| 1 | using System;
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| 2 | using System.Collections.Generic;
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| 3 | using System.Linq;
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| 4 | using System.Text;
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| 5 | using HeuristicLab.Common;
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| 6 | using HeuristicLab.Core;
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| 7 | using HeuristicLab.Data;
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| 8 | using HeuristicLab.Encodings.SymbolicExpressionTreeEncoding;
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| 9 | using HeuristicLab.Parameters;
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| 10 | using HeuristicLab.Persistence.Default.CompositeSerializers.Storable;
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| 11 | using HeuristicLab.Problems.DataAnalysis.Symbolic;
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| 12 | using HeuristicLab.Problems.DataAnalysis;
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| 13 |
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| 14 | namespace HeuristicLab.Problems.TradeRules
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| 15 | {
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| 16 | [StorableClass]
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| 17 | [Item("Interpreter", "Represents a grammar for Trading Problems")]
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| 18 | public sealed class Interpreter : ParameterizedNamedItem, ISymbolicDataAnalysisExpressionTreeInterpreter
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| 19 | {
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| 20 | private const string CheckExpressionsWithIntervalArithmeticParameterName = "CheckExpressionsWithIntervalArithmetic";
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| 21 | private const string EvaluatedSolutionsParameterName = "EvaluatedSolutions";
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| 22 | [ThreadStatic]
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| 23 | private static double [] EMAValue;
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| 24 | [ThreadStatic]
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| 25 | private static double inOut;
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| 26 | [ThreadStatic]
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| 27 | private static double meanUp;
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| 28 | [ThreadStatic]
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| 29 | private static double meanDown;
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| 30 | [ThreadStatic]
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| 31 | private static double lastRSI;
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| 32 |
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| 33 | // [ThreadStatic]
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| 34 | // private Dictionary<Instruction, double> lastEMACache;
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| 35 |
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| 36 | #region private classes
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| 37 | //This class manipulate the instructions of the stack
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| 38 | private class InterpreterState
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| 39 | {
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| 40 | private double[] argumentStack;
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| 41 | private int argumentStackPointer;
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| 42 | private Instruction[] code;
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| 43 | private int pc;
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| 44 | public int ProgramCounter
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| 45 | {
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| 46 | get { return pc; }
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| 47 | set { pc = value; }
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| 48 | }
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| 49 | internal InterpreterState(Instruction[] code, int argumentStackSize)
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| 50 | {
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| 51 | this.code = code;
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| 52 | this.pc = 0;
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| 53 | if (argumentStackSize > 0)
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| 54 | {
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| 55 | this.argumentStack = new double[argumentStackSize];
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| 56 | }
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| 57 | this.argumentStackPointer = 0;
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| 58 | }
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| 59 |
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| 60 | internal void Reset()
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| 61 | {
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| 62 | this.pc = 0;
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| 63 | this.argumentStackPointer = 0;
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| 64 | }
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| 65 |
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| 66 | internal Instruction NextInstruction()
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| 67 | {
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| 68 | return code[pc++];
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| 69 | }
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| 70 | private void Push(double val)
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| 71 | {
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| 72 | argumentStack[argumentStackPointer++] = val;
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| 73 | }
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| 74 | private double Pop()
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| 75 | {
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| 76 | return argumentStack[--argumentStackPointer];
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| 77 | }
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| 78 |
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| 79 | internal void CreateStackFrame(double[] argValues)
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| 80 | {
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| 81 | // push in reverse order to make indexing easier
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| 82 | for (int i = argValues.Length - 1; i >= 0; i--)
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| 83 | {
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| 84 | argumentStack[argumentStackPointer++] = argValues[i];
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| 85 | }
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| 86 | Push(argValues.Length);
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| 87 | }
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| 88 |
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| 89 | internal void RemoveStackFrame()
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| 90 | {
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| 91 | int size = (int)Pop();
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| 92 | argumentStackPointer -= size;
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| 93 | }
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| 94 |
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| 95 | internal double GetStackFrameValue(ushort index)
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| 96 | {
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| 97 | // layout of stack:
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| 98 | // [0] <- argumentStackPointer
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| 99 | // [StackFrameSize = N + 1]
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| 100 | // [Arg0] <- argumentStackPointer - 2 - 0
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| 101 | // [Arg1] <- argumentStackPointer - 2 - 1
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| 102 | // [...]
