| //+------------------------------------------------------------------+
|
| //| Study.mq5 |
|
| //| Copyright DNG® |
|
| //| https://www.mql5.com/ru/users/dng |
|
| //+------------------------------------------------------------------+
|
| #property copyright "Copyright DNG®"
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| #property link "https://www.mql5.com/ru/users/dng"
|
| #property version "1.00"
|
| //+------------------------------------------------------------------+
|
| //| |
|
| //+------------------------------------------------------------------+
|
| #define Study
|
| #include "Trajectory.mqh"
|
| //+------------------------------------------------------------------+
|
| //| Input parameters |
|
| //+------------------------------------------------------------------+
|
| input int Iterations = 1e7;
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| //+------------------------------------------------------------------+
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| //| |
|
| //+------------------------------------------------------------------+
|
| CNet Worker;
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| CNet Descrimitator;
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| //---
|
| float dError;
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| datetime dtStudied;
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| //---
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| CBufferFloat *Data;
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| CBufferFloat *Result;
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| STrajectory Buffer[];
|
| //+------------------------------------------------------------------+
|
| //| Expert initialization function |
|
| //+------------------------------------------------------------------+
|
| int OnInit()
|
| {
|
| //--- load models
|
| float temp;
|
| if(!Worker.Load(FileName + "Work.nnw", temp, temp, temp, dtStudied, true) ||
|
| !Descrimitator.Load(FileName + "Descr.nnw", temp, temp, temp, dtStudied, true))
|
| {
|
| CArrayObj *worker = new CArrayObj();
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| CArrayObj *descriminator = new CArrayObj();
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| if(!CreateWorkerDescriptions(worker, descriminator))
|
| {
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| delete worker;
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| delete descriminator;
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| return INIT_FAILED;
|
| }
|
| if(!Worker.Create(worker) ||
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| !Descrimitator.Create(descriminator))
|
| {
|
| delete worker;
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| delete descriminator;
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| return INIT_FAILED;
|
| }
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| delete worker;
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| delete descriminator;
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| //---
|
| }
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| //---
|
| Descrimitator.SetOpenCL(Worker.GetOpenCL());
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| //---
|
| Worker.getResults(Data);
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| if(Data.Total() != NActions)
|
| {
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| PrintFormat("The scope of the Worker does not match the actions count (%d <> %d)", NActions, Data.Total());
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| return INIT_FAILED;
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| }
|
| //---
|
| Descrimitator.GetLayerOutput(0, Data);
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| if(Data.Total() != NActions)
|
| {
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| PrintFormat("Input size of Descriminator doesn't match Worker output (%d <> %d)", Data.Total(), NActions);
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| return INIT_FAILED;
|
| }
|
| Data.Clear();
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| Worker.TrainMode(true);
|
| //---
|
| if(!EventChartCustom(ChartID(), 1, 0, 0, "Init"))
|
| {
|
| PrintFormat("Error of create study event: %d", GetLastError());
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| return INIT_FAILED;
|
| }
|
| //---
|
| return(INIT_SUCCEEDED);
|
| }
|
| //+------------------------------------------------------------------+
|
| //| Expert deinitialization function |
|
| //+------------------------------------------------------------------+
|
| void OnDeinit(const int reason)
|
| {
|
| //---
|
| Worker.Save(FileName + "Work.nnw", 0, 0, 0, TimeCurrent(), true);
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| Descrimitator.Save(FileName + "Descr.nnw", 0, 0, 0, TimeCurrent(), true);
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| delete Data;
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| delete Result;
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| }
|
| //+------------------------------------------------------------------+
|
| //| ChartEvent function |
|
| //+------------------------------------------------------------------+
|
| void OnChartEvent(const int id,
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| const long &lparam,
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| const double &dparam,
|
| const string &sparam)
|
| {
|
| //---
|
| if(id == 1001)
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| Train();
|
| }
|
| //+------------------------------------------------------------------+
|
| //| Train function |
|
| //+------------------------------------------------------------------+
|
| void Train(void)
|
| {
|
| uint ticks = GetTickCount();
|
| //---
|
| bool StopFlag = false;
|
| for(int iter = 0; (iter < Iterations && !IsStopped() && !StopFlag); iter ++)
|
| {
|
| Data.BufferInit(WorkerInput, 0);
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| int pos = int(MathRand() / 32767.0 * (WorkerInput - 1));
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| Data.Update(pos, 1.0f);
|
| //--- Study
|
| if(!Worker.feedForward(Data,1,false,(CBufferFloat*)NULL) ||
|
| !Descrimitator.feedForward(GetPointer(Worker),-1,(CBufferFloat*)NULL))
|
| {
|
| PrintFormat("%s -> %d", __FUNCTION__, __LINE__);
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| StopFlag = true;
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| break;
|
| }
|
| //vector<float> temp;
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| //Worker.getResults(temp);
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| //Descrimitator.getResults(Result);
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| if(!Descrimitator.backProp(Data,(CBufferFloat *)NULL, (CBufferFloat *)NULL) ||
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| !Worker.backPropGradient((CBufferFloat *)NULL, (CBufferFloat *)NULL))
|
| {
|
| PrintFormat("%s -> %d", __FUNCTION__, __LINE__);
|
| StopFlag = true;
|
| break;
|
| }
|
| //---
|
| if(GetTickCount() - ticks > 500)
|
| {
|
| string str = StringFormat("%-15s %5.2f%% -> Error %15.8f\n", "Desciminator", iter * 100.0 / (double)(Iterations), Descrimitator.getRecentAverageError());
|
| Comment(str);
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| ticks = GetTickCount();
|
| }
|
| }
|
| Comment("");
|
| //---
|
| PrintFormat("%s -> %d -> %-15s %10.7f", __FUNCTION__, __LINE__, "Descriminator", Descrimitator.getRecentAverageError());
|
| ExpertRemove();
|
| //---
|
| }
|
| //+------------------------------------------------------------------+
|
|
|
