mirror of
https://github.com/vdemydiuk/mtapi.git
synced 2026-07-28 11:07:48 +00:00
80 lines
2.0 KiB
Matlab
80 lines
2.0 KiB
Matlab
|
|
classdef TradingData < handle
|
||
|
|
%TRADINGDATA Summary of this class goes here
|
||
|
|
% Detailed explanation goes here
|
||
|
|
|
||
|
|
properties
|
||
|
|
core_trades
|
||
|
|
net_signal
|
||
|
|
net_class
|
||
|
|
net_score
|
||
|
|
net_input
|
||
|
|
|
||
|
|
end
|
||
|
|
|
||
|
|
properties (SetAccess=protected)
|
||
|
|
size
|
||
|
|
cnt
|
||
|
|
end
|
||
|
|
|
||
|
|
methods
|
||
|
|
function obj = TradingData()
|
||
|
|
%TRADINGDATA Construct an instance of this class
|
||
|
|
% Create datastore for logging all data
|
||
|
|
|
||
|
|
end
|
||
|
|
|
||
|
|
function ok = setup(self,size,sizeTrades)
|
||
|
|
%SETUP Summary of this method goes here
|
||
|
|
% Setup Object
|
||
|
|
% args:
|
||
|
|
% 1 = Array Size (Bars)
|
||
|
|
% 2 = Array Size Trades (default 1000)
|
||
|
|
|
||
|
|
self.size = size;
|
||
|
|
|
||
|
|
self.core_trades = zeros(sizeTrades,4);
|
||
|
|
self.net_signal = zeros(size,1);
|
||
|
|
self.net_signal = zeros(size,1);
|
||
|
|
self.net_score = zeros(size,4,'single');
|
||
|
|
|
||
|
|
a = repmat([0],3,500);
|
||
|
|
self.net_input = repmat({a},size,1);
|
||
|
|
|
||
|
|
classArray(size,1) = categorical(0);
|
||
|
|
self.net_class = classArray;
|
||
|
|
ok = true;
|
||
|
|
end
|
||
|
|
function set_Count(self,cnt)
|
||
|
|
self.cnt = cnt;
|
||
|
|
end
|
||
|
|
function store_NetInput(self,data)
|
||
|
|
self.net_input{self.cnt,1} = data{1,1};
|
||
|
|
end
|
||
|
|
function store_NetOutSignal(self,data)
|
||
|
|
self.net_signal(self.cnt) = data;
|
||
|
|
end
|
||
|
|
function store_NetOutClass(self,data)
|
||
|
|
self.net_class(self.cnt,1) = data;
|
||
|
|
end
|
||
|
|
function store_NetOutScore(self,data)
|
||
|
|
size = length(data);
|
||
|
|
self.net_score(self.cnt,1:size) = data(:);
|
||
|
|
end
|
||
|
|
|
||
|
|
function reorganizeData(self)
|
||
|
|
|
||
|
|
|
||
|
|
|
||
|
|
|
||
|
|
|
||
|
|
end
|
||
|
|
% Getters
|
||
|
|
function data = get_Data(self)
|
||
|
|
|
||
|
|
end
|
||
|
|
|
||
|
|
|
||
|
|
end
|
||
|
|
end
|
||
|
|
|