C# 클래스 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.
상속: Encog.ML.Data.Temporal.TemporalMLDataSet
파일 보기 프로젝트 열기: encog/encog-silverlight-core 1 사용 예제들

공개 메소드들

메소드 설명
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.

비공개 메소드들

메소드 설명
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.

메소드 상세

AddDescription() 공개 메소드

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
리턴 void

CreatePoint() 공개 메소드

Create a datapoint at the specified date.
public CreatePoint ( System.DateTime when ) : TemporalPoint
when System.DateTime The date to create the point at.
리턴 TemporalPoint

Load() 공개 메소드

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.
리턴 void

MarketMLDataSet() 공개 메소드

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.
리턴 System

MarketMLDataSet() 공개 메소드

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.
리턴 System