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source: trunk/sources/HeuristicLab.Problems.DataAnalysis.Trading/3.4/ProblemData.cs @ 10679

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Last change on this file since 10679 was 10540, checked in by mkommend, 11 years ago

#1758: Reimplemented functionality to load new problem data to data analysis solution and redesigned the according views.

Added setter for the target variable of regression and classification problem data.
Added functionality to check the compatibility of problem data.
Added functionality to adjust the properties of a problem data.
Added flowLayoutPanel with according buttons for loading a new problem data, simplifying and exporting data analysis solutions.
TradingProblemData currently throws a NotSupportedException when the properties should be adjusted.

File size: 29.1 KB

Line
1	#region License Information
2	/* HeuristicLab
3	* Copyright (C) 2002-2013 Heuristic and Evolutionary Algorithms Laboratory (HEAL)
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
22	using System;
23	using System.Collections.Generic;
24	using System.Linq;
25	using HeuristicLab.Common;
26	using HeuristicLab.Core;
27	using HeuristicLab.Data;
28	using HeuristicLab.Parameters;
29	using HeuristicLab.Persistence.Default.CompositeSerializers.Storable;
30
31	namespace HeuristicLab.Problems.DataAnalysis.Trading {
32	[StorableClass]
33	[Item("TradingProblemData", "Represents an item containing all data defining a trading problem.")]
34	public sealed class ProblemData : DataAnalysisProblemData, IProblemData {
35	private const string PriceChangeVariableParameterName = "PriceChangeVariable";
36	private const string TransactionCostsParameterName = "TransactionCosts";
37
38	#region default data
39	private static double[,] audInUsdDiff = new double[,] {
40	{ 0.0000},
41	{ 0.0003},
42	{-0.0004},
43	{ 0.0000},
44	{ 0.0003},
45	{ 0.0003},
46	{-0.0005},
47	{ 0.0001},
48	{ 0.0004},
49	{ 0.0001},
50	{-0.0005},
51	{-0.0014},
52	{-0.0002},
53	{ 0.0000},
54	{ 0.0011},
55	{ 0.0024},
56	{-0.0022},
57	{-0.0035},
58	{ 0.0003},
59	{ 0.0005},
60	{ 0.0014},
61	{-0.0003},
62	{ 0.0001},
63	{ 0.0001},
64	{ 0.0001},
65	{ 0.0008},
66	{-0.0004},
67	{ 0.0012},
68	{ 0.0001},
69	{-0.0001},
70	{ 0.0004},
71	{-0.0004},
72	{-0.0007},
73	{-0.0007},
74	{-0.0011},
75	{ 0.0001},
76	{-0.0003},
77	{-0.0009},
78	{ 0.0001},
79	{-0.0009},
80	{ 0.0006},
81	{ 0.0006},
82	{-0.0006},
83	{ 0.0015},
84	{ 0.0003},
85	{-0.0005},
86	{-0.0010},
87	{-0.0005},
88	{ 0.0002},
89	{-0.0005},
90	{-0.0002},
91	{-0.0010},
92	{ 0.0015},
93	{ 0.0001},
94	{-0.0010},
95	{-0.0003},
96	{ 0.0004},
97	{-0.0022},
98	{ 0.0008},
99	{-0.0007},
100	{ 0.0004},
101	{ 0.0036},
102	{-0.0005},
103	{ 0.0002},
104	{ 0.0009},
105	{-0.0002},
106	{ 0.0004},
107	{ 0.0012},
108	{-0.0005},
109	{ 0.0004},
110	{-0.0010},
111	{-0.0006},
112	{-0.0028},
113	{ 0.0007},
114	{ 0.0009},
115	{ 0.0005},
116	{-0.0001},
117	{ 0.0001},
118	{-0.0011},
119	{ 0.0004},
120	{ 0.0007},
121	{-0.0004},
122	{ 0.0005},
123	{-0.0008},
124	{-0.0005},
125	{-0.0011},
126	{ 0.0004},
127	{-0.0008},
128	{ 0.0016},
129	{ 0.0008},
130	{-0.0002},
131	{ 0.0000},
132	{-0.0015},
133	{ 0.0002},
134	{-0.0008},
135	{-0.0005},
136	{-0.0001},
137	{ 0.0002},
138	{ 0.0038},
139	{ 0.0007},
140	{-0.0001},
141	{ 0.0000},
142	{ 0.0015},
143	{ 0.0000},
144	{ 0.0009},
145	{-0.0008},
146	{-0.0001},
147	{-0.0006},
148	{ 0.0019},
149	{-0.0002},
150	{ 0.0002},
151	{-0.0017},
152	{-0.0003},
153	{-0.0004},
154	{-0.0017},
155	{ 0.0003},
156	{ 0.0000},
157	{ 0.0001},
158	{ 0.0003},
159	{ 0.0006},
160	{-0.0001},
161	{-0.0009},
162	{ 0.0007},
163	{ 0.0004},
