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HeuristicLab.Problems.DataAnalysis.Trading

Timestamp:

07/09/15 13:07:30 (9 years ago)

Author:

abeham

Message:

#2208: merged trunk changes

Location:

branches/HeuristicLab.Problems.Orienteering

Files:

: 26 edited

. (modified) (2 props)
HeuristicLab.Problems.DataAnalysis.Trading/3.4/Calculators/OnlineProfitCalculator.cs (modified) (1 diff)
HeuristicLab.Problems.DataAnalysis.Trading/3.4/Calculators/OnlineSharpeRatioCalculator.cs (modified) (1 diff)
HeuristicLab.Problems.DataAnalysis.Trading/3.4/HeuristicLab.Problems.DataAnalysis.Trading-3.4.csproj (modified) (7 diffs)
HeuristicLab.Problems.DataAnalysis.Trading/3.4/InstanceProviders/CsvProblemInstanceProvider.cs (modified) (1 diff)
HeuristicLab.Problems.DataAnalysis.Trading/3.4/InstanceProviders/EcbProblemInstanceProvider.cs (modified) (1 diff)
HeuristicLab.Problems.DataAnalysis.Trading/3.4/Interfaces/IModel.cs (modified) (2 diffs)
HeuristicLab.Problems.DataAnalysis.Trading/3.4/Interfaces/IProblem.cs (modified) (1 diff)
HeuristicLab.Problems.DataAnalysis.Trading/3.4/Interfaces/IProblemData.cs (modified) (1 diff)
HeuristicLab.Problems.DataAnalysis.Trading/3.4/Interfaces/ISolution.cs (modified) (1 diff)
HeuristicLab.Problems.DataAnalysis.Trading/3.4/Plugin.cs.frame (modified) (2 diffs)
HeuristicLab.Problems.DataAnalysis.Trading/3.4/ProblemData.cs (modified) (1 diff)
HeuristicLab.Problems.DataAnalysis.Trading/3.4/Properties/AssemblyInfo.cs.frame (modified) (3 diffs)
HeuristicLab.Problems.DataAnalysis.Trading/3.4/Solution.cs (modified) (1 diff)
HeuristicLab.Problems.DataAnalysis.Trading/3.4/Symbolic/Interfaces/IEvaluator.cs (modified) (1 diff)
HeuristicLab.Problems.DataAnalysis.Trading/3.4/Symbolic/Interfaces/IModel.cs (modified) (1 diff)
HeuristicLab.Problems.DataAnalysis.Trading/3.4/Symbolic/Interfaces/ISingleObjectiveEvaluator.cs (modified) (1 diff)
HeuristicLab.Problems.DataAnalysis.Trading/3.4/Symbolic/Interfaces/ISolution.cs (modified) (1 diff)
HeuristicLab.Problems.DataAnalysis.Trading/3.4/Symbolic/Model.cs (modified) (2 diffs)
HeuristicLab.Problems.DataAnalysis.Trading/3.4/Symbolic/SingleObjective/Evaluator.cs (modified) (1 diff)
HeuristicLab.Problems.DataAnalysis.Trading/3.4/Symbolic/SingleObjective/Problem.cs (modified) (2 diffs)
HeuristicLab.Problems.DataAnalysis.Trading/3.4/Symbolic/SingleObjective/ProfitEvaluator.cs (modified) (2 diffs)
HeuristicLab.Problems.DataAnalysis.Trading/3.4/Symbolic/SingleObjective/SharpeRatioEvaluator.cs (modified) (2 diffs)
HeuristicLab.Problems.DataAnalysis.Trading/3.4/Symbolic/SingleObjective/TrainingBestSolutionAnalyzer.cs (modified) (1 diff)
HeuristicLab.Problems.DataAnalysis.Trading/3.4/Symbolic/SingleObjective/ValidationBestSolutionAnalyzer.cs (modified) (1 diff)
HeuristicLab.Problems.DataAnalysis.Trading/3.4/Symbolic/Solution.cs (modified) (1 diff)

Legend:

: Unmodified
: Added
: Removed

branches/HeuristicLab.Problems.Orienteering

Property svn:mergeinfo changed

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/branches/HeuristicLab.DatasetRefactor/sources (added)	merged: 11571-11572,11584,11589,11621,11853,12031-12032,12105,12109,12141,12190,12247,12437-12438,12452-12454,12489,12505,12508
/branches/NSGA-II Changes (added)	merged: 12033-12034,12044
/stable	merged: 12008-12010
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Property svn:global-ignores set to
*.nuget
packages

branches/HeuristicLab.Problems.Orienteering/HeuristicLab.Problems.DataAnalysis.Trading/3.4/Calculators/OnlineProfitCalculator.cs

r11185	r12694
1	1	#region License Information
2	2	/* HeuristicLab
3		* Copyright (C) 2002-2014 Heuristic and Evolutionary Algorithms Laboratory (HEAL)
	3	* Copyright (C) 2002-2015 Heuristic and Evolutionary Algorithms Laboratory (HEAL)
4	4	*
5	5	* This file is part of HeuristicLab.

