source: branches/sluengo/HeuristicLab.Problems.TradeRules/Grammar.cs @ 9147

#region License Information
/* HeuristicLab
 * Copyright (C) 2002-2012 Heuristic and Evolutionary Algorithms Laboratory (HEAL)
 *
 * This file is part of HeuristicLab.
 *
 * HeuristicLab is free software: you can redistribute it and/or modify
 * it under the terms of the GNU General Public License as published by
 * the Free Software Foundation, either version 3 of the License, or
 * (at your option) any later version.
 *
 * HeuristicLab is distributed in the hope that it will be useful,
 * but WITHOUT ANY WARRANTY; without even the implied warranty of
 * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
 * GNU General Public License for more details.
 *
 * You should have received a copy of the GNU General Public License
 * along with HeuristicLab. If not, see <http://www.gnu.org/licenses/>.
 */
#endregion

using System.Collections.Generic;
using System.Linq;
using HeuristicLab.Common;
using HeuristicLab.Encodings.SymbolicExpressionTreeEncoding;
using HeuristicLab.Persistence.Default.CompositeSerializers.Storable;
using HeuristicLab.Problems.TradeRules;
using HeuristicLab.Problems.DataAnalysis.Symbolic;
using System;
using HeuristicLab.Core;
namespace HeuristicLab.Problems.TradeRules {
  [StorableClass]
  [Item("Grammar", "Represents a grammar for functional expressions in which special syntactic constraints are enforced so that boolean and real-valued expressions are not mixed.")]
    public class Grammar : SymbolicExpressionGrammar, ISymbolicDataAnalysisGrammar
    {
    private const string ArithmeticFunctionsName = "Arithmetic Functions";
    private const string TerminalsName = "Terminals";
    private const string ComparisonsName = "Comparisons";
    private const string BooleanOperatorsName = "Boolean Operators";
    private const string ConditionalSymbolsName = "ConditionalSymbols";
    private const string BooleanConstant = "Boolean Constant";
    private const string TradeMean = "Average Trade";
    private const string MACDIndicator = "MACD Indicator";
    private const string SerialTime = "Serial Operators";
      
    [StorableConstructor]
    protected Grammar(bool deserializing) : base(deserializing) { }
    protected Grammar(Grammar original, Cloner cloner) : base(original, cloner) { }
    public Grammar()
      : base(ItemAttribute.GetName(typeof(Grammar)), ItemAttribute.GetDescription(typeof(Grammar))) {
      Initialize();
    }
    public override IDeepCloneable Clone(Cloner cloner)
    {
        return new Grammar(this, cloner);
    }

    private void Initialize()
    {
        #region symbol declaration
        var add = new Addition();
        var sub = new Subtraction();
        var mul = new Multiplication();

        var mean = new AverageTrade();
        var expMovAverage = new EMA();
        var macd = new MACD();
        var RSI = new RSI();

        var gt = new GreaterThan();
        var lt = new LessThan();
        var and = new And();
        var or = new Or();
        var not = new Not();

        var constantint = new ConstantInt();
        var boolean = new BoolConstant();

        var max = new Max();
        var min = new Min();
        var lag = new Lag();
        var variableSymbol = new HeuristicLab.Problems.DataAnalysis.Symbolic.Variable();
        #endregion

        #region group symbol declaration
        var arithmeticSymbols = new GroupSymbol(ArithmeticFunctionsName, new List<ISymbol>() { add, sub, mul}); 
        var terminalSymbols = new GroupSymbol(TerminalsName, new List<ISymbol> {constantint, variableSymbol });

        var comparisonSymbols = new GroupSymbol(ComparisonsName, new List<ISymbol> { gt, lt });
        var booleanOperationSymbols = new GroupSymbol(BooleanOperatorsName, new List<ISymbol> { and, or, not });
        var booleanConstantsSymbols = new GroupSymbol(BooleanConstant, new List<ISymbol> { boolean });
        var meanTradeSymbols = new GroupSymbol(TradeMean, new List<ISymbol> { mean});
        var indicatorTradeSymbols = new GroupSymbol(MACDIndicator, new List<ISymbol> { macd,RSI, expMovAverage });
        
        var serialTime = new GroupSymbol(SerialTime, new List<ISymbol> {max,min, lag });

        #endregion

        AddSymbol(comparisonSymbols);
        AddSymbol(booleanOperationSymbols);
        AddSymbol(arithmeticSymbols);
        AddSymbol(terminalSymbols);
        AddSymbol(booleanConstantsSymbols);
        AddSymbol(meanTradeSymbols);
        AddSymbol(indicatorTradeSymbols);
        AddSymbol(serialTime);
        

        #region subtree count configuration
        SetSubtreeCount(arithmeticSymbols, 2, 2);
        SetSubtreeCount(terminalSymbols, 0, 0);

        SetSubtreeCount(booleanConstantsSymbols, 0, 0);
        SetSubtreeCount(meanTradeSymbols, 1, 1);
        SetSubtreeCount(macd, 3, 3);
        SetSubtreeCount(RSI, 1, 1);
        SetSubtreeCount(expMovAverage, 1, 1);
        SetSubtreeCount(comparisonSymbols, 2, 2);
        SetSubtreeCount(and, 2, 2);
        SetSubtreeCount(or, 2, 2);
        SetSubtreeCount(not, 1, 1);
        SetSubtreeCount(serialTime, 1, 1);
      #endregion

      #region allowed child symbols configuration
        //AddAllowedChildSymbol(StartSymbol, booleanOperationSymbols);
        //AddAllowedChildSymbol(StartSymbol, comparisonSymbols);
        AddAllowedChildSymbol(StartSymbol, expMovAverage);

        AddAllowedChildSymbol(booleanOperationSymbols, comparisonSymbols);
        AddAllowedChildSymbol(booleanOperationSymbols, booleanConstantsSymbols);
        //AddAllowedChildSymbol(booleanOperationSymbols, indicatorTradeSymbols);

        AddAllowedChildSymbol(comparisonSymbols, meanTradeSymbols);
        AddAllowedChildSymbol(comparisonSymbols, arithmeticSymbols);
        AddAllowedChildSymbol(comparisonSymbols, terminalSymbols);
        AddAllowedChildSymbol(comparisonSymbols, serialTime);

        AddAllowedChildSymbol(arithmeticSymbols, arithmeticSymbols);
        AddAllowedChildSymbol(arithmeticSymbols, meanTradeSymbols);
        AddAllowedChildSymbol(arithmeticSymbols, terminalSymbols);
        AddAllowedChildSymbol(arithmeticSymbols, serialTime);

        AddAllowedChildSymbol(serialTime, constantint);

        AddAllowedChildSymbol(meanTradeSymbols, constantint);
        AddAllowedChildSymbol(indicatorTradeSymbols, constantint);
      #endregion
    }

   public void ConfigureAsDefaultRegressionGrammar() {

      // Symbols.First(s => s is Constant).Enabled = false;
   }

   public void ConfigureAsDefaultClassificationGrammar()
   {
     //  Symbols.First(s => s is Constant).Enabled = false;
   }
  }
}