Changeset 9992 for trunk/sources

Timestamp:

09/19/13 13:24:08 (11 years ago)

Author:

gkronber

Message:

#1508

• disabled "Variable" symbol in default time series grammar
• in the line chart use two different axis to display signals and prices
• in the line chart display profits for training and test partitions separately
• fixed hard-coded strings in SolutionView
• added plugin dependency

Location:

trunk/sources

Files:

• HeuristicLab.Problems.DataAnalysis.Symbolic/3.4/Grammars/TypeCoherentExpressionGrammar.cs (modified) (1 diff)
• HeuristicLab.Problems.DataAnalysis.Trading.Views/3.4/SolutionLineChartView.cs (modified) (4 diffs)
• HeuristicLab.Problems.DataAnalysis.Trading.Views/3.4/SolutionView.Designer.cs (modified) (2 diffs)
• HeuristicLab.Problems.DataAnalysis.Trading.Views/3.4/SolutionView.cs (modified) (1 diff)
• HeuristicLab.Problems.DataAnalysis.Trading/3.4/Plugin.cs.frame (modified) (1 diff)

trunk/sources/HeuristicLab.Problems.DataAnalysis.Symbolic/3.4/Grammars/TypeCoherentExpressionGrammar.cs

@@ -251 +251 @@
       Symbols.First(s => s.Name == SpecialFunctionsName).Enabled = false;
 
-
+      Symbols.Single(s => s.Name == "Variable").Enabled = false;
       Symbols.First(s => s.Name == TimeSeriesSymbolsName).Enabled = true;
       Symbols.First(s => s is Derivative).Enabled = false;

trunk/sources/HeuristicLab.Problems.DataAnalysis.Trading.Views/3.4/SolutionLineChartView.cs

@@ -53 +53 @@
       this.chart.ChartAreas[0].CursorY.IsUserSelectionEnabled = true;
       this.chart.ChartAreas[0].AxisY.ScaleView.Zoomable = true;
+      this.chart.ChartAreas[0].AxisY2.ScaleView.Zoomable = false;
       this.chart.ChartAreas[0].CursorY.Interval = 0;
     }
@@ -59 +60 @@
       this.chart.Series.Clear();
       if (Content != null) {
+        var trainingRows = Content.ProblemData.TrainingIndices;
+        var testRows = Content.ProblemData.TestIndices;
         this.chart.Series.Add(SIGNALS_SERIES_NAME);
         this.chart.Series[SIGNALS_SERIES_NAME].LegendText = SIGNALS_SERIES_NAME;
         this.chart.Series[SIGNALS_SERIES_NAME].ChartType = SeriesChartType.FastLine;
-        this.chart.Series[SIGNALS_SERIES_NAME].Points.DataBindY(Content.Signals.ToArray());
+        this.chart.Series[SIGNALS_SERIES_NAME].Points.DataBindY(Content.TrainingSignals.Concat(Content.TestSignals).ToArray());
         this.chart.Series[SIGNALS_SERIES_NAME].Tag = Content;
+        this.chart.Series[SIGNALS_SERIES_NAME].YAxisType = AxisType.Secondary;
 
-        IEnumerable<double> accumulatedPrice = GetAccumulatedPrices(Content.ProblemData.Dataset.GetDoubleValues(Content.ProblemData.PriceChangeVariable));
+        IEnumerable<double> accumulatedPrice = GetAccumulatedProfits(Content.ProblemData.Dataset.GetDoubleValues(Content.ProblemData.PriceChangeVariable));
         this.chart.Series.Add(PRICEVARIABLE_SERIES_NAME);
         this.chart.Series[PRICEVARIABLE_SERIES_NAME].LegendText = PRICEVARIABLE_SERIES_NAME;
@@ -71 +75 @@
         this.chart.Series[PRICEVARIABLE_SERIES_NAME].Points.DataBindY(accumulatedPrice.ToArray());
         this.chart.Series[PRICEVARIABLE_SERIES_NAME].Tag = Content;
+        this.chart.Series[SIGNALS_SERIES_NAME].YAxisType = AxisType.Primary;
 