branches/HeuristicLab.Problems.Orienteering/HeuristicLab.Problems.DataAnalysis.Trading/3.4/Calculators/OnlineSharpeRatioCalculator.cs

r11185	r12694
1	1	#region License Information
2	2	/* HeuristicLab
3		* Copyright (C) 2002-2014 Heuristic and Evolutionary Algorithms Laboratory (HEAL)
	3	* Copyright (C) 2002-2015 Heuristic and Evolutionary Algorithms Laboratory (HEAL)
4	4	*
5	5	* This file is part of HeuristicLab.

branches/HeuristicLab.Problems.Orienteering/HeuristicLab.Problems.DataAnalysis.Trading/3.4/HeuristicLab.Problems.DataAnalysis.Trading-3.4.csproj

-                      r9997
+                      r12694
     <RootNamespace>HeuristicLab.Problems.DataAnalysis.Trading</RootNamespace>
     <AssemblyName>HeuristicLab.Problems.DataAnalysis.Trading-3.4</AssemblyName>
     <TargetFrameworkVersion>v4.0</TargetFrameworkVersion>
+    <TargetFrameworkVersion>v4.5</TargetFrameworkVersion>
     <TargetFrameworkProfile>
     </TargetFrameworkProfile>
 …
     <WarningLevel>4</WarningLevel>
     <CodeAnalysisRuleSet>AllRules.ruleset</CodeAnalysisRuleSet>
+    <Prefer32Bit>false</Prefer32Bit>
   </PropertyGroup>
   <PropertyGroup Condition=" '$(Configuration)|$(Platform)' == 'Release|AnyCPU' ">
 …
     <WarningLevel>4</WarningLevel>
     <CodeAnalysisRuleSet>AllRules.ruleset</CodeAnalysisRuleSet>
+    <Prefer32Bit>false</Prefer32Bit>
   </PropertyGroup>
   <PropertyGroup Condition=" '$(Configuration)|$(Platform)' == 'Debug|x64' ">
 …
     <ErrorReport>prompt</ErrorReport>
     <CodeAnalysisRuleSet>AllRules.ruleset</CodeAnalysisRuleSet>
+    <Prefer32Bit>false</Prefer32Bit>
   </PropertyGroup>
   <PropertyGroup Condition=" '$(Configuration)|$(Platform)' == 'Release|x64' ">
 …
     <ErrorReport>prompt</ErrorReport>
     <CodeAnalysisRuleSet>AllRules.ruleset</CodeAnalysisRuleSet>
+    <Prefer32Bit>false</Prefer32Bit>
   </PropertyGroup>
   <PropertyGroup Condition=" '$(Configuration)|$(Platform)' == 'Debug|x86' ">
 …
     <ErrorReport>prompt</ErrorReport>
     <CodeAnalysisRuleSet>AllRules.ruleset</CodeAnalysisRuleSet>
+    <Prefer32Bit>false</Prefer32Bit>
   </PropertyGroup>
   <PropertyGroup Condition=" '$(Configuration)|$(Platform)' == 'Release|x86' ">
 …
     <ErrorReport>prompt</ErrorReport>
     <CodeAnalysisRuleSet>AllRules.ruleset</CodeAnalysisRuleSet>
+    <Prefer32Bit>false</Prefer32Bit>
   </PropertyGroup>
   <ItemGroup>

branches/HeuristicLab.Problems.Orienteering/HeuristicLab.Problems.DataAnalysis.Trading/3.4/InstanceProviders/CsvProblemInstanceProvider.cs

r11303	r12694
1	1	#region License Information
2	2	/* HeuristicLab
3		* Copyright (C) 2002-2014 Heuristic and Evolutionary Algorithms Laboratory (HEAL)
	3	* Copyright (C) 2002-2015 Heuristic and Evolutionary Algorithms Laboratory (HEAL)
4	4	*
5	5	* This file is part of HeuristicLab.

