- Timestamp:
- 11/28/18 22:21:11 (6 years ago)
- Location:
- branches/2915-AbsoluteSymbol
- Files:
-
- 4 edited
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- Unmodified
- Added
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branches/2915-AbsoluteSymbol
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branches/2915-AbsoluteSymbol/HeuristicLab.Problems.DataAnalysis.Trading
- Property svn:mergeinfo changed
/trunk/HeuristicLab.Problems.DataAnalysis.Trading (added) merged: 16243-16244
- Property svn:mergeinfo changed
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branches/2915-AbsoluteSymbol/HeuristicLab.Problems.DataAnalysis.Trading/3.4/ProblemData.cs
r15583 r16332 1650 1650 OnChanged(); 1651 1651 } 1652 1653 public override void AdjustProblemDataProperties(IDataAnalysisProblemData problemData) {1654 var data = problemData as ProblemData;1655 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");1656 1657 string errorMessage;1658 if (!data.IsProblemDataCompatible(this, out errorMessage)) {1659 throw new InvalidOperationException(errorMessage);1660 }1661 1662 base.AdjustProblemDataProperties(data);1663 1664 var toDelete = PriceChangeVariableParameter.ValidValues.ToList();1665 foreach (var entry in data.PriceChangeVariableParameter.ValidValues) {1666 if (toDelete.Any(x => x.Value == entry.Value)) {1667 toDelete.RemoveAll(x => x.Value == entry.Value);1668 } else {1669 PriceChangeVariableParameter.ValidValues.Add(new StringValue(entry.Value));1670 }1671 }1672 PriceChangeVariableParameter.Value =1673 PriceChangeVariableParameter.ValidValues.Single(v => v.Value == data.PriceChangeVariable);1674 1675 foreach (var varToDelete in toDelete) PriceChangeVariableParameter.ValidValues.Remove(varToDelete);1676 1677 TransactionCostsParameter.Value.Value = data.TransactionCosts;1678 1679 OnChanged();1680 }1681 1652 } 1682 1653 } -
branches/2915-AbsoluteSymbol/HeuristicLab.Problems.DataAnalysis.Trading/3.4/Symbolic/Model.cs
r15583 r16332 20 20 #endregion 21 21 22 using System; 22 23 using System.Collections.Generic; 23 24 using System.Linq; … … 53 54 } 54 55 56 public override bool IsProblemDataCompatible(IDataAnalysisProblemData problemData, out string errorMessage) { 57 if (problemData == null) throw new ArgumentNullException("problemData", "The provided problemData is null."); 58 return IsDatasetCompatible(problemData.Dataset, out errorMessage); 59 } 60 61 55 62 // Transforms an enumerable of real values to an enumerable of trading signals (buy(1) / hold(0) / sell(-1)) 56 63 public static IEnumerable<double> GetSignals(IEnumerable<double> xs) {
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