164	{ 0.0002},
165	{ 0.0001},
166	{-0.0001},
167	{-0.0013},
168	{ 0.0009},
169	{ 0.0003},
170	{ 0.0004},
171	{ 0.0001},
172	{ 0.0001},
173	{ 0.0001},
174	{ 0.0007},
175	{ 0.0013},
176	{ 0.0029},
177	{-0.0011},
178	{ 0.0003},
179	{ 0.0001},
180	{ 0.0003},
181	{-0.0005},
182	{ 0.0003},
183	{ 0.0004},
184	{ 0.0008},
185	{-0.0006},
186	{ 0.0005},
187	{-0.0001},
188	{ 0.0000},
189	{ 0.0003},
190	{ 0.0013},
191	{ 0.0005},
192	{ 0.0002},
193	{ 0.0005},
194	{-0.0005},
195	{ 0.0012},
196	{-0.0006},
197	{ 0.0001},
198	{-0.0012},
199	{ 0.0015},
200	{-0.0005},
201	{-0.0005},
202	{ 0.0012},
203	{-0.0006},
204	{-0.0001},
205	{-0.0002},
206	{ 0.0000},
207	{ 0.0003},
208	{-0.0008},
209	{ 0.0010},
210	{ 0.0003},
211	{-0.0006},
212	{ 0.0001},
213	{-0.0001},
214	{ 0.0014},
215	{-0.0011},
216	{-0.0002},
217	{-0.0001},
218	{ 0.0005},
219	{ 0.0006},
220	{-0.0018},
221	{-0.0007},
222	{-0.0001},
223	{-0.0001},
224	{ 0.0002},
225	{-0.0008},
226	{ 0.0027},
227	{ 0.0006},
228	{-0.0005},
229	{-0.0003},
230	{-0.0003},
231	{-0.0001},
232	{ 0.0005},
233	{ 0.0003},
234	{ 0.0004},
235	{ 0.0013},
236	{ 0.0006},
237	{ 0.0000},
238	{ 0.0011},
239	{ 0.0003},
240	{-0.0008},
241	{-0.0003},
242	{ 0.0005},
243	{-0.0004},
244	{-0.0015},
245	{-0.0006},
246	{ 0.0008},
247	{ 0.0016},
248	{-0.0009},
249	{ 0.0007},
250	{-0.0009},
251	{-0.0005},
252	{ 0.0001},
253	{ 0.0005},
254	{ 0.0002},
255	{-0.0011},
256	{ 0.0006},
257	{-0.0016},
258	{-0.0013},
259	{-0.0006},
260	{-0.0004},
261	{-0.0002},
262	{-0.0006},
263	{ 0.0014},
264	{ 0.0002},
265	{-0.0006},
266	{-0.0007},
267	{-0.0001},
268	{-0.0010},
269	{-0.0012},
270	{ 0.0009},
271	{-0.0009},
272	{-0.0006},
273	{ 0.0000},
274	{ 0.0014},
275	{-0.0011},
276	{-0.0002},
277	{-0.0012},
278	{-0.0003},
279	{ 0.0003},
280	{-0.0010},
281	{-0.0008},
282	{ 0.0001},
283	{-0.0005},
284	{-0.0011},
285	{ 0.0006},
286	{-0.0008},
287	{ 0.0012},
288	{ 0.0007},
289	{-0.0009},
290	{ 0.0005},
291	{ 0.0017},
292	{ 0.0003},
293	{-0.0011},
294	{ 0.0034},
295	{-0.0017},
296	{-0.0006},
297	{-0.0008},
298	{ 0.0004},
299	{-0.0005},
300	{-0.0006},
301	{ 0.0001},
302	{ 0.0009},
303	{-0.0036},
304	{-0.0010},
305	{ 0.0005},
306	{ 0.0000},
307	{ 0.0003},
308	{-0.0007},
309	{ 0.0021},
310	{ 0.0003},
311	{ 0.0005},
312	{ 0.0003},
313	{-0.0005},
314	{-0.0001},
315	{-0.0011},
316	{-0.0009},
317	{ 0.0007},
318	{ 0.0003},
319	{ 0.0006},
320	{ 0.0001},
321	{-0.0002},
322	{ 0.0006},
323	{ 0.0005},
324	{ 0.0005},
325	{-0.0008},
326	{-0.0008},
327	{ 0.0005},
328	{ 0.0006},
329	{-0.0007},
330	{ 0.0003},
331	{ 0.0005},
332	{ 0.0000},
333	{ 0.0003},
334	{ 0.0010},
335	{-0.0018},
336	{ 0.0003},
337	{-0.0001},
338	{ 0.0008},
339	{-0.0015},
340	{-0.0008},
341	{ 0.0032},
342	{ 0.0009},
343	{ 0.0005},
344	{-0.0014},
345	{-0.0003},
346	{ 0.0029},
347	{ 0.0002},
348	{-0.0002},
349	{-0.0002},
350	{ 0.0005},
351	{ 0.0008},
352	{-0.0007},
353	{ 0.0014},
354	{-0.0004},
355	{-0.0003},
356	{ 0.0004},
357	{-0.0001},
358	{-0.0007},
359	{ 0.0002},
360	{ 0.0002},
361	{ 0.0005},
362	{ 0.0012},
363	{-0.0018},
364	{ 0.0014},
365	{ 0.0004},
366	{ 0.0012},
367	{ 0.0002},
368	{ 0.0009},
369	{-0.0007},
370	{ 0.0002},
371	{ 0.0000},
372	{-0.0011},
373	{-0.0002},
374	{ 0.0008},
375	{-0.0010},
376	{ 0.0013},
377	{-0.0003},
378	{-0.0001},
379	{-0.0002},
380	{ 0.0001},
381	{ 0.0003},
382	{-0.0012},
383	{ 0.0009},
384	{-0.0003},
385	{ 0.0005},
386	{-0.0018},
387	{ 0.0013},
388	{ 0.0004},
389	{ 0.0006},
390	{ 0.0003},
391	{-0.0016},
392	{-0.0005},
393	{ 0.0005},
394	{ 0.0004},
395	{ 0.0000},
396	{-0.0007},
397	{-0.0007},
398	{ 0.0008},
399	{-0.0007},
400	{ 0.0008},
401	{ 0.0004},
402	{ 0.0003},
403	{ 0.0019},
404	{ 0.0003},
405	{-0.0004},
