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Ignore:
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:
13 edited
1 copied

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  • stable

  • stable/HeuristicLab.Problems.DataAnalysis.Trading/3.4/Symbolic/Interfaces/IEvaluator.cs

    r9745 r10020  
    2020#endregion
    2121
    22 using HeuristicLab.Problems.DataAnalysis.Trading;
     22using HeuristicLab.Problems.DataAnalysis.Symbolic;
    2323
    24 namespace HeuristicLab.Problems.DataAnalysis.Symbolic.Trading {
     24namespace HeuristicLab.Problems.DataAnalysis.Trading.Symbolic {
    2525  public interface IEvaluator : ISymbolicDataAnalysisEvaluator<IProblemData> {
    2626  }

  • stable/HeuristicLab.Problems.DataAnalysis.Trading/3.4/Symbolic/Interfaces/IModel.cs

    r9745 r10020  
    2020#endregion
    2121
    22 using HeuristicLab.Problems.DataAnalysis.Trading;
     22using HeuristicLab.Problems.DataAnalysis.Symbolic;
    2323
    24 namespace HeuristicLab.Problems.DataAnalysis.Symbolic.Trading {
    25   public interface IModel : DataAnalysis.Trading.IModel, ISymbolicDataAnalysisModel {
     24namespace HeuristicLab.Problems.DataAnalysis.Trading.Symbolic {
     25  public interface IModel : Trading.IModel, ISymbolicDataAnalysisModel {
    2626  }
    2727}

  • stable/HeuristicLab.Problems.DataAnalysis.Trading/3.4/Symbolic/Interfaces/ISingleObjectiveEvaluator.cs

    r9745 r10020  
    2020#endregion
    2121
    22 using HeuristicLab.Problems.DataAnalysis.Trading;
     22using HeuristicLab.Problems.DataAnalysis.Symbolic;
    2323
    24 namespace HeuristicLab.Problems.DataAnalysis.Symbolic.Trading {
     24namespace HeuristicLab.Problems.DataAnalysis.Trading.Symbolic {
    2525  public interface ISingleObjectiveEvaluator : IEvaluator, ISymbolicDataAnalysisSingleObjectiveEvaluator<IProblemData> {
    2626  }

  • stable/HeuristicLab.Problems.DataAnalysis.Trading/3.4/Symbolic/Interfaces/ISolution.cs

    r9745 r10020  
    2020#endregion
    2121
     22using HeuristicLab.Problems.DataAnalysis.Symbolic;
    2223
    23 using HeuristicLab.Problems.DataAnalysis.Trading;
    24 
    25 namespace HeuristicLab.Problems.DataAnalysis.Symbolic.Trading {
    26   public interface ISolution : DataAnalysis.Trading.ISolution, ISymbolicDataAnalysisSolution {
     24namespace HeuristicLab.Problems.DataAnalysis.Trading.Symbolic {
     25  public interface ISolution : Trading.ISolution, ISymbolicDataAnalysisSolution {
    2726    new IModel Model { get; }
    2827  }

  • stable/HeuristicLab.Problems.DataAnalysis.Trading/3.4/Symbolic/Model.cs

    r9745 r10020  
    2626using HeuristicLab.Encodings.SymbolicExpressionTreeEncoding;
    2727using HeuristicLab.Persistence.Default.CompositeSerializers.Storable;
     28using HeuristicLab.Problems.DataAnalysis.Symbolic;
    2829
    29 namespace HeuristicLab.Problems.DataAnalysis.Symbolic.Trading {
     30namespace HeuristicLab.Problems.DataAnalysis.Trading.Symbolic {
    3031  /// <summary>
    3132  /// Represents a symbolic trading model

  • stable/HeuristicLab.Problems.DataAnalysis.Trading/3.4/Symbolic/SingleObjective/Evaluator.cs

    r9745 r10020  
    2323using HeuristicLab.Common;
    2424using HeuristicLab.Persistence.Default.CompositeSerializers.Storable;
    25 using HeuristicLab.Problems.DataAnalysis.Trading;
     25using HeuristicLab.Problems.DataAnalysis.Symbolic;
    2626
    27 namespace HeuristicLab.Problems.DataAnalysis.Symbolic.Trading {
     27namespace HeuristicLab.Problems.DataAnalysis.Trading.Symbolic {
    2828  public abstract class SingleObjectiveEvaluator : SymbolicDataAnalysisSingleObjectiveEvaluator<IProblemData>, ISingleObjectiveEvaluator {
    2929    [StorableConstructor]

  • stable/HeuristicLab.Problems.DataAnalysis.Trading/3.4/Symbolic/SingleObjective/Problem.cs

    r9745 r10020  
    2323using HeuristicLab.Core;
    2424using HeuristicLab.Persistence.Default.CompositeSerializers.Storable;
    25 using HeuristicLab.Problems.DataAnalysis.Trading;
     25using HeuristicLab.Problems.DataAnalysis.Symbolic;
    2626
    27 namespace HeuristicLab.Problems.DataAnalysis.Symbolic.Trading {
     27namespace HeuristicLab.Problems.DataAnalysis.Trading.Symbolic {
    2828  [Item("Symbolic Trading Problem (single objective)", "Represents a single objective symbolic trading problem.")]
    2929  [StorableClass]
    … …  
    4545
    4646      InitializeOperators();
     47      ConfigureGrammarSymbols();
     48    }
     49
     50    private void ConfigureGrammarSymbols() {
     51      var grammar = SymbolicExpressionTreeGrammar as TypeCoherentExpressionGrammar;
     52      if (grammar != null) grammar.ConfigureAsDefaultTimeSeriesPrognosisGrammar();
    4753    }
    4854