branches/HeuristicLab.Problems.Orienteering/HeuristicLab.Problems.DataAnalysis.Trading/3.4/InstanceProviders/EcbProblemInstanceProvider.cs

r11185	r12694
1	1	#region License Information
2	2	/* HeuristicLab
3		* Copyright (C) 2002-2014 Heuristic and Evolutionary Algorithms Laboratory (HEAL)
	3	* Copyright (C) 2002-2015 Heuristic and Evolutionary Algorithms Laboratory (HEAL)
4	4	*
5	5	* This file is part of HeuristicLab.

branches/HeuristicLab.Problems.Orienteering/HeuristicLab.Problems.DataAnalysis.Trading/3.4/Interfaces/IModel.cs

r11185	r12694
1	1	#region License Information
2	2	/* HeuristicLab
3		* Copyright (C) 2002-2014 Heuristic and Evolutionary Algorithms Laboratory (HEAL)
	3	* Copyright (C) 2002-2015 Heuristic and Evolutionary Algorithms Laboratory (HEAL)
4	4	*
5	5	* This file is part of HeuristicLab.
…	…
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/HeuristicLab.Problems.Orienteering/HeuristicLab.Problems.DataAnalysis.Trading/3.4/Interfaces/IProblem.cs

r11185	r12694
1	1	#region License Information
2	2	/* HeuristicLab
3		* Copyright (C) 2002-2014 Heuristic and Evolutionary Algorithms Laboratory (HEAL)
	3	* Copyright (C) 2002-2015 Heuristic and Evolutionary Algorithms Laboratory (HEAL)
4	4	*
5	5	* This file is part of HeuristicLab.

branches/HeuristicLab.Problems.Orienteering/HeuristicLab.Problems.DataAnalysis.Trading/3.4/Interfaces/IProblemData.cs

r11185	r12694
1	1	#region License Information
2	2	/* HeuristicLab
3		* Copyright (C) 2002-2014 Heuristic and Evolutionary Algorithms Laboratory (HEAL)
	3	* Copyright (C) 2002-2015 Heuristic and Evolutionary Algorithms Laboratory (HEAL)
4	4	*
5	5	* This file is part of HeuristicLab.

branches/HeuristicLab.Problems.Orienteering/HeuristicLab.Problems.DataAnalysis.Trading/3.4/Interfaces/ISolution.cs

r11185	r12694
1	1	#region License Information
2	2	/* HeuristicLab
3		* Copyright (C) 2002-2014 Heuristic and Evolutionary Algorithms Laboratory (HEAL)
	3	* Copyright (C) 2002-2015 Heuristic and Evolutionary Algorithms Laboratory (HEAL)
4	4	*
5	5	* This file is part of HeuristicLab.

branches/HeuristicLab.Problems.Orienteering/HeuristicLab.Problems.DataAnalysis.Trading/3.4/Plugin.cs.frame

-                      r11185
+                      r12694
 #region License Information
 /* HeuristicLab
  * Copyright (C) 2002-2014 Heuristic and Evolutionary Algorithms Laboratory (HEAL)
+ * Copyright (C) 2002-2015 Heuristic and Evolutionary Algorithms Laboratory (HEAL)
+ *
  * This file is part of HeuristicLab.
 …
 namespace HeuristicLab.Problems.DataAnalysis.Trading {
   [Plugin("HeuristicLab.Problems.DataAnalysis.Trading","Provides classes to optimize trading rules.", "3.4.2.$WCREV$")]
+  [Plugin("HeuristicLab.Problems.DataAnalysis.Trading","Provides classes to optimize trading rules.", "3.4.3.$WCREV$")]
   [PluginFile("HeuristicLab.Problems.DataAnalysis.Trading-3.4.dll", PluginFileType.Assembly)]

branches/HeuristicLab.Problems.Orienteering/HeuristicLab.Problems.DataAnalysis.Trading/3.4/ProblemData.cs

r11185	r12694
1	1	#region License Information
2	2	/* HeuristicLab
3		* Copyright (C) 2002-2014 Heuristic and Evolutionary Algorithms Laboratory (HEAL)
	3	* Copyright (C) 2002-2015 Heuristic and Evolutionary Algorithms Laboratory (HEAL)
4	4	*
5	5	* This file is part of HeuristicLab.

branches/HeuristicLab.Problems.Orienteering/HeuristicLab.Problems.DataAnalysis.Trading/3.4/Properties/AssemblyInfo.cs.frame

