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Changeset 16311 for branches/2845_EnhancedProgress/HeuristicLab.Problems.DataAnalysis.Trading/3.4

Timestamp:

11/20/18 15:26:57 (6 years ago)

Author:

pfleck

Message:

#2845 Merged trunk changes into branch (15406-15681, 15683-16308)

Location:

branches/2845_EnhancedProgress

Files:

: 25 edited

. (modified) (1 prop)
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/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) (1 diff)
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) (2 diffs)
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) (3 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) (1 diff)
HeuristicLab.Problems.DataAnalysis.Trading/3.4/Symbolic/SingleObjective/ProfitEvaluator.cs (modified) (1 diff)
HeuristicLab.Problems.DataAnalysis.Trading/3.4/Symbolic/SingleObjective/SharpeRatioEvaluator.cs (modified) (1 diff)
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/2845_EnhancedProgress

Property svn:mergeinfo changed

/branches/2839_HiveProjectManagement (added)	merged: 15761,15767-15768,15777,15792,15813,15819,15908,15913-15914,15920,15922,15925,15933,15953-15956,15966,15969,15978,15992,15995,16040,16043-16044,16050,16057,16060,16062,16064,16066,16068,16072,16089,16091-16095,16116
/branches/2916_IndexedDataTableSerialization (added)	merged: 15918
/branches/HiveProjectManagement (added)	merged: 15377-15380,15399,15401,15411-15412,15422,15496-15497,15500,15503,15508,15523,15526-15528,15530,15540,15546-15547,15552,15557,15559,15567,15576-15577,15580,15627-15628,15630,15641-15644,15658-15659,15666,15671,15715-15716,15737,15742,15760
/stable	merged: 15587-15588
/trunk (added)	merged: 15706-15708,15727-15730,15738-15739,15751-15755,15766,15769,15782-15783,15785-15787,15789-15790,15793,15796-15799,15802,15810,15818,15829,15839,15845,15853-15855,15869,15871,15882,15891,15902,15931-15932,15934,15940,15951-15952,15972,15983,15998-15999,16015,16021,16023-16025,16032-16033,16054,16059,16063,16071,16084-16086,16117-16118,16120,16122,16168-16169,16177,16179,16184-16187,16202-16209,16211,16213,16216,16218-16219,16221,16223-16224,16232,16241-16244,16252,16255,16257-16261,16263-16264,16266-16267,16269-16274,16276-16280,16283-16287,16289-16294,16296-16298,16301-16302,16305
/trunk/sources (added)	merged: 15408-15409,15419,15427,15447-15448,15452,15461,15464,15478,15480-15481,15483,15486,15498-15499,15502,15505,15513,15517-15518,15532,15534,15545,15548,15551,15556,15560,15566,15581,15583,15589-15591,15594,15596,15598,15607,15610-15611,15619,15621-15623,15626,15637-15638,15645,15665,15667,15672-15674

branches/2845_EnhancedProgress/HeuristicLab.Problems.DataAnalysis.Trading/3.4/Calculators/OnlineProfitCalculator.cs

r16308	r16311
1	1	#region License Information
2	2	/* HeuristicLab
3		* Copyright (C) 2002-2016 Heuristic and Evolutionary Algorithms Laboratory (HEAL)
	3	* Copyright (C) 2002-2018 Heuristic and Evolutionary Algorithms Laboratory (HEAL)
4	4	*
5	5	* This file is part of HeuristicLab.

branches/2845_EnhancedProgress/HeuristicLab.Problems.DataAnalysis.Trading/3.4/Calculators/OnlineSharpeRatioCalculator.cs

r16308	r16311
1	1	#region License Information
2	2	/* HeuristicLab
3		* Copyright (C) 2002-2016 Heuristic and Evolutionary Algorithms Laboratory (HEAL)
	3	* Copyright (C) 2002-2018 Heuristic and Evolutionary Algorithms Laboratory (HEAL)
4	4	*
5	5	* This file is part of HeuristicLab.

branches/2845_EnhancedProgress/HeuristicLab.Problems.DataAnalysis.Trading/3.4/InstanceProviders/CsvProblemInstanceProvider.cs

r16308	r16311
1	1	#region License Information
2	2	/* HeuristicLab
3		* Copyright (C) 2002-2016 Heuristic and Evolutionary Algorithms Laboratory (HEAL)
	3	* Copyright (C) 2002-2018 Heuristic and Evolutionary Algorithms Laboratory (HEAL)
4	4	*
5	5	* This file is part of HeuristicLab.

