
{
m_classifierInfoIdxs = parent.m_classifierInfoIdxs;
m_totalScores = new double[m_classifierInfoIdxs.GetLength(0), m_classifierInfoIdxs.GetLength(1), m_classifierInfoIdxs.GetLength(2), m_classifierInfoIdxs.GetLength(3)];
m_totalDeals = new int[m_classifierInfoIdxs.GetLength(0), m_classifierInfoIdxs.GetLength(1), m_classifierInfoIdxs.GetLength(2), m_classifierInfoIdxs.GetLength(3)];
m_classifierInfos = parent.m_classifierInfos;
this.HasParent = true;
}
}
public List<CandidateClassifier> GetBestClassifierInfo(ParameterdCandidateStrategy parent)
{
double[] sum = new double[Parameters.AllDealTypes.Length];
double[] oscsum = new double[Parameters.AllDealTypes.Length];
for (int k = 0; k < Parameters.AllDealTypes.Length; ++k)
{
sum[k] = 0;
oscsum[k] = 0;
}
parent.IterateClassifierInfos2( (cc) =>
{
sum[WekaUtils.GetDealTypeIdx(cc.DealType)] += cc.Deals.NowScore;
});
int oscCnt = 0;
parent.IterateClassifierInfos((k, i, j, h) =>
{
if (TestParameters.EnablePerhourTrain)
{
if (h != parent.CurrentTestHour)
return true;
}
if (k > 0)
return true;
if (parent.m_classifierInfoIdxs[0, i, j, h].Deals.NowScore <= 0 && parent.m_classifierInfoIdxs[1, i, j, h].Deals.NowScore <= 0)
{
oscsum[0] += parent.m_classifierInfoIdxs[0, i, j, h].Deals.NowScore;
oscsum[1] += parent.m_classifierInfoIdxs[1, i, j, h].Deals.NowScore;
oscCnt++;
}
return true;
});
//for (int k = 0; k < Parameters.AllDealTypes.Length; ++k)
//{
// sum[k] -= oscsum[k];
//}
//double oscsums = oscsum[0] + oscsum[1];
int selectedDeal = -1;
if (sum[0] < sum[1] && sum[0] < 0)
{
selectedDeal = 0;
}
else if (sum[1] < sum[0] && sum[1] < 0)
{
selectedDeal = 1;
}
if (selectedDeal == -1)
return null;
if (oscCnt > 400)
return null;
//selectedDeal = 1 - selectedDeal;
List<CandidateClassifier> ret = new List<CandidateClassifier>();
parent.IterateClassifierInfos((k, i, j, h) =>
{
if (k != selectedDeal)
return;
if (TestParameters.EnablePerhourTrain)
{
if (h != parent.CurrentTestHour)
return;
}
switch (m_choiceType)
{
case 0:
//if (parent.m_classifierInfoIdxs[k, i, j, h].Deals.NowScore < 0)// && parent.m_classifierInfoIdxs[1 - k, i, j, h].Deals.NowScore > 0)
{
ret.Add(parent.m_classifierInfoIdxs[k, i, j, h]);
}
break;
//case 1:
// if (parent.m_classifierInfoIdxs[k, i, j, h].Deals.NowScore > 0 && parent.m_classifierInfoIdxs[1 - k, i, j, h].Deals.NowScore > 0)
// {
// ret.Add(parent.m_classifierInfoIdxs[k, i, j, h]);
// }
// break;
//case 2:
// if (parent.m_classifierInfoIdxs[k, i, j, h].Deals.NowScore < 0 && parent.m_classifierInfoIdxs[1 - k, i, j, h].Deals.NowScore > 0)
// {
// ret.Add(parent.m_classifierInfoIdxs[k, i, j, h]);
// }
// break;
//case 3:
// if (parent.m_classifierInfoIdxs[k, i, j, h].Deals.NowScore > 0 && parent.m_classifierInfoIdxs[1 - k, i, j, h].Deals.NowScore < 0)
// {
// ret.Add(parent.m_classifierInfoIdxs[k, i, j, h]);
// }
// break;
case 4:
if (parent.m_classifierInfoIdxs[k, i, j, h].Deals.NowScore < 0 && parent.m_classifierInfoIdxs[1 - k, i, j, h].Deals.NowScore > 0)
{
ret.Add(parent.m_classifierInfoIdxs[1 - k, i, j, h]);
}
break;
//case 5:
// if (parent.m_classifierInfoIdxs[k, i, j, h].Deals.NowScore > 0 && parent.m_classifierInfoIdxs[1 - k, i, j, h].Deals.NowScore > 0)
// {