-                      r11185
+                      r12694
 #region License Information
 /* HeuristicLab
  * Copyright (C) 2002-2014 Heuristic and Evolutionary Algorithms Laboratory (HEAL)
+ * Copyright (C) 2002-2015 Heuristic and Evolutionary Algorithms Laboratory (HEAL)
+ *
  * This file is part of HeuristicLab.
 …
 [assembly: AssemblyCompany("")]
 [assembly: AssemblyProduct("HeuristicLab")]
 [assembly: AssemblyCopyright("(c) 2002-2014 HEAL")]
+[assembly: AssemblyCopyright("(c) 2002-2015 HEAL")]
 [assembly: AssemblyTrademark("")]
 [assembly: AssemblyCulture("")]
 …
 // by using the '*' as shown below:
 [assembly: AssemblyVersion("3.4.0.0")]
 [assembly: AssemblyFileVersion("3.4.2.$WCREV$")]
+[assembly: AssemblyFileVersion("3.4.3.$WCREV$")]

branches/HeuristicLab.Problems.Orienteering/HeuristicLab.Problems.DataAnalysis.Trading/3.4/Solution.cs

r11185	r12694
1	1	#region License Information
2	2	/* HeuristicLab
3		* Copyright (C) 2002-2014 Heuristic and Evolutionary Algorithms Laboratory (HEAL)
	3	* Copyright (C) 2002-2015 Heuristic and Evolutionary Algorithms Laboratory (HEAL)
4	4	*
5	5	* This file is part of HeuristicLab.

branches/HeuristicLab.Problems.Orienteering/HeuristicLab.Problems.DataAnalysis.Trading/3.4/Symbolic/Interfaces/IEvaluator.cs

r11185	r12694
1	1	#region License Information
2	2	/* HeuristicLab
3		* Copyright (C) 2002-2014 Heuristic and Evolutionary Algorithms Laboratory (HEAL)
	3	* Copyright (C) 2002-2015 Heuristic and Evolutionary Algorithms Laboratory (HEAL)
4	4	*
5	5	* This file is part of HeuristicLab.

branches/HeuristicLab.Problems.Orienteering/HeuristicLab.Problems.DataAnalysis.Trading/3.4/Symbolic/Interfaces/IModel.cs

r11185	r12694
1	1	#region License Information
2	2	/* HeuristicLab
3		* Copyright (C) 2002-2014 Heuristic and Evolutionary Algorithms Laboratory (HEAL)
	3	* Copyright (C) 2002-2015 Heuristic and Evolutionary Algorithms Laboratory (HEAL)
4	4	*
5	5	* This file is part of HeuristicLab.

branches/HeuristicLab.Problems.Orienteering/HeuristicLab.Problems.DataAnalysis.Trading/3.4/Symbolic/Interfaces/ISingleObjectiveEvaluator.cs

r11185	r12694
1	1	#region License Information
2	2	/* HeuristicLab
3		* Copyright (C) 2002-2014 Heuristic and Evolutionary Algorithms Laboratory (HEAL)
	3	* Copyright (C) 2002-2015 Heuristic and Evolutionary Algorithms Laboratory (HEAL)
4	4	*
5	5	* This file is part of HeuristicLab.

branches/HeuristicLab.Problems.Orienteering/HeuristicLab.Problems.DataAnalysis.Trading/3.4/Symbolic/Interfaces/ISolution.cs

r11185	r12694
1	1	#region License Information
2	2	/* HeuristicLab
3		* Copyright (C) 2002-2014 Heuristic and Evolutionary Algorithms Laboratory (HEAL)
	3	* Copyright (C) 2002-2015 Heuristic and Evolutionary Algorithms Laboratory (HEAL)
4	4	*
5	5	* This file is part of HeuristicLab.

branches/HeuristicLab.Problems.Orienteering/HeuristicLab.Problems.DataAnalysis.Trading/3.4/Symbolic/Model.cs

-                      r11185
+                      r12694
 #region License Information
 /* HeuristicLab
  * Copyright (C) 2002-2014 Heuristic and Evolutionary Algorithms Laboratory (HEAL)
+ * Copyright (C) 2002-2015 Heuristic and Evolutionary Algorithms Laboratory (HEAL)
+ *
  * This file is part of HeuristicLab.
 …
+    }
     public IEnumerable<double> GetSignals(Dataset dataset, IEnumerable<int> rows) {
+    public IEnumerable<double> GetSignals(IDataset dataset, IEnumerable<int> rows) {
       ISymbolicDataAnalysisExpressionTreeInterpreter interpreter = Interpreter;
       ISymbolicExpressionTree tree = SymbolicExpressionTree;

branches/HeuristicLab.Problems.Orienteering/HeuristicLab.Problems.DataAnalysis.Trading/3.4/Symbolic/SingleObjective/Evaluator.cs

r11185	r12694
1	1	#region License Information
2	2	/* HeuristicLab
3		* Copyright (C) 2002-2014 Heuristic and Evolutionary Algorithms Laboratory (HEAL)
	3	* Copyright (C) 2002-2015 Heuristic and Evolutionary Algorithms Laboratory (HEAL)
4	4	*
5	5	* This file is part of HeuristicLab.