406	{ 0.0021},
407	{-0.0013},
408	{ 0.0006},
409	{-0.0009},
410	{ 0.0012},
411	{ 0.0011},
412	{ 0.0003},
413	{ 0.0011},
414	{-0.0003},
415	{-0.0007},
416	{ 0.0001},
417	{ 0.0009},
418	{-0.0002},
419	{-0.0012},
420	{-0.0010},
421	{-0.0002},
422	{-0.0007},
423	{-0.0001},
424	{-0.0008},
425	{ 0.0001},
426	{ 0.0001},
427	{ 0.0005},
428	{ 0.0007},
429	{-0.0004},
430	{-0.0007},
431	{-0.0003},
432	{-0.0005},
433	{ 0.0006},
434	{ 0.0001},
435	{-0.0012},
436	{-0.0004},
437	{ 0.0014},
438	{-0.0005},
439	{ 0.0007},
440	{-0.0001},
441	{-0.0002},
442	{ 0.0010},
443	{-0.0015},
444	{-0.0003},
445	{ 0.0009},
446	{ 0.0000},
447	{-0.0009},
448	{ 0.0010},
449	{ 0.0016},
450	{-0.0002},
451	{-0.0001},
452	{-0.0004},
453	{-0.0011},
454	{ 0.0004},
455	{ 0.0010},
456	{-0.0007},
457	{-0.0003},
458	{-0.0008},
459	{-0.0012},
460	{ 0.0003},
461	{ 0.0016},
462	{-0.0019},
463	{-0.0006},
464	{ 0.0006},
465	{ 0.0006},
466	{-0.0002},
467	{-0.0004},
468	{ 0.0003},
469	{ 0.0008},
470	{-0.0013},
471	{-0.0012},
472	{-0.0002},
473	{-0.0005},
474	{ 0.0010},
475	{-0.0009},
476	{-0.0003},
477	{ 0.0016},
478	{-0.0013},
479	{ 0.0003},
480	{ 0.0003},
481	{-0.0007},
482	{ 0.0016},
483	{ 0.0002},
484	{-0.0013},
485	{-0.0002},
486	{-0.0009},
487	{-0.0003},
488	{ 0.0010},
489	{ 0.0002},
490	{ 0.0013},
491	{-0.0006},
492	{-0.0006},
493	{ 0.0001},
494	{-0.0005},
495	{ 0.0018},
496	{ 0.0002},
497	{ 0.0006},
498	{-0.0002},
499	{-0.0004},
500	{ 0.0000},
501	{ 0.0016},
502	{-0.0011},
503	{-0.0004},
504	{ 0.0002},
505	{ 0.0001},
506	{ 0.0025},
507	{-0.0011},
508	{-0.0008},
509	{ 0.0009},
510	{-0.0001},
511	{-0.0005},
512	{-0.0001},
513	{ 0.0005},
514	{ 0.0001},
515	{-0.0008},
516	{-0.0001},
517	{ 0.0003},
518	{ 0.0008},
519	{-0.0011},
520	{ 0.0003},
521	{ 0.0004},
522	{ 0.0005},
523	{ 0.0014},
524	{-0.0002},
525	{ 0.0008},
526	{ 0.0004},
527	{ 0.0019},
528	{-0.0005},
529	{-0.0005},
530	{-0.0005},
531	{ 0.0000},
532	{-0.0006},
533	{ 0.0015},
534	{-0.0011},
535	{-0.0017},
536	{-0.0002},
537	{ 0.0007},
538	{ 0.0004},
539	{-0.0018},
540	{-0.0001},
541	{-0.0002},
542	{-0.0001},
543	{ 0.0005},
544	{-0.0003},
545	{ 0.0000},
546	{ 0.0007},
547	{ 0.0006},
548	{-0.0014},
549	{ 0.0006},
550	{-0.0003},
551	{ 0.0002},
552	{-0.0002},
553	{-0.0002},
554	{ 0.0002},
555	{-0.0009},
556	{-0.0001},
557	{-0.0001},
558	{ 0.0000},
559	{ 0.0012},
560	{ 0.0000},
561	{ 0.0003},
562	{-0.0008},
563	{ 0.0004},
564	{ 0.0000},
565	{-0.0003},
566	{-0.0013},
567	{-0.0005},
568	{-0.0005},
569	{-0.0001},
570	{-0.0004},
571	{ 0.0006},
572	{ 0.0000},
573	{-0.0008},
574	{-0.0004},
575	{-0.0024},
576	{ 0.0003},
577	{-0.0005},
578	{ 0.0007},
579	{ 0.0003},
580	{-0.0004},
581	{-0.0004},
582	{ 0.0003},
583	{ 0.0000},
584	{ 0.0014},
585	{-0.0004},
586	{ 0.0000},
587	{-0.0009},
588	{ 0.0012},
589	{-0.0008},
590	{ 0.0028},
591	{ 0.0003},
592	{ 0.0001},
593	{ 0.0010},
594	{-0.0005},
595	{ 0.0004},
596	{-0.0005},
597	{ 0.0001},
598	{-0.0005},
599	{ 0.0017},
600	{-0.0012},
601	{-0.0002},
602	{ 0.0010},
603	{-0.0009},
604	{-0.0001},
605	{ 0.0003},
606	{ 0.0001},
607	{ 0.0031},
608	{-0.0005},
609	{ 0.0004},
610	{ 0.0002},
611	{-0.0001},
612	{-0.0003},
613	{-0.0013},
614	{-0.0015},
615	{-0.0003},
616	{ 0.0010},
617	{ 0.0010},
618	{-0.0002},
619	{ 0.0027},
620	{ 0.0004},
621	{ 0.0001},
622	{-0.0007},
623	{ 0.0000},
624	{-0.0002},
625	{ 0.0011},
626	{-0.0009},
627	{-0.0003},
628	{-0.0006},
629	{ 0.0007},
630	{-0.0015},
631	{ 0.0004},
632	{-0.0002},
633	{ 0.0002},
634	{ 0.0001},
635	{-0.0005},
636	{ 0.0000},
637	{ 0.0003},
638	{-0.0011},
639	{ 0.0001},
640	{-0.0001},
641	{ 0.0002},
642	{-0.0006},
643	{ 0.0003},
644	{-0.0004},
645	{-0.0005},
646	{-0.0005},
647	{ 0.0000},