branches/2845_EnhancedProgress/HeuristicLab.Problems.DataAnalysis.Trading/3.4/InstanceProviders/EcbProblemInstanceProvider.cs

r16308	r16311
1	1	#region License Information
2	2	/* HeuristicLab
3		* Copyright (C) 2002-2016 Heuristic and Evolutionary Algorithms Laboratory (HEAL)
	3	* Copyright (C) 2002-2018 Heuristic and Evolutionary Algorithms Laboratory (HEAL)
4	4	*
5	5	* This file is part of HeuristicLab.

branches/2845_EnhancedProgress/HeuristicLab.Problems.DataAnalysis.Trading/3.4/Interfaces/IModel.cs

r16308	r16311
1	1	#region License Information
2	2	/* HeuristicLab
3		* Copyright (C) 2002-2016 Heuristic and Evolutionary Algorithms Laboratory (HEAL)
	3	* Copyright (C) 2002-2018 Heuristic and Evolutionary Algorithms Laboratory (HEAL)
4	4	*
5	5	* This file is part of HeuristicLab.

branches/2845_EnhancedProgress/HeuristicLab.Problems.DataAnalysis.Trading/3.4/Interfaces/IProblem.cs

r16308	r16311
1	1	#region License Information
2	2	/* HeuristicLab
3		* Copyright (C) 2002-2016 Heuristic and Evolutionary Algorithms Laboratory (HEAL)
	3	* Copyright (C) 2002-2018 Heuristic and Evolutionary Algorithms Laboratory (HEAL)
4	4	*
5	5	* This file is part of HeuristicLab.

branches/2845_EnhancedProgress/HeuristicLab.Problems.DataAnalysis.Trading/3.4/Interfaces/IProblemData.cs

r16308	r16311
1	1	#region License Information
2	2	/* HeuristicLab
3		* Copyright (C) 2002-2016 Heuristic and Evolutionary Algorithms Laboratory (HEAL)
	3	* Copyright (C) 2002-2018 Heuristic and Evolutionary Algorithms Laboratory (HEAL)
4	4	*
5	5	* This file is part of HeuristicLab.

branches/2845_EnhancedProgress/HeuristicLab.Problems.DataAnalysis.Trading/3.4/Interfaces/ISolution.cs

r16308	r16311
1	1	#region License Information
2	2	/* HeuristicLab
3		* Copyright (C) 2002-2016 Heuristic and Evolutionary Algorithms Laboratory (HEAL)
	3	* Copyright (C) 2002-2018 Heuristic and Evolutionary Algorithms Laboratory (HEAL)
4	4	*
5	5	* This file is part of HeuristicLab.

branches/2845_EnhancedProgress/HeuristicLab.Problems.DataAnalysis.Trading/3.4/Plugin.cs.frame

-                      r16308
+                      r16311
 #region License Information
 /* HeuristicLab
  * Copyright (C) 2002-2016 Heuristic and Evolutionary Algorithms Laboratory (HEAL)
+ * Copyright (C) 2002-2018 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.", "3.4.6.$WCREV$")]
+  [Plugin("HeuristicLab.Problems.DataAnalysis.Trading","Provides classes to optimize trading rules.", "3.4.7.$WCREV$")]
   [PluginFile("HeuristicLab.Problems.DataAnalysis.Trading-3.4.dll", PluginFileType.Assembly)]

branches/2845_EnhancedProgress/HeuristicLab.Problems.DataAnalysis.Trading/3.4/ProblemData.cs

-                      r16308
+                      r16311
 #region License Information
 /* HeuristicLab
  * Copyright (C) 2002-2016 Heuristic and Evolutionary Algorithms Laboratory (HEAL)
+ * Copyright (C) 2002-2018 Heuristic and Evolutionary Algorithms Laboratory (HEAL)
+ *
  * This file is part of HeuristicLab.
 …
       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();
+    }
+  }
+}

branches/2845_EnhancedProgress/HeuristicLab.Problems.DataAnalysis.Trading/3.4/Properties/AssemblyInfo.cs.frame