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| 103 | // [ArgN] <- argumentStackPointer - 2 - N
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| 104 | // <Begin of stack frame>
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| 105 | return argumentStack[argumentStackPointer - index - 2];
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| 106 | }
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| 107 | }
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| 108 |
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| 109 | //Operation codes
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| 110 | private class OpCodes
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| 111 | {
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| 112 | public const byte Add = 1;
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| 113 | public const byte Sub = 2;
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| 114 | public const byte Mul = 3;
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| 115 |
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| 116 | public const byte GT = 5;
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| 117 | public const byte LT = 6;
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| 118 |
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| 119 | public const byte AND = 7;
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| 120 | public const byte OR = 8;
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| 121 | public const byte NOT = 9;
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| 122 | public const byte BOOLEAN = 10;
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| 123 |
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| 124 | public const byte Average = 11;
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| 125 | public const byte MACD = 12;
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| 126 |
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| 127 | public const byte Variable = 13;
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| 128 | public const byte Constant = 14;
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| 129 | public const byte ConstantInt = 16;
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| 130 | public const byte BoolConstant = 15;
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| 131 | public const byte Max = 17;
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| 132 | public const byte Min = 18;
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| 133 | public const byte Lag = 19;
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| 134 | public const byte RSI = 20;
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| 135 | public const byte EMA = 21;
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| 136 |
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| 137 |
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| 138 | }
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| 139 | #endregion
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| 140 |
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| 141 | #region IStatefulItem
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| 142 | public void InitializeState()
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| 143 | {
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| 144 | EvaluatedSolutions.Value = 0;
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| 145 | }
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| 146 |
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| 147 | public void ClearState()
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| 148 | {
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| 149 | }
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| 150 | #endregion
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| 151 |
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| 152 | private Dictionary<Type, byte> symbolToOpcode = new Dictionary<Type, byte>() {
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| 153 | { typeof(Addition), OpCodes.Add },
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| 154 | { typeof(Subtraction), OpCodes.Sub },
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| 155 | { typeof(Multiplication), OpCodes.Mul },
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| 156 | { typeof(Constant), OpCodes.Constant },
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| 157 | { typeof(BoolConstant), OpCodes.BoolConstant },
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| 158 | { typeof(ConstantInt), OpCodes.ConstantInt },
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| 159 | { typeof(GreaterThan), OpCodes.GT },
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| 160 | { typeof(LessThan), OpCodes.LT },
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| 161 | { typeof(And), OpCodes.AND },
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| 162 | { typeof(Or), OpCodes.OR },
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| 163 | { typeof(Not), OpCodes.NOT},
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| 164 | { typeof(AverageTrade), OpCodes.Average},
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| 165 | { typeof(MACD), OpCodes.MACD},
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| 166 | { typeof(RSI), OpCodes.RSI},
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| 167 | { typeof(EMA), OpCodes.EMA},
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| 168 | { typeof(Max), OpCodes.Max},
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| 169 | { typeof(Min), OpCodes.Min},
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| 170 | { typeof(Lag), OpCodes.Lag},
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| 171 | { typeof(HeuristicLab.Problems.DataAnalysis.Symbolic.Variable), OpCodes.Variable },
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| 172 | };
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| 173 |
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| 174 | public override bool CanChangeName
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| 175 | {
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| 176 | get { return false; }
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| 177 | }
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| 178 | public override bool CanChangeDescription
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| 179 | {
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| 180 | get { return false; }
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| 181 | }
