From 9146dca17b7a8e01a26a512367fe9b5656803293 Mon Sep 17 00:00:00 2001 From: Sean Date: Sat, 26 Oct 2024 12:26:46 -0400 Subject: [PATCH] Updating training October 2024 --- MarketDataLib/CNNProcessing/CNNClient.cs | 2 +- MarketDataLib/CNNProcessing/CNNProcessor.cs | 173 ++++++++++--------- MarketDataLib/CNNProcessing/DataProcessor.cs | 32 ++-- MarketDataLib/CNNProcessing/TestCase.cs | 2 + 4 files changed, 109 insertions(+), 100 deletions(-) diff --git a/MarketDataLib/CNNProcessing/CNNClient.cs b/MarketDataLib/CNNProcessing/CNNClient.cs index de64093..ee6db29 100644 --- a/MarketDataLib/CNNProcessing/CNNClient.cs +++ b/MarketDataLib/CNNProcessing/CNNClient.cs @@ -11,7 +11,7 @@ namespace MarketData.CNNProcessing { public class CNNClient { - public enum Model{resnet50,resnet50B,inception,vgg16,lenet5,ping}; + public enum Model{resnet50,resnet50B,resnet50_20241024_270,inception,vgg16,lenet5,ping}; private static readonly string Alive="Alive"; private readonly HttpClient client = new HttpClient(); private string baseUrl; diff --git a/MarketDataLib/CNNProcessing/CNNProcessor.cs b/MarketDataLib/CNNProcessing/CNNProcessor.cs index 5557970..a13b02b 100644 --- a/MarketDataLib/CNNProcessing/CNNProcessor.cs +++ b/MarketDataLib/CNNProcessing/CNNProcessor.cs @@ -1,90 +1,106 @@ using System; using System.IO; -using MarketData.DataAccess; -using MarketData.MarketDataModel; -using MarketData.Numerical; -using System.Drawing; using System.Collections.Generic; using MarketData.Utils; -using System.Threading.Tasks; using System.Text; namespace MarketData.CNNProcessing { public class CNNProcessor { + private static int dayCount=270; + private static int width=128; + private static int height=128; + private CNNProcessor() { } + public static void GenerateTraining() { - TestCases testCases=new TestCases(); + TestCases testCases=new TestCases(); DataProcessor dataProcessor=new DataProcessor(); - dataProcessor.Width=128; - dataProcessor.Height=128; - int dayCount=270; -// dataProcessor.UseGrayScale=true; -// dataProcessor.PenWidth=1; + dataProcessor.Width=width; + dataProcessor.Height=height; + dataProcessor.PenWidthArray=new float[]{.50f,.75f,1.00f,1.12f,1.25f,1.31f,1.37f,1.50f,1.56f,1.62f,1.75f,1.87f,2.00f}; - dataProcessor.PenWidthArray=new float[]{.50f,.75f,1.00f,1.12f,1.25f,1.31f,1.37f,1.50f,1.56f,1.62f,1.75f,1.87f,2.00f}; -// dataProcessor.PenWidthArray=new float[]{.50f,.625f,.75f,.875f,1.00f,1.06f,1.12f,1.185f,1.25f,1.28f,1.31f,1.37f,1.435f,1.50f,1.56f,1.59f,1.62f,1.685f,1.75f,1.87f,1.935f,2.00f}; -// dataProcessor.PenWidthArray=new float[]{0.550000f,0.600000f,0.650000f,0.700000f,0.750000f,0.800000f,0.850000f,0.900000f,0.950000f,1.000000f,1.050000f,1.100000f,1.150000f,1.200000f,1.250000f,1.300000f,1.350000f,1.400000f,1.450000f,1.500000f,1.550000f,1.600000f,1.650000f,1.700000f,1.750000f,1.800000f,1.850000f,1.900000f,1.950000f,2.000000f} -// dataProcessor.PenWidthArray=new