Na prośbę wielu z Was, obecnie intensywnie pracujemy nad dostarczeniem przykładów niektórych naszych kodów i pakietów do uczenia maszynowego.

TensorFlow, PyTorch, Keras, Numpy, Pandas i wiele innych pakietów .NET, aby zacząć pracę w środowisku cTrader.

Naszą misją jest ułatwienie korzystania z uczenia maszynowego w cTrader dla każdego.

Powodzenia!

*** Ten kod nie dokonuje żadnych transakcji (tylko wypisuje dane itp.). To po prostu przykładowy kod pokazujący, jak można zacząć tworzyć własne modele AI korzystając z naszych pakietów do uczenia maszynowego.

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using System;
using System.Collections.Generic;
using System.Linq;
using System.Text;
using cAlgo.API;
using cAlgo.API.Collections;
using cAlgo.API.Indicators;
using cAlgo.API.Internals;

using NumSharp;
using np = NumSharp.np;
using Shape = NumSharp.Shape;

using PandasNet;
using static PandasNet.PandasApi;

namespace cAlgo.Robots
{
    [Robot(TimeZone = TimeZones.UTC, AccessRights = AccessRights.None)]
    public class E7BBKGNumSharpSample : Robot
    {
        [Parameter("Version 1.01", DefaultValue = "Version 1.01")]
        public string Version { get; set; }

        [Parameter("Source")]
        public DataSeries Source { get; set; }

        [Parameter("Bars Required", DefaultValue = 50, MinValue = 1, MaxValue = 10000, Step = 1)]
        public int BarsRequired { get; set; }

        [Parameter("Method Name", DefaultValue = MethodName.DataSplitPrints)]
        public MethodName Mode { get; set; }
        public enum MethodName
        {
            DataSplitPrints,
            PandasPrints,
            NDArrayPrints
        }
        
        protected override void OnStart()
        {
            // Inicjalizacja wskaźników
        }

        protected override void OnBar()
        {
            try
            {
                if (Mode == MethodName.DataSplitPrints)
                {
                    DataSplitPrints();
                }
                else if (Mode == MethodName.PandasPrints)
                {
                    PandasPrints();
                }
                else if (Mode == MethodName.NDArrayPrints)
                {
                    NDArrayPrints();
                }
            }
            catch (Exception ex)
            {
                Print($"Błąd: {ex.Message}");
                if (ex.InnerException != null)
                {
                    Print($"Wewnętrzny wyjątek: {ex.InnerException.Message}");
                    throw;
                }
            }
        }

        private float[,] GetDataSet()
        {
            int startBar = Bars.ClosePrices.Count - BarsRequired;
            float[,] inputSignals = new float[BarsRequired, 5];

            for (int i = 0; i < BarsRequired; i++)
            {
                int barIndex = startBar + i;
                inputSignals[i, 0] = (float)Bars.OpenPrices[barIndex];
                inputSignals[i, 1] = (float)Bars.HighPrices[barIndex];
                inputSignals[i, 2] = (float)Bars.LowPrices[barIndex];
                inputSignals[i, 3] = (float)Bars.ClosePrices[barIndex];
                inputSignals[i, 4] = (float)Bars.TickVolumes[barIndex];
            }
            return inputSignals;
        }
        
        private float[,] GetTargetDataSet()
        {
            int startBar = Bars.ClosePrices.Count - BarsRequired;
            float[,] inputSignals = new float[BarsRequired, 5];

            for (int i = 0; i < BarsRequired; i++)
            {
                int barIndex = startBar + i;
                inputSignals[i, 0] = (float)Bars.OpenPrices[barIndex];
                inputSignals[i, 1] = (float)Bars.HighPrices[barIndex];
                inputSignals[i, 2] = (float)Bars.LowPrices[barIndex];
                inputSignals[i, 3] = (float)Bars.ClosePrices[barIndex];
                inputSignals[i, 4] = (float)Bars.TickVolumes[barIndex];
            }
            return inputSignals;
        }
        
        /// NumSharp Data Split Prints
        public void DataSplitPrints()
        {
            // Przekształć dane wejściowe, aby dopasować kształt oczekiwany przez model
            //var inputShape = new Shape(-1, BarsRequired, 5);
            NDArray inputData = np.array<float>(GetDataSet());
            Print("Input NDarray: " + string.Join(", ", inputData));
            