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| 182 |
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| 183 | #region parameter properties
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| 184 | public IValueParameter<BoolValue> CheckExpressionsWithIntervalArithmeticParameter
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| 185 | {
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| 186 | get { return (IValueParameter<BoolValue>)Parameters[CheckExpressionsWithIntervalArithmeticParameterName]; }
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| 187 | }
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| 188 |
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| 189 | public IValueParameter<IntValue> EvaluatedSolutionsParameter
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| 190 | {
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| 191 | get { return (IValueParameter<IntValue>)Parameters[EvaluatedSolutionsParameterName]; }
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| 192 | }
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| 193 | #endregion
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| 194 |
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| 195 | #region properties
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| 196 | public BoolValue CheckExpressionsWithIntervalArithmetic
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| 197 | {
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| 198 | get { return CheckExpressionsWithIntervalArithmeticParameter.Value; }
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| 199 | set { CheckExpressionsWithIntervalArithmeticParameter.Value = value; }
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| 200 | }
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| 201 |
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| 202 | public IntValue EvaluatedSolutions
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| 203 | {
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| 204 | get { return EvaluatedSolutionsParameter.Value; }
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| 205 | set { EvaluatedSolutionsParameter.Value = value; }
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| 206 | }
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| 207 | #endregion
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| 208 |
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| 209 |
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| 210 |
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| 211 |
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| 212 | private double Evaluate(Dataset dataset, ref int row, InterpreterState state)
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| 213 | {
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| 214 | Instruction currentInstr = state.NextInstruction();
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| 215 |
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| 216 | switch (currentInstr.opCode)
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| 217 | {
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| 218 | case OpCodes.Add:
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| 219 | {
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| 220 | double s = Evaluate(dataset, ref row, state);
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| 221 | for (int i = 1; i < currentInstr.nArguments; i++)
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| 222 | {
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| 223 | s += Evaluate(dataset, ref row, state);
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| 224 | }
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| 225 | return s;
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| 226 | }
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| 227 | case OpCodes.Sub:
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| 228 | {
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| 229 | double s = Evaluate(dataset, ref row, state);
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| 230 | for (int i = 1; i < currentInstr.nArguments; i++)
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| 231 | {
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| 232 | s -= Evaluate(dataset, ref row, state);
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| 233 | }
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| 234 | if (currentInstr.nArguments == 1) s = -s;
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| 235 | return s;
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| 236 | }
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| 237 | case OpCodes.Mul:
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| 238 | {
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| 239 | double p = Evaluate(dataset, ref row, state);
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| 240 | for (int i = 1; i < currentInstr.nArguments; i++)
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| 241 | {
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| 242 | p *= Evaluate(dataset, ref row, state);
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| 243 | }
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| 244 | return p;
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| 245 | }
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| 246 | case OpCodes.Average:
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| 247 | {
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| 248 | double sum = Evaluate(dataset, ref row, state);
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| 249 | int integerValue = (int) Math.Floor(sum);
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| 250 | if (integerValue > 100) integerValue = 100;
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| 251 | if (row < integerValue)
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| 252 | {
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| 253 | string variableName = dataset.GetValue(row, 2);
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| 254 | double inferiorValue = Convert.ToDouble(variableName);
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| 255 | return inferiorValue/(row+1);
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| 256 | }
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| 257 | else
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| 258 | {
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| 259 | string variableName = dataset.GetValue(row, 2);