float[]{0.515000f,0.530000f,0.545000f,0.560000f,0.575000f,0.590000f,0.605000f,0.620000f,0.635000f,0.650000f,0.665000f,0.680000f,0.695000f,0.710000f,0.725000f,0.740000f,0.755000f,0.770000f,0.785000f,0.800000f,0.815000f,0.830000f,0.845000f,0.860000f,0.875000f,0.890000f,0.905000f,0.920000f,0.935000f,0.950000f,0.965000f,0.980000f,0.995000f,1.010000f,1.025000f,1.040000f,1.055000f,1.070000f,1.085000f,1.100000f,1.115000f,1.130000f,1.145000f,1.160000f,1.175000f,1.190000f,1.205000f,1.220000f,1.235000f,1.250000f,1.265000f,1.280000f,1.295000f,1.310000f,1.325000f,1.340000f,1.355000f,1.370000f,1.385000f,1.400000f,1.415000f,1.430000f,1.445000f,1.460000f,1.475000f,1.490000f,1.505000f,1.520000f,1.535000f,1.550000f,1.565000f,1.580000f,1.595000f,1.610000f,1.625000f,1.640000f,1.655000f,1.670000f,1.685000f,1.700000f,1.715000f,1.730000f,1.745000f,1.760000f,1.775000f,1.790000f,1.805000f,1.820000f,1.835000f,1.850000f,1.865000f,1.880000f,1.895000f,1.910000f,1.925000f,1.940000f,1.955000f,1.970000f,1.985000f,2.000000f}; +// [0] Data - The avoid data + testCases.Add(new TestCase("CENX",DateTime.Parse("03/31/2022"),270,TestCase.CaseType.Training,TestCase.GenerateType.BollingerBand)); + testCases.Add(new TestCase("ICPT",DateTime.Parse("12/31/2019"),270,TestCase.CaseType.Training,TestCase.GenerateType.BollingerBand)); + testCases.Add(new TestCase("XMTR",DateTime.Parse("01/31/2024"),270,TestCase.CaseType.Training,TestCase.GenerateType.BollingerBand)); + testCases.Add(new TestCase("CDXS",DateTime.Parse("11/30/2021"),270,TestCase.CaseType.Training,TestCase.GenerateType.BollingerBand)); + testCases.Add(new TestCase("EXTR",DateTime.Parse("08/31/2023"),270,TestCase.CaseType.Training,TestCase.GenerateType.BollingerBand)); + testCases.Add(new TestCase("DISCA",DateTime.Parse("02/26/2021"),270,TestCase.CaseType.Training,TestCase.GenerateType.BollingerBand)); + testCases.Add(new TestCase("DOCN",DateTime.Parse("10/29/2021"),270,TestCase.CaseType.Training,TestCase.GenerateType.BollingerBand)); + testCases.Add(new TestCase("CCL",DateTime.Parse("07/31/2023"),270,TestCase.CaseType.Training,TestCase.GenerateType.BollingerBand)); + testCases.Add(new TestCase("NET",DateTime.Parse("11/30/2021"),270,TestCase.CaseType.Training,TestCase.GenerateType.BollingerBand)); + testCases.Add(new TestCase("F",DateTime.Parse("01/31/2022"),270,TestCase.CaseType.Training,TestCase.GenerateType.BollingerBand)); + testCases.Add(new TestCase("RCKT",DateTime.Parse("01/31/2020"),270,TestCase.CaseType.Training,TestCase.GenerateType.BollingerBand)); + testCases.Add(new TestCase("ADT",DateTime.Parse("11/29/2019"),270,TestCase.CaseType.Training,TestCase.GenerateType.BollingerBand)); + testCases.Add(new TestCase("MOS",DateTime.Parse("03/31/2022"),270,TestCase.CaseType.Training,TestCase.GenerateType.BollingerBand)); + testCases.Add(new TestCase("FSM",DateTime.Parse("05/31/2024"),270,TestCase.CaseType.Training,TestCase.GenerateType.BollingerBand)); + testCases.Add(new TestCase("ITOS",DateTime.Parse("01/31/2022"),270,TestCase.CaseType.Training,TestCase.GenerateType.BollingerBand)); + testCases.Add(new TestCase("ENPH",DateTime.Parse("01/29/2021"),270,TestCase.CaseType.Training,TestCase.GenerateType.BollingerBand)); + testCases.Add(new TestCase("GOSS",DateTime.Parse("10/29/2021"),270,TestCase.CaseType.Training,TestCase.GenerateType.BollingerBand)); + testCases.Add(new TestCase("KURA",DateTime.Parse("11/30/2020"),270,TestCase.CaseType.Training,TestCase.GenerateType.BollingerBand)); + testCases.Add(new