Changeset 10020 for stable/HeuristicLab.Problems.DataAnalysis.Trading/3.4/Solution.cs

Timestamp:

10/02/13 17:04:43 (11 years ago)

Author:

gkronber

Message:

#1508: merged r9804:9805,r9808:9809,r9811:9812,r9822,r9824:9825,r9897,r9928,r9938:9941,r9964:9965,r9989,r9991:9992,r9995,r9997,r10004:10015 from trunk into stable branch.

Location:

stable

Files:

• . (modified) (1 prop)
• HeuristicLab.Problems.DataAnalysis.Trading (copied) (copied from trunk/sources/HeuristicLab.Problems.DataAnalysis.Trading)
• HeuristicLab.Problems.DataAnalysis.Trading/3.4/Solution.cs (modified) (3 diffs)

stable/HeuristicLab.Problems.DataAnalysis.Trading/3.4/Solution.cs

@@ -80 +80 @@
     }
 
-
-    protected override void OnModelChanged() {
-      base.OnModelChanged();
-      RecalculateResults();
-    }
-
-    protected override void OnProblemDataChanged() {
-      base.OnProblemDataChanged();
-      RecalculateResults();
-    }
-
     protected override void RecalculateResults() {
       CalculateTradingResults();
@@ -97 +86 @@
     protected void CalculateTradingResults() {
       double[] trainingSignals = TrainingSignals.ToArray(); // cache values
-      IEnumerable<double> trainingReturns = ProblemData.Dataset.GetDoubleValues(ProblemData.PriceVariable, ProblemData.TrainingIndices);
+      IEnumerable<double> trainingReturns = ProblemData.Dataset.GetDoubleValues(ProblemData.PriceChangeVariable, ProblemData.TrainingIndices);
       double[] testSignals = TestSignals.ToArray(); // cache values
-      IEnumerable<double> testReturns = ProblemData.Dataset.GetDoubleValues(ProblemData.PriceVariable, ProblemData.TestIndices);
+      IEnumerable<double> testReturns = ProblemData.Dataset.GetDoubleValues(ProblemData.PriceChangeVariable, ProblemData.TestIndices);
 
       OnlineCalculatorError errorState;
@@ -115 +104 @@
 
     public virtual IEnumerable<double> Signals {
-      get {
-        return GetSignals(Enumerable.Range(0, ProblemData.Dataset.Rows));
-      }
+      get { return GetSignals(Enumerable.Range(0, ProblemData.Dataset.Rows)); }
     }
-
     public virtual IEnumerable<double> TrainingSignals {
-      get {
-        return GetSignals(ProblemData.TrainingIndices);
-      }
+      get { return GetSignals(ProblemData.TrainingIndices); }
     }
-
     public virtual IEnumerable<double> TestSignals {
-      get {
-        return GetSignals(ProblemData.TestIndices);
-      }
+      get { return GetSignals(ProblemData.TestIndices); }
     }
-
     public virtual IEnumerable<double> GetSignals(IEnumerable<int> rows) {
       return Model.GetSignals(ProblemData.Dataset, rows);