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| 260 | double meanValue1 = Convert.ToDouble(variableName);
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| 261 | string variableName2 = dataset.GetValue((row - integerValue), 2);
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| 262 | double meanValue2 = Convert.ToDouble(variableName2);
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| 263 | return (meanValue1 - meanValue2) / integerValue;
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| 264 | }
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| 265 | }
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| 266 | case OpCodes.MACD:
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| 267 | {
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| 268 | /*double firstMean = Evaluate(dataset, ref row, state);
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| 269 | double secondMean = Evaluate(dataset, ref row, state);
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| 270 | double signal = Evaluate(dataset, ref row, state);
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| 271 | double firstEMA = 0.0;
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| 272 | double secondEMA = 0.0;
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| 273 | double lastFirstEMA = 0.0;
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| 274 | double lastSecondEMA = 0.0;
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| 275 | double macd = 0.0;
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| 276 | double firstFactor = 0.0;
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| 277 | double signalValue = Double.NegativeInfinity;
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| 278 | if (row == (firstMean - 1))
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| 279 | {
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| 280 | string variableName = dataset.GetValue(row, 2);
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| 281 | double meanValue1 = Convert.ToDouble(variableName);
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| 282 | firstEMA = meanValue1 / firstMean;
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| 283 | }
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| 284 | if (row == (secondMean-1))
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| 285 | {
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| 286 | string variableName = dataset.GetValue(row, 2);
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| 287 | double meanValue2 = Convert.ToDouble(variableName);
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| 288 | secondEMA = meanValue2 / secondMean;
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| 289 | }
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| 290 | string variableName2 = dataset.GetValue(row, 1);
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| 291 | double intValue = Convert.ToDouble(variableName2);
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| 292 | if (row > (firstMean-1))
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| 293 | {
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| 294 | firstFactor = 2 / (firstMean + 1);
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| 295 | firstEMA = (intValue * firstFactor) + (lastFirstEMA * (1-firstFactor));
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| 296 | }
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| 297 | if (row > (secondMean-1))
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| 298 | {
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| 299 | double secondFactor = 2 / (secondMean + 1);
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| 300 | secondEMA = (intValue * secondFactor) + (lastSecondEMA * (1 - secondFactor));
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| 301 | }
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| 302 | lastFirstEMA = firstEMA;
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| 303 | lastSecondEMA = secondEMA;
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| 304 | macd = firstEMA - secondEMA;
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| 305 | if ((row < (firstMean-1)) || (row < (secondMean-1))) return 0.0;
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| 306 | else return macd;*/
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| 307 | return 0.0;
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| 308 |
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| 309 | //macd = firstEMA - secondEMA;
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| 310 | //if (row == Math.Max(firstMean, secondMean)) signalValue = macd;
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| 311 | //if (row > firstMean && row > secondMean)
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| 312 | //{
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| 313 | // double factor = 2 / (signal + 1);
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| 314 | // signalValue = (macd * factor) + (lastSignal * (1 - factor));
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| 315 | //}
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| 316 | //if (!Double.IsNegativeInfinity(signalValue)) lastSignal = signalValue;
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| 317 | //return signalValue > macd ? 1.0 : -1.0;
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| 318 | }
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| 319 | case OpCodes.AND:
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| 320 | {
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| 321 | double result = Evaluate(dataset, ref row, state);
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| 322 | for (int i = 1; i < currentInstr.nArguments; i++)
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| 323 | {
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| 324 | if (result > 0.0) result = Evaluate(dataset, ref row, state);
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| 325 | else
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| 326 | {
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| 327 | SkipInstructions(state);
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| 328 | }
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| 329 | }
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| 330 | return result > 0.0 ? 1.0 : -1.0;
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| 331 | }
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| 332 | case OpCodes.OR:
