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Ignore:
Timestamp:
07/24/13 13:10:17 (11 years ago)
Author:
gkronber
Message:

#1508 refactoring: removed smurf-naming.

Location:
branches/HeuristicLab.Problems.DataAnalysis.Trading/HeuristicLab.Problems.DataAnalysis.Trading/3.4
Files:
2 edited
25 moved

Legend:

Unmodified
Added
Removed

  • branches/HeuristicLab.Problems.DataAnalysis.Trading/HeuristicLab.Problems.DataAnalysis.Trading/3.4/HeuristicLab.Problems.DataAnalysis.Trading-3.4.csproj

    r9744 r9745  
    161161    <Compile Include="Calculators\OnlineProfitCalculator.cs" />
    162162    <Compile Include="HeuristicLabProblemsDataAnalysisTradingPlugin.cs" />
    163     <Compile Include="Interfaces\ITradingModel.cs" />
    164     <Compile Include="Interfaces\ITradingProblem.cs" />
    165     <Compile Include="Interfaces\ITradingProblemData.cs" />
    166     <Compile Include="Interfaces\ITradingSolution.cs" />
    167163    <Compile Include="Calculators\OnlineSharpeRatioCalculator.cs" />
    168     <Compile Include="Symbolic\Interfaces\ISymbolicTradingEvaluator.cs" />
    169     <Compile Include="Symbolic\Interfaces\ISymbolicTradingModel.cs" />
    170     <Compile Include="Symbolic\Interfaces\ISymbolicTradingSingleObjectiveEvaluator.cs" />
    171     <Compile Include="Symbolic\Interfaces\ISymbolicTradingSolution.cs" />
     164    <Compile Include="Interfaces\IModel.cs" />
     165    <Compile Include="Interfaces\IProblem.cs" />
     166    <Compile Include="Interfaces\IProblemData.cs" />
     167    <Compile Include="Interfaces\ISolution.cs" />
     168    <Compile Include="Problem.cs" />
     169    <Compile Include="ProblemData.cs" />
     170    <Compile Include="Solution.cs" />
     171    <Compile Include="Symbolic\Interfaces\IEvaluator.cs" />
     172    <Compile Include="Symbolic\Interfaces\IModel.cs" />
     173    <Compile Include="Symbolic\Interfaces\ISingleObjectiveEvaluator.cs" />
     174    <Compile Include="Symbolic\Interfaces\ISolution.cs" />
     175    <Compile Include="Symbolic\Model.cs" />
     176    <Compile Include="Symbolic\SingleObjective\Evaluator.cs" />
     177    <Compile Include="Symbolic\SingleObjective\Problem.cs" />
    172178    <Compile Include="Symbolic\SingleObjective\ProfitEvaluator.cs" />
    173     <Compile Include="Symbolic\SingleObjective\SymbolicTradingSingleObjectiveEvaluator.cs" />
    174     <Compile Include="Symbolic\SingleObjective\SymbolicTradingSingleObjectiveProblem.cs" />
    175     <Compile Include="Symbolic\SingleObjective\SymbolicTradingSingleObjectiveSharpeRatioEvaluator.cs" />
    176     <Compile Include="Symbolic\SingleObjective\SymbolicTradingSingleObjectiveTrainingBestSolutionAnalyzer.cs" />
    177     <Compile Include="Symbolic\SingleObjective\SymbolicTradingSingleObjectiveValidationBestSolutionAnalyzer.cs" />
    178     <Compile Include="Symbolic\SymbolicTradingModel.cs" />
    179     <Compile Include="Symbolic\SymbolicTradingSolution.cs" />
    180     <Compile Include="Symbolic\Views\SymbolicTradingSolutionView.cs">
     179    <Compile Include="Symbolic\SingleObjective\SharpeRatioEvaluator.cs" />
     180    <Compile Include="Symbolic\SingleObjective\TrainingBestSolutionAnalyzer.cs" />
     181    <Compile Include="Symbolic\SingleObjective\ValidationBestSolutionAnalyzer.cs" />
     182    <Compile Include="Symbolic\Solution.cs" />
     183    <Compile Include="Symbolic\Views\SolutionView.cs">
    181184      <SubType>UserControl</SubType>
    182185    </Compile>
    183     <Compile Include="Symbolic\Views\SymbolicTradingSolutionView.Designer.cs">
    184       <DependentUpon>SymbolicTradingSolutionView.cs</DependentUpon>
    185     </Compile>
    186     <Compile Include="TradingProblem.cs" />
    187     <Compile Include="TradingProblemData.cs" />
    188     <Compile Include="TradingSolution.cs" />
    189     <Compile Include="Views\ITradingSolutionEvaluationView.cs" />
    190     <Compile Include="Views\TradingSolutionLineChartView.cs">
     186    <Compile Include="Symbolic\Views\SolutionView.Designer.cs">
     187      <DependentUpon>SolutionView.cs</DependentUpon>
     188    </Compile>
     189    <Compile Include="Views\ISolutionEvaluationView.cs" />
     190    <Compile Include="Views\SolutionLineChartView.cs">
    191191      <SubType>UserControl</SubType>
    192192    </Compile>
    193     <Compile Include="Views\TradingSolutionLineChartView.Designer.cs">
    194       <DependentUpon>TradingSolutionLineChartView.cs</DependentUpon>
    195     </Compile>
    196     <Compile Include="Views\TradingSolutionView.cs">
     193    <Compile Include="Views\SolutionLineChartView.Designer.cs">
     194      <DependentUpon>SolutionLineChartView.cs</DependentUpon>
     195    </Compile>
     196    <Compile Include="Views\SolutionView.cs">
    197197      <SubType>UserControl</SubType>
    198198    </Compile>
    199     <Compile Include="Views\TradingSolutionView.Designer.cs">
    200       <DependentUpon>TradingSolutionView.cs</DependentUpon>
     199    <Compile Include="Views\SolutionView.Designer.cs">
     200      <DependentUpon>SolutionView.cs</DependentUpon>
    201201    </Compile>
    202202    <None Include="HeuristicLab.snk" />

