okWarrior_EA/references/MQL5/Experts/GCPC/StudyEncoder.mq5

<EFBFBD><EFBFBD>//+------------------------------------------------------------------+

//|                                                        Study.mq5 |

//|                                                   Copyright DNG<EFBFBD> |

//|                                https://www.mql5.com/en/users/dng |

//+------------------------------------------------------------------+

#property copyright "Copyright DNG<00>"

#property link      "https://www.mql5.com/en/users/dng"

#property version   "1.00"

//+------------------------------------------------------------------+

//|                                                                  |

//+------------------------------------------------------------------+

#define Study

#include "Trajectory.mqh"

//+------------------------------------------------------------------+

//| Input parameters                                                 |

//+------------------------------------------------------------------+

input int                  Iterations     = 1e4;

//+------------------------------------------------------------------+

//|                                                                  |

//+------------------------------------------------------------------+

STrajectory          Buffer[];

CNet                 Encoder;

CNet                 Decoder;

//---

float                dError;

datetime             dtStudied;

//---

CBufferFloat         State;

CBufferFloat        *Result;

CBufferFloat         LastEncoder;

CBufferFloat         Gradient;

vector<float>        STD;

//---

COpenCLMy           *OpenCL;

//+------------------------------------------------------------------+

//| Expert initialization function                                   |

//+------------------------------------------------------------------+

int OnInit()

  {

//---

   ResetLastError();

   if(!LoadTotalBase())

     {

      PrintFormat("Error of load study data: %d", GetLastError());

      return INIT_FAILED;

     }

//--- load models

   float temp;

   if(!Encoder.Load(FileName + "Enc.nnw", temp, temp, temp, dtStudied, true) ||

      !Decoder.Load(FileName + "Dec.nnw", temp, temp, temp, dtStudied, true))

     {

      Print("Init new models");

      CArrayObj *encoder = new CArrayObj();

      CArrayObj *decoder = new CArrayObj();

      if(!CreateTrajNetDescriptions(encoder, decoder))

        {

         delete encoder;

         delete decoder;

         return INIT_FAILED;

        }

      if(!Encoder.Create(encoder) || !Decoder.Create(decoder))

        {

         delete encoder;

         delete decoder;

         return INIT_FAILED;

        }

      delete encoder;

      delete decoder;

      //---

     }

//---

   OpenCL = Encoder.GetOpenCL();

   Decoder.SetOpenCL(OpenCL);

//---

   Encoder.getResults(Result);

   if(Result.Total() != EmbeddingSize)

     {

      PrintFormat("The scope of the Encoder does not match the embedding size count (%d <> %d)", EmbeddingSize, Result.Total());

      return INIT_FAILED;

     }

//---

   Encoder.GetLayerOutput(0, Result);

   if(Result.Total() != (HistoryBars * BarDescr))

     {

      PrintFormat("Input size of Encoder doesn't match state description (%d <> %d)", Result.Total(), (HistoryBars * BarDescr));

      return INIT_FAILED;

     }

//---

   Decoder.GetLayerOutput(0, Result);

   if(Result.Total() != EmbeddingSize)

     {

      PrintFormat("Input size of Decoder doesn't match Encoder output (%d <> %d)", Result.Total(), EmbeddingSize);

      return INIT_FAILED;

     }

//---

   if(!LastEncoder.BufferInit(EmbeddingSize, 0) ||

      !Gradient.BufferInit(EmbeddingSize, 0) ||

      !LastEncoder.BufferCreate(OpenCL) ||

      !Gradient.BufferCreate(OpenCL))

     {

      PrintFormat("Error of create buffers: %d", GetLastError());

      return INIT_FAILED;

     }

//---

   if(!EventChartCustom(ChartID(), 1, 0, 0, "Init"))

     {

      PrintFormat("Error of create study event: %d", GetLastError());

      return INIT_FAILED;

     }

//---

   return(INIT_SUCCEEDED);

  }

//+------------------------------------------------------------------+

//| Expert deinitialization function                                 |

//+------------------------------------------------------------------+

void OnDeinit(const int reason)

  {

//---

   if(!(reason == REASON_INITFAILED || reason == REASON_RECOMPILE))

     {

      Encoder.Save(FileName + "Enc.nnw", 0, 0, 0, TimeCurrent(), true);

      Decoder.Save(FileName + "Dec.nnw", Decoder.getRecentAverageError(), 0, 0, TimeCurrent(), true);