TestCase("WIRE",DateTime.Parse("12/31/2021"),270,TestCase.CaseType.Training,TestCase.GenerateType.BollingerBand)); + testCases.Add(new TestCase("CUBI",DateTime.Parse("12/31/2021"),270,TestCase.CaseType.Training,TestCase.GenerateType.BollingerBand)); + testCases.Add(new TestCase("SWAV",DateTime.Parse("05/31/2023"),270,TestCase.CaseType.Training,TestCase.GenerateType.BollingerBand)); + testCases.Add(new TestCase("SPSC",DateTime.Parse("10/29/2021"),270,TestCase.CaseType.Training,TestCase.GenerateType.BollingerBand)); + testCases.Add(new TestCase("EPC",DateTime.Parse("01/31/2022"),270,TestCase.CaseType.Training,TestCase.GenerateType.BollingerBand)); + testCases.Add(new TestCase("FTCH",DateTime.Parse("12/31/2020"),270,TestCase.CaseType.Training,TestCase.GenerateType.BollingerBand)); + testCases.Add(new TestCase("VC",DateTime.Parse("10/31/2019"),270,TestCase.CaseType.Training,TestCase.GenerateType.BollingerBand)); + testCases.Add(new TestCase("VRT",DateTime.Parse("04/30/2024"),270,TestCase.CaseType.Training,TestCase.GenerateType.BollingerBand)); + testCases.Add(new TestCase("LPG",DateTime.Parse("11/30/2023"),270,TestCase.CaseType.Training,TestCase.GenerateType.BollingerBand)); + testCases.Add(new TestCase("LI",DateTime.Parse("08/31/2023"),270,TestCase.CaseType.Training,TestCase.GenerateType.BollingerBand)); + testCases.Add(new TestCase("INBX",DateTime.Parse("01/31/2024"),270,TestCase.CaseType.Training,TestCase.GenerateType.BollingerBand)); + testCases.Add(new TestCase("WYNN",DateTime.Parse("02/28/2023"),270,TestCase.CaseType.Training,TestCase.GenerateType.BollingerBand)); -// [0] Data - testCases.Add(new TestCase("ICPT",DateTime.Parse("12/31/2019"),dayCount,TestCase.CaseType.Training,TestCase.GenerateType.BollingerBand)); - testCases.Add(new TestCase("AMD",DateTime.Parse("09/28/2018"),dayCount,TestCase.CaseType.Training,TestCase.GenerateType.BollingerBand)); - testCases.Add(new TestCase("AVAV",DateTime.Parse("09/28/2018"),dayCount,TestCase.CaseType.Training,TestCase.GenerateType.BollingerBand)); - testCases.Add(new TestCase("ULH",DateTime.Parse("08/31/2018"),dayCount,TestCase.CaseType.Training,TestCase.GenerateType.BollingerBand)); - testCases.Add(new TestCase("ADT",DateTime.Parse("11/29/2019"),dayCount,TestCase.CaseType.Training,TestCase.GenerateType.BollingerBand)); - testCases.Add(new TestCase("VC",DateTime.Parse("11/29/2019"),dayCount,TestCase.CaseType.Training,TestCase.GenerateType.BollingerBand)); - testCases.Add(new TestCase("VIVO",DateTime.Parse("07/31/2020"),dayCount,TestCase.CaseType.Training,TestCase.GenerateType.BollingerBand)); - testCases.Add(new TestCase("AKS",DateTime.Parse("12/30/2016"),dayCount,TestCase.CaseType.Training,TestCase.GenerateType.BollingerBand)); - testCases.Add(new TestCase("PRO",DateTime.Parse("07/31/2019"),dayCount,TestCase.CaseType.Training,TestCase.GenerateType.BollingerBand)); - testCases.Add(new TestCase("RCKT",DateTime.Parse("01/31/2020"),dayCount,TestCase.CaseType.Training,TestCase.GenerateType.BollingerBand)); - testCases.Add(new TestCase("ENPH",DateTime.Parse("01/29/2021"),dayCount,TestCase.CaseType.Training,TestCase.GenerateType.BollingerBand)); - testCases.Add(new TestCase("ACLS",DateTime.Parse("11/30/2017"),dayCount,TestCase.CaseType.Training,TestCase.GenerateType.BollingerBand)); - testCases.Add(new