  • branches/HeuristicLab.Problems.DataAnalysis.Trading/HeuristicLab.Problems.DataAnalysis.Trading/3.4/Interfaces/IModel.cs

    r9743 r9745  
    2222using System.Collections.Generic;
    2323namespace HeuristicLab.Problems.DataAnalysis.Trading {
    24   public interface ITradingModel : IDataAnalysisModel {
     24  public interface IModel : IDataAnalysisModel {
    2525    IEnumerable<double> GetSignals(Dataset dataset, IEnumerable<int> rows);
    2626  }

  • branches/HeuristicLab.Problems.DataAnalysis.Trading/HeuristicLab.Problems.DataAnalysis.Trading/3.4/Interfaces/IProblem.cs

    r9743 r9745  
    2121
    2222namespace HeuristicLab.Problems.DataAnalysis.Trading {
    23   public interface ITradingProblem : IDataAnalysisProblem<ITradingProblemData> {
     23  public interface IProblem : IDataAnalysisProblem<IProblemData> {
    2424  }
    2525}

  • branches/HeuristicLab.Problems.DataAnalysis.Trading/HeuristicLab.Problems.DataAnalysis.Trading/3.4/Interfaces/IProblemData.cs

    r9743 r9745  
    2121
    2222namespace HeuristicLab.Problems.DataAnalysis.Trading {
    23   public interface ITradingProblemData : IDataAnalysisProblemData {
     23  public interface IProblemData : IDataAnalysisProblemData {
    2424    string PriceVariable { get; }
    2525    double TransactionCosts { get; }

  • branches/HeuristicLab.Problems.DataAnalysis.Trading/HeuristicLab.Problems.DataAnalysis.Trading/3.4/Interfaces/ISolution.cs

    r9743 r9745  
    2222using System.Collections.Generic;
    2323namespace HeuristicLab.Problems.DataAnalysis.Trading {
    24   public interface ITradingSolution : IDataAnalysisSolution {
    25     new ITradingModel Model { get; }
    26     new ITradingProblemData ProblemData { get; }
     24  public interface ISolution : IDataAnalysisSolution {
     25    new IModel Model { get; }
     26    new IProblemData ProblemData { get; }
    2727
    2828    IEnumerable<double> Signals { get; }

  • branches/HeuristicLab.Problems.DataAnalysis.Trading/HeuristicLab.Problems.DataAnalysis.Trading/3.4/Problem.cs

    r9743 r9745  
    2828  [Item("Trading Problem", "A general trading problem.")]
    2929  [Creatable("Problems")]
    30   public class TradingProblem : DataAnalysisProblem<ITradingProblemData>, ITradingProblem {
     30  public class Problem : DataAnalysisProblem<IProblemData>, IProblem {
    3131    [StorableConstructor]
    32     protected TradingProblem(bool deserializing) : base(deserializing) { }
    33     protected TradingProblem(TradingProblem original, Cloner cloner) : base(original, cloner) { }
     32    protected Problem(bool deserializing) : base(deserializing) { }
     33    protected Problem(Problem original, Cloner cloner) : base(original, cloner) { }
    3434    public override IDeepCloneable Clone(Cloner cloner) {
    35       return new TradingProblem(this, cloner); }
     35      return new Problem(this, cloner); }
    3636
    37     public TradingProblem()
     37    public Problem()
    3838      : base() {
    39       ProblemData = new TradingProblemData();
     39      ProblemData = new ProblemData();
    4040    }
    4141  }

  • branches/HeuristicLab.Problems.DataAnalysis.Trading/HeuristicLab.Problems.DataAnalysis.Trading/3.4/ProblemData.cs

