- Timestamp:
- 06/25/15 18:21:19 (9 years ago)
- Location:
- branches/HiveStatistics/sources/HeuristicLab.Problems.DataAnalysis.Trading/3.4
- Files:
-
- 5 edited
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- Unmodified
- Added
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branches/HiveStatistics/sources/HeuristicLab.Problems.DataAnalysis.Trading/3.4/Interfaces/IModel.cs
r12012 r12515 23 23 namespace HeuristicLab.Problems.DataAnalysis.Trading { 24 24 public interface IModel : IDataAnalysisModel { 25 IEnumerable<double> GetSignals( Dataset dataset, IEnumerable<int> rows);25 IEnumerable<double> GetSignals(IDataset dataset, IEnumerable<int> rows); 26 26 } 27 27 } -
branches/HiveStatistics/sources/HeuristicLab.Problems.DataAnalysis.Trading/3.4/Symbolic/Model.cs
r12012 r12515 47 47 } 48 48 49 public IEnumerable<double> GetSignals( Dataset dataset, IEnumerable<int> rows) {49 public IEnumerable<double> GetSignals(IDataset dataset, IEnumerable<int> rows) { 50 50 ISymbolicDataAnalysisExpressionTreeInterpreter interpreter = Interpreter; 51 51 ISymbolicExpressionTree tree = SymbolicExpressionTree; -
branches/HiveStatistics/sources/HeuristicLab.Problems.DataAnalysis.Trading/3.4/Symbolic/SingleObjective/Problem.cs
r12012 r12515 26 26 27 27 namespace HeuristicLab.Problems.DataAnalysis.Trading.Symbolic { 28 [Item("Symbolic Trading Problem (single objective)", "Represents a singleobjective symbolic trading problem.")]28 [Item("Symbolic Trading Problem (single-objective)", "Represents a single-objective symbolic trading problem.")] 29 29 [StorableClass] 30 [Creatable( "Problems")]30 [Creatable(CreatableAttribute.Categories.GeneticProgrammingProblems, Priority = 150)] 31 31 public class SingleObjectiveProblem : SymbolicDataAnalysisSingleObjectiveProblem<IProblemData, ISingleObjectiveEvaluator, ISymbolicDataAnalysisSolutionCreator>, IProblem { 32 32 private const int InitialMaximumTreeDepth = 8; -
branches/HiveStatistics/sources/HeuristicLab.Problems.DataAnalysis.Trading/3.4/Symbolic/SingleObjective/ProfitEvaluator.cs
r12012 r12515 66 66 } 67 67 68 private static IEnumerable<double> GetSignals(ISymbolicDataAnalysisExpressionTreeInterpreter interpreter, ISymbolicExpressionTree solution, Dataset dataset, IEnumerable<int> rows) {68 private static IEnumerable<double> GetSignals(ISymbolicDataAnalysisExpressionTreeInterpreter interpreter, ISymbolicExpressionTree solution, IDataset dataset, IEnumerable<int> rows) { 69 69 return Model.GetSignals(interpreter.GetSymbolicExpressionTreeValues(solution, dataset, rows)); 70 70 } -
branches/HiveStatistics/sources/HeuristicLab.Problems.DataAnalysis.Trading/3.4/Symbolic/SingleObjective/SharpeRatioEvaluator.cs
r12012 r12515 66 66 } 67 67 68 private static IEnumerable<double> GetSignals(ISymbolicDataAnalysisExpressionTreeInterpreter interpreter, ISymbolicExpressionTree solution, Dataset dataset, IEnumerable<int> rows) {68 private static IEnumerable<double> GetSignals(ISymbolicDataAnalysisExpressionTreeInterpreter interpreter, ISymbolicExpressionTree solution, IDataset dataset, IEnumerable<int> rows) { 69 69 return Model.GetSignals(interpreter.GetSymbolicExpressionTreeValues(solution, dataset, rows)); 70 70 }
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