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.Persistence.Default.CompositeSerializers.Storable;
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6 | using HeuristicLab.Common;
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7 | using HeuristicLab.Problems.DataAnalysis;
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8 | using HeuristicLab.Problems.DataAnalysis.Symbolic.Regression;
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9 |
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10 | namespace HeuristicLab.Problems.TradeRules
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11 | {
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12 | /// <summary>
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13 | /// Represents a regression data analysis solution
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14 | /// </summary>
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15 | [StorableClass]
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16 | public abstract class TradeRulesSolution : TradeRulesSolutionBase
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17 | {
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18 | protected readonly Dictionary<int, double> evaluationCache;
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19 |
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20 | [StorableConstructor]
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21 | protected TradeRulesSolution(bool deserializing)
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22 | : base(deserializing) {
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23 | evaluationCache = new Dictionary<int, double>();
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24 | }
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25 | protected TradeRulesSolution(TradeRulesSolution original, Cloner cloner)
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26 | : base(original, cloner) {
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27 | evaluationCache = new Dictionary<int, double>(original.evaluationCache);
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28 | }
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29 | protected TradeRulesSolution(IRegressionModel model, IRegressionProblemData problemData)
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30 | : base(model, problemData) {
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31 | evaluationCache = new Dictionary<int, double>(problemData.Dataset.Rows);
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32 | }
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33 |
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34 | protected override void RecalculateResults() {
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35 | CalculateResults();
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36 | }
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37 |
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38 | public override IEnumerable<double> EstimatedValues {
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39 | get { return GetEstimatedValues(Enumerable.Range(0, ProblemData.Dataset.Rows)); }
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40 | }
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41 | public override IEnumerable<double> EstimatedTrainingValues {
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42 | get { return GetEstimatedValues(ProblemData.TrainingIndices); }
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43 | }
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44 | public override IEnumerable<double> EstimatedTestValues {
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45 | get { return GetEstimatedValues(ProblemData.TestIndices); }
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46 | }
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47 |
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48 | public override IEnumerable<double> GetEstimatedValues(IEnumerable<int> rows) {
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49 | var rowsToEvaluate = rows.Except(evaluationCache.Keys);
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50 | var rowsEnumerator = rowsToEvaluate.GetEnumerator();
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51 | var valuesEnumerator = Model.GetEstimatedValues(ProblemData.Dataset, rowsToEvaluate).GetEnumerator();
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52 |
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53 | while (rowsEnumerator.MoveNext() & valuesEnumerator.MoveNext()) {
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54 | evaluationCache.Add(rowsEnumerator.Current, valuesEnumerator.Current);
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55 | }
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56 |
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57 | return rows.Select(row => evaluationCache[row]);
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58 | }
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59 |
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60 | protected override void OnProblemDataChanged() {
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61 | evaluationCache.Clear();
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62 | base.OnProblemDataChanged();
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63 | }
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64 |
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65 | protected override void OnModelChanged() {
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66 | evaluationCache.Clear();
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67 | base.OnModelChanged();
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68 | }
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69 | }
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70 | } |
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