Changeset 12969 for branches/gteufl/HeuristicLab.Problems.DataAnalysis.Trading/3.4/ProblemData.cs

Timestamp:

09/25/15 14:39:59 (9 years ago)

Author:

gkronber

Message:

#2478 merged all changes from trunk to branch before trunk-reintegration

Location:

branches/gteufl

Files:

• . (modified) (3 props)
• HeuristicLab.Problems.DataAnalysis.Trading/3.4/ProblemData.cs (modified) (3 diffs)

branches/gteufl

@@ -8 +8 @@
 FxCopResults.txt
 Google.ProtocolBuffers-0.9.1.dll
+Google.ProtocolBuffers-2.4.1.473.dll
 HeuristicLab 3.3.5.1.ReSharper.user
 HeuristicLab 3.3.6.0.ReSharper.user
 HeuristicLab.4.5.resharper.user
 HeuristicLab.ExtLibs.6.0.ReSharper.user
+HeuristicLab.Scripting.Development
 HeuristicLab.resharper.user
 ProtoGen.exe
@@ -17 +19 @@
 _ReSharper.HeuristicLab
 _ReSharper.HeuristicLab 3.3
+_ReSharper.HeuristicLab 3.3 Tests
 _ReSharper.HeuristicLab.ExtLibs
 bin
 protoc.exe
-_ReSharper.HeuristicLab 3.3 Tests
-Google.ProtocolBuffers-2.4.1.473.dll
+obj

@@ -8 +8 @@
 FxCopResults.txt
 Google.ProtocolBuffers-0.9.1.dll
+Google.ProtocolBuffers-2.4.1.473.dll
 HeuristicLab 3.3.5.1.ReSharper.user
 HeuristicLab 3.3.6.0.ReSharper.user
 HeuristicLab.4.5.resharper.user
 HeuristicLab.ExtLibs.6.0.ReSharper.user
+HeuristicLab.Scripting.Development
 HeuristicLab.resharper.user
 ProtoGen.exe
@@ -17 +19 @@
 _ReSharper.HeuristicLab
 _ReSharper.HeuristicLab 3.3
+_ReSharper.HeuristicLab 3.3 Tests
 _ReSharper.HeuristicLab.ExtLibs
 bin
 protoc.exe
-_ReSharper.HeuristicLab 3.3 Tests
-Google.ProtocolBuffers-2.4.1.473.dll
+obj

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

@@ -1 +1 @@
 #region License Information
 /* HeuristicLab
- * Copyright (C) 2002-2013 Heuristic and Evolutionary Algorithms Laboratory (HEAL)
+ * Copyright (C) 2002-2015 Heuristic and Evolutionary Algorithms Laboratory (HEAL)
  *
  * This file is part of HeuristicLab.
@@ -1627 +1627 @@
     }
 
-    public ProblemData(Dataset dataset, IEnumerable<string> allowedInputVariables, string targetVariable)
-      : base(dataset, allowedInputVariables) {
+    public ProblemData(Dataset dataset, IEnumerable<string> allowedInputVariables, string targetVariable, IEnumerable<ITransformation> transformations = null)
+      : base(dataset, allowedInputVariables, transformations ?? Enumerable.Empty<ITransformation>()) {
       var variables = InputVariables.Select(x => x.AsReadOnly()).ToList();
       Parameters.Add(new ConstrainedValueParameter<StringValue>(PriceChangeVariableParameterName, new ItemSet<StringValue>(variables), variables.First(x => x.Value == targetVariable)));
@@ -1650 +1650 @@
       OnChanged();
     }
+
+    public override void AdjustProblemDataProperties(IDataAnalysisProblemData problemData) {
+      var data = problemData as ProblemData;
+      if (data == null) throw new ArgumentException("The problem data is not a problem data set for trading. Instead a " + problemData.GetType().GetPrettyName() + " was provided.", "problemData");
+
+      string errorMessage;
+      if (!data.IsProblemDataCompatible(this, out errorMessage)) {
+        throw new InvalidOperationException(errorMessage);
+      }
+
+      base.AdjustProblemDataProperties(data);
+
+      var toDelete = PriceChangeVariableParameter.ValidValues.ToList();
+      foreach (var entry in data.PriceChangeVariableParameter.ValidValues) {
+        if (toDelete.Any(x => x.Value == entry.Value)) {
+          toDelete.RemoveAll(x => x.Value == entry.Value);
+        } else {
+          PriceChangeVariableParameter.ValidValues.Add(new StringValue(entry.Value));
+        }
+      }
+      PriceChangeVariableParameter.Value =
+        PriceChangeVariableParameter.ValidValues.Single(v => v.Value == data.PriceChangeVariable);
+
+      foreach (var varToDelete in toDelete) PriceChangeVariableParameter.ValidValues.Remove(varToDelete);
+
+      TransactionCostsParameter.Value.Value = data.TransactionCosts;
+
+      OnChanged();
+    }
   }
 }

@@ -8 +8 @@
 FxCopResults.txt
 Google.ProtocolBuffers-0.9.1.dll
+Google.ProtocolBuffers-2.4.1.473.dll
 HeuristicLab 3.3.5.1.ReSharper.user
 HeuristicLab 3.3.6.0.ReSharper.user
 HeuristicLab.4.5.resharper.user
 HeuristicLab.ExtLibs.6.0.ReSharper.user
+HeuristicLab.Scripting.Development
 HeuristicLab.resharper.user
 ProtoGen.exe
@@ -17 +19 @@
 _ReSharper.HeuristicLab
 _ReSharper.HeuristicLab 3.3
+_ReSharper.HeuristicLab 3.3 Tests
 _ReSharper.HeuristicLab.ExtLibs
 bin
 protoc.exe
-_ReSharper.HeuristicLab 3.3 Tests
-Google.ProtocolBuffers-2.4.1.473.dll
+obj