unit AIObj
.
7. ,
.
,
.
.
5 ,
6
,
.
. ,
.
StockLibrary.dll.
, .
, , :
, . . ,
200 . , ,
, (, 210 .) .
, ( ,
), , .
" ". ,
, ,
.
?
, c
:
-
datetime -
.
-
open -
.
-
low -
.
-
high -
.
-
close -
.
,
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
{
...
...
...
|
...
... , 1 .
:

2011 :

, *:

:
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();
} |
, :

? 0.8388 .
, ,
:
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 = "";
}
} |
, : *:

, .
, *,
"",
Microsoft..
|