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| 333 | {
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| 334 | double result = Evaluate(dataset, ref row, state);
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| 335 | for (int i = 1; i < currentInstr.nArguments; i++)
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| 336 | {
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| 337 | if (result <= 0.0) result = Evaluate(dataset, ref row, state);
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| 338 | else
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| 339 | {
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| 340 | SkipInstructions(state);
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| 341 | }
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| 342 | }
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| 343 | return result > 0.0 ? 1.0 : -1.0;
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| 344 | }
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| 345 | case OpCodes.NOT:
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| 346 | {
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| 347 | return Evaluate(dataset, ref row, state) > 0.0 ? -1.0 : 1.0;
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| 348 | }
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| 349 |
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| 350 | case OpCodes.BOOLEAN:
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| 351 | {
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| 352 | var booleanTreeNode = currentInstr.dynamicNode as BoolConstantTreeNode;
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| 353 | return booleanTreeNode.Value;
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| 354 | }
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| 355 | case OpCodes.GT:
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| 356 | {
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| 357 | double x = Evaluate(dataset, ref row, state);
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| 358 | double y = Evaluate(dataset, ref row, state);
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| 359 | if (x > y) return 1.0;
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| 360 | else return -1.0;
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| 361 | }
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| 362 | case OpCodes.LT:
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| 363 | {
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| 364 | double x = Evaluate(dataset, ref row, state);
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| 365 | double y = Evaluate(dataset, ref row, state);
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| 366 | if (x < y) return 1.0;
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| 367 | else return -1.0;
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| 368 | }
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| 369 | case OpCodes.Variable:
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| 370 | {
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| 371 | if (row < 0 || row >= dataset.Rows)
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| 372 | return double.NaN;
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| 373 | var variableTreeNode = (VariableTreeNode)currentInstr.dynamicNode;
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| 374 | return ((IList<double>)currentInstr.iArg0)[row] * variableTreeNode.Weight;
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| 375 | }
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| 376 | case OpCodes.EMA:
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| 377 | {
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| 378 | //I assume you want to calculate the EMA as defined at http://en.wikipedia.org/wiki/Moving_average#Exponential_moving_average
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| 379 | //for the mean value saved at position 1 of the dataset
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| 380 | //and timevalue specifies how many days you want to include in your EMA
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| 381 | double timeValue = (int)Evaluate(dataset, ref row, state);
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| 382 |
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| 383 | // with caching
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| 384 | // if (lastEmaCache.ContainsKey(currentInst)
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| 385 | // lastEma = lastEmaCache[currentInstr]
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| 386 | // else
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| 387 | // lastEma = 1;
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| 388 |
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| 389 | //get all mean values from row - timeValue up to the actual row
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| 390 | double[] meanValues = dataset.GetDoubleValues("insert variable name", Enumerable.Range(row - (int)timeValue, timeValue)).ToArray();
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| 391 |
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| 392 | double EMA = meanValues[0];
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| 393 | double factor = 2.0 / (timeValue + 1.0);
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| 394 |
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| 395 | for (int i = 1; i < timeValue; i++) {
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| 396 | EMA = meanValues[i] * factor + (1 - factor) * EMA;
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| 397 | }
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| 398 |
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| 399 | // save in cache for next evaluation
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| 400 | // lastEmaCache[currentInstr] = EMA;
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| 401 |
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| 402 | return EMA;
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| 403 | }
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| 404 | case OpCodes.Constant:
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| 405 | {
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| 406 | var constTreeNode = currentInstr.dynamicNode as ConstantTreeNode;
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| 407 | return constTreeNode.Value;
