C# Class Encog.Neural.NeuralData.Market.MarketNeuralDataSet

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.Neural.NeuralData.Temporal.TemporalNeuralDataSet

ファイルを表示 Open project: encog/encog-silverlight-core

Public Methods

Method	Description
AddDescription ( 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.
MarketNeuralDataSet ( IMarketLoader loader, int inputWindowSize, int predictWindowSize ) : System	Construct a market data set object.

Private Methods

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

Method Details

AddDescription() public method

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

public AddDescription ( TemporalDataDescription desc ) : void
desc	Encog.Neural.NeuralData.Temporal.TemporalDataDescription
return	void

CreatePoint() public method

Create a datapoint at the specified date.

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

Load() public method

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.
return	void

MarketNeuralDataSet() public method

Construct a market data set object.

public MarketNeuralDataSet ( 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.
return	System