org.encog.ml.data.market
Class MarketMLDataSet

java.lang.Object
  extended by org.encog.ml.data.basic.BasicMLDataSet
      extended by org.encog.neural.data.basic.BasicNeuralDataSet
          extended by org.encog.ml.data.temporal.TemporalMLDataSet
              extended by org.encog.ml.data.market.MarketMLDataSet
All Implemented Interfaces:
Serializable, Iterable<MLDataPair>, MLDataSet, NeuralDataSet

public class MarketMLDataSet
extends TemporalMLDataSet

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.

Author:
jheaton
See Also:
Serialized Form

Nested Class Summary
 
Nested classes/interfaces inherited from class org.encog.ml.data.basic.BasicMLDataSet
BasicMLDataSet.BasicMLIterator
 
Field Summary
 
Fields inherited from class org.encog.ml.data.temporal.TemporalMLDataSet
ADD_NOT_SUPPORTED
 
Constructor Summary
MarketMLDataSet(MarketLoader loader, int inputWindowSize, int predictWindowSize)
          Construct a market data set object.
 
Method Summary
 void addDescription(TemporalDataDescription desc)
          Add one description of the type of market data that we are seeking at each datapoint.
 TemporalPoint createPoint(Date when)
          Create a datapoint at the specified date.
 NeuralData generateInputForPrediction(Date date)
          To be implemented later.
 MarketLoader getLoader()
           
 void load(Date begin, Date end)
          Load data from the loader.
 
Methods inherited from class org.encog.ml.data.temporal.TemporalMLDataSet
add, add, add, calculateActualSetSize, calculateNeuronCounts, calculatePointsInRange, calculateStartIndex, clear, createPoint, generate, generateInputNeuralData, generateOutputNeuralData, getDescriptions, getDesiredSetSize, getHighSequence, getInputNeuronCount, getInputWindowSize, getLowSequence, getOutputNeuronCount, getPoints, getPredictWindowSize, getSequenceFromDate, getSequenceGrandularity, getStartingPoint, isPointInRange, setDesiredSetSize, setHighSequence, setInputWindowSize, setLowSequence, setPredictWindowSize, setSequenceGrandularity, setStartingPoint, sortPoints
 
Methods inherited from class org.encog.ml.data.basic.BasicMLDataSet
clone, close, get, getData, getIdealSize, getInputSize, getRecord, getRecordCount, isSupervised, iterator, openAdditional, setData, size, toList
 
Methods inherited from class java.lang.Object
equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait
 
Methods inherited from interface org.encog.ml.data.MLDataSet
close, get, getIdealSize, getInputSize, getRecord, getRecordCount, isSupervised, openAdditional, size
 
Methods inherited from interface java.lang.Iterable
iterator
 

Constructor Detail

MarketMLDataSet

public MarketMLDataSet(MarketLoader loader,
                       int inputWindowSize,
                       int predictWindowSize)
Construct a market data set object.

Parameters:
loader - The loader to use to get the financial data.
inputWindowSize - The input window size, that is how many datapoints do we use to predict.
predictWindowSize - How many datapoints do we want to predict.
Method Detail

addDescription

public void addDescription(TemporalDataDescription desc)
Add one description of the type of market data that we are seeking at each datapoint.

Overrides:
addDescription in class TemporalMLDataSet
Parameters:
desc - The data description.

createPoint

public TemporalPoint createPoint(Date when)
Create a datapoint at the specified date.

Overrides:
createPoint in class TemporalMLDataSet
Parameters:
when - The date to create the point at.
Returns:
Returns the TemporalPoint created for the specified date.

generateInputForPrediction

public NeuralData generateInputForPrediction(Date date)
To be implemented later.

Parameters:
date - NOT USED
Returns:
NOT USED

getLoader

public MarketLoader getLoader()
Returns:
The loader that is being used for this set.

load

public void load(Date begin,
                 Date end)
Load data from the loader.

Parameters:
begin - The beginning date.
end - The ending date.


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