Changeset 16388 for branches/2892_LR-prediction-intervals/HeuristicLab.Problems.DataAnalysis.Trading

Timestamp:

12/15/18 12:36:08 (6 years ago)

Author:

gkronber

Message:

#2892: Merging r15750:16382 (HEAD) from trunk to branch, resolving conflicts

Location:

branches/2892_LR-prediction-intervals

Files:

• . (modified) (3 props)
• HeuristicLab.Problems.DataAnalysis.Trading (modified) (1 prop)
• HeuristicLab.Problems.DataAnalysis.Trading/3.4/ProblemData.cs (modified) (1 diff)
• HeuristicLab.Problems.DataAnalysis.Trading/3.4/Symbolic/Model.cs (modified) (2 diffs)

branches/2892_LR-prediction-intervals

@@ +1 @@
+*.docstates
+*.psess
+*.resharper
+*.suo
+*.user
+*.vsp
+Doxygen
+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
 TestResults
+_ReSharper.HeuristicLab
+_ReSharper.HeuristicLab 3.3
+_ReSharper.HeuristicLab 3.3 Tests
+_ReSharper.HeuristicLab.ExtLibs
+bin
+protoc.exe
+obj
+.vs

@@ +1 @@
+*.docstates
+*.psess
+*.resharper
+*.suo
+*.user
+*.vsp
+Doxygen
+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
 TestResults
+_ReSharper.HeuristicLab
+_ReSharper.HeuristicLab 3.3
+_ReSharper.HeuristicLab 3.3 Tests
+_ReSharper.HeuristicLab.ExtLibs
+bin
+protoc.exe
+obj
+.vs

branches/2892_LR-prediction-intervals/HeuristicLab.Problems.DataAnalysis.Trading/3.4/ProblemData.cs

@@ -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();
-    }
   }
 }

branches/2892_LR-prediction-intervals/HeuristicLab.Problems.DataAnalysis.Trading/3.4/Symbolic/Model.cs

@@ -20 +20 @@
 #endregion
 
+using System;
 using System.Collections.Generic;
 using System.Linq;
@@ -53 +54 @@
     }
 
+    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) {

@@ +1 @@
+*.docstates
+*.psess
+*.resharper
+*.suo
+*.user
+*.vsp
+Doxygen
+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
 TestResults
+_ReSharper.HeuristicLab
+_ReSharper.HeuristicLab 3.3
+_ReSharper.HeuristicLab 3.3 Tests
+_ReSharper.HeuristicLab.ExtLibs
+bin
+protoc.exe
+obj
+.vs