    r9744 r9745  
    3232  [StorableClass]
    3333  [Item("TradingProblemData", "Represents an item containing all data defining a trading problem.")]
    34   public sealed class TradingProblemData : DataAnalysisProblemData, ITradingProblemData {
     34  public sealed class ProblemData : DataAnalysisProblemData, IProblemData {
    3535    private const string PriceVariableParameterName = "PriceVariable";
    3636    private const string TransactionCostsParameterName = "TransactionCosts";
    … …  
    15881588    private static string defaultPriceVariable;
    15891589
    1590     static TradingProblemData() {
     1590    static ProblemData() {
    15911591      defaultDataset = new Dataset(new string[] { "AUD" }, audInUsdDiff);
    15921592      defaultDataset.Name = "AUD in USD";
    … …  
    16111611
    16121612    [StorableConstructor]
    1613     private TradingProblemData(bool deserializing) : base(deserializing) { }
     1613    private ProblemData(bool deserializing) : base(deserializing) { }
    16141614    [StorableHook(HookType.AfterDeserialization)]
    16151615    private void AfterDeserialization() {
    … …  
    16171617    }
    16181618
    1619     private TradingProblemData(TradingProblemData original, Cloner cloner)
     1619    private ProblemData(ProblemData original, Cloner cloner)
    16201620      : base(original, cloner) {
    16211621      RegisterParameterEvents();
    16221622    }
    1623     public override IDeepCloneable Clone(Cloner cloner) { return new TradingProblemData(this, cloner); }
     1623    public override IDeepCloneable Clone(Cloner cloner) { return new ProblemData(this, cloner); }
    16241624
    1625     public TradingProblemData()
     1625    public ProblemData()
    16261626      : this(defaultDataset, defaultAllowedInputVariables, defaultPriceVariable) {
    16271627    }
    16281628
    1629     public TradingProblemData(Dataset dataset, IEnumerable<string> allowedInputVariables, string targetVariable)
     1629    public ProblemData(Dataset dataset, IEnumerable<string> allowedInputVariables, string targetVariable)
    16301630      : base(dataset, allowedInputVariables) {
    16311631      var variables = InputVariables.Select(x => x.AsReadOnly()).ToList();

  • branches/HeuristicLab.Problems.DataAnalysis.Trading/HeuristicLab.Problems.DataAnalysis.Trading/3.4/Solution.cs

    r9744 r9745  
    3232  /// </summary>
    3333  [StorableClass]
    34   public abstract class TradingSolution : DataAnalysisSolution, ITradingSolution {
     34  public abstract class Solution : DataAnalysisSolution, ISolution {
    3535    private const string TrainingSharpeRatioResultName = "Sharpe ratio (training)";
    3636    private const string TestSharpeRatioResultName = "Sharpe ratio (test)";
    … …  
    3838    private const string TestProfitResultName = "Profit (test)";
    3939
    40     public new ITradingModel Model {
    41       get { return (ITradingModel)base.Model; }
     40    public new IModel Model {
     41      get { return (IModel)base.Model; }
    4242      protected set { base.Model = value; }
    4343    }
    4444
    45     public new ITradingProblemData ProblemData {
    46       get { return (ITradingProblemData)base.ProblemData; }
     45    public new IProblemData ProblemData {
     46      get { return (IProblemData)base.ProblemData; }
    4747      protected set { base.ProblemData = value; }
    4848    }
    … …  
    6868
    6969    [StorableConstructor]
    70     protected TradingSolution(bool deserializing) : base(deserializing) { }
    71     protected TradingSolution(TradingSolution original, Cloner cloner)
     70    protected Solution(bool deserializing) : base(deserializing) { }
     71    protected Solution(Solution original, Cloner cloner)
    7272      : base(original, cloner) {
    7373    }
    74     public TradingSolution(ITradingModel model, ITradingProblemData problemData)
     74    public Solution(IModel model, IProblemData problemData)
    7575      : base(model, problemData) {
    7676      Add(new Result(TrainingSharpeRatioResultName, "Share ratio of the signals of the model on the training partition", new DoubleValue()));

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

    r9743 r9745  
    2323
    2424namespace HeuristicLab.Problems.DataAnalysis.Symbolic.Trading {
    25   public interface ISymbolicTradingEvaluator : ISymbolicDataAnalysisEvaluator<ITradingProblemData> {
     25  public interface IEvaluator : ISymbolicDataAnalysisEvaluator<IProblemData> {
    2626  }
    2727}

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

    r9743 r9745  
    2323
    2424namespace HeuristicLab.Problems.DataAnalysis.Symbolic.Trading {
    25   public interface ISymbolicTradingModel : ITradingModel, ISymbolicDataAnalysisModel {
     25  public interface IModel : DataAnalysis.Trading.IModel, ISymbolicDataAnalysisModel {
    2626  }
    2727}

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

    r9743 r9745  
    2323
    2424namespace HeuristicLab.Problems.DataAnalysis.Symbolic.Trading {
    25   public interface ISymbolicTradingSingleObjectiveEvaluator : ISymbolicTradingEvaluator, ISymbolicDataAnalysisSingleObjectiveEvaluator<ITradingProblemData> {
     25  public interface ISingleObjectiveEvaluator : IEvaluator, ISymbolicDataAnalysisSingleObjectiveEvaluator<IProblemData> {
    2626  }
    2727}

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

    r9743 r9745  
    2424
    2525namespace HeuristicLab.Problems.DataAnalysis.Symbolic.Trading {
    26   public interface ISymbolicTradingSolution : ITradingSolution, ISymbolicDataAnalysisSolution {
    27     new ISymbolicTradingModel Model { get; }
     26  public interface ISolution : DataAnalysis.Trading.ISolution, ISymbolicDataAnalysisSolution {
     27    new IModel Model { get; }
    2828  }
    2929}

