com.jonschang.investing.QVSNNTest.java Source code

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Here is the source code for com.jonschang.investing.QVSNNTest.java

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/*
###############################
# Copyright (C) 2012 Jon Schang
# 
# This file is part of jSchangLib, released under the LGPLv3
# 
# jSchangLib is free software: you can redistribute it and/or modify
# it under the terms of the GNU Lesser General Public License as published by
# the Free Software Foundation, either version 3 of the License, or
# (at your option) any later version.
# 
# jSchangLib is distributed in the hope that it will be useful,
# but WITHOUT ANY WARRANTY; without even the implied warranty of
# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
# GNU Lesser General Public License for more details.
# 
# You should have received a copy of the GNU Lesser General Public License
# along with jSchangLib.  If not, see <http://www.gnu.org/licenses/>.
###############################
*/
package com.jonschang.investing;

import java.text.*;

import org.junit.*;

import java.util.*;

import org.apache.log4j.*;

import com.jonschang.ai.network.feedforward.*;
import com.jonschang.investing.stocks.*;
import com.jonschang.investing.stocks.model.*;
import com.jonschang.investing.stocks.service.StockService;
import com.jonschang.investing.valuesource.*;
import com.jonschang.utils.*;
import com.jonschang.math.vector.*;

public class QVSNNTest {
    private Date trainingStart = null;
    private Date trainingEnd = null;
    private Date runEnd = null;

    @SuppressWarnings(value = "unchecked")
    @Test
    public void testQVSNN() throws Exception {
        try {
            trainingStart = new SimpleDateFormat("MM/dd/yyyy HH:mm").parse("10/22/2007 16:00");
            trainingEnd = new SimpleDateFormat("MM/dd/yyyy HH:mm").parse("4/22/2009 16:00");
            runEnd = new SimpleDateFormat("MM/dd/yyyy HH:mm").parse("10/22/2009 16:00");
            DatePublisher datePublisher = new GenericDatePublisher();

            turnOffLogging();

            NetworkBuilder<FeedForward, StockQuote, Stock> builder = new NetworkBuilder_0_0_1a(datePublisher);
            builder.setTrainingStart(trainingStart);
            builder.setTrainingEnd(trainingEnd);
            builder.setRunEnd(runEnd);
            BackPropagation trainer = (BackPropagation) builder.getTrainer();
            trainer.setDesiredMSE(0.002);

            StockService stockService = (StockService) Investing.instance().getQuotableServiceFactory()
                    .get(Stock.class);
            for (QuotePublisher pub : builder.getPublishers()) {
                pub.setQuotable(stockService.get("MDR"));
            }
            trainer.train();

            Logger.getLogger(this.getClass())
                    .info("currentMSE = " + trainer.getCurrentMSE() + ", desiredMSE = " + trainer.getDesiredMSE());
            for (QuotePublisher pub : builder.getPublishers()) {
                pub.setQuotable(stockService.get("MDR"));
            }
            Date date = (Date) trainingEnd.clone();
            datePublisher.setDate(date);
            MathVector output;
            while (date.before(runEnd)) {
                trainer.getNetwork().calculateResponse();
                output = trainer.getNetwork().getLastOutput();
                if (output != null && (output.getData().get(0) > .85 || output.getData().get(1) > .85))
                    Logger.getLogger(this.getClass()).info(date + " - " + output.getData());
                TimeInterval.DAY.add(date);
                datePublisher.updateHasDates();
            }

        } catch (Exception e) {
            e.printStackTrace();
            throw e;
        }
    }

    public void turnOffLogging() {
        Logger.getLogger("org.hibernate").setLevel(Level.OFF);
        Logger.getLogger("org.springframework").setLevel(Level.OFF);
        Logger.getLogger("com.jonschang.investing.model").setLevel(Level.OFF);
        //Logger.getLogger("com.jonschang.investing").setLevel(Level.OFF);
        Logger.getLogger("com.jonschang.investing.PrefetchQuotePublisher").setLevel(Level.OFF);
        Logger.getLogger("com.jonschang.investing.stocks.model").setLevel(Level.OFF);
        //Logger.getLogger("com.jonschang.investing.stocks").setLevel(Level.OFF);
        Logger.getLogger("com.jonschang.investing.valuesource").setLevel(Level.OFF);
        Logger.getLogger("com.jonschang.utils").setLevel(Level.OFF);
    }
}