648	{ 0.0007},
649	{-0.0032},
650	{ 0.0001},
651	{ 0.0007},
652	{-0.0008},
653	{-0.0004},
654	{-0.0004},
655	{-0.0004},
656	{ 0.0010},
657	{-0.0001},
658	{-0.0001},
659	{ 0.0002},
660	{ 0.0000},
661	{ 0.0001},
662	{-0.0009},
663	{-0.0002},
664	{-0.0009},
665	{-0.0002},
666	{ 0.0002},
667	{ 0.0002},
668	{ 0.0010},
669	{ 0.0002},
670	{-0.0005},
671	{-0.0005},
672	{-0.0021},
673	{ 0.0008},
674	{ 0.0000},
675	{ 0.0006},
676	{-0.0006},
677	{-0.0007},
678	{ 0.0007},
679	{-0.0007},
680	{ 0.0005},
681	{ 0.0011},
682	{-0.0006},
683	{-0.0004},
684	{ 0.0012},
685	{ 0.0001},
686	{ 0.0010},
687	{-0.0002},
688	{-0.0004},
689	{-0.0004},
690	{-0.0003},
691	{-0.0006},
692	{ 0.0011},
693	{ 0.0000},
694	{ 0.0012},
695	{ 0.0001},
696	{-0.0003},
697	{ 0.0011},
698	{ 0.0007},
699	{-0.0007},
700	{ 0.0005},
701	{-0.0002},
702	{ 0.0008},
703	{ 0.0002},
704	{ 0.0008},
705	{-0.0002},
706	{ 0.0005},
707	{ 0.0002},
708	{-0.0009},
709	{ 0.0003},
710	{-0.0008},
711	{ 0.0004},
712	{-0.0009},
713	{ 0.0006},
714	{ 0.0011},
715	{ 0.0010},
716	{ 0.0006},
717	{-0.0006},
718	{ 0.0005},
719	{ 0.0002},
720	{-0.0035},
721	{ 0.0008},
722	{-0.0006},
723	{-0.0011},
724	{ 0.0008},
725	{-0.0003},
726	{-0.0005},
727	{ 0.0004},
728	{ 0.0000},
729	{ 0.0002},
730	{-0.0011},
731	{ 0.0001},
732	{-0.0009},
733	{ 0.0007},
734	{-0.0003},
735	{ 0.0005},
736	{-0.0005},
737	{ 0.0002},
738	{-0.0021},
739	{-0.0004},
740	{ 0.0000},
741	{ 0.0014},
742	{-0.0004},
743	{-0.0006},
744	{-0.0031},
745	{-0.0006},
746	{ 0.0004},
747	{ 0.0001},
748	{-0.0012},
749	{-0.0011},
750	{ 0.0004},
751	{-0.0002},
752	{ 0.0000},
753	{-0.0004},
754	{-0.0002},
755	{ 0.0013},
756	{-0.0007},
757	{-0.0007},
758	{ 0.0001},
759	{ 0.0001},
760	{-0.0010},
761	{ 0.0001},
762	{ 0.0006},
763	{-0.0001},
764	{-0.0008},
765	{-0.0015},
766	{-0.0008},
767	{-0.0001},
768	{ 0.0010},
769	{-0.0004},
770	{ 0.0000},
771	{-0.0016},
772	{ 0.0000},
773	{ 0.0001},
774	{-0.0004},
775	{-0.0001},
776	{ 0.0014},
777	{-0.0025},
778	{-0.0006},
779	{-0.0011},
780	{-0.0002},
781	{-0.0001},
782	{-0.0005},
783	{-0.0005},
784	{-0.0014},
785	{ 0.0000},
786	{-0.0007},
787	{ 0.0021},
788	{ 0.0002},
789	{-0.0005},
790	{-0.0009},
791	{-0.0002},
792	{ 0.0020},
793	{ 0.0004},
794	{-0.0011},
795	{-0.0018},
796	{ 0.0005},
797	{ 0.0005},
798	{ 0.0000},
799	{ 0.0000},
800	{ 0.0004},
801	{ 0.0008},
802	{-0.0004},
803	{-0.0007},
804	{ 0.0001},
805	{ 0.0009},
806	{-0.0001},
807	{ 0.0010},
808	{-0.0005},
809	{-0.0023},
810	{ 0.0004},
811	{ 0.0022},
812	{-0.0013},
813	{ 0.0003},
814	{-0.0003},
815	{-0.0003},
816	{ 0.0010},
817	{-0.0002},
818	{ 0.0000},
819	{ 0.0002},
820	{-0.0004},
821	{-0.0007},
822	{-0.0005},
823	{-0.0003},
824	{ 0.0005},
825	{-0.0010},
826	{-0.0004},
827	{ 0.0001},
828	{ 0.0003},
829	{ 0.0000},
830	{ 0.0008},
831	{ 0.0001},
832	{ 0.0004},
833	{ 0.0002},
834	{ 0.0001},
835	{-0.0005},
836	{-0.0005},
837	{-0.0003},
838	{ 0.0016},
839	{ 0.0006},
840	{-0.0014},
841	{ 0.0016},
842	{ 0.0016},
843	{ 0.0009},
844	{-0.0002},
845	{-0.0002},
846	{ 0.0005},
847	{-0.0005},
848	{-0.0004},
849	{-0.0008},
850	{-0.0003},
851	{-0.0001},
852	{ 0.0005},
853	{-0.0002},
854	{-0.0004},
855	{-0.0003},
856	{ 0.0003},
857	{ 0.0003},
858	{-0.0003},
859	{ 0.0003},
860	{-0.0004},
861	{ 0.0000},
862	{-0.0008},
863	{-0.0013},
864	{ 0.0007},
865	{-0.0011},
866	{ 0.0015},
867	{-0.0008},
868	{ 0.0007},
869	{-0.0002},
870	{-0.0004},
871	{ 0.0005},
872	{-0.0008},
873	{ 0.0000},
874	{-0.0008},
875	{ 0.0007},
876	{ 0.0007},
877	{ 0.0011},
878	{ 0.0000},
879	{ 0.0003},
880	{-0.0005},
881	{ 0.0003},
882	{ 0.0012},
883	{ 0.0005},
884	{-0.0006},
885	{-0.0002},
886	{-0.0007},
887	{-0.0027},
888	{-0.0012},
889	{-0.0005},
