Пример #1
0
    def findSol(self, timewindow):

        pyevolve.logEnable()
        genome = G1DList.G1DList(4)

        # range is constrained by the solutions found by MR
        genome.setParams(rangemin=-12.0, rangemax=2.0)
        # Change the initializator to Real Values
        genome.initializator.set(Initializators.G1DListInitializatorReal)
        # Change the mutator to Gaussian
        genome.mutator.set(Mutators.G1DListMutatorRealGaussian)
        # The evaluator function (objective function)
        genome.evaluator.set(self.eval_func(self.features))
        genome.crossover.set(Crossovers.G1DListCrossoverTwoPoint)

        # Genetic Algorithm Instance
        ga = GSimpleGA.GSimpleGA(genome)
        # Set the Roulette Wheel selector method, the number of generations and
        # the termination criteria
        ga.selector.set(Selectors.GRouletteWheel)

        # set default parameters for the engine
        ga.setGenerations(100)
        #ga.setPopulationSize(80)
        #ga.setMutationRate(0.2)
        #ga.setCrossoverRate(0.8)
        ga.setMinimax(Consts.minimaxType["minimize"])
        ga.setElitism(True)
        ga.terminationCriteria.set(GSimpleGA.ConvergenceCriteria)

        # Sets the DB Adapter, the resetDB flag will make the Adapter recreate
        # the database and erase all data every run, you should use this flag
        # just in the first time, after the pyevolve.db was created, you can
        # omit it.

        #sqlite_adapter = DBAdapters.DBSQLite(identify="ex1", resetDB=True)
        dbPath = createPath('pyevolve.db')
        sqlite_adapter = DBAdapters.DBSQLite(dbname=dbPath,
                                             identify="timewindow" +
                                             str(timewindow),
                                             resetIdentify=True,
                                             resetDB=False)
        ga.setDBAdapter(sqlite_adapter)

        # Do the evolution, with stats dump frequency of 20 generations
        ga.evolve(freq_stats=20)

        # Best individual
        best = ga.bestIndividual()
        stats = {
            'constant': best[0],
            'EMA': best[1],
            'RSI': best[2],
            'MACD': best[3]
        }
        return stats
Пример #2
0
 def findSol(self, timewindow):
     
     pyevolve.logEnable()
     genome = G1DList.G1DList(4)
     
     # range is constrained by the solutions found by MR
     genome.setParams(rangemin=-12.0, rangemax=2.0)
     # Change the initializator to Real Values
     genome.initializator.set(Initializators.G1DListInitializatorReal)
     # Change the mutator to Gaussian
     genome.mutator.set(Mutators.G1DListMutatorRealGaussian)
     # The evaluator function (objective function)
     genome.evaluator.set(self.eval_func(self.features))
     genome.crossover.set(Crossovers.G1DListCrossoverTwoPoint)
     
     # Genetic Algorithm Instance
     ga = GSimpleGA.GSimpleGA(genome)
     # Set the Roulette Wheel selector method, the number of generations and
     # the termination criteria
     ga.selector.set(Selectors.GRouletteWheel)
     
     # set default parameters for the engine
     ga.setGenerations(100) 
     #ga.setPopulationSize(80)
     #ga.setMutationRate(0.2)
     #ga.setCrossoverRate(0.8)
     ga.setMinimax(Consts.minimaxType["minimize"])
     ga.setElitism(True)
     ga.terminationCriteria.set(GSimpleGA.ConvergenceCriteria)
     
     # Sets the DB Adapter, the resetDB flag will make the Adapter recreate
     # the database and erase all data every run, you should use this flag
     # just in the first time, after the pyevolve.db was created, you can
     # omit it.
     
     #sqlite_adapter = DBAdapters.DBSQLite(identify="ex1", resetDB=True)
     dbPath = createPath('pyevolve.db')
     sqlite_adapter = DBAdapters.DBSQLite(dbname=dbPath, identify="timewindow" + str(timewindow), resetIdentify=True, resetDB=False)
     ga.setDBAdapter(sqlite_adapter)
     