-                      r16308
+                      r16311
 #region License Information
 /* HeuristicLab
  * Copyright (C) 2002-2016 Heuristic and Evolutionary Algorithms Laboratory (HEAL)
+ * Copyright (C) 2002-2018 Heuristic and Evolutionary Algorithms Laboratory (HEAL)
+ *
  * This file is part of HeuristicLab.
 …
 [assembly: AssemblyCompany("")]
 [assembly: AssemblyProduct("HeuristicLab")]
 [assembly: AssemblyCopyright("(c) 2002-2016 HEAL")]
+[assembly: AssemblyCopyright("(c) 2002-2018 HEAL")]
 [assembly: AssemblyTrademark("")]
 [assembly: AssemblyCulture("")]
 …
 // by using the '*' as shown below:
 [assembly: AssemblyVersion("3.4.0.0")]
 [assembly: AssemblyFileVersion("3.4.6.$WCREV$")]
+[assembly: AssemblyFileVersion("3.4.7.$WCREV$")]

branches/2845_EnhancedProgress/HeuristicLab.Problems.DataAnalysis.Trading/3.4/Solution.cs

r16308	r16311
1	1	#region License Information
2	2	/* HeuristicLab
3		* Copyright (C) 2002-2016 Heuristic and Evolutionary Algorithms Laboratory (HEAL)
	3	* Copyright (C) 2002-2018 Heuristic and Evolutionary Algorithms Laboratory (HEAL)
4	4	*
5	5	* This file is part of HeuristicLab.

branches/2845_EnhancedProgress/HeuristicLab.Problems.DataAnalysis.Trading/3.4/Symbolic/Interfaces/IEvaluator.cs

r16308	r16311
1	1	#region License Information
2	2	/* HeuristicLab
3		* Copyright (C) 2002-2016 Heuristic and Evolutionary Algorithms Laboratory (HEAL)
	3	* Copyright (C) 2002-2018 Heuristic and Evolutionary Algorithms Laboratory (HEAL)
4	4	*
5	5	* This file is part of HeuristicLab.

branches/2845_EnhancedProgress/HeuristicLab.Problems.DataAnalysis.Trading/3.4/Symbolic/Interfaces/IModel.cs

r16308	r16311
1	1	#region License Information
2	2	/* HeuristicLab
3		* Copyright (C) 2002-2016 Heuristic and Evolutionary Algorithms Laboratory (HEAL)
	3	* Copyright (C) 2002-2018 Heuristic and Evolutionary Algorithms Laboratory (HEAL)
4	4	*
5	5	* This file is part of HeuristicLab.

branches/2845_EnhancedProgress/HeuristicLab.Problems.DataAnalysis.Trading/3.4/Symbolic/Interfaces/ISingleObjectiveEvaluator.cs

r16308	r16311
1	1	#region License Information
2	2	/* HeuristicLab
3		* Copyright (C) 2002-2016 Heuristic and Evolutionary Algorithms Laboratory (HEAL)
	3	* Copyright (C) 2002-2018 Heuristic and Evolutionary Algorithms Laboratory (HEAL)
4	4	*
5	5	* This file is part of HeuristicLab.

branches/2845_EnhancedProgress/HeuristicLab.Problems.DataAnalysis.Trading/3.4/Symbolic/Interfaces/ISolution.cs

r16308	r16311
1	1	#region License Information
2	2	/* HeuristicLab
3		* Copyright (C) 2002-2016 Heuristic and Evolutionary Algorithms Laboratory (HEAL)
	3	* Copyright (C) 2002-2018 Heuristic and Evolutionary Algorithms Laboratory (HEAL)
4	4	*
5	5	* This file is part of HeuristicLab.

branches/2845_EnhancedProgress/HeuristicLab.Problems.DataAnalysis.Trading/3.4/Symbolic/Model.cs