TestCase("KURA",DateTime.Parse("11/30/2020"),dayCount,TestCase.CaseType.Training,TestCase.GenerateType.BollingerBand)); - testCases.Add(new TestCase("PTLA",DateTime.Parse("03/29/2019"),dayCount,TestCase.CaseType.Training,TestCase.GenerateType.BollingerBand)); - testCases.Add(new TestCase("SSRI",DateTime.Parse("07/29/2016"),dayCount,TestCase.CaseType.Training,TestCase.GenerateType.BollingerBand)); - testCases.Add(new TestCase("CORE",DateTime.Parse("09/28/2018"),dayCount,TestCase.CaseType.Training,TestCase.GenerateType.BollingerBand)); - testCases.Add(new TestCase("OKTA",DateTime.Parse("06/28/2019"),dayCount,TestCase.CaseType.Training,TestCase.GenerateType.BollingerBand)); - testCases.Add(new TestCase("CTMX",DateTime.Parse("03/29/2018"),dayCount,TestCase.CaseType.Training,TestCase.GenerateType.BollingerBand)); - testCases.Add(new TestCase("TDOC",DateTime.Parse("08/31/2018"),dayCount,TestCase.CaseType.Training,TestCase.GenerateType.BollingerBand)); - testCases.Add(new TestCase("WRD",DateTime.Parse("05/31/2018"),dayCount,TestCase.CaseType.Training,TestCase.GenerateType.BollingerBand)); - testCases.Add(new TestCase("FTCH",DateTime.Parse("12/31/2020"),dayCount,TestCase.CaseType.Training,TestCase.GenerateType.BollingerBand)); - testCases.Add(new TestCase("COKE",DateTime.Parse("10/30/2015"),dayCount,TestCase.CaseType.Training,TestCase.GenerateType.BollingerBand)); dataProcessor.SetOutputFolderPath(@"C:\boneyard\DeepLearning\ModelInputData\0"); dataProcessor.ProcessData(testCases); testCases.Clear(); -// [1] Data - testCases.Add(new TestCase("AG",DateTime.Parse("03/31/2016"),dayCount,TestCase.CaseType.Training,TestCase.GenerateType.BollingerBand)); - testCases.Add(new TestCase("NKTR",DateTime.Parse("11/30/2017"),dayCount,TestCase.CaseType.Training,TestCase.GenerateType.BollingerBand)); - testCases.Add(new TestCase("ABX",DateTime.Parse("03/31/2016"),dayCount,TestCase.CaseType.Training,TestCase.GenerateType.BollingerBand)); - testCases.Add(new TestCase("PTON",DateTime.Parse("09/30/2020"),dayCount,TestCase.CaseType.Training,TestCase.GenerateType.BollingerBand)); - testCases.Add(new TestCase("CLVS",DateTime.Parse("03/31/2017"),dayCount,TestCase.CaseType.Training,TestCase.GenerateType.BollingerBand)); - testCases.Add(new TestCase("TREE",DateTime.Parse("06/30/2017"),dayCount,TestCase.CaseType.Training,TestCase.GenerateType.BollingerBand)); - testCases.Add(new TestCase("BTG",DateTime.Parse("04/29/2016"),dayCount,TestCase.CaseType.Training,TestCase.GenerateType.BollingerBand)); - testCases.Add(new TestCase("SIG",DateTime.Parse("03/31/2021"),dayCount,TestCase.CaseType.Training,TestCase.GenerateType.BollingerBand)); - testCases.Add(new TestCase("COOP",DateTime.Parse("09/30/2020"),dayCount,TestCase.CaseType.Training,TestCase.GenerateType.BollingerBand)); - testCases.Add(new TestCase("THC",DateTime.Parse("03/29/2018"),dayCount,TestCase.CaseType.Training,TestCase.GenerateType.BollingerBand)); - testCases.Add(new TestCase("ARWR",DateTime.Parse("07/31/2019"),dayCount,TestCase.CaseType.Training,TestCase.GenerateType.BollingerBand)); - testCases.Add(new TestCase("BAND",DateTime.Parse("06/30/2020"),dayCount,TestCase.CaseType.Training,TestCase.GenerateType.BollingerBand)); - testCases.Add(new