very bad stock prediction grammar

1 files changed, 47 insertions, 11 deletions

diff --git a/example.lua b/example.lua
index fd61f06..2bd87fa 100644
--- a/example.lua
+++ b/example.lua
@@ -2,21 +2,50 @@ local Grammar = require 'grammar'
 local GA = require 'ga'
 
 
+local data = {}
+local csvFile = io.open('HistoricalData_1735758980544-AAPL.csv')
+local skip = true
+for line in csvFile:lines() do
+  if skip then
+    skip = false
+  else
+    local tbl = {}
+    for lineValue in string.gmatch(line, '[^,]+') do
+      table.insert(tbl, lineValue)
+    end
+    table.insert(data, tbl)
+  end
+end
+
+print(#data)
+for i, v in ipairs(data[1]) do
+  print(i, v)
+end
+
 local production = {}
 production["<start>"]={{'<expr>'}}
-production["<expr>"]={ {'<var>'}, {'(', '<expr>', '<op>', '<expr>', ')'} }
+production["<expr>"]={ {'<data>'}, {'<number>'}, {'(','<expr>','<op>','<expr>',')'}, {'<func>','(','<expr>',')'} }
 production["<op>"]={ {'+'}, {'-'}, {'*'}, {'/'} }
-production["<var>"]={ {'x'} }
+production["<func>"]={ {'math.log'}, {'math.exp'}, {'math.sin'}, {'math.cos'}, {'math.tan'}, }
+production["<digit>"]={ {'0'}, {'1'}, {'2'}, {'3'}, {'4'}, {'5'}, {'6'}, {'7'}, {'8'}, {'9'} }
+production["<lowdigit>"]={ {'0'}, {'1'}, {'2'} }
+production["<data>"]={ 
+  {'high(','<date>',')'}, {'low(','<date>',')'}, 
+  {'volume(','<date>',')'}, 
+  {'open(','<date>',')'}, {'close(','<date>',')'}
+}
+production["<date>"]={ {'<lowdigit>','<digit>', '<digit>'} }
+production["<number>"]={ {'0.','<digit>','<digit>','<digit>'} }
 
 
-local grammar = Grammar.createGrammar(production)
+local grammar = Grammar.createGrammar(production, {})
 
 
 math.randomseed(0)
 
 
 function randomGenome()
-  local len = math.ceil(math.random() * 256)
+  local len = math.ceil(math.random() * 300)
   local genome = {}
   for i=1,len do
     table.insert(genome, math.floor(256 * math.random()))
@@ -34,20 +63,27 @@ function randomPop()
 end
 
 function evaluate(genome)
-  local s = 'return function(x) return ' .. grammar:expand(genome) .. ' end'
+  local s = 'return function(close, volume, open, high, low) return ' .. grammar:expand(genome) .. ' end'
+  -- print(s)
   local f = assert(loadstring(s))()
-  local target = function(x) return (x*x*x*x) + (x*x*x) + (x*x) + (x) end
   local cost = 0
-  for n=0,100 do
-    x = (n-50)/50
-    ok, y = pcall(f, x)
+  for n=1,1000 do
+    local start = math.ceil((#data-300) * math.random()) + 300
+    local dataView = function(offset, i) return tonumber(string.match(data[1 + start + offset][i], '[^$]+')) end
+    local close = function(offset) return dataView(offset, 2) end
+    local volume = function(offset) return dataView(offset, 3) end
+    local open = function(offset) return dataView(offset, 4) end
+    local high = function(offset) return dataView(offset, 5) end
+    local low = function(offset) return dataView(offset, 6) end
+    ok, y = pcall(f, close, volume, open, high, low)
+    -- if ok and type(y) == 'table' then for k,v in pairs(y) do print(k, v) end end
     if (not ok) or (y ~= y) then
       cost = cost + 100
     else
-      cost = cost + math.abs(y - target(x))
+      cost = cost + math.abs(y - high(-30))
     end
   end
-  return -((0.0001*#s) + cost)
+  return -(cost)
 end
 
 local ga = GA.createGA(randomPop(), {