-                      r16308
+                      r16311
 #region License Information
 /* HeuristicLab
  * Copyright (C) 2002-2016 Heuristic and Evolutionary Algorithms Laboratory (HEAL)
+ * Copyright (C) 2002-2018 Heuristic and Evolutionary Algorithms Laboratory (HEAL)
+ *
  * This file is part of HeuristicLab.
 …
 #endregion
+using System;
 using System.Collections.Generic;
 using System.Linq;
 …
+    }
+    public override bool IsProblemDataCompatible(IDataAnalysisProblemData problemData, out string errorMessage) {
+      if (problemData == null) throw new ArgumentNullException("problemData", "The provided problemData is null.");
+      return IsDatasetCompatible(problemData.Dataset, out errorMessage);
+    }
     // Transforms an enumerable of real values to an enumerable of trading signals (buy(1) / hold(0) / sell(-1))
     public static IEnumerable<double> GetSignals(IEnumerable<double> xs) {

branches/2845_EnhancedProgress/HeuristicLab.Problems.DataAnalysis.Trading/3.4/Symbolic/SingleObjective/Evaluator.cs

r16308	r16311
1	1	#region License Information
2	2	/* HeuristicLab
3		* Copyright (C) 2002-2016 Heuristic and Evolutionary Algorithms Laboratory (HEAL)
	3	* Copyright (C) 2002-2018 Heuristic and Evolutionary Algorithms Laboratory (HEAL)
4	4	*
5	5	* This file is part of HeuristicLab.

branches/2845_EnhancedProgress/HeuristicLab.Problems.DataAnalysis.Trading/3.4/Symbolic/SingleObjective/Problem.cs

r16308	r16311
1	1	#region License Information
2	2	/* HeuristicLab
3		* Copyright (C) 2002-2016 Heuristic and Evolutionary Algorithms Laboratory (HEAL)
	3	* Copyright (C) 2002-2018 Heuristic and Evolutionary Algorithms Laboratory (HEAL)
4	4	*
5	5	* This file is part of HeuristicLab.

branches/2845_EnhancedProgress/HeuristicLab.Problems.DataAnalysis.Trading/3.4/Symbolic/SingleObjective/ProfitEvaluator.cs

r16308	r16311
1	1	#region License Information
2	2	/* HeuristicLab
3		* Copyright (C) 2002-2016 Heuristic and Evolutionary Algorithms Laboratory (HEAL)
	3	* Copyright (C) 2002-2018 Heuristic and Evolutionary Algorithms Laboratory (HEAL)
4	4	*
5	5	* This file is part of HeuristicLab.

branches/2845_EnhancedProgress/HeuristicLab.Problems.DataAnalysis.Trading/3.4/Symbolic/SingleObjective/SharpeRatioEvaluator.cs

r16308	r16311
1	1	#region License Information
2	2	/* HeuristicLab
3		* Copyright (C) 2002-2016 Heuristic and Evolutionary Algorithms Laboratory (HEAL)
	3	* Copyright (C) 2002-2018 Heuristic and Evolutionary Algorithms Laboratory (HEAL)
4	4	*
5	5	* This file is part of HeuristicLab.

branches/2845_EnhancedProgress/HeuristicLab.Problems.DataAnalysis.Trading/3.4/Symbolic/SingleObjective/TrainingBestSolutionAnalyzer.cs

r16308	r16311
1	1	#region License Information
2	2	/* HeuristicLab
3		* Copyright (C) 2002-2016 Heuristic and Evolutionary Algorithms Laboratory (HEAL)
	3	* Copyright (C) 2002-2018 Heuristic and Evolutionary Algorithms Laboratory (HEAL)
4	4	*
5	5	* This file is part of HeuristicLab.

branches/2845_EnhancedProgress/HeuristicLab.Problems.DataAnalysis.Trading/3.4/Symbolic/SingleObjective/ValidationBestSolutionAnalyzer.cs

r16308	r16311
1	1	#region License Information
2	2	/* HeuristicLab
3		* Copyright (C) 2002-2016 Heuristic and Evolutionary Algorithms Laboratory (HEAL)
	3	* Copyright (C) 2002-2018 Heuristic and Evolutionary Algorithms Laboratory (HEAL)
4	4	*
5	5	* This file is part of HeuristicLab.

branches/2845_EnhancedProgress/HeuristicLab.Problems.DataAnalysis.Trading/3.4/Symbolic/Solution.cs

r16308	r16311
1	1	#region License Information
2	2	/* HeuristicLab
3		* Copyright (C) 2002-2016 Heuristic and Evolutionary Algorithms Laboratory (HEAL)
	3	* Copyright (C) 2002-2018 Heuristic and Evolutionary Algorithms Laboratory (HEAL)
4	4	*
5	5	* This file is part of HeuristicLab.

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Changeset 16311 for branches/2845_EnhancedProgress/HeuristicLab.Problems.DataAnalysis.Trading/3.4

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