TestCase("TSLA",DateTime.Parse("07/31/2020"),dayCount,TestCase.CaseType.Training,TestCase.GenerateType.BollingerBand)); - testCases.Add(new TestCase("VEDL",DateTime.Parse("08/31/2016"),dayCount,TestCase.CaseType.Training,TestCase.GenerateType.BollingerBand)); - testCases.Add(new TestCase("GTHX",DateTime.Parse("04/30/2018"),dayCount,TestCase.CaseType.Training,TestCase.GenerateType.BollingerBand)); - testCases.Add(new TestCase("PDD",DateTime.Parse("05/29/2020"),dayCount,TestCase.CaseType.Training,TestCase.GenerateType.BollingerBand)); - testCases.Add(new TestCase("KRO",DateTime.Parse("01/31/2017"),dayCount,TestCase.CaseType.Training,TestCase.GenerateType.BollingerBand)); - testCases.Add(new TestCase("CPRI",DateTime.Parse("01/29/2021"),dayCount,TestCase.CaseType.Training,TestCase.GenerateType.BollingerBand)); - testCases.Add(new TestCase("SQ",DateTime.Parse("08/31/2020"),dayCount,TestCase.CaseType.Training,TestCase.GenerateType.BollingerBand)); - testCases.Add(new TestCase("EHTH",DateTime.Parse("02/28/2019"),dayCount,TestCase.CaseType.Training,TestCase.GenerateType.BollingerBand)); - testCases.Add(new TestCase("NVCR",DateTime.Parse("10/30/2020"),dayCount,TestCase.CaseType.Training,TestCase.GenerateType.BollingerBand)); - testCases.Add(new TestCase("FRPT",DateTime.Parse("07/31/2018"),dayCount,TestCase.CaseType.Training,TestCase.GenerateType.BollingerBand)); - testCases.Add(new TestCase("TLRD",DateTime.Parse("01/31/2018"),dayCount,TestCase.CaseType.Training,TestCase.GenerateType.BollingerBand)); - testCases.Add(new TestCase("BVN",DateTime.Parse("05/31/2016"),dayCount,TestCase.CaseType.Training,TestCase.GenerateType.BollingerBand)); - testCases.Add(new TestCase("DNR",DateTime.Parse("06/29/2018"),dayCount,TestCase.CaseType.Training,TestCase.GenerateType.BollingerBand)); +// [1] Data - The good data + testCases.Add(new TestCase("CPG",DateTime.Parse("03/31/2021"),270,TestCase.CaseType.Training,TestCase.GenerateType.BollingerBand)); + testCases.Add(new TestCase("VCEL",DateTime.Parse("02/26/2021"),270,TestCase.CaseType.Training,TestCase.GenerateType.BollingerBand)); + testCases.Add(new TestCase("CLF",DateTime.Parse("01/29/2021"),270,TestCase.CaseType.Training,TestCase.GenerateType.BollingerBand)); + testCases.Add(new TestCase("XPO",DateTime.Parse("08/31/2023"),270,TestCase.CaseType.Training,TestCase.GenerateType.BollingerBand)); + testCases.Add(new TestCase("RH",DateTime.Parse("10/31/2019"),270,TestCase.CaseType.Training,TestCase.GenerateType.BollingerBand)); + testCases.Add(new TestCase("NEM",DateTime.Parse("05/30/2020"),270,TestCase.CaseType.Training,TestCase.GenerateType.BollingerBand)); + testCases.Add(new TestCase("EXPI",DateTime.Parse("08/31/2020"),270,TestCase.CaseType.Training,TestCase.GenerateType.BollingerBand)); + testCases.Add(new TestCase("INTR",DateTime.Parse("07/31/2023"),270,TestCase.CaseType.Training,TestCase.GenerateType.BollingerBand)); + testCases.Add(new TestCase("TSLA",DateTime.Parse("08/31/2020"),270,TestCase.CaseType.Training,TestCase.GenerateType.BollingerBand)); + testCases.Add(new TestCase("WOW",DateTime.Parse("02/26/2021"),270,TestCase.CaseType.Training,TestCase.GenerateType.BollingerBand)); + testCases.Add(new