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76a6216cf7
It uses its own API which I packed between MTApi5 and MatLab. Possible that this is useless, but errors from the .NET assembly are more tradable.
80 lines
2.0 KiB
Matlab
80 lines
2.0 KiB
Matlab
classdef TradingData < handle
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%TRADINGDATA Summary of this class goes here
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% Detailed explanation goes here
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properties
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core_trades
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net_signal
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net_class
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net_score
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net_input
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end
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properties (SetAccess=protected)
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size
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cnt
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end
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methods
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function obj = TradingData()
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%TRADINGDATA Construct an instance of this class
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% Create datastore for logging all data
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end
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function ok = setup(self,size,sizeTrades)
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%SETUP Summary of this method goes here
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% Setup Object
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% args:
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% 1 = Array Size (Bars)
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% 2 = Array Size Trades (default 1000)
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self.size = size;
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self.core_trades = zeros(sizeTrades,4);
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self.net_signal = zeros(size,1);
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self.net_signal = zeros(size,1);
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self.net_score = zeros(size,4,'single');
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a = repmat([0],3,500);
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self.net_input = repmat({a},size,1);
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classArray(size,1) = categorical(0);
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self.net_class = classArray;
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ok = true;
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end
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function set_Count(self,cnt)
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self.cnt = cnt;
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end
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function store_NetInput(self,data)
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self.net_input{self.cnt,1} = data{1,1};
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end
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function store_NetOutSignal(self,data)
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self.net_signal(self.cnt) = data;
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end
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function store_NetOutClass(self,data)
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self.net_class(self.cnt,1) = data;
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end
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function store_NetOutScore(self,data)
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size = length(data);
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self.net_score(self.cnt,1:size) = data(:);
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end
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function reorganizeData(self)
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end
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% Getters
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function data = get_Data(self)
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end
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end
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end
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