  • branches/HeuristicLab.Problems.DataAnalysis.Trading/HeuristicLab.Problems.DataAnalysis.Trading/3.4/Symbolic/Model.cs

    r9744 r9745  
    3232  /// </summary>
    3333  [StorableClass]
    34   [Item(Name = "SymbolicTradingModel", Description = "Represents a symbolic trading model.")]
    35   public class SymbolicTradingModel : SymbolicDataAnalysisModel, ISymbolicTradingModel {
     34  [Item(Name = "Model (symbolic trading)", Description = "Represents a symbolic trading model.")]
     35  public class Model : SymbolicDataAnalysisModel, IModel {
    3636
    3737    [StorableConstructor]
    38     protected SymbolicTradingModel(bool deserializing) : base(deserializing) { }
    39     protected SymbolicTradingModel(SymbolicTradingModel original, Cloner cloner)
     38    protected Model(bool deserializing) : base(deserializing) { }
     39    protected Model(Model original, Cloner cloner)
    4040      : base(original, cloner) { }
    41     public SymbolicTradingModel(ISymbolicExpressionTree tree, ISymbolicDataAnalysisExpressionTreeInterpreter interpreter)
     41    public Model(ISymbolicExpressionTree tree, ISymbolicDataAnalysisExpressionTreeInterpreter interpreter)
    4242      : base(tree, interpreter, -10, 10) { }
    4343
    4444    public override IDeepCloneable Clone(Cloner cloner) {
    45       return new SymbolicTradingModel(this, cloner);
     45      return new Model(this, cloner);
    4646    }
    4747

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

    r9743 r9745  
    2626
    2727namespace HeuristicLab.Problems.DataAnalysis.Symbolic.Trading {
    28   public abstract class SymbolicTradingSingleObjectiveEvaluator : SymbolicDataAnalysisSingleObjectiveEvaluator<ITradingProblemData>, ISymbolicTradingSingleObjectiveEvaluator {
     28  public abstract class SingleObjectiveEvaluator : SymbolicDataAnalysisSingleObjectiveEvaluator<IProblemData>, ISingleObjectiveEvaluator {
    2929    [StorableConstructor]
    30     protected SymbolicTradingSingleObjectiveEvaluator(bool deserializing) : base(deserializing) { }
    31     protected SymbolicTradingSingleObjectiveEvaluator(SymbolicTradingSingleObjectiveEvaluator original, Cloner cloner)
     30    protected SingleObjectiveEvaluator(bool deserializing) : base(deserializing) { }
     31    protected SingleObjectiveEvaluator(SingleObjectiveEvaluator original, Cloner cloner)
    3232      : base(original, cloner) {
    3333    }
    3434
    35     protected SymbolicTradingSingleObjectiveEvaluator() : base() { }
     35    protected SingleObjectiveEvaluator() : base() { }
    3636  }
    3737}

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

    r9743 r9745  
    2929  [StorableClass]
    3030  [Creatable("Problems")]
    31   public class SymbolicTradingSingleObjectiveProblem : SymbolicDataAnalysisSingleObjectiveProblem<ITradingProblemData, ISymbolicTradingSingleObjectiveEvaluator, ISymbolicDataAnalysisSolutionCreator>, ITradingProblem {
     31  public class SingleObjectiveProblem : SymbolicDataAnalysisSingleObjectiveProblem<IProblemData, ISingleObjectiveEvaluator, ISymbolicDataAnalysisSolutionCreator>, IProblem {
    3232    private const int InitialMaximumTreeDepth = 8;
    3333    private const int InitialMaximumTreeLength = 25;
    3434
    3535    [StorableConstructor]
    36     protected SymbolicTradingSingleObjectiveProblem(bool deserializing) : base(deserializing) { }
    37     protected SymbolicTradingSingleObjectiveProblem(SymbolicTradingSingleObjectiveProblem original, Cloner cloner) : base(original, cloner) { }
    38     public override IDeepCloneable Clone(Cloner cloner) { return new SymbolicTradingSingleObjectiveProblem(this, cloner); }
     36    protected SingleObjectiveProblem(bool deserializing) : base(deserializing) { }
     37    protected SingleObjectiveProblem(SingleObjectiveProblem original, Cloner cloner) : base(original, cloner) { }
     38    public override IDeepCloneable Clone(Cloner cloner) { return new SingleObjectiveProblem(this, cloner); }
    3939
    40     public SymbolicTradingSingleObjectiveProblem()
    41       : base(new TradingProblemData(), new SymbolicTradingSingleObjectiveSharpeRatioEvaluator(), new SymbolicDataAnalysisExpressionTreeCreator()) {
     40    public SingleObjectiveProblem()
     41      : base(new ProblemData(), new SharpeRatioEvaluator(), new SymbolicDataAnalysisExpressionTreeCreator()) {
    4242      Maximization.Value = true;
    4343      MaximumSymbolicExpressionTreeDepth.Value = InitialMaximumTreeDepth;
    … …  
    4848
    4949    private void InitializeOperators() {
    50       Operators.Add(new SymbolicTradingSingleObjectiveTrainingBestSolutionAnalyzer());
    51       Operators.Add(new SymbolicTradingSingleObjectiveValidationBestSolutionAnalyzer());
     50      Operators.Add(new TrainingBestSolutionAnalyzer());
     51      Operators.Add(new ValidationBestSolutionAnalyzer());
    5252      ParameterizeOperators();
    5353    }