     # Do the evolution, with stats dump frequency of 20 generations
     ga.evolve(freq_stats=20)
     
     # Best individual
     best = ga.bestIndividual()
     stats = {'constant': best[0],
             'EMA': best[1],
             'RSI': best[2],
             'MACD': best[3]
             }
     return stats
Пример #3
0
from pyevolve import DBAdapters
import pyevolve

from math import sin

# This function is the evaluation function, we want
# to give high score to more zero'ed chromosomes
def eval_func(chromosome):

	for xval in chromosome:
		score = xval * sin(31.4*xval) + 1
	
	return score

# Enable the pyevolve logging system
pyevolve.logEnable()

# Genome instance, 1D List of 50 elements
genome = G1DList.G1DList(50)
# Sets the range max and min of the 1D List
genome.setParams(rangemin=-1, rangemax=2)

# The evaluator function (evaluation function)
genome.evaluator.set(eval_func)

# Genetic Algorithm Instance
ga = GSimpleGA.GSimpleGA(genome)

#Change scaling method
pop = ga.getPopulation()
pop.scaleMethod.set(Scaling.SaturatedScaling)
Пример #4
0
]


# Fitness evaluation function.
def eval_func(chromosome):
    player = Player(chromosome)
    game = Game([player] + player_list, verbose=False,
                quiet=True)  # Start the game in quiet mode.
    ranking = game.play_game()
    score = ranking.index('GA Player')

    return score * score


# Enable the pyevolve logging system
pyevolve.logEnable()

# Genome instance, 1D List of 7 elements
genome = G1DList.G1DList(7)

# Sets the range max and min of the 1D List
bestScore = len(player_list) * len(player_list) + 1  # run forever
genome.setParams(rangemin=0, rangemax=100)

# The evaluator function (evaluation function)
genome.evaluator.set(eval_func)

# Genetic Algorithm Instance
ga = GSimpleGA.GSimpleGA(genome)

# Set the Roulette Wheel selector method, the number of generations and
Пример #5
0
    def handle(self, *args, **options):
        # This function is the evaluation function, we want
        # to give high score to more zero'ed chromosomes
        r = redis.Redis()
        
        evaluator_set = getattr(settings, 'HAIKU_EVALUATORS', HAIKU_EVALUATORS)
        def eval_func(chromosome):
            closeness = []
            EVALUATORS = []
            
            i = 0
            for eval_cls in evaluator_set:
                print chromosome
                EVALUATORS.append((eval_cls, float(chromosome[i])/100))
                i += 1
            try:
                rated_comments = BaseHaiku.get_concrete_child().objects.rated()
            except AttributeError:
                raise CommandError("BaseHaiku child-classes' manager must implement rated/unrated (see django_haikus.models.HaikuManager")
                                   
            result_queue = "haiku:results_" + ''.join([random.choice(string.ascii_uppercase) for i in range(5)])
            for c in rated_comments:
                data = (c.pk, EVALUATORS, result_queue)
                r.lpush(settings.REDIS_CALCULATE_QUEUE, cPickle.dumps(data))

            results = []
            while True:
                results.append(float(r.blpop(result_queue)[1]))
                if(len(results) == len(rated_comments)):
                    break

            # `results` contains the *distance* from the target score
            #   i.e. a lower average score is better.
            # results = [100, 91, 80, 100, ...,]
            print results
            average_fitness = sum(results) / len(results)
            print "Average fitness: %s, scaled: %s" % (average_fitness, 100 - average_fitness)
            return 100 - average_fitness

        pyevolve.logEnable()

        genome = G1DList.G1DList(len(evaluator_set))

        # Sets the range max and min of the 1D List
        genome.setParams(rangemin=0, rangemax=100)

        # The evaluator function (evaluation function)
        genome.evaluator.set(eval_func)

        # Genetic Algorithm Instance
        ga = GSimpleGA.GSimpleGA(genome)

        # Set the Roulette Wheel selector method, the number of generations and
        # the termination criteria
        #ga.selector.set(Selectors.GRouletteWheel)
        ga.setGenerations(5)
        # ga.terminationCriteria.set(GSimpleGA.ConvergenceCriteria)

        # Sets the DB Adapter, the resetDB flag will make the Adapter recreate
        # the database and erase all data every run, you should use this flag
        # just in the first time, after the pyevolve.db was created, you can
        # omit it.
        sqlite_adapter = DBAdapters.DBSQLite(identify="ex1", resetDB=True)
        ga.setDBAdapter(sqlite_adapter)

        # Do the evolution, with stats dump
        # frequency of 20 generations
        ga.evolve(freq_stats=1)

        # Best individual
        print ga.bestIndividual()