#region License Information
/* HeuristicLab
* Copyright (C) 2002-2019 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 .
*/
#endregion
using HeuristicLab.Common;
using HeuristicLab.Core;
using HEAL.Attic;
using HeuristicLab.Problems.DataAnalysis.Symbolic;
namespace HeuristicLab.Problems.DataAnalysis.Trading.Symbolic {
[Item("Symbolic Trading Problem (single-objective)", "Represents a single-objective symbolic trading problem.")]
[StorableType("4E1FFD34-5720-4578-8D9E-AF657E157109")]
[Creatable(CreatableAttribute.Categories.GeneticProgrammingProblems, Priority = 150)]
public class SingleObjectiveProblem : SymbolicDataAnalysisSingleObjectiveProblem, IProblem {
private const int InitialMaximumTreeDepth = 8;
private const int InitialMaximumTreeLength = 25;
[StorableConstructor]
protected SingleObjectiveProblem(StorableConstructorFlag _) : base(_) { }
protected SingleObjectiveProblem(SingleObjectiveProblem original, Cloner cloner) : base(original, cloner) { }
public override IDeepCloneable Clone(Cloner cloner) { return new SingleObjectiveProblem(this, cloner); }
public SingleObjectiveProblem()
: base(new ProblemData(), new SharpeRatioEvaluator(), new SymbolicDataAnalysisExpressionTreeCreator()) {
Maximization.Value = true;
MaximumSymbolicExpressionTreeDepth.Value = InitialMaximumTreeDepth;
MaximumSymbolicExpressionTreeLength.Value = InitialMaximumTreeLength;
InitializeOperators();
ConfigureGrammarSymbols();
}
private void ConfigureGrammarSymbols() {
var grammar = SymbolicExpressionTreeGrammar as TypeCoherentExpressionGrammar;
if (grammar != null) grammar.ConfigureAsDefaultTimeSeriesPrognosisGrammar();
}
private void InitializeOperators() {
Operators.Add(new TrainingBestSolutionAnalyzer());
Operators.Add(new ValidationBestSolutionAnalyzer());
ParameterizeOperators();
}
}
}