            // Przekształć dane docelowe, aby dopasować kształt oczekiwany przez model
            //var targetShape = new Shape(-1, 5);
            NDArray targetData = np.array<float>(GetTargetDataSet());
            Print("Target NDarray: " + string.Join(", ", targetData));
            
            // Podziel dane na zestawy treningowe i testowe
            int testSize = (int)(0.2 * inputData.shape[0]); // 20% na testy
            var (x_train, x_test) = (inputData[$":{inputData.shape[0] - testSize}"], inputData[$"{inputData.shape[0] - testSize}:"]);
            var (y_train, y_test) = (targetData[$":{targetData.shape[0] - testSize}"], targetData[$"{targetData.shape[0] - testSize}:"]);
            
            Print("Dane X_train: " + string.Join(", ", x_train));
            Print("Dane X_test: " + string.Join(", ", x_test));
            Print("Dane Y_train: " + string.Join(", ", y_train));
            Print("Dane Y_test: " + string.Join(", ", y_test));
        }
        
        /// Wydruki PandasNet
        public void PandasPrints()
        {
            // Konwersja float[,] na List<Series>
            var inputData = GetDataSet();
            var targetData = GetTargetDataSet();
            
            var inputSeriesList = new List<Series>();
            var targetSeriesList = new List<Series>();
            
            for (int col = 0; col < inputData.GetLength(1); col++)
            {
                List<float> columnData = new List<float>();
                for (int row = 0; row < inputData.GetLength(0); row++)
                {
                    columnData.Add(inputData[row, col]);
                }
                inputSeriesList.Add(new Series(columnData.ToArray()));
            }
            
            for (int col = 0; col < targetData.GetLength(1); col++)
            {
                List<float> columnData = new List<float>();
                for (int row = 0; row < targetData.GetLength(0); row++)
                {
                    columnData.Add(targetData[row, col]);
                }
                targetSeriesList.Add(new Series(columnData.ToArray()));
            }
            // Utwórz DataFrame'y
            DataFrame inputDataFrame = new DataFrame(inputSeriesList);
            DataFrame targetDataFrame = new DataFrame(targetSeriesList);
            
            Print("Input DataFrame: " + inputDataFrame);
            Print("Target DataFrame: " + targetDataFrame);
            
            //Print("Input DataFrame: " + string.Join(", ", inputDataFrame));
            //Print("Target DataFrame: " + string.Join(", ", targetDataFrame));
        }
        
        /// Proste wydruki NumSharp NDArrays
        public void NDArrayPrints()
        {
            if (Bars.ClosePrices.Count < BarsRequired)
                return;

            try
            {
                // Wywołanie Twoich danych wejściowych float[,]
                float[,] inputData = GetDataSet();

                // Konwersja do NDArray i przekształcenie do (BarsRequired, 5)
                NDArray inputNDArray = np.array(inputData);   // NumSharp
                Print("Dane wejściowe NumSharp NDarray: " + string.Join(", ", inputNDArray));
                Print("Kształt NumSharp NDarray danych wejściowych: " + string.Join(", ", inputNDArray.shape));
                
                int expectedLength = BarsRequired * 5;
                Print($"Oczekiwana długość NumSharp NDarray: {expectedLength}");
                Print($"Rozmiar NumSharp NDarray danych wejściowych: {inputNDArray.size}");

                if (inputNDArray.size != expectedLength)
                {
                    Print($"Niezgodność długości: oczekiwana długość {expectedLength}, ale otrzymano rozmiar {inputNDArray.size}");
                    return;
                }
            }
            catch (Exception ex)
            {
                Print("Wyjątek: " + ex.Message);
                Print("Ślad stosu: " + ex.StackTrace);

                Exception innerException = ex.InnerException;
                while (innerException != null)
                {
                    Print("Wewnętrzny wyjątek: " + innerException.Message);
                    Print("Ślad stosu wewnętrznego wyjątku: " + innerException.StackTrace);
                    innerException = innerException.InnerException;
                }
            }
        }
    }
}