890	{ 0.0005},
891	{ 0.0002},
892	{ 0.0001},
893	{ 0.0003},
894	{ 0.0003},
895	{ 0.0002},
896	{-0.0002},
897	{-0.0003},
898	{ 0.0009},
899	{ 0.0003},
900	{ 0.0003},
901	{ 0.0006},
902	{-0.0002},
903	{-0.0003},
904	{-0.0004},
905	{ 0.0011},
906	{ 0.0000},
907	{ 0.0000},
908	{ 0.0000},
909	{-0.0007},
910	{ 0.0001},
911	{ 0.0019},
912	{ 0.0011},
913	{-0.0011},
914	{ 0.0002},
915	{ 0.0009},
916	{ 0.0002},
917	{ 0.0004},
918	{-0.0001},
919	{-0.0008},
920	{ 0.0001},
921	{ 0.0003},
922	{-0.0002},
923	{-0.0002},
924	{ 0.0002},
925	{ 0.0003},
926	{ 0.0000},
927	{ 0.0010},
928	{ 0.0013},
929	{-0.0004},
930	{-0.0009},
931	{-0.0005},
932	{ 0.0018},
933	{ 0.0018},
934	{-0.0006},
935	{-0.0006},
936	{-0.0009},
937	{ 0.0005},
938	{-0.0004},
939	{-0.0001},
940	{ 0.0012},
941	{-0.0002},
942	{-0.0006},
943	{-0.0024},
944	{-0.0002},
945	{-0.0011},
946	{ 0.0003},
947	{ 0.0009},
948	{ 0.0002},
949	{ 0.0002},
950	{ 0.0003},
951	{-0.0002},
952	{-0.0002},
953	{ 0.0000},
954	{ 0.0000},
955	{-0.0010},
956	{-0.0007},
957	{ 0.0009},
958	{ 0.0001},
959	{ 0.0020},
960	{ 0.0001},
961	{ 0.0005},
962	{-0.0003},
963	{ 0.0004},
964	{-0.0005},
965	{ 0.0005},
966	{ 0.0002},
967	{ 0.0001},
968	{ 0.0001},
969	{ 0.0004},
970	{ 0.0008},
971	{ 0.0000},
972	{-0.0008},
973	{ 0.0002},
974	{-0.0012},
975	{-0.0004},
976	{ 0.0004},
977	{-0.0001},
978	{ 0.0010},
979	{-0.0009},
980	{-0.0007},
981	{-0.0006},
982	{-0.0002},
983	{ 0.0001},
984	{-0.0004},
985	{ 0.0002},
986	{ 0.0000},
987	{ 0.0000},
988	{-0.0012},
989	{-0.0002},
990	{-0.0002},
991	{ 0.0009},
992	{-0.0008},
993	{-0.0001},
994	{ 0.0008},
995	{-0.0001},
996	{-0.0002},
997	{-0.0004},
998	{ 0.0009},
999	{ 0.0001},
1000	{ 0.0005},
1001	{ 0.0015},
1002	{-0.0001},
1003	{-0.0002},
1004	{-0.0004},
1005	{ 0.0009},
1006	{-0.0010},
1007	{-0.0005},
1008	{ 0.0004},
1009	{ 0.0011},
1010	{ 0.0009},
1011	{-0.0003},
1012	{-0.0002},
1013	{ 0.0006},
1014	{ 0.0003},
1015	{-0.0003},
1016	{-0.0002},
1017	{ 0.0015},
1018	{ 0.0003},
1019	{ 0.0001},
1020	{-0.0001},
1021	{-0.0001},
1022	{-0.0005},
1023	{-0.0001},
1024	{ 0.0003},
1025	{ 0.0002},
1026	{ 0.0001},
1027	{-0.0002},
1028	{-0.0008},
1029	{ 0.0003},
1030	{-0.0001},
1031	{ 0.0000},
1032	{ 0.0002},
1033	{-0.0002},
1034	{-0.0001},
1035	{-0.0005},
1036	{ 0.0002},
1037	{ 0.0000},
1038	{ 0.0000},
1039	{ 0.0004},
1040	{ 0.0000},
1041	{-0.0013},
1042	{-0.0043},
1043	{ 0.0007},
1044	{ 0.0001},
1045	{-0.0007},
1046	{-0.0001},
1047	{ 0.0003},
1048	{ 0.0013},
1049	{ 0.0005},
1050	{-0.0007},
1051	{ 0.0002},
1052	{-0.0014},
1053	{-0.0002},
1054	{ 0.0000},
1055	{ 0.0020},
1056	{ 0.0009},
1057	{-0.0018},
1058	{-0.0005},
1059	{-0.0009},
1060	{-0.0005},
1061	{ 0.0008},
1062	{ 0.0005},
1063	{-0.0004},
1064	{ 0.0004},
1065	{ 0.0001},
1066	{ 0.0003},
1067	{ 0.0003},
1068	{-0.0008},
1069	{-0.0007},
1070	{ 0.0008},
1071	{-0.0004},
1072	{-0.0028},
1073	{-0.0006},
1074	{-0.0022},
1075	{-0.0009},
1076	{ 0.0003},
1077	{ 0.0003},
1078	{ 0.0000},
1079	{ 0.0021},
1080	{-0.0017},
1081	{ 0.0009},
1082	{-0.0001},
1083	{-0.0005},
1084	{-0.0015},
1085	{ 0.0009},
1086	{ 0.0009},
1087	{-0.0009},
1088	{ 0.0010},
1089	{ 0.0000},
1090	{ 0.0018},
1091	{-0.0011},
1092	{ 0.0001},
1093	{-0.0008},
1094	{ 0.0009},
1095	{ 0.0022},
1096	{ 0.0011},
1097	{-0.0002},
1098	{-0.0018},
1099	{ 0.0019},
1100	{-0.0004},
1101	{-0.0004},
1102	{ 0.0002},
1103	{ 0.0027},
1104	{-0.0012},
1105	{-0.0003},
1106	{-0.0002},
1107	{ 0.0013},
1108	{ 0.0002},
1109	{-0.0003},
1110	{ 0.0002},
1111	{ 0.0003},
1112	{-0.0002},
1113	{ 0.0020},
1114	{-0.0003},
1115	{ 0.0002},
1116	{-0.0001},
1117	{-0.0001},
1118	{ 0.0006},
1119	{-0.0012},
1120	{ 0.0011},
1121	{ 0.0001},
1122	{ 0.0001},
