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source: trunk/HeuristicLab.Problems.DataAnalysis.Trading/3.4/Symbolic/SingleObjective/Problem.cs @ 16671

Last change on this file since 16671 was 16565, checked in by gkronber, 6 years ago

#2520: merged changes from PersistenceOverhaul branch (r16451:16564) into trunk

File size: 2.7 KB
RevLine 
[6123]1#region License Information
2/* HeuristicLab
[16565]3 * Copyright (C) 2002-2019 Heuristic and Evolutionary Algorithms Laboratory (HEAL)
[6123]4 *
5 * This file is part of HeuristicLab.
6 *
7 * HeuristicLab is free software: you can redistribute it and/or modify
8 * it under the terms of the GNU General Public License as published by
9 * the Free Software Foundation, either version 3 of the License, or
10 * (at your option) any later version.
11 *
12 * HeuristicLab is distributed in the hope that it will be useful,
13 * but WITHOUT ANY WARRANTY; without even the implied warranty of
14 * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
15 * GNU General Public License for more details.
16 *
17 * You should have received a copy of the GNU General Public License
18 * along with HeuristicLab. If not, see <http://www.gnu.org/licenses/>.
19 */
20#endregion
21
22using HeuristicLab.Common;
23using HeuristicLab.Core;
[16565]24using HEAL.Attic;
[9822]25using HeuristicLab.Problems.DataAnalysis.Symbolic;
[6123]26
[9822]27namespace HeuristicLab.Problems.DataAnalysis.Trading.Symbolic {
[12504]28  [Item("Symbolic Trading Problem (single-objective)", "Represents a single-objective symbolic trading problem.")]
[16565]29  [StorableType("4E1FFD34-5720-4578-8D9E-AF657E157109")]
[12504]30  [Creatable(CreatableAttribute.Categories.GeneticProgrammingProblems, Priority = 150)]
[9745]31  public class SingleObjectiveProblem : SymbolicDataAnalysisSingleObjectiveProblem<IProblemData, ISingleObjectiveEvaluator, ISymbolicDataAnalysisSolutionCreator>, IProblem {
[6123]32    private const int InitialMaximumTreeDepth = 8;
33    private const int InitialMaximumTreeLength = 25;
34
35    [StorableConstructor]
[16565]36    protected SingleObjectiveProblem(StorableConstructorFlag _) : base(_) { }
[9745]37    protected SingleObjectiveProblem(SingleObjectiveProblem original, Cloner cloner) : base(original, cloner) { }
38    public override IDeepCloneable Clone(Cloner cloner) { return new SingleObjectiveProblem(this, cloner); }
[6123]39
[9745]40    public SingleObjectiveProblem()
41      : base(new ProblemData(), new SharpeRatioEvaluator(), new SymbolicDataAnalysisExpressionTreeCreator()) {
[6123]42      Maximization.Value = true;
43      MaximumSymbolicExpressionTreeDepth.Value = InitialMaximumTreeDepth;
44      MaximumSymbolicExpressionTreeLength.Value = InitialMaximumTreeLength;
45
46      InitializeOperators();
[9941]47      ConfigureGrammarSymbols();
[6123]48    }
49
[9941]50    private void ConfigureGrammarSymbols() {
51      var grammar = SymbolicExpressionTreeGrammar as TypeCoherentExpressionGrammar;
52      if (grammar != null) grammar.ConfigureAsDefaultTimeSeriesPrognosisGrammar();
53    }
54
[6123]55    private void InitializeOperators() {
[9745]56      Operators.Add(new TrainingBestSolutionAnalyzer());
57      Operators.Add(new ValidationBestSolutionAnalyzer());
[6123]58      ParameterizeOperators();
59    }
60  }
61}
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