C# Class Encog.ML.Data.Market.MarketMLDataSet

A data set that is designed to hold market data. This class is based on the TemporalNeuralDataSet. This class is designed to load financial data from external sources. This class is designed to track financial data across days. However, it should be usable with other levels of granularity as well.

Inheritance: Encog.ML.Data.Temporal.TemporalMLDataSet

Afficher le fichier Open project: encog/encog-silverlight-core Class Usage Examples

Méthodes publiques

Méthode	Description
AddDescription ( Encog.ML.Data.Temporal.TemporalDataDescription desc ) : void	Add one description of the type of market data that we are seeking at each datapoint.
CreatePoint ( System.DateTime when ) : TemporalPoint	Create a datapoint at the specified date.
Load ( System.DateTime begin, System.DateTime end ) : void	Load data from the loader.
MarketMLDataSet ( IMarketLoader loader, int inputWindowSize, int predictWindowSize ) : System	Construct a market data set object.
MarketMLDataSet ( IMarketLoader loader, int inputWindowSize, int predictWindowSize, TimeUnit unit ) : System	Initializes a new instance of the MarketMLDataSet class.

Private Methods

Méthode	Description
LoadPointFromMarketData ( Encog.ML.Data.Market.TickerSymbol ticker, TemporalPoint point, LoadedMarketData item ) : void	Load one point of market data.
LoadSymbol ( Encog.ML.Data.Market.TickerSymbol ticker, System.DateTime from, System.DateTime to ) : void	Load one ticker symbol.

Method Details

AddDescription() public méthode

Add one description of the type of market data that we are seeking at each datapoint.

public AddDescription ( Encog.ML.Data.Temporal.TemporalDataDescription desc ) : void
desc	Encog.ML.Data.Temporal.TemporalDataDescription
Résultat	void

CreatePoint() public méthode

Create a datapoint at the specified date.

public CreatePoint ( System.DateTime when ) : TemporalPoint
when	System.DateTime	The date to create the point at.
Résultat	TemporalPoint

Load() public méthode

Load data from the loader.

public Load ( System.DateTime begin, System.DateTime end ) : void
begin	System.DateTime	The beginning date.
end	System.DateTime	The ending date.
Résultat	void

MarketMLDataSet() public méthode

Construct a market data set object.

public MarketMLDataSet ( IMarketLoader loader, int inputWindowSize, int predictWindowSize ) : System
loader	IMarketLoader	The loader to use to get the financial data.
inputWindowSize	int	The input window size, that is how many datapoints do we use to predict.
predictWindowSize	int	How many datapoints do we want to predict.
Résultat	System

MarketMLDataSet() public méthode

Initializes a new instance of the MarketMLDataSet class.

public MarketMLDataSet ( IMarketLoader loader, int inputWindowSize, int predictWindowSize, TimeUnit unit ) : System
loader	IMarketLoader	The loader.
inputWindowSize	int	Size of the input window.
predictWindowSize	int	Size of the predict window.
unit	TimeUnit	The time unit to use.
Résultat	System