source: trunk/sources/HeuristicLab.Problems.DataAnalysis.Trading/3.4/Symbolic/SingleObjective/Problem.cs @ 12504

Last change on this file since 12504 was 12504, checked in by mkommend, 4 years ago

#2025: Changed categories for all creatables.

File size: 2.7 KB
Line 
1#region License Information
2/* HeuristicLab
3 * Copyright (C) 2002-2015 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
22using HeuristicLab.Common;
23using HeuristicLab.Core;
24using HeuristicLab.Persistence.Default.CompositeSerializers.Storable;
25using HeuristicLab.Problems.DataAnalysis.Symbolic;
26
27namespace HeuristicLab.Problems.DataAnalysis.Trading.Symbolic {
28  [Item("Symbolic Trading Problem (single-objective)", "Represents a single-objective symbolic trading problem.")]
29  [StorableClass]
30  [Creatable(CreatableAttribute.Categories.GeneticProgrammingProblems, Priority = 150)]
31  public class SingleObjectiveProblem : SymbolicDataAnalysisSingleObjectiveProblem<IProblemData, ISingleObjectiveEvaluator, ISymbolicDataAnalysisSolutionCreator>, IProblem {
32    private const int InitialMaximumTreeDepth = 8;
33    private const int InitialMaximumTreeLength = 25;
34
35    [StorableConstructor]
36    protected SingleObjectiveProblem(bool deserializing) : base(deserializing) { }
37    protected SingleObjectiveProblem(SingleObjectiveProblem original, Cloner cloner) : base(original, cloner) { }
38    public override IDeepCloneable Clone(Cloner cloner) { return new SingleObjectiveProblem(this, cloner); }
39
40    public SingleObjectiveProblem()
41      : base(new ProblemData(), new SharpeRatioEvaluator(), new SymbolicDataAnalysisExpressionTreeCreator()) {
42      Maximization.Value = true;
43      MaximumSymbolicExpressionTreeDepth.Value = InitialMaximumTreeDepth;
44      MaximumSymbolicExpressionTreeLength.Value = InitialMaximumTreeLength;
45
46      InitializeOperators();
47      ConfigureGrammarSymbols();
48    }
49
50    private void ConfigureGrammarSymbols() {
51      var grammar = SymbolicExpressionTreeGrammar as TypeCoherentExpressionGrammar;
52      if (grammar != null) grammar.ConfigureAsDefaultTimeSeriesPrognosisGrammar();
53    }
54
55    private void InitializeOperators() {
56      Operators.Add(new TrainingBestSolutionAnalyzer());
57      Operators.Add(new ValidationBestSolutionAnalyzer());
58      ParameterizeOperators();
59    }
60  }
61}
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