1123	{ 0.0004},
1124	{-0.0002},
1125	{ 0.0029},
1126	{-0.0016},
1127	{ 0.0005},
1128	{-0.0029},
1129	{-0.0002},
1130	{ 0.0013},
1131	{ 0.0011},
1132	{-0.0003},
1133	{ 0.0002},
1134	{ 0.0001},
1135	{ 0.0001},
1136	{-0.0005},
1137	{ 0.0000},
1138	{ 0.0009},
1139	{ 0.0016},
1140	{ 0.0005},
1141	{ 0.0003},
1142	{ 0.0004},
1143	{-0.0001},
1144	{ 0.0020},
1145	{ 0.0006},
1146	{-0.0006},
1147	{-0.0004},
1148	{ 0.0012},
1149	{ 0.0012},
1150	{ 0.0017},
1151	{ 0.0017},
1152	{-0.0004},
1153	{ 0.0001},
1154	{ 0.0001},
1155	{-0.0006},
1156	{-0.0003},
1157	{ 0.0004},
1158	{ 0.0008},
1159	{-0.0014},
1160	{ 0.0011},
1161	{-0.0003},
1162	{ 0.0004},
1163	{-0.0001},
1164	{ 0.0017},
1165	{ 0.0008},
1166	{ 0.0005},
1167	{-0.0002},
1168	{ 0.0001},
1169	{-0.0013},
1170	{ 0.0009},
1171	{-0.0008},
1172	{-0.0003},
1173	{ 0.0013},
1174	{-0.0002},
1175	{-0.0004},
1176	{ 0.0007},
1177	{-0.0009},
1178	{ 0.0002},
1179	{-0.0002},
1180	{-0.0006},
1181	{ 0.0003},
1182	{-0.0003},
1183	{-0.0004},
1184	{-0.0006},
1185	{-0.0004},
1186	{ 0.0006},
1187	{-0.0006},
1188	{ 0.0019},
1189	{-0.0012},
1190	{-0.0002},
1191	{ 0.0003},
1192	{ 0.0001},
1193	{ 0.0001},
1194	{ 0.0002},
1195	{ 0.0004},
1196	{ 0.0000},
1197	{-0.0013},
1198	{-0.0017},
1199	{-0.0017},
1200	{-0.0006},
1201	{-0.0003},
1202	{ 0.0006},
1203	{ 0.0001},
1204	{ 0.0007},
1205	{-0.0004},
1206	{ 0.0000},
1207	{ 0.0019},
1208	{-0.0008},
1209	{-0.0006},
1210	{ 0.0003},
1211	{-0.0004},
1212	{-0.0002},
1213	{ 0.0008},
1214	{-0.0007},
1215	{-0.0004},
1216	{-0.0001},
1217	{-0.0004},
1218	{-0.0003},
1219	{ 0.0004},
1220	{-0.0008},
1221	{ 0.0015},
1222	{ 0.0011},
1223	{-0.0013},
1224	{-0.0003},
1225	{ 0.0000},
1226	{ 0.0006},
1227	{-0.0003},
1228	{-0.0003},
1229	{ 0.0005},
1230	{-0.0016},
1231	{ 0.0005},
1232	{-0.0002},
1233	{-0.0009},
1234	{-0.0001},
1235	{-0.0004},
1236	{ 0.0007},
1237	{ 0.0004},
1238	{ 0.0015},
1239	{ 0.0005},
1240	{-0.0007},
1241	{ 0.0002},
1242	{-0.0007},
1243	{-0.0009},
1244	{-0.0029},
1245	{ 0.0003},
1246	{-0.0002},
1247	{-0.0010},
1248	{-0.0001},
1249	{ 0.0005},
1250	{-0.0003},
1251	{ 0.0002},
1252	{-0.0006},
1253	{ 0.0008},
1254	{-0.0010},
1255	{ 0.0005},
1256	{ 0.0003},
1257	{ 0.0009},
1258	{ 0.0002},
1259	{ 0.0001},
1260	{ 0.0002},
1261	{-0.0010},
1262	{-0.0017},
1263	{ 0.0004},
1264	{-0.0007},
1265	{ 0.0019},
1266	{-0.0001},
1267	{-0.0004},
1268	{-0.0023},
1269	{ 0.0015},
1270	{ 0.0009},
1271	{-0.0006},
1272	{-0.0001},
1273	{ 0.0000},
1274	{ 0.0001},
1275	{ 0.0003},
1276	{-0.0002},
1277	{ 0.0039},
1278	{-0.0007},
1279	{ 0.0000},
1280	{-0.0002},
1281	{-0.0005},
1282	{ 0.0007},
1283	{ 0.0010},
1284	{-0.0004},
1285	{ 0.0006},
1286	{-0.0003},
1287	{-0.0006},
1288	{ 0.0003},
1289	{ 0.0022},
1290	{-0.0030},
1291	{ 0.0010},
1292	{ 0.0005},
1293	{ 0.0000},
1294	{-0.0005},
1295	{-0.0004},
1296	{-0.0010},
1297	{-0.0001},
1298	{ 0.0000},
1299	{-0.0002},
1300	{ 0.0003},
1301	{-0.0003},
1302	{-0.0007},
1303	{-0.0001},
1304	{ 0.0016},
1305	{-0.0009},
1306	{ 0.0001},
1307	{ 0.0005},
1308	{ 0.0016},
1309	{-0.0013},
1310	{-0.0003},
1311	{-0.0002},
1312	{ 0.0014},
1313	{-0.0008},
1314	{ 0.0026},
1315	{-0.0003},
1316	{ 0.0007},
1317	{ 0.0011},
1318	{ 0.0005},
1319	{-0.0001},
1320	{ 0.0004},
1321	{-0.0003},
1322	{ 0.0006},
1323	{-0.0013},
1324	{ 0.0002},
1325	{-0.0003},
1326	{-0.0010},
1327	{ 0.0000},
1328	{-0.0007},
1329	{-0.0001},
1330	{ 0.0008},
1331	{-0.0010},
1332	{-0.0005},
1333	{ 0.0010},
1334	{ 0.0013},
1335	{ 0.0008},
1336	{-0.0004},
1337	{ 0.0020},
1338	{-0.0002},
1339	{ 0.0005},
1340	{ 0.0003},
1341	{ 0.0004},
1342	{ 0.0005},
1343	{ 0.0007},
1344	{-0.0008},
1345	{ 0.0003},
1346	{-0.0008},
1347	{ 0.0011},
1348	{ 0.0005},
1349	{ 0.0002},