branches/HeuristicLab.Problems.Orienteering/HeuristicLab.Problems.DataAnalysis.Trading/3.4/Symbolic/SingleObjective/Problem.cs

-                      r11185
+                      r12694
 #region License Information
 /* HeuristicLab
  * Copyright (C) 2002-2014 Heuristic and Evolutionary Algorithms Laboratory (HEAL)
+ * Copyright (C) 2002-2015 Heuristic and Evolutionary Algorithms Laboratory (HEAL)
+ *
  * This file is part of HeuristicLab.
 …
 namespace HeuristicLab.Problems.DataAnalysis.Trading.Symbolic {
   [Item("Symbolic Trading Problem (single objective)", "Represents a single objective symbolic trading problem.")]
+  [Item("Symbolic Trading Problem (single-objective)", "Represents a single-objective symbolic trading problem.")]
   [StorableClass]
   [Creatable("Problems")]
+  [Creatable(CreatableAttribute.Categories.GeneticProgrammingProblems, Priority = 150)]
   public class SingleObjectiveProblem : SymbolicDataAnalysisSingleObjectiveProblem<IProblemData, ISingleObjectiveEvaluator, ISymbolicDataAnalysisSolutionCreator>, IProblem {
     private const int InitialMaximumTreeDepth = 8;

branches/HeuristicLab.Problems.Orienteering/HeuristicLab.Problems.DataAnalysis.Trading/3.4/Symbolic/SingleObjective/ProfitEvaluator.cs

r11185	r12694
1	1	#region License Information
2	2	/* HeuristicLab
3		* Copyright (C) 2002-2014 Heuristic and Evolutionary Algorithms Laboratory (HEAL)
	3	* Copyright (C) 2002-2015 Heuristic and Evolutionary Algorithms Laboratory (HEAL)
4	4	*
5	5	* This file is part of HeuristicLab.
…	…
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/HeuristicLab.Problems.Orienteering/HeuristicLab.Problems.DataAnalysis.Trading/3.4/Symbolic/SingleObjective/SharpeRatioEvaluator.cs

r11185	r12694
1	1	#region License Information
2	2	/* HeuristicLab
3		* Copyright (C) 2002-2014 Heuristic and Evolutionary Algorithms Laboratory (HEAL)
	3	* Copyright (C) 2002-2015 Heuristic and Evolutionary Algorithms Laboratory (HEAL)
4	4	*
5	5	* This file is part of HeuristicLab.
…	…
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/HeuristicLab.Problems.Orienteering/HeuristicLab.Problems.DataAnalysis.Trading/3.4/Symbolic/SingleObjective/TrainingBestSolutionAnalyzer.cs

r11185	r12694
1	1	#region License Information
2	2	/* HeuristicLab
3		* Copyright (C) 2002-2014 Heuristic and Evolutionary Algorithms Laboratory (HEAL)
	3	* Copyright (C) 2002-2015 Heuristic and Evolutionary Algorithms Laboratory (HEAL)
4	4	*
5	5	* This file is part of HeuristicLab.

branches/HeuristicLab.Problems.Orienteering/HeuristicLab.Problems.DataAnalysis.Trading/3.4/Symbolic/SingleObjective/ValidationBestSolutionAnalyzer.cs

r11185	r12694
1	1	#region License Information
2	2	/* HeuristicLab
3		* Copyright (C) 2002-2014 Heuristic and Evolutionary Algorithms Laboratory (HEAL)
	3	* Copyright (C) 2002-2015 Heuristic and Evolutionary Algorithms Laboratory (HEAL)
4	4	*
5	5	* This file is part of HeuristicLab.

branches/HeuristicLab.Problems.Orienteering/HeuristicLab.Problems.DataAnalysis.Trading/3.4/Symbolic/Solution.cs

r11185	r12694
1	1	#region License Information
2	2	/* HeuristicLab
3		* Copyright (C) 2002-2014 Heuristic and Evolutionary Algorithms Laboratory (HEAL)
	3	* Copyright (C) 2002-2015 Heuristic and Evolutionary Algorithms Laboratory (HEAL)
4	4	*
5	5	* This file is part of HeuristicLab.

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Changeset 12694 for branches/HeuristicLab.Problems.Orienteering/HeuristicLab.Problems.DataAnalysis.Trading

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