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

    r9744 r9745  
    3232  [Item("Profit Evaluator", "")]
    3333  [StorableClass]
    34   public class ProfitEvaluator : SymbolicTradingSingleObjectiveEvaluator {
     34  public class ProfitEvaluator : SingleObjectiveEvaluator {
    3535    [StorableConstructor]
    3636    protected ProfitEvaluator(bool deserializing) : base(deserializing) { }
    … …  
    5858    }
    5959
    60     public static double Calculate(ISymbolicDataAnalysisExpressionTreeInterpreter interpreter, ISymbolicExpressionTree solution, ITradingProblemData problemData, IEnumerable<int> rows) {
     60    public static double Calculate(ISymbolicDataAnalysisExpressionTreeInterpreter interpreter, ISymbolicExpressionTree solution, IProblemData problemData, IEnumerable<int> rows) {
    6161      IEnumerable<double> signals = GetSignals(interpreter, solution, problemData.Dataset, rows);
    6262      IEnumerable<double> returns = problemData.Dataset.GetDoubleValues(problemData.PriceVariable, rows);
    … …  
    6868
    6969    private static IEnumerable<double> GetSignals(ISymbolicDataAnalysisExpressionTreeInterpreter interpreter, ISymbolicExpressionTree solution, Dataset dataset, IEnumerable<int> rows) {
    70       return SymbolicTradingModel.GetSignals(interpreter.GetSymbolicExpressionTreeValues(solution, dataset, rows));
     70      return Model.GetSignals(interpreter.GetSymbolicExpressionTreeValues(solution, dataset, rows));
    7171    }
    7272
    73     public override double Evaluate(IExecutionContext context, ISymbolicExpressionTree tree, ITradingProblemData problemData, IEnumerable<int> rows) {
     73    public override double Evaluate(IExecutionContext context, ISymbolicExpressionTree tree, IProblemData problemData, IEnumerable<int> rows) {
    7474      SymbolicDataAnalysisTreeInterpreterParameter.ExecutionContext = context;
    7575      double profit = Calculate(SymbolicDataAnalysisTreeInterpreterParameter.ActualValue, tree, problemData, rows);

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

    r9744 r9745  
    3232  [Item("Sharpe Ratio Evaluator", "")]
    3333  [StorableClass]
    34   public class SymbolicTradingSingleObjectiveSharpeRatioEvaluator : SymbolicTradingSingleObjectiveEvaluator {
     34  public class SharpeRatioEvaluator : SingleObjectiveEvaluator {
    3535    [StorableConstructor]
    36     protected SymbolicTradingSingleObjectiveSharpeRatioEvaluator(bool deserializing) : base(deserializing) { }
    37     protected SymbolicTradingSingleObjectiveSharpeRatioEvaluator(SymbolicTradingSingleObjectiveSharpeRatioEvaluator original, Cloner cloner)
     36    protected SharpeRatioEvaluator(bool deserializing) : base(deserializing) { }
     37    protected SharpeRatioEvaluator(SharpeRatioEvaluator original, Cloner cloner)
    3838      : base(original, cloner) {
    3939    }
    40     public SymbolicTradingSingleObjectiveSharpeRatioEvaluator()
     40    public SharpeRatioEvaluator()
    4141      : base() {
    4242    }
    4343
    4444    public override IDeepCloneable Clone(Cloner cloner) {
    45       return new SymbolicTradingSingleObjectiveSharpeRatioEvaluator(this, cloner);
     45      return new SharpeRatioEvaluator(this, cloner);
    4646    }
    4747
    … …  
    5858    }
    5959
    60     public static double Calculate(ISymbolicDataAnalysisExpressionTreeInterpreter interpreter, ISymbolicExpressionTree solution, ITradingProblemData problemData, IEnumerable<int> rows) {
     60    public static double Calculate(ISymbolicDataAnalysisExpressionTreeInterpreter interpreter, ISymbolicExpressionTree solution, IProblemData problemData, IEnumerable<int> rows) {
    6161      IEnumerable<double> signals = GetSignals(interpreter, solution, problemData.Dataset, rows);
    6262      IEnumerable<double> returns = problemData.Dataset.GetDoubleValues(problemData.PriceVariable, rows);
    … …  
    6868
    6969    private static IEnumerable<double> GetSignals(ISymbolicDataAnalysisExpressionTreeInterpreter interpreter, ISymbolicExpressionTree solution, Dataset dataset, IEnumerable<int> rows) {
    70       return SymbolicTradingModel.GetSignals(interpreter.GetSymbolicExpressionTreeValues(solution, dataset, rows));
     70      return Model.GetSignals(interpreter.GetSymbolicExpressionTreeValues(solution, dataset, rows));
    7171    }
    7272
    73     public override double Evaluate(IExecutionContext context, ISymbolicExpressionTree tree, ITradingProblemData problemData, IEnumerable<int> rows) {
     73    public override double Evaluate(IExecutionContext context, ISymbolicExpressionTree tree, IProblemData problemData, IEnumerable<int> rows) {
    7474      SymbolicDataAnalysisTreeInterpreterParameter.ExecutionContext = context;
    7575      double sharpRatio = Calculate(SymbolicDataAnalysisTreeInterpreterParameter.ActualValue, tree, problemData, rows);