1350	{-0.0005},
1351	{-0.0011},
1352	{ 0.0001},
1353	{-0.0002},
1354	{-0.0003},
1355	{ 0.0016},
1356	{-0.0005},
1357	{-0.0002},
1358	{-0.0008},
1359	{ 0.0023},
1360	{ 0.0015},
1361	{ 0.0001},
1362	{-0.0004},
1363	{ 0.0015},
1364	{-0.0002},
1365	{ 0.0003},
1366	{ 0.0001},
1367	{ 0.0002},
1368	{-0.0007},
1369	{ 0.0005},
1370	{-0.0001},
1371	{ 0.0007},
1372	{-0.0007},
1373	{ 0.0018},
1374	{-0.0002},
1375	{ 0.0005},
1376	{-0.0002},
1377	{-0.0004},
1378	{-0.0001},
1379	{-0.0001},
1380	{ 0.0002},
1381	{ 0.0009},
1382	{ 0.0003},
1383	{-0.0006},
1384	{-0.0003},
1385	{-0.0022},
1386	{ 0.0002},
1387	{ 0.0004},
1388	{ 0.0004},
1389	{-0.0005},
1390	{-0.0008},
1391	{-0.0001},
1392	{ 0.0000},
1393	{ 0.0010},
1394	{ 0.0001},
1395	{-0.0005},
1396	{-0.0003},
1397	{-0.0005},
1398	{ 0.0005},
1399	{-0.0003},
1400	{ 0.0000},
1401	{ 0.0002},
1402	{ 0.0001},
1403	{-0.0014},
1404	{-0.0005},
1405	{-0.0001},
1406	{ 0.0006},
1407	{ 0.0004},
1408	{ 0.0005},
1409	{ 0.0017},
1410	{ 0.0009},
1411	{ 0.0008},
1412	{ 0.0017},
1413	{ 0.0006},
1414	{-0.0003},
1415	{ 0.0004},
1416	{ 0.0000},
1417	{-0.0015},
1418	{-0.0001},
1419	{ 0.0000},
1420	{-0.0008},
1421	{ 0.0000},
1422	{ 0.0004},
1423	{-0.0006},
1424	{ 0.0001},
1425	{ 0.0001},
1426	{ 0.0003},
1427	{-0.0001},
1428	{ 0.0001},
1429	{-0.0011},
1430	{-0.0011},
1431	{ 0.0010},
1432	{ 0.0004},
1433	{ 0.0008},
1434	{ 0.0007},
1435	{ 0.0004},
1436	{-0.0023},
1437	{ 0.0023},
1438	{-0.0001},
1439	{-0.0004},
1440	{ 0.0000},
1441	{-0.0003},
1442	{-0.0008},
1443	{ 0.0005},
1444	{ 0.0004},
1445	{-0.0004},
1446	{ 0.0001},
1447	{-0.0007},
1448	{-0.0001},
1449	{-0.0006},
1450	{-0.0012},
1451	{-0.0027},
1452	{ 0.0002},
1453	{-0.0012},
1454	{ 0.0013},
1455	{ 0.0000},
1456	{-0.0008},
1457	{ 0.0009},
1458	{-0.0015},
1459	{ 0.0007},
1460	{ 0.0002},
1461	{ 0.0001},
1462	{-0.0013},
1463	{ 0.0002},
1464	{-0.0004},
1465	{-0.0002},
1466	{-0.0027},
1467	{ 0.0013},
1468	{-0.0005},
1469	{ 0.0006},
1470	{ 0.0000},
1471	{-0.0005},
1472	{ 0.0011},
1473	{ 0.0000},
1474	{-0.0003},
1475	{ 0.0018},
1476	{-0.0003},
1477	{ 0.0006},
1478	{-0.0008},
1479	{-0.0006},
1480	{-0.0015},
1481	{-0.0009},
1482	{-0.0017},
1483	{ 0.0005},
1484	{ 0.0007},
1485	{-0.0006},
1486	{-0.0004},
1487	{ 0.0016},
1488	{ 0.0000},
1489	{ 0.0003},
1490	{-0.0019},
1491	{ 0.0003},
1492	{ 0.0005},
1493	{ 0.0003},
1494	{ 0.0001},
1495	{-0.0002},
1496	{ 0.0007},
1497	{ 0.0001},
1498	{-0.0012},
1499	{ 0.0008},
1500	{-0.0011},
1501	{ 0.0008},
1502	{ 0.0010},
1503	{-0.0003},
1504	{-0.0003},
1505	{-0.0006},
1506	{-0.0004},
1507	{ 0.0000},
1508	{ 0.0011},
1509	{ 0.0003},
1510	{-0.0005},
1511	{-0.0002},
1512	{ 0.0001},
1513	{-0.0004},
1514	{ 0.0008},
1515	{-0.0007},
1516	{-0.0005},
1517	{-0.0005},
1518	{-0.0003},
1519	{-0.0005},
1520	{ 0.0006},
1521	{-0.0014},
1522	{-0.0001},
1523	{ 0.0003},
1524	{ 0.0009},
1525	{ 0.0012},
1526	{-0.0023},
1527	{-0.0004},
1528	{ 0.0002},
1529	{ 0.0001},
1530	{-0.0019},
1531	{ 0.0012},
1532	{-0.0022},
1533	{ 0.0001},
1534	{-0.0004},
1535	{-0.0001},
1536	{ 0.0012},
1537	{ 0.0001},
1538	{ 0.0000},
1539	{ 0.0004},
1540	{-0.0008},
1541	{ 0.0006},
1542	{-0.0007},
1543	{ 0.0008},
1544	{-0.0009},
1545	{-0.0005},
1546	{-0.0001},
1547	{-0.0004},
1548	{ 0.0001},
1549	{-0.0005},
1550	{-0.0004},
1551	{-0.0012},
1552	{ 0.0002},
1553	{ 0.0011},
1554	{ 0.0008},
1555	{-0.0009},
1556	{ 0.0010},
1557	{-0.0003},
1558	{-0.0006},
1559	{ 0.0005},
1560	{ 0.0002},
1561	{-0.0003},
1562	{ 0.0016},
1563	{-0.0006},
1564	{ 0.0000},
1565	{ 0.0008},
1566	{-0.0002},
1567	{ 0.0000},
1568	{ 0.0000},
1569	{ 0.0003},
1570	{-0.0011},
1571	{-0.0009},
1572	{-0.0013},
1573	{-0.0003},
1574	{ 0.0009},
1575	{ 0.0007},
1576	{-0.0005},
