说明
应许多人的要求,我们现在正在努力提供一些机器学习代码和包的示例。
TensorFlow、PyTorch、Keras、Numpy、Pandas 以及更多 .NET 包,可在 cTrader 内使用。
我们的使命是让每个人都能更轻松地在 cTrader 中使用机器学习。
祝你狩猎愉快!
*** 此代码不进行任何交易(仅打印数据等)。它只是示例代码,展示如何使用我们的机器学习包开始创建自己的 AI 模型。
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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("版本 1.01", DefaultValue = "版本 1.01")]
public string Version { get; set; }
[Parameter("来源")]
public DataSeries Source { get; set; }
[Parameter("所需柱数", DefaultValue = 50, MinValue = 1, MaxValue = 10000, Step = 1)]
public int BarsRequired { get; set; }
[Parameter("方法名称", DefaultValue = MethodName.DataSplitPrints)]
public MethodName Mode { get; set; }
public enum MethodName
{
DataSplitPrints,
PandasPrints,
NDArrayPrints
}
protected override void OnStart()
{
// 初始化任何指标
}
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($"错误: {ex.Message}");
if (ex.InnerException != null)
{
Print($"内部异常: {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 数据拆分打印
public void DataSplitPrints()
{
// 重塑输入数据以匹配模型预期的输入形状
//var inputShape = new Shape(-1, BarsRequired, 5);
NDArray inputData = np.array<float>(GetDataSet());
Print("输入 NDarray: " + string.Join(", ", inputData));
// 重塑目标数据以匹配模型预期的目标形状
//var targetShape = new Shape(-1, 5);
NDArray targetData = np.array<float>(GetTargetDataSet());
Print("目标 NDarray: " + string.Join(", ", targetData));
// 将数据拆分为训练集和测试集
int testSize = (int)(0.2 * inputData.shape[0]); // 20% 用于测试
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("X_train 数据: " + string.Join(", ", x_train));
Print("X_test 数据: " + string.Join(", ", x_test));
Print("Y_train 数据: " + string.Join(", ", y_train));
Print("Y_test 数据: " + string.Join(", ", y_test));
}
/// PandasNet 打印
public void PandasPrints()
{
// 将 float[,] 转换为 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()));
}
// 创建数据框
DataFrame inputDataFrame = new DataFrame(inputSeriesList);
DataFrame targetDataFrame = new DataFrame(targetSeriesList);
Print("输入数据框: " + inputDataFrame);
Print("目标数据框: " + targetDataFrame);
//Print("输入数据框: " + string.Join(", ", inputDataFrame));
//Print("目标数据框: " + string.Join(", ", targetDataFrame));
}
/// 简单的 NumSharp NDArray 打印
public void NDArrayPrints()
{
if (Bars.ClosePrices.Count < BarsRequired)
return;
try
{
// 调用你的输入数据 float[,]
float[,] inputData = GetDataSet();
// 转换为 NDArray 并重塑为 (BarsRequired, 5)
NDArray inputNDArray = np.array(inputData); // NumSharp
Print("输入 NumSharp NDarray 数据 : " + string.Join(", ", inputNDArray));
Print("输入 NumSharp NDarray 形状: " + string.Join(", ", inputNDArray.shape));
int expectedLength = BarsRequired * 5;
Print($"预期 NumSharp NDarray 长度: {expectedLength}");
Print($"输入 NumSharp NDarray 大小: {inputNDArray.size}");
if (inputNDArray.size != expectedLength)
{
Print($"长度不匹配: 预期长度 {expectedLength}, 但得到大小 {inputNDArray.size}");
return;
}
}
catch (Exception ex)
{
Print("异常: " + ex.Message);
Print("堆栈跟踪: " + ex.StackTrace);
Exception innerException = ex.InnerException;
while (innerException != null)
{
Print("内部异常: " + innerException.Message);
Print("内部异常堆栈跟踪: " + innerException.StackTrace);
innerException = innerException.InnerException;
}
}
}
}
}
摘要
Key functionalities include:
- Data extraction from market bars (open, high, low, close prices, and tick volumes) over a configurable number of bars.
- Conversion of this data into formats compatible with machine learning workflows, including NumSharp NDArrays and Pandas DataFrames.
- Methods to split data into training and testing sets, and to print these datasets for inspection.
- Three operational modes selectable via parameters: DataSplitPrints, PandasPrints, and NDArrayPrints, each demonstrating different data handling approaches.
This sample code aims to facilitate machine learning development inside cTrader by providing foundational examples of data preparation and manipulation using popular ML libraries in a .NET context.