Changeset 9171 for branches/sluengo

Timestamp:

01/16/13 15:27:40 (12 years ago)

Author:

gkronber

Message:

added comments suggesting a solution for calculating the EMA using a cache.

File:

• branches/sluengo/HeuristicLab.Problems.TradeRules/Interpreter.cs (modified) (4 diffs)

branches/sluengo/HeuristicLab.Problems.TradeRules/Interpreter.cs

@@ -30 +30 @@
         [ThreadStatic]
         private static double lastRSI;
+    
+    // [ThreadStatic]
+    // private Dictionary<Instruction, double> lastEMACache;
+    
         #region private classes
         //This class manipulate the instructions of the stack
@@ -377 +381 @@
             double timeValue = (int)Evaluate(dataset, ref row, state);
 
+            // with caching
+            // if (lastEmaCache.ContainsKey(currentInst)
+            //   lastEma = lastEmaCache[currentInstr]
+            // else 
+            //   lastEma = 1;
+            
             //get all mean values from row - timeValue up to the actual row
             double[] meanValues = dataset.GetDoubleValues("insert variable name", Enumerable.Range(row - (int)timeValue, timeValue)).ToArray();
@@ -386 +396 @@
               EMA = meanValues[i] * factor + (1 - factor) * EMA;
             }
+            
+            // save in cache for next evaluation
+            // lastEmaCache[currentInstr] = EMA;
+            
             return EMA;
                     }
@@ -563 +577 @@
                 }
             }
+      
+      // with caching
+      // if (lastEmaCache == null) lastEmaCache = new Dictionary<Instruction, double>();
+      // else lastEmaCache.Clear();
+      
             var state = new InterpreterState(code, necessaryArgStackSize);
             //Evaluate each row of the datase