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

    r9743 r9745  
    3131  /// An operator that analyzes the training best symbolic trading solution for single objective symbolic trading problems.
    3232  /// </summary>
    33   [Item("SymbolicTradingSingleObjectiveTrainingBestSolutionAnalyzer", "An operator that analyzes the training best symbolic trading solution for single objective symbolic trading problems.")]
     33  [Item("Training-best Solution Analyzer (symbolic trading)", "An operator that analyzes the training best symbolic trading solution for single objective symbolic trading problems.")]
    3434  [StorableClass]
    35   public sealed class SymbolicTradingSingleObjectiveTrainingBestSolutionAnalyzer : SymbolicDataAnalysisSingleObjectiveTrainingBestSolutionAnalyzer<ISymbolicTradingSolution>,
     35  public sealed class TrainingBestSolutionAnalyzer : SymbolicDataAnalysisSingleObjectiveTrainingBestSolutionAnalyzer<ISolution>,
    3636  ISymbolicDataAnalysisInterpreterOperator {
    3737    private const string ProblemDataParameterName = "ProblemData";
    3838    private const string SymbolicDataAnalysisTreeInterpreterParameterName = "SymbolicDataAnalysisTreeInterpreter";
    3939    #region parameter properties
    40     public ILookupParameter<ITradingProblemData> ProblemDataParameter {
    41       get { return (ILookupParameter<ITradingProblemData>)Parameters[ProblemDataParameterName]; }
     40    public ILookupParameter<IProblemData> ProblemDataParameter {
     41      get { return (ILookupParameter<IProblemData>)Parameters[ProblemDataParameterName]; }
    4242    }
    4343    public ILookupParameter<ISymbolicDataAnalysisExpressionTreeInterpreter> SymbolicDataAnalysisTreeInterpreterParameter {
    … …  
    4747
    4848    [StorableConstructor]
    49     private SymbolicTradingSingleObjectiveTrainingBestSolutionAnalyzer(bool deserializing) : base(deserializing) { }
    50     private SymbolicTradingSingleObjectiveTrainingBestSolutionAnalyzer(SymbolicTradingSingleObjectiveTrainingBestSolutionAnalyzer original, Cloner cloner) : base(original, cloner) { }
    51     public SymbolicTradingSingleObjectiveTrainingBestSolutionAnalyzer()
     49    private TrainingBestSolutionAnalyzer(bool deserializing) : base(deserializing) { }
     50    private TrainingBestSolutionAnalyzer(TrainingBestSolutionAnalyzer original, Cloner cloner) : base(original, cloner) { }
     51    public TrainingBestSolutionAnalyzer()
    5252      : base() {
    53       Parameters.Add(new LookupParameter<ITradingProblemData>(ProblemDataParameterName, "The problem data for the symbolic regression solution."));
     53      Parameters.Add(new LookupParameter<IProblemData>(ProblemDataParameterName, "The problem data for the symbolic regression solution."));
    5454      Parameters.Add(new LookupParameter<ISymbolicDataAnalysisExpressionTreeInterpreter>(SymbolicDataAnalysisTreeInterpreterParameterName, "The symbolic data analysis tree interpreter for the symbolic expression tree."));
    5555    }
    5656    public override IDeepCloneable Clone(Cloner cloner) {
    57       return new SymbolicTradingSingleObjectiveTrainingBestSolutionAnalyzer(this, cloner);
     57      return new TrainingBestSolutionAnalyzer(this, cloner);
    5858    }
    5959
    60     protected override ISymbolicTradingSolution CreateSolution(ISymbolicExpressionTree bestTree, double bestQuality) {
    61       var model = new SymbolicTradingModel((ISymbolicExpressionTree)bestTree.Clone(), SymbolicDataAnalysisTreeInterpreterParameter.ActualValue);
    62       return new SymbolicTradingSolution(model, (ITradingProblemData)ProblemDataParameter.ActualValue.Clone());
     60    protected override ISolution CreateSolution(ISymbolicExpressionTree bestTree, double bestQuality) {
     61      var model = new Model((ISymbolicExpressionTree)bestTree.Clone(), SymbolicDataAnalysisTreeInterpreterParameter.ActualValue);
     62      return new SymbolicSolution(model, (IProblemData)ProblemDataParameter.ActualValue.Clone());
    6363    }
    6464  }