// ret.Add(parent.m_classifierInfoIdxs[1 - k, i, j, h]);
// }
// break;
//case 6:
// if (parent.m_classifierInfoIdxs[k, i, j, h].Deals.NowScore < 0 && parent.m_classifierInfoIdxs[1 - k, i, j, h].Deals.NowScore > 0)
// {
// ret.Add(parent.m_classifierInfoIdxs[1 - k, i, j, h]);
// }
// break;
//case 7:
// if (parent.m_classifierInfoIdxs[k, i, j, h].Deals.NowScore > 0 && parent.m_classifierInfoIdxs[1 - k, i, j, h].Deals.NowScore < 0)
// {
// ret.Add(parent.m_classifierInfoIdxs[1 - k, i, j, h]);
// }
// break;
}
});
return ret;
}
protected void InitClassifierInfos(ParameterdCandidateStrategy parent = null)
{
//int[] sls = m_batchSls != null ? m_batchSls : (m_sl.HasValue ? new int[] { m_sl.Value } : new int[] { 50, 70 });
//int[][] tps = m_batchTps != null ? m_batchTps : (m_tp.HasValue ? new int[][] { new int[] { m_tp.Value } }
// : new int[][] { new int[] { 100, 140 }, new int[] { 50, 70 } });
//if (Parameters.AllDealTypes == null || Parameters.AllDealTypes.Length == 0)
//{
// Parameters.AllDealTypes = new char[] { 'B', 'S' };
//}
if (parent == null)
{
m_classifierInfos.Clear();
m_classifierInfoIdxs = new CandidateClassifier[Parameters.AllDealTypes.Length, this.CandidateParameter.BatchTps.Length, this.CandidateParameter.BatchSls.Length, Parameters.AllHour];
m_totalScores = new double[m_classifierInfoIdxs.GetLength(0), m_classifierInfoIdxs.GetLength(1), m_classifierInfoIdxs.GetLength(2), m_classifierInfoIdxs.GetLength(3)];
m_totalDeals = new int[m_classifierInfoIdxs.GetLength(0), m_classifierInfoIdxs.GetLength(1), m_classifierInfoIdxs.GetLength(2), m_classifierInfoIdxs.GetLength(3)];
for (int k = 0; k < m_classifierInfoIdxs.GetLength(0); ++k)
{
for (int i = 0; i < m_classifierInfoIdxs.GetLength(1); ++i)
{
for (int j = 0; j < m_classifierInfoIdxs.GetLength(2); ++j)
{
int tp = this.CandidateParameter.BatchTps[i];
int sl = this.CandidateParameter.BatchSls[j];
if (!TestParameters.EnablePerhourTrain)
{
string name = string.Format("{0}_{1}_{2}", Parameters.AllDealTypes[k], tp, sl);
m_classifierInfos[name] = new CandidateClassifier(name, tp, sl, Parameters.AllDealTypes[k], -1, this.CandidateParameter);
m_classifierInfoIdxs[k, i, j, 0] = m_classifierInfos[name];
m_totalScores[k, i, j, 0] = 0;
m_totalDeals[k, i, j, 0] = 0;
}
else
{
for (int h = 0; h < m_classifierInfoIdxs.GetLength(3); ++h)
{
//if (h != 9)
// continue;
string name = string.Format("{0}_{1}_{2}_H{3}", Parameters.AllDealTypes[k], tp, sl, h);
m_classifierInfos[name] = new CandidateClassifier(name, tp, sl, Parameters.AllDealTypes[k], h, this.CandidateParameter);
m_classifierInfoIdxs[k, i, j, h] = m_classifierInfos[name];
m_totalScores[k, i, j, h] = 0;
m_totalDeals[k, i, j, h] = 0;
}
}
}
}
}
this.HasParent = false;
}
else
{
m_classifierInfoIdxs = parent.m_classifierInfoIdxs;
m_totalScores = new double[m_classifierInfoIdxs.GetLength(0), m_classifierInfoIdxs.GetLength(1), m_classifierInfoIdxs.GetLength(2), m_classifierInfoIdxs.GetLength(3)];
m_totalDeals = new int[m_classifierInfoIdxs.GetLength(0), m_classifierInfoIdxs.GetLength(1), m_classifierInfoIdxs.GetLength(2), m_classifierInfoIdxs.GetLength(3)];
m_classifierInfos = parent.m_classifierInfos;
this.HasParent = true;
}
}
