Changeset 9744 for branches/HeuristicLab.Problems.DataAnalysis.Trading/HeuristicLab.Problems.DataAnalysis.Trading/3.4/TradingProblemData.cs

Timestamp:

07/24/13 12:51:02 (11 years ago)

Author:

gkronber

Message:

#1508 refactoring: removed unused classes, unified calculation of profits and signals, implemented profit-evaluator.

File:

• branches/HeuristicLab.Problems.DataAnalysis.Trading/HeuristicLab.Problems.DataAnalysis.Trading/3.4/TradingProblemData.cs (modified) (4 diffs)

branches/HeuristicLab.Problems.DataAnalysis.Trading/HeuristicLab.Problems.DataAnalysis.Trading/3.4/TradingProblemData.cs

@@ -37 +37 @@
 
     #region default data
-    private static double[,] audInUsd = new double[,] {
+    private static double[,] audInUsdDiff = new double[,] {
     { 0.0000},
     { 0.0003},
@@ -1589 +1589 @@
 
     static TradingProblemData() {
-      defaultDataset = new Dataset(new string[] { "AUD" }, audInUsd);
+      defaultDataset = new Dataset(new string[] { "AUD" }, audInUsdDiff);
       defaultDataset.Name = "AUD in USD";
       defaultDataset.Description = "Price of Australian dollar in US dollar.";
@@ -1630 +1630 @@
       : base(dataset, allowedInputVariables) {
       var variables = InputVariables.Select(x => x.AsReadOnly()).ToList();
-      Parameters.Add(new ConstrainedValueParameter<StringValue>(PriceVariableParameterName, new ItemSet<StringValue>(variables), variables.Where(x => x.Value == targetVariable).First()));
+      Parameters.Add(new ConstrainedValueParameter<StringValue>(PriceVariableParameterName, new ItemSet<StringValue>(variables), variables.First(x => x.Value == targetVariable)));
       Parameters.Add(new FixedValueParameter<DoubleValue>(TransactionCostsParameterName, "The absolute cost of on buy/sell transaction (assumed to be constant and independent of transaction volume)", new DoubleValue(0.0002)));
       RegisterParameterEvents();
@@ -1646 +1646 @@
       OnChanged();
     }
-
-    
-
-
-    //#region Import from file
-    //public static TradingProblemData ImportFromFile(string fileName) {
-    //  TableFileParser csvFileParser = new TableFileParser();
-    //  csvFileParser.Parse(fileName);
-
-    //  Dataset dataset = new Dataset(csvFileParser.VariableNames, csvFileParser.Values);
-    //  dataset.Name = Path.GetFileName(fileName);
-
-    //  TradingProblemData problemData = new TradingProblemData(dataset, dataset.VariableNames.Skip(1), dataset.VariableNames.First());
-    //  problemData.Name = "Data imported from " + Path.GetFileName(fileName);
-    //  return problemData;
-    //}
-    //#endregion
   }
 }