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-rw-r--r--example.lua242
1 files changed, 0 insertions, 242 deletions
diff --git a/example.lua b/example.lua
deleted file mode 100644
index 828a2c7..0000000
--- a/example.lua
+++ /dev/null
@@ -1,242 +0,0 @@
-local Grammar = require 'grammar'
-local GA = require 'ga'
-
-
-local data = {}
--- local csvFile = io.open('HistoricalData_CRNC.csv')
-local csvFile = io.open('DJI_full_1min.txt')
-local header = true
-local mapping = {}
-for line in csvFile:lines() do
- if header then
- for lineValue in string.gmatch(line, '[^,]+') do
- table.insert(mapping, lineValue)
- end
- header = false
- else
- local tbl = {}
- local i = 1
- for lineValue in string.gmatch(line, '[^,]+') do
- tbl[mapping[i]] = tonumber(string.match(lineValue, '[^$]+'))
- i = i+1
- end
- table.insert(data, tbl)
- end
-end
-
-
-local metaproduction = {}
-metaproduction["<start>"] = {{'<functions>'}}
-metaproduction["<functions>"] = { {}, {'<function>', '<functions>'} }
-metaproduction["<function>"] = {{ 'defun(', '<arity>', ')\n' }}
-metaproduction["<arity>"] = { {'0'}, {'1+', '<arity>'} }
-
-local metagrammar = Grammar.createGrammar(metaproduction, {})
-
-function baseProduction()
- local production = {}
- production["<start>"]={{ 'return ','<expr>'}}
- production["<expr>"]={
- {'x'}, {'<number>'},
- -- {'<data>'}, {'<number>'},
- -- {'<data>'}, {'<number>'},
- {'(','<expr>','<op>','<expr>',')'}, {'<func>','(','<expr>',')'}
- }
- production["<op>"]={ {'+'}, {'-'}, {'*'}, {'/'} }
- 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>'} }
- return production
-end
-
-
-function deepcopy(tbl)
- local copy = {}
- for k, v in pairs(tbl) do
- if type(v) == 'table' then
- copy[k] = deepcopy(v)
- else
- copy[k] = v
- end
- end
- return copy
-end
-
-
-function expandGenome(genome, mainArgs, env)
- mainArgs = mainArgs or ''
- env = env or _G
- local meta, offset = metagrammar:expand(genome)
- local metafn = assert(loadstring('return function(defun) \n' .. meta .. 'end'))()
- local fnTbl = {}
- local defun = function(arity) table.insert(fnTbl, arity) end
- metafn(defun)
- local production = baseProduction()
- for fn, arity in ipairs(fnTbl) do
- local fnName = string.format("fn%d", fn)
- local args = {}
- for i=1,arity do
- local argName = string.format('arg%d', i)
- table.insert(args, argName)
- end
-
- -- create function body
- local fnProd = deepcopy(production)
- local fnPrefix = ' local ' .. fnName .. ' = function('
- for i=1,#args do
- table.insert(fnProd["<expr>"], {args[i]})
- fnPrefix = fnPrefix .. args[i]
- if i ~= #args then
- fnPrefix = fnPrefix .. ', '
- end
- end
- fnPrefix = fnPrefix .. ') '
- local fnGrammar = Grammar.createGrammar(fnProd, {})
- local fnStr
- fnStr, offset = fnGrammar:expand(genome, offset)
- fnStr = fnPrefix .. fnStr .. ' end'
- fnTbl[fn] = fnStr
-
- -- add function to production rules
- local fnExpansion = { fnName, '(' }
- for i=1,arity do
- table.insert(fnExpansion, '<expr>')
- if i ~= arity then
- table.insert(fnExpansion, ', ')
- end
- end
- table.insert(fnExpansion, ')')
- table.insert(production["<expr>"], fnExpansion)
- end
-
- -- create main production and compile
- local grammar = Grammar.createGrammar(production, {})
- local mainStr = grammar:expand(genome, offset)
- local funcs = ''
- for _, fnStr in ipairs(fnTbl) do
- funcs = funcs .. fnStr .. '\n'
- end
- mainStr = 'return function(' .. mainArgs .. ')\n' .. funcs .. ' ' .. mainStr .. '\nend'
- return mainStr
-end
-
-
-function compileGenome(genome, mainArgs, env)
- local mainStr = expandGenome(genome, mainArgs, env)
- -- print(mainStr)
- local f = assert(loadstring(mainStr))()
- setfenv(f, env or {})
- return f
-
-end
-
-
-math.randomseed(0)
--- math.randomseed(1735920315)
---local t = os.time()
---print(t)
---math.randomseed(t)
-
-function randomGenome()
- local len = math.ceil(math.random() * 3000)
- local genome = {}
- for i=1,len do
- table.insert(genome, math.floor(256 * math.random()))
- end
- return genome
-end
-
-
-function randomPop()
- local pop = {}
- for n=1,1000 do
- table.insert(pop, randomGenome())
- end
- return pop
-end
-
-function evaluate(genome)
- local target = function(x) return (x^4) + (x^3) + (x^2) + x end
- local err, f = pcall(compileGenome, genome, 'x')
- if err == false then
- return -1e6
- end
- local cost = 0
- for n=1,1000 do
- local env = {}
- local future = 24*60
- local range = (#data - future - 300)
- local start = math.ceil((range * math.random())) + future
- local dataView = function(offset)
- -- 1 <= k <= #data
- -- 1 <= 1 + start - future <= #data
- -- 1 <= 1 + start + 299 <= #delta
- return data[1 + start + offset]
- end
- env.close = function(offset) return dataView(offset).close end
- env.volume = function(offset) return dataView(offset).volume end
- env.open = function(offset) return dataView(offset).open end
- env.high = function(offset) return dataView(offset).high end
- env.low = function(offset) return dataView(offset).low end
- env.math = math
- -- print(#data, start)
- -- print(data[2].volume, env.volume(-future), env.volume(299))
- setfenv(f, env)
- local x = (2*math.random()) - 1
- ok, y = pcall(f, x)
- -- if ok and type(y) == 'table' then for k,v in pairs(y) do print(k, v) end end
- if (not ok) or (y == nil) or (y ~= y) then
- -- print('fail', y)
- -- print(expandGenome(genome))
- cost = cost + 100
- else
- -- local delta = env.high(-future) - env.high(0)
- local delta = target(x)
- cost = cost + (0.01 * (y - delta)^2)
- end
- end
- return -(cost)
-end
-
-local ga = GA.createGA(randomPop(), {
- evaluate=evaluate,
- crossover=function(a, b)
- local pointA = math.floor(#a * math.random())
- local pointB = math.ceil(#b * math.random())
- local new = {}
- for i=1,pointA do
- table.insert(new, a[i])
- end
- for i=pointB,#b do
- table.insert(new, b[i])
- end
- return new
- end,
- crossoverWeight = 10,
- mutate=function(a)
- local new = {}
- for i,v in ipairs(a) do new[i] = v end
- local mutationPoint = math.ceil(#a * math.random())
- new[mutationPoint] = math.floor(256 * math.random())
- return new
- end,
- mutationWeight = 10,
- reproductionWeight = 0.1,
-})
-
-
-for n=1,100 do
- print(ga:step(8))
- print(expandGenome(ga.population[ga.bestMember]))
-end
-
--- for k,v in ipairs(ga.population) do
--- print(k, '(', v[1], v[2], v[3], ')', evaluate(v))
--- end
generated by cgit v1.2.1 (git 2.18.0) at 2025-10-31 15:28:37 +0000