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| 408 | }
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| 409 | case OpCodes.BoolConstant:
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| 410 | {
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| 411 | var boolConstTreeNode = currentInstr.dynamicNode as BoolConstantTreeNode;
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| 412 | return boolConstTreeNode.Value;
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| 413 | }
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| 414 | case OpCodes.ConstantInt:
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| 415 | {
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| 416 | var constIntTreeNode = currentInstr.dynamicNode as ConstantIntTreeNode;
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| 417 | return constIntTreeNode.Value;
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| 418 | }
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| 419 | case OpCodes.Max:
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| 420 | {
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| 421 | int n = (int) Evaluate(dataset, ref row, state);
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| 422 | double max = Double.NegativeInfinity;
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| 423 | int i = Math.Min(n,row);
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| 424 | while(i>=0)
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| 425 | {
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| 426 | int position = row - i;
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| 427 | string variableName = dataset.GetValue(position, 1);
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| 428 | double intValue = Convert.ToDouble(variableName);
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| 429 | if (intValue>max) max = intValue;
|
|---|
| 430 | i--;
|
|---|
| 431 | }
|
|---|
| 432 | return max;
|
|---|
| 433 | }
|
|---|
| 434 | case OpCodes.Min:
|
|---|
| 435 | {
|
|---|
| 436 | int n = (int)Evaluate(dataset, ref row, state);
|
|---|
| 437 | double min = Double.NegativeInfinity;
|
|---|
| 438 | int i = Math.Min(n, row);
|
|---|
| 439 | while (i >= 0)
|
|---|
| 440 | {
|
|---|
| 441 | int position = row - i;
|
|---|
| 442 | string variableName = dataset.GetValue(position, 1);
|
|---|
| 443 | double intValue = Convert.ToDouble(variableName);
|
|---|
| 444 | if (intValue < min) min = intValue;
|
|---|
| 445 | i--;
|
|---|
| 446 | }
|
|---|
| 447 | return min;
|
|---|
| 448 | }
|
|---|
| 449 | case OpCodes.Lag:
|
|---|
| 450 | {
|
|---|
| 451 | int n = (int) Evaluate(dataset, ref row, state);
|
|---|
| 452 | if (n>row) return 0;
|
|---|
| 453 | int position = row - n;
|
|---|
| 454 | string variableName = dataset.GetValue(position, 1);
|
|---|
| 455 | double intValue = Convert.ToDouble(variableName);
|
|---|
| 456 | return intValue;
|
|---|
| 457 | }
|
|---|
| 458 | case OpCodes.RSI:
|
|---|
| 459 | {
|
|---|
| 460 | /*
|
|---|
| 461 | double numberOfDays = Evaluate(dataset, ref row, state);
|
|---|
| 462 | double todayRSI=0.0;
|
|---|
| 463 | if (numberOfDays > row) return 0.0;
|
|---|
| 464 | else
|
|---|
| 465 | {
|
|---|
| 466 | double addUp = 0;
|
|---|
| 467 | double addDown = 0;
|
|---|
| 468 | double change=0;
|
|---|
| 469 | if (row == (numberOfDays))
|
|---|
| 470 | {
|
|---|
| 471 | for (int k = 1; k < (numberOfDays+1); k++)
|
|---|
| 472 | {
|
|---|
| 473 | string variableName = dataset.GetValue(k, 1);
|
|---|
| 474 | double intValue = Convert.ToDouble(variableName);
|
|---|
| 475 | variableName = dataset.GetValue((k - 1), 1);
|
|---|
| 476 | double intValue2 = Convert.ToDouble(variableName);
|
|---|
| 477 | change = intValue - intValue2;
|
|---|
| 478 | if (change > 0) addUp = addUp + change;
|
|---|
| 479 | else addDown = addDown - change;
|
|---|
| 480 |
|
|---|
| 481 | }
|
|---|
| 482 | meanUp = addUp / numberOfDays;
|
|---|
| 483 | meanDown = addDown / numberOfDays;
|
|---|
| 484 | if (meanDown != 0) todayRSI = 100 - (100 / (1 + (meanUp / meanDown)));
|
|---|
| 485 | else todayRSI = 100;
|
|---|
| 486 | }
|
|---|
| 487 | else
|
|---|
| 488 | {
|
|---|
| 489 | string variableName = dataset.GetValue(row, 1);
|
|---|
| 490 | double intValue = Convert.ToDouble(variableName);
|
|---|
| 491 | variableName = dataset.GetValue((row - 1), 1);
|
|---|
| 492 | double intValue2 = Convert.ToDouble(variableName);
|
|---|
| 493 | change = intValue - intValue2;
|
|---|
| 494 |
|
|---|
| 495 | addUp = meanUp * (numberOfDays - 1);
|
|---|
| 496 | addDown = meanDown * (numberOfDays - 1);
|
|---|
| 497 | if (change > 0) addUp = addUp + change;
|
|---|
| 498 | else addDown = addDown - change;
|
|---|
| 499 | meanUp = addUp / numberOfDays;
|
|---|
| 500 | meanDown = addDown / numberOfDays;
|
|---|
| 501 | if (meanDown != 0) todayRSI = 100 - (100 / (1 + (meanUp / meanDown)));
|
|---|
| 502 | else todayRSI = 100;
|
|---|
| 503 | }
|
|---|
| 504 | }
|
|---|
| 505 | if ((lastRSI < 70) && (todayRSI >= 70)) inOut = 1;
|
|---|
| 506 | else if((lastRSI > 30) && (todayRSI <= 30)) inOut=-1;
|
|---|
| 507 | lastRSI = todayRSI;*/
|
|---|
| 508 | return 0.0;
|
|---|
| 509 |
|
|---|
| 510 | }
|
|---|
| 511 |
|
|---|
| 512 | default: throw new NotSupportedException();
|
|---|
| 513 | }
|
|---|
| 514 | }
|
|---|
| 515 |
|
|---|
| 516 | private byte MapSymbolToOpCode(ISymbolicExpressionTreeNode treeNode)
|
|---|
| 517 | {
|
|---|
| 518 | if (symbolToOpcode.ContainsKey(treeNode.Symbol.GetType()))
|
|---|
| 519 | return symbolToOpcode[treeNode.Symbol.GetType()];
|
|---|
| 520 | else
|
|---|
| 521 | throw new NotSupportedException("Symbol: " + treeNode.Symbol);
|
|---|
| 522 | }
|
|---|
| 523 |
|
|---|
| 524 | // skips a whole branch
|
|---|
| 525 | private void SkipInstructions(InterpreterState state)
|
|---|
| 526 | {
|
|---|
| 527 | int i = 1;
|
|---|
| 528 | while (i > 0)
|
|---|
| 529 | {
|
|---|
| 530 | i += state.NextInstruction().nArguments;
|
|---|
| 531 | i--;
|
|---|
| 532 | }
|
|---|
| 533 | }
|
|---|
| 534 | [StorableConstructor]
|
|---|
| 535 | private Interpreter(bool deserializing) : base(deserializing) { }
|
|---|
| 536 | private Interpreter(Interpreter original, Cloner cloner) : base(original, cloner) { }
|
|---|
| 537 | public override IDeepCloneable Clone(Cloner cloner)
|
|---|
| 538 | {
|
|---|
| 539 | return new Interpreter(this, cloner);
|
|---|
| 540 | }
|
|---|
| 541 |
|
|---|
| 542 | public Interpreter()
|
|---|
| 543 | : base("SymbolicDataAnalysisExpressionTreeInterpreter", "Interpreter for symbolic expression trees including automatically defined functions.")