1577	{ 0.0012},
1578	{-0.0009},
1579	{ 0.0004},
1580	{-0.0008},
1581	{-0.0011},
1582	{ 0.0013},
1583	{ 0.0013},
1584	{ 0.0005 }};
1585
1586	private static Dataset defaultDataset;
1587	private static IEnumerable<string> defaultAllowedInputVariables;
1588	private static string defaultPriceVariable;
1589
1590	static ProblemData() {
1591	defaultDataset = new Dataset(new string[] { "d(AUD/USD)/dt" }, audInUsdDiff);
1592	defaultDataset.Name = "AUD in USD";
1593	defaultDataset.Description = "Australian dollar in US dollar.";
1594	defaultAllowedInputVariables = new List<string>() { "d(AUD/USD)/dt" };
1595	defaultPriceVariable = "d(AUD/USD)/dt";
1596	}
1597	#endregion
1598
1599	public IConstrainedValueParameter<StringValue> PriceChangeVariableParameter {
1600	get { return (IConstrainedValueParameter<StringValue>)Parameters[PriceChangeVariableParameterName]; }
1601	}
1602	public IValueParameter<DoubleValue> TransactionCostsParameter {
1603	get { return (IValueParameter<DoubleValue>)Parameters[TransactionCostsParameterName]; }
1604	}
1605	public string PriceChangeVariable {
1606	get { return PriceChangeVariableParameter.Value.Value; }
1607	}
1608	public double TransactionCosts {
1609	get { return TransactionCostsParameter.Value.Value; }
1610	}
1611
1612	[StorableConstructor]
1613	private ProblemData(bool deserializing) : base(deserializing) { }
1614	[StorableHook(HookType.AfterDeserialization)]
1615	private void AfterDeserialization() {
1616	RegisterParameterEvents();
1617	}
1618
1619	private ProblemData(ProblemData original, Cloner cloner)
1620	: base(original, cloner) {
1621	RegisterParameterEvents();
1622	}
1623	public override IDeepCloneable Clone(Cloner cloner) { return new ProblemData(this, cloner); }
1624
1625	public ProblemData()
1626	: this(defaultDataset, defaultAllowedInputVariables, defaultPriceVariable) {
1627	}
1628
1629	public ProblemData(Dataset dataset, IEnumerable<string> allowedInputVariables, string targetVariable)
1630	: base(dataset, allowedInputVariables) {
1631	var variables = InputVariables.Select(x => x.AsReadOnly()).ToList();
1632	Parameters.Add(new ConstrainedValueParameter<StringValue>(PriceChangeVariableParameterName, new ItemSet<StringValue>(variables), variables.First(x => x.Value == targetVariable)));
1633	Parameters.Add(new FixedValueParameter<DoubleValue>(TransactionCostsParameterName, "The absolute cost of on buy/sell transaction (assumed to be constant and independent of transaction volume)", new DoubleValue(0.0002)));
1634
1635	if (dataset.GetReadOnlyDoubleValues(targetVariable).Min() >= 0) throw new ArgumentException("The target variable must contain changes (deltas) of the asset price over time.");
1636
1637	RegisterParameterEvents();
1638	}
1639
1640	private void RegisterParameterEvents() {
1641	PriceChangeVariableParameter.ValueChanged += new EventHandler(PriceVariableParameter_ValueChanged);
1642	TransactionCostsParameter.Value.ValueChanged += new EventHandler(TransactionCostsParameter_ValueChanged);
1643	}
1644
1645	private void TransactionCostsParameter_ValueChanged(object sender, EventArgs e) {
1646	OnChanged();
1647	}
1648	private void PriceVariableParameter_ValueChanged(object sender, EventArgs e) {
1649	if (Dataset.GetReadOnlyDoubleValues(PriceChangeVariable).Min() >= 0) throw new ArgumentException("The target variable must contain changes (deltas) of the asset price over time.");
1650	OnChanged();
1651	}
1652
1653	public override void AdjustProblemDataProperties(IDataAnalysisProblemData problemData) {
1654	throw new NotImplementedException("TODO");
1655	}
1656	}
1657	}

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