TestCase("CLDR",DateTime.Parse("10/31/2019"),270,TestCase.CaseType.Training,TestCase.GenerateType.BollingerBand)); + testCases.Add(new TestCase("SPOT",DateTime.Parse("03/31/2023"),270,TestCase.CaseType.Training,TestCase.GenerateType.BollingerBand)); + testCases.Add(new TestCase("ACLS",DateTime.Parse("02/28/2023"),270,TestCase.CaseType.Training,TestCase.GenerateType.BollingerBand)); + testCases.Add(new TestCase("COCO",DateTime.Parse("04/28/2023"),270,TestCase.CaseType.Training,TestCase.GenerateType.BollingerBand)); + testCases.Add(new TestCase("DAC",DateTime.Parse("04/30/2021"),270,TestCase.CaseType.Training,TestCase.GenerateType.BollingerBand)); + testCases.Add(new TestCase("CDE",DateTime.Parse("06/28/2024"),270,TestCase.CaseType.Training,TestCase.GenerateType.BollingerBand)); + testCases.Add(new TestCase("UEC",DateTime.Parse("09/29/2023"),270,TestCase.CaseType.Training,TestCase.GenerateType.BollingerBand)); + testCases.Add(new TestCase("ERJ",DateTime.Parse("05/28/2021"),270,TestCase.CaseType.Training,TestCase.GenerateType.BollingerBand)); + testCases.Add(new TestCase("SITM",DateTime.Parse("08/31/2020"),270,TestCase.CaseType.Training,TestCase.GenerateType.BollingerBand)); + testCases.Add(new TestCase("CAVA",DateTime.Parse("06/28/2024"),270,TestCase.CaseType.Training,TestCase.GenerateType.BollingerBand)); + testCases.Add(new TestCase("APGE",DateTime.Parse("02/29/2024"),270,TestCase.CaseType.Training,TestCase.GenerateType.BollingerBand)); + testCases.Add(new TestCase("CPRI",DateTime.Parse("01/29/2021"),270,TestCase.CaseType.Training,TestCase.GenerateType.BollingerBand)); + testCases.Add(new TestCase("VST",DateTime.Parse("06/28/2024"),270,TestCase.CaseType.Training,TestCase.GenerateType.BollingerBand)); + testCases.Add(new TestCase("PDD",DateTime.Parse("05/30/2020"),270,TestCase.CaseType.Training,TestCase.GenerateType.BollingerBand)); + testCases.Add(new TestCase("NVCR",DateTime.Parse("10/30/2020"),270,TestCase.CaseType.Training,TestCase.GenerateType.BollingerBand)); + testCases.Add(new TestCase("VITL",DateTime.Parse("04/30/2024"),270,TestCase.CaseType.Training,TestCase.GenerateType.BollingerBand)); + testCases.Add(new TestCase("SIG",DateTime.Parse("03/31/2021"),270,TestCase.CaseType.Training,TestCase.GenerateType.BollingerBand)); + testCases.Add(new TestCase("YPF",DateTime.Parse("11/30/2022"),270,TestCase.CaseType.Training,TestCase.GenerateType.BollingerBand)); + testCases.Add(new TestCase("BLBD",DateTime.Parse("03/28/2024"),270,TestCase.CaseType.Training,TestCase.GenerateType.BollingerBand)); + testCases.Add(new TestCase("BAND",DateTime.Parse("06/30/2020"),270,TestCase.CaseType.Training,TestCase.GenerateType.BollingerBand)); + testCases.Add(new TestCase("COOP",DateTime.Parse("09/30/2020"),270,TestCase.CaseType.Training,TestCase.GenerateType.BollingerBand)); + testCases.Add(new TestCase("SPT",DateTime.Parse("07/30/2021"),270,TestCase.CaseType.Training,TestCase.GenerateType.BollingerBand)); + testCases.Add(new TestCase("NTLA",DateTime.Parse("12/31/2020"),270,TestCase.CaseType.Training,TestCase.GenerateType.BollingerBand)); + testCases.Add(new TestCase("PTON",DateTime.Parse("09/30/2020"),270,TestCase.CaseType.Training,TestCase.GenerateType.BollingerBand)); + testCases.Add(new