-        IEnumerable<double> profit = OnlineProfitCalculator.GetProfits(Content.ProblemData.Dataset.GetDoubleValues(Content.ProblemData.PriceChangeVariable), Content.Signals, Content.ProblemData.TransactionCosts);
-        IEnumerable<double> accumulatedProfits = GetAccumulatedPrices(profit);
+
+        IEnumerable<double> trainingProfit = OnlineProfitCalculator.GetProfits(Content.ProblemData.Dataset.GetDoubleValues(Content.ProblemData.PriceChangeVariable, trainingRows), Content.TrainingSignals, Content.ProblemData.TransactionCosts);
+        IEnumerable<double> testProfit = OnlineProfitCalculator.GetProfits(Content.ProblemData.Dataset.GetDoubleValues(Content.ProblemData.PriceChangeVariable, testRows), Content.TestSignals, Content.ProblemData.TransactionCosts);
+        IEnumerable<double> accTrainingProfit = GetAccumulatedProfits(trainingProfit);
+        IEnumerable<double> accTestProfit = GetAccumulatedProfits(testProfit);
         this.chart.Series.Add(ASSET_SERIES_NAME);
         this.chart.Series[ASSET_SERIES_NAME].LegendText = ASSET_SERIES_NAME;
         this.chart.Series[ASSET_SERIES_NAME].ChartType = SeriesChartType.FastLine;
-        this.chart.Series[ASSET_SERIES_NAME].Points.DataBindY(accumulatedProfits.ToArray());
+        this.chart.Series[ASSET_SERIES_NAME].Points.DataBindY(accTrainingProfit.Concat(accTestProfit).ToArray());
         this.chart.Series[ASSET_SERIES_NAME].Tag = Content;
+        this.chart.Series[SIGNALS_SERIES_NAME].YAxisType = AxisType.Primary;
 
         this.UpdateStripLines();
@@ -84 +93 @@
     }
 
-    private IEnumerable<double> GetAccumulatedPrices(IEnumerable<double> xs) {
+    private IEnumerable<double> GetAccumulatedProfits(IEnumerable<double> xs) {
       double sum = 0;
       foreach (var x in xs) {

trunk/sources/HeuristicLab.Problems.DataAnalysis.Trading.Views/3.4/SolutionView.Designer.cs

@@ -58 +58 @@
       // itemsGroupBox
       // 
-      this.itemsGroupBox.Text = "Regression Solution";
+      this.itemsGroupBox.Text = "Trading Solution";
       // 
       // addButton
@@ -72 +72 @@
       this.AutoScaleDimensions = new System.Drawing.SizeF(6F, 13F);
       this.AutoScaleMode = System.Windows.Forms.AutoScaleMode.Font;
-      this.Name = "RegressionSolutionView";
+      this.Name = "TradingSolutionView";
       this.splitContainer.Panel1.ResumeLayout(false);
       this.splitContainer.Panel2.ResumeLayout(false);

trunk/sources/HeuristicLab.Problems.DataAnalysis.Trading.Views/3.4/SolutionView.cs

@@ -26 +26 @@
 
 namespace HeuristicLab.Problems.DataAnalysis.Trading.Views {
-  [View("TradingSolution View")]
+  [View("Trading Solution View")]
   [Content(typeof(Solution), true)]
   public partial class SolutionView : DataAnalysisSolutionView {

trunk/sources/HeuristicLab.Problems.DataAnalysis.Trading/3.4/Plugin.cs.frame

@@ -38 +38 @@
   [PluginDependency("HeuristicLab.Problems.DataAnalysis.Symbolic", "3.4")]
   [PluginDependency("HeuristicLab.Problems.Instances", "3.3")]
+  [PluginDependency("HeuristicLab.Problems.Instances.DataAnalysis", "3.3")]
   public class Plugin : PluginBase {
   }