public TrainingSession(StockPortfolio portfolio, Stock stock)
{
this._statisticsService = ApplicationHelper.CurrentCompositionContainer.GetExportedValue <IStatisticsService>();
this.Portfolio = portfolio;
this.Stock = stock;
}
public ProfitLossCalculator(StockPortfolio portfolio, TrainingSession trainingSession, SortedList <DateTime, SignalEnum> signals)
{
this._statisticsService = ApplicationHelper.CurrentCompositionContainer.GetExportedValue <IStatisticsService>();
this.Portfolio = portfolio;
this.TrainingSession = trainingSession;
this.Signals = signals;
this.Calculate();
}
public ProfitLossCalculator(StockPortfolio portfolio, TrainingSession trainingSession,
Dictionary <DateTime, SignalEnum> signals)
{
_statisticsService = ApplicationHelper.CurrentCompositionContainer.GetExportedValue <IStatisticsService>();
Portfolio = portfolio;
TrainingSession = trainingSession;
Signals = signals;
Calculate();
}
public TrainingSession(StockPortfolio portfolio, Stock stock, BestNetworkDTO dto, NeuralStockSettings settings)
{
_statisticsService = ApplicationHelper.CurrentCompositionContainer.GetExportedValue <IStatisticsService>();
Portfolio = portfolio;
Stock = stock;
TrainSamplePercentage = settings.PercentageTraining;
NumberAnns = settings.NumberANNs;
NumberHiddenLayers = settings.NumberHiddenLayers;
NumberNeuronsPerHiddenLayer = settings.NumberNeuronsHiddenLayer;
NumberDaysBetweenTransactions = settings.NumberDaysBetweenTransactions;
BuyLevel = dto.BuyLevel;
SellLevel = dto.SellLevel;
var strategy = new StrategyI(StrategySettings.FromJson(dto.StrategySettings), settings)
{
TrainingMeansInput = dto.TrainingMeansInput?.ToArray(),
TrainingStdDevsInput = dto.TrainingStdDevsInput?.ToArray(),
TrainingMeansOutput = dto.TrainingMeansOutput?.ToArray(),
TrainingStdDevsOutput = dto.TrainingStdDevsOutput?.ToArray()
};
var tmpFileName = Path.GetTempFileName();
File.WriteAllBytes(tmpFileName, dto.BestNeuralNet);
var net = new NeuralNet(tmpFileName);
_cachedPredictions.Clear();
SplitTrainTestData();
var trainingTestingData = PrepareAnnData(strategy, false);
var prediction = Predict(trainingTestingData, net, false);
var profitLossCalculator = new ProfitLossCalculator(Portfolio.Reset(), this, prediction.Item1);
_cachedPredictions.Add(new Prediction(profitLossCalculator, strategy, net, prediction.Item2,
prediction.Item3));
}