TestCase("VRT",DateTime.Parse("07/31/2023"),270,TestCase.CaseType.Training,TestCase.GenerateType.BollingerBand)); + testCases.Add(new TestCase("NET",DateTime.Parse("08/31/2021"),270,TestCase.CaseType.Training,TestCase.GenerateType.BollingerBand)); + testCases.Add(new TestCase("NVDA",DateTime.Parse("04/28/2023"),270,TestCase.CaseType.Training,TestCase.GenerateType.BollingerBand)); + testCases.Add(new TestCase("DOCU",DateTime.Parse("05/30/2020"),270,TestCase.CaseType.Training,TestCase.GenerateType.BollingerBand)); + testCases.Add(new TestCase("SIG",DateTime.Parse("10/30/2020"),270,TestCase.CaseType.Training,TestCase.GenerateType.BollingerBand)); dataProcessor.SetOutputFolderPath(@"C:\boneyard\DeepLearning\ModelInputData\1"); dataProcessor.ProcessData(testCases); @@ -94,12 +110,11 @@ namespace MarketData.CNNProcessing { TestCases testCases=new TestCases(); DataProcessor dataProcessor=new DataProcessor(); - dataProcessor.Width=128; - dataProcessor.Height=128; + dataProcessor.Width=width; + dataProcessor.Height=height; dataProcessor.PenWidth=1; - int dayCount=270; - string[,] s=new string[,]{{"CWH","01/31/2020"},{"DISCA","02/26/2021"},{"ANAB","02/28/2018"},{"SPWR","07/31/2017"},{"DNLI","12/31/2020"},{"IDTI","11/30/2015"},{"PRO","07/31/2019"},{"ACLS","11/30/2017"},{"TDOC","08/31/2018"},{"ATHM","08/31/2017"},{"SIG","10/30/2020"},{"DOCU","05/29/2020"},{"MTDR","03/31/2021"},{"NTLA","12/31/2020"},{"SE","06/30/2020"},{"BAND","06/30/2020"},{"PDD","05/29/2020"},{"CRSP","03/29/2018"},{"DAC","04/30/2021"}}; + string[,] s=new string[,]{{"CRTX","07/30/2021"},{"SBSW","12/31/2019"},{"CWH","01/31/2020"},{"DISCA","02/26/2021"},{"DNLI","12/31/2020"},{"SNAP","12/29/2023"},{"FSM","05/31/2024"},{"TSLA","11/30/2021"},{"SWAV","05/31/2023"},{"PCTY","09/30/2021"},{"DCBO","08/31/2021"},{"LPG","11/30/2023"},{"KOD","11/30/2020"},{"NUE","05/28/2021"},{"XPO","08/31/2023"},{"EDU","11/30/2023"},{"BAK","04/30/2021"},{"INSW","11/30/2022"},{"ACLS","02/28/2023"},{"VST","03/28/2024"},{"TRMD","11/30/2022"},{"APGE","02/29/2024"},{"ANF","02/29/2024"},{"BAND","06/30/2020"},{"COIN","12/29/2023"},{"MTDR","03/31/2021"}}; for(int index=0;index")+3); int result=int.Parse(Utility.BetweenString(strPredictionResult,"[[","]")); @@ -194,11 +204,4 @@ namespace MarketData.CNNProcessing Console.WriteLine(""); } } - //TestCases minerviniCases=new TestCases(); - //minerviniCases.Add(new TestCase("SNAP",DateTime.Parse("07-08-2020"),DateTime.Parse("09-13-2020"))); - //minerviniCases.Add(new TestCase("TAL",DateTime.Parse("03-05-2020"),DateTime.Parse("06-01-2020"))); - //minerviniCases.Add(new TestCase("TSM",DateTime.Parse("02-25-2020"),DateTime.Parse("07-01-2020"))); - //minerviniCases.Add(new TestCase("TGT",DateTime.Parse("05-15-2020"),DateTime.Parse("08-03-2020"))); - //dataProcessor.ProcessData(minerviniCases); - } diff --git a/MarketDataLib/CNNProcessing/DataProcessor.cs b/MarketDataLib/CNNProcessing/DataProcessor.cs index 8adb8cd..cf6f03b 100644 --- a/MarketDataLib/CNNProcessing/DataProcessor.cs +++ b/MarketDataLib/CNNProcessing/DataProcessor.cs @@ -166,7 +166,8 @@ namespace MarketData.CNNProcessing for(int noiseIndex=0;noiseIndex Streams{get{return streams;}} // This will get set automatically depending on OutputType