  • stable/HeuristicLab.Problems.DataAnalysis.Trading/3.4/Symbolic/SingleObjective/ProfitEvaluator.cs

    r9745 r10020  
    2121
    2222using System.Collections.Generic;
    23 using System.Linq;
    2423using HeuristicLab.Common;
    2524using HeuristicLab.Core;
    … …  
    2726using HeuristicLab.Encodings.SymbolicExpressionTreeEncoding;
    2827using HeuristicLab.Persistence.Default.CompositeSerializers.Storable;
    29 using HeuristicLab.Problems.DataAnalysis.Trading;
     28using HeuristicLab.Problems.DataAnalysis.Symbolic;
    3029
    31 namespace HeuristicLab.Problems.DataAnalysis.Symbolic.Trading {
     30namespace HeuristicLab.Problems.DataAnalysis.Trading.Symbolic {
    3231  [Item("Profit Evaluator", "")]
    3332  [StorableClass]
    … …  
    6059    public static double Calculate(ISymbolicDataAnalysisExpressionTreeInterpreter interpreter, ISymbolicExpressionTree solution, IProblemData problemData, IEnumerable<int> rows) {
    6160      IEnumerable<double> signals = GetSignals(interpreter, solution, problemData.Dataset, rows);
    62       IEnumerable<double> returns = problemData.Dataset.GetDoubleValues(problemData.PriceVariable, rows);
     61      IEnumerable<double> returns = problemData.Dataset.GetDoubleValues(problemData.PriceChangeVariable, rows);
    6362      OnlineCalculatorError errorState;
    6463      double profit = OnlineProfitCalculator.Calculate(returns, signals, problemData.TransactionCosts, out errorState);

  • stable/HeuristicLab.Problems.DataAnalysis.Trading/3.4/Symbolic/SingleObjective/SharpeRatioEvaluator.cs

    r9745 r10020  
    2121
    2222using System.Collections.Generic;
    23 using System.Linq;
    2423using HeuristicLab.Common;
    2524using HeuristicLab.Core;
    … …  
    2726using HeuristicLab.Encodings.SymbolicExpressionTreeEncoding;
    2827using HeuristicLab.Persistence.Default.CompositeSerializers.Storable;
    29 using HeuristicLab.Problems.DataAnalysis.Trading;
     28using HeuristicLab.Problems.DataAnalysis.Symbolic;
    3029
    31 namespace HeuristicLab.Problems.DataAnalysis.Symbolic.Trading {
     30namespace HeuristicLab.Problems.DataAnalysis.Trading.Symbolic {
    3231  [Item("Sharpe Ratio Evaluator", "")]
    3332  [StorableClass]
    … …  
    6059    public static double Calculate(ISymbolicDataAnalysisExpressionTreeInterpreter interpreter, ISymbolicExpressionTree solution, IProblemData problemData, IEnumerable<int> rows) {
    6160      IEnumerable<double> signals = GetSignals(interpreter, solution, problemData.Dataset, rows);
    62       IEnumerable<double> returns = problemData.Dataset.GetDoubleValues(problemData.PriceVariable, rows);
     61      IEnumerable<double> returns = problemData.Dataset.GetDoubleValues(problemData.PriceChangeVariable, rows);
    6362      OnlineCalculatorError errorState;
    6463      double sharpRatio = OnlineSharpeRatioCalculator.Calculate(returns, signals, problemData.TransactionCosts, out errorState);

  • stable/HeuristicLab.Problems.DataAnalysis.Trading/3.4/Symbolic/SingleObjective/TrainingBestSolutionAnalyzer.cs

    r9745 r10020  
    2525using HeuristicLab.Parameters;
    2626using HeuristicLab.Persistence.Default.CompositeSerializers.Storable;
    27 using HeuristicLab.Problems.DataAnalysis.Trading;
     27using HeuristicLab.Problems.DataAnalysis.Symbolic;
    2828
    29 namespace HeuristicLab.Problems.DataAnalysis.Symbolic.Trading {
     29namespace HeuristicLab.Problems.DataAnalysis.Trading.Symbolic {
    3030  /// <summary>
    3131  /// An operator that analyzes the training best symbolic trading solution for single objective symbolic trading problems.

  • stable/HeuristicLab.Problems.DataAnalysis.Trading/3.4/Symbolic/SingleObjective/ValidationBestSolutionAnalyzer.cs

    r9745 r10020  
    2424using HeuristicLab.Encodings.SymbolicExpressionTreeEncoding;
    2525using HeuristicLab.Persistence.Default.CompositeSerializers.Storable;
    26 using HeuristicLab.Problems.DataAnalysis.Trading;
     26using HeuristicLab.Problems.DataAnalysis.Symbolic;
    2727
    28 namespace HeuristicLab.Problems.DataAnalysis.Symbolic.Trading {
     28namespace HeuristicLab.Problems.DataAnalysis.Trading.Symbolic {
    2929  /// <summary>
    3030  /// An operator that analyzes the validation best symbolic trading solution for single objective symbolic trading problems.

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

    r9745 r10020  
    2525using HeuristicLab.Optimization;
    2626using HeuristicLab.Persistence.Default.CompositeSerializers.Storable;
    27 using HeuristicLab.Problems.DataAnalysis.Trading;
     27using HeuristicLab.Problems.DataAnalysis.Symbolic;
    2828
    29 namespace HeuristicLab.Problems.DataAnalysis.Symbolic.Trading {
     29namespace HeuristicLab.Problems.DataAnalysis.Trading.Symbolic {
    3030  /// <summary>
    3131  /// Represents a symbolic trading solution (model + data) and attributes of the solution like accuracy and complexity
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