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megabax   
24.02.2014 .
unit AIObj

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5 , 6 , . . , . StockLibrary.dll. , . , , : , . . , 200 . , , , (, 210 .) . , ( , ), , . " ". , , , .

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, StockLibrary.dll . TradeSystem.cs , ITradeSystem.cs, TradeSystemTester.cs 11 " ". . ITradeSystem.cs - ,  , . , , .  TradeSystem.cs - . TradeSystemTester.cs - .

MACrossTradeSystem.cs 11 " ", . NeuroTradeSystem.cs , . :

 

//() www.easyprog.ru

using System;

using System.Collections.Generic;

using System.Linq;

using System.Text;

using TradeSystems;

using StockLibrary;

using Genetic;

 

namespace StockGraph

{

    public class NeuralTradeSystem : AbstractSignaler, ITradeSystem

    {

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        public Form1()

        {

            InitializeComponent();

            pop = new Population();

            pop.MaxSize = 100;

            pop.MutationPossibility = 0.3;

            pop.SizeStrongMutation = 5;

 

            NeuralNet net = new NeuralNet();

 

            //

            for(int i=1; i<=8; i++) net.incomes.Add(0);

 

            net.createLayer(8);

            net.createLayer(5);

            net.createLayer(3);

            net.createLayer(1);

 

            //, " "

            net.layers[3].neurons[0].trans = TransFuncFactory.CreateTransFuncAsId(TransFuncConstId.ThreeLevelsId);

 

            pop.system = new NeuralTradeSystem();

            pop.system.count_trade = 1;

            PriceSource source = new PriceSource();

            source.LoadFromTextFile("c:\\4\\GAZP_110101_111231.txt");

            pop.system.source = source;

            pop.tester = new TradeSystemTester(source);

            pop.tester.system = pop.system;

            pop.tester.techCosts = 0.1; // ( ) 0.1%

            pop.BegCash = 1000;

 

 

            pop.initSpecies(net);

 

            show();

        }

 

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        private void button1_Click(object sender, EventArgs e)

        {

            int index = lbPopul.SelectedIndex;

            if (index >= 0)

            {

                pop.LogFile = "c:\\4\\log.cvs";

                pop.PortLogFile = "c:\\4\\port.cvs";

                pop.species[index].Compute();

                pop.LogFile = "";

                pop.PortLogFile = "";

            }

        }

 

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( 24.02.2014 . )