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

    r9743 r9745  
    3030  /// An operator that analyzes the validation best symbolic trading solution for single objective symbolic trading problems.
    3131  /// </summary>
    32   [Item("SymbolicTradingSingleObjectiveValidationBestSolutionAnalyzer", "An operator that analyzes the validation best symbolic trading solution for single objective symbolic trading problems.")]
     32  [Item("Validation-best Solution Analyzer (symbolic trading)", "An operator that analyzes the validation best symbolic trading solution for single objective symbolic trading problems.")]
    3333  [StorableClass]
    34   public sealed class SymbolicTradingSingleObjectiveValidationBestSolutionAnalyzer : SymbolicDataAnalysisSingleObjectiveValidationBestSolutionAnalyzer<ISymbolicTradingSolution, ISymbolicTradingSingleObjectiveEvaluator, ITradingProblemData> {
     34  public sealed class ValidationBestSolutionAnalyzer : SymbolicDataAnalysisSingleObjectiveValidationBestSolutionAnalyzer<ISolution, ISingleObjectiveEvaluator, IProblemData> {
    3535
    3636    [StorableConstructor]
    37     private SymbolicTradingSingleObjectiveValidationBestSolutionAnalyzer(bool deserializing) : base(deserializing) { }
    38     private SymbolicTradingSingleObjectiveValidationBestSolutionAnalyzer(SymbolicTradingSingleObjectiveValidationBestSolutionAnalyzer original, Cloner cloner) : base(original, cloner) { }
    39     public SymbolicTradingSingleObjectiveValidationBestSolutionAnalyzer()
     37    private ValidationBestSolutionAnalyzer(bool deserializing) : base(deserializing) { }
     38    private ValidationBestSolutionAnalyzer(ValidationBestSolutionAnalyzer original, Cloner cloner) : base(original, cloner) { }
     39    public ValidationBestSolutionAnalyzer()
    4040      : base() {
    4141    }
    4242
    4343    public override IDeepCloneable Clone(Cloner cloner) {
    44       return new SymbolicTradingSingleObjectiveValidationBestSolutionAnalyzer(this, cloner);
     44      return new ValidationBestSolutionAnalyzer(this, cloner);
    4545    }
    4646
    47     protected override ISymbolicTradingSolution CreateSolution(ISymbolicExpressionTree bestTree, double bestQuality) {
    48       var model = new SymbolicTradingModel((ISymbolicExpressionTree)bestTree.Clone(), SymbolicDataAnalysisTreeInterpreterParameter.ActualValue);
    49       return new SymbolicTradingSolution(model, (ITradingProblemData)ProblemDataParameter.ActualValue.Clone());
     47    protected override ISolution CreateSolution(ISymbolicExpressionTree bestTree, double bestQuality) {
     48      var model = new Model((ISymbolicExpressionTree)bestTree.Clone(), SymbolicDataAnalysisTreeInterpreterParameter.ActualValue);
     49      return new SymbolicSolution(model, (IProblemData)ProblemDataParameter.ActualValue.Clone());
    5050    }
    5151  }

  • branches/HeuristicLab.Problems.DataAnalysis.Trading/HeuristicLab.Problems.DataAnalysis.Trading/3.4/Symbolic/Solution.cs

    r9744 r9745  
    3232  /// </summary>
    3333  [StorableClass]
    34   [Item(Name = "SymbolicTradingSolution",
     34  [Item(Name = "Solution (symbolic trading)",
    3535    Description =
    3636      "Represents a symbolic trading solution (model + data) and attributes of the solution like accuracy and complexity."
    3737    )]
    38   public sealed class SymbolicTradingSolution : TradingSolution, ISymbolicTradingSolution {
     38  public sealed class SymbolicSolution : Solution, ISolution {
    3939    private const string ModelLengthResultName = "Model Length";
    4040    private const string ModelDepthResultName = "Model Depth";
    4141
    42     public new ISymbolicTradingModel Model {
    43       get { return (ISymbolicTradingModel)base.Model; }
     42    public new IModel Model {
     43      get { return (IModel)base.Model; }
    4444      set { base.Model = value; }
    4545    }
    … …  
    6060
    6161    [StorableConstructor]
    62     private SymbolicTradingSolution(bool deserializing)
     62    private SymbolicSolution(bool deserializing)
    6363      : base(deserializing) {
    6464    }
    6565
    66     private SymbolicTradingSolution(SymbolicTradingSolution original, Cloner cloner)
     66    private SymbolicSolution(SymbolicSolution original, Cloner cloner)
    6767      : base(original, cloner) {
    6868    }
    6969
    70     public SymbolicTradingSolution(ISymbolicTradingModel model, ITradingProblemData problemData)
     70    public SymbolicSolution(IModel model, IProblemData problemData)
    7171      : base(model, problemData) {
    7272      Add(new Result(ModelLengthResultName, "Length of the symbolic trading model.", new IntValue()));
    … …  
    7676
    7777    public override IDeepCloneable Clone(Cloner cloner) {
    78       return new SymbolicTradingSolution(this, cloner);
     78      return new SymbolicSolution(this, cloner);
    7979    }
    8080

  • branches/HeuristicLab.Problems.DataAnalysis.Trading/HeuristicLab.Problems.DataAnalysis.Trading/3.4/Symbolic/Views/SolutionView.Designer.cs

    r9743 r9745  
    2121
    2222namespace HeuristicLab.Problems.DataAnalysis.Symbolic.Trading.Views {
    23   partial class SymbolicTradingSolutionView {
     23  partial class SolutionView {
    2424    /// <summary>
    2525    /// Required designer variable.

