#region License Information /* HeuristicLab * Copyright (C) 2002-2015 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 HeuristicLab.Persistence.Default.CompositeSerializers.Storable; using HeuristicLab.Problems.DataAnalysis.Symbolic; namespace HeuristicLab.Problems.DataAnalysis.Trading.Symbolic { [Item("Symbolic Trading Problem (single-objective)", "Represents a single-objective symbolic trading problem.")] [StorableClass] [Creatable(CreatableAttribute.Categories.GeneticProgrammingProblems, Priority = 150)] public class SingleObjectiveProblem : SymbolicDataAnalysisSingleObjectiveProblem, IProblem { private const int InitialMaximumTreeDepth = 8; private const int InitialMaximumTreeLength = 25; [StorableConstructor] protected SingleObjectiveProblem(bool deserializing) : base(deserializing) { } 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(); } } }