|
|---|
| 544 | {
|
|---|
| 545 | Parameters.Add(new ValueParameter<BoolValue>(CheckExpressionsWithIntervalArithmeticParameterName, "Switch that determines if the interpreter checks the validity of expressions with interval arithmetic before evaluating the expression.", new BoolValue(false)));
|
|---|
| 546 | Parameters.Add(new ValueParameter<IntValue>(EvaluatedSolutionsParameterName, "A counter for the total number of solutions the interpreter has evaluated", new IntValue(0)));
|
|---|
| 547 | }
|
|---|
| 548 |
|
|---|
| 549 | [StorableHook(HookType.AfterDeserialization)]
|
|---|
| 550 | private void AfterDeserialization()
|
|---|
| 551 | {
|
|---|
| 552 | if (!Parameters.ContainsKey(EvaluatedSolutionsParameterName))
|
|---|
| 553 | Parameters.Add(new ValueParameter<IntValue>(EvaluatedSolutionsParameterName, "A counter for the total number of solutions the interpreter has evaluated", new IntValue(0)));
|
|---|
| 554 | }
|
|---|
| 555 |
|
|---|
| 556 | //Take the symbolic expression values of the tree
|
|---|
| 557 | public IEnumerable<double> GetSymbolicExpressionTreeValues(ISymbolicExpressionTree tree, Dataset dataset, IEnumerable<int> rows)
|
|---|
| 558 | {
|
|---|
| 559 | if (CheckExpressionsWithIntervalArithmetic.Value)
|
|---|
| 560 | throw new NotSupportedException("Interval arithmetic is not yet supported in the symbolic data analysis interpreter.");
|
|---|
| 561 | EvaluatedSolutions.Value++; // increment the evaluated solutions counter
|
|---|
| 562 | var compiler = new SymbolicExpressionTreeCompiler();
|
|---|
| 563 | Instruction[] code = compiler.Compile(tree, MapSymbolToOpCode);//Take the type of symbol
|
|---|
| 564 | int necessaryArgStackSize = 0;
|
|---|
| 565 | for (int i = 0; i < code.Length; i++)
|
|---|
| 566 | {
|
|---|
| 567 | Instruction instr = code[i];
|
|---|
| 568 | if (instr.opCode == OpCodes.Variable)
|
|---|
| 569 | {
|
|---|
| 570 | var variableTreeNode = instr.dynamicNode as VariableTreeNode;
|
|---|
| 571 | instr.iArg0 = dataset.GetReadOnlyDoubleValues(variableTreeNode.VariableName);
|
|---|
| 572 | code[i] = instr;
|
|---|
| 573 | }
|
|---|
| 574 | else if (instr.opCode == OpCodes.EMA)
|
|---|
| 575 | {
|
|---|
| 576 | instr.iArg0 = EMAValue;
|
|---|
| 577 | }
|
|---|
| 578 | }
|
|---|
| 579 |
|
|---|
| 580 | // with caching
|
|---|
| 581 | // if (lastEmaCache == null) lastEmaCache = new Dictionary<Instruction, double>();
|
|---|
| 582 | // else lastEmaCache.Clear();
|
|---|
| 583 |
|
|---|
| 584 | var state = new InterpreterState(code, necessaryArgStackSize);
|
|---|
| 585 | //Evaluate each row of the datase
|
|---|
| 586 | foreach (var rowEnum in rows)
|
|---|
| 587 | {
|
|---|
| 588 | int row = rowEnum;
|
|---|
| 589 | state.Reset();
|
|---|
| 590 | yield return Evaluate(dataset, ref row, state);
|
|---|
| 591 | }
|
|---|
| 592 | }
|
|---|
| 593 |
|
|---|
| 594 | }
|
|---|
| 595 | }
|
|---|