  • branches/HeuristicLab.Problems.DataAnalysis.Trading/HeuristicLab.Problems.DataAnalysis.Trading/3.4/Symbolic/Views/SolutionView.cs

    r9743 r9745  
    2525
    2626namespace HeuristicLab.Problems.DataAnalysis.Symbolic.Trading.Views {
    27   [Content(typeof(SymbolicTradingSolution), true)]
     27  [Content(typeof(SymbolicSolution), true)]
    2828  [View("SymbolicTradingSolution View")]
    29   public partial class SymbolicTradingSolutionView : TradingSolutionView {
    30     public SymbolicTradingSolutionView() {
     29  public partial class SolutionView : DataAnalysis.Trading.Views.SolutionView {
     30    public SolutionView() {
    3131      InitializeComponent();
    3232    }
    3333
    34     protected new SymbolicTradingSolution Content {
    35       get { return (SymbolicTradingSolution)base.Content; }
     34    protected new SymbolicSolution Content {
     35      get { return (SymbolicSolution)base.Content; }
    3636      set { base.Content = value; }
    3737    }

  • branches/HeuristicLab.Problems.DataAnalysis.Trading/HeuristicLab.Problems.DataAnalysis.Trading/3.4/Views/ISolutionEvaluationView.cs

    r9743 r9745  
    2020#endregion
    2121
    22 using HeuristicLab.Problems.DataAnalysis.Trading;
     22using HeuristicLab.Problems.DataAnalysis.Views;
    2323
    24 namespace HeuristicLab.Problems.DataAnalysis.Views {
    25   public interface ITradingSolutionEvaluationView : IDataAnalysisSolutionEvaluationView {
    26     new ITradingSolution Content { get; set; }
     24namespace HeuristicLab.Problems.DataAnalysis.Trading.Views {
     25  public interface ISolutionEvaluationView : IDataAnalysisSolutionEvaluationView {
     26    new ISolution Content { get; set; }
    2727  }
    2828}

  • branches/HeuristicLab.Problems.DataAnalysis.Trading/HeuristicLab.Problems.DataAnalysis.Trading/3.4/Views/SolutionLineChartView.Designer.cs

    r9743 r9745  
    2020#endregion
    2121namespace HeuristicLab.Problems.DataAnalysis.Trading.Views {
    22   partial class TradingSolutionLineChartView {
     22  partial class SolutionLineChartView {
    2323    /// <summary>
    2424    /// Required designer variable.

  • branches/HeuristicLab.Problems.DataAnalysis.Trading/HeuristicLab.Problems.DataAnalysis.Trading/3.4/Views/SolutionLineChartView.cs

    r9744 r9745  
    3030namespace HeuristicLab.Problems.DataAnalysis.Trading.Views {
    3131  [View("Line Chart")]
    32   [Content(typeof(ITradingSolution))]
    33   public partial class TradingSolutionLineChartView : DataAnalysisSolutionEvaluationView, ITradingSolutionEvaluationView {
     32  [Content(typeof(ISolution))]
     33  public partial class SolutionLineChartView : DataAnalysisSolutionEvaluationView, ISolutionEvaluationView {
    3434    private const string PRICEVARIABLE_SERIES_NAME = "Price";
    3535    private const string SIGNALS_SERIES_NAME = "Signals";
    … …  
    3737
    3838
    39     public new ITradingSolution Content {
    40       get { return (ITradingSolution)base.Content; }
     39    public new ISolution Content {
     40      get { return (ISolution)base.Content; }
    4141      set { base.Content = value; }
    4242    }
    4343
    44     public TradingSolutionLineChartView()
     44    public SolutionLineChartView()
    4545      : base() {
    4646      InitializeComponent();

  • branches/HeuristicLab.Problems.DataAnalysis.Trading/HeuristicLab.Problems.DataAnalysis.Trading/3.4/Views/SolutionView.Designer.cs

    r9743 r9745  
    2121
    2222namespace HeuristicLab.Problems.DataAnalysis.Trading.Views {
    23   partial class TradingSolutionView {
     23  partial class SolutionView {
    2424    /// <summary>
    2525    /// Required designer variable.

  • branches/HeuristicLab.Problems.DataAnalysis.Trading/HeuristicLab.Problems.DataAnalysis.Trading/3.4/Views/SolutionView.cs

    r9743 r9745  
    2727namespace HeuristicLab.Problems.DataAnalysis.Trading.Views {
    2828  [View("TradingSolution View")]
    29   [Content(typeof(TradingSolution), true)]
    30   public partial class TradingSolutionView : DataAnalysisSolutionView {
    31     public TradingSolutionView() {
     29  [Content(typeof(Solution), true)]
     30  public partial class SolutionView : DataAnalysisSolutionView {
     31    public SolutionView() {
    3232      InitializeComponent();
    3333
    34       var regressionSolutionEvaluationViewTypes = ApplicationManager.Manager.GetTypes(typeof(ITradingSolutionEvaluationView), true);
     34      var regressionSolutionEvaluationViewTypes = ApplicationManager.Manager.GetTypes(typeof(ISolutionEvaluationView), true);
    3535      foreach (Type viewType in regressionSolutionEvaluationViewTypes)
    3636        AddViewListViewItem(viewType, HeuristicLab.Common.Resources.VSImageLibrary.Graph);
    3737    }
    3838
    39     public new TradingSolution Content {
    40       get { return (TradingSolution)base.Content; }
     39    public new Solution Content {
     40      get { return (Solution)base.Content; }
    4141      set { base.Content = value; }
    4242    }
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