getwd()
setwd("C:/Research/gold")
rm(list=ls())
gd = read.csv(file="2554.csv")
gd = na.omit(gd)
head(gd)
plot(gd$SellBar,type="l")
ma = function(x, n = 5)
{
  filter(x, rep(1 / n, n), sides = 2)
}
ma5 = ma(gd$SellBar)
lines(ma5)
lines(ma5,col="red")
objectivefunc = function(gd, orderseq, maxseq, holdgold)
best_orderseq = readRDS("2554_best_orderseq.dat")
############################################
##RNN
############################################
install.packages("rnn")
library("rnn")
install.pacakage("magrittr")
version
devtools::install_github("tidyverse/magrittr")
install.pacakage("devtools"
)
remotes::install_github("tidyverse/magrittr")
utils:::menuInstallPkgs()
utils:::menuInstallLocal()
utils:::menuInstallPkgs()
update.packages(ask='graphics',checkBuilt=TRUE)
library("rnn")
difference_value = function(x)
{ 
  length_x = length(x)
  if(length_x<1)
    return(NULL)
  dif = c(x[1],x)
  dif = dif[-(length_x+1)]
  x-dif
  return(x-dif)
}
funcMaxMin = function(x)
{
  minx = min(x)
  maxx = max(x)
  range = maxx-minx
  z = (x - minx) / range
  return(z)
}
vdif = difference_value(gd$SellBar)
orderseq = best_orderseq
factor_orderseq = factor(orderseq)
orderseqval = as.numeric(factor_orderseq)
#set 0-1
vdif = funcMaxMin(vdif)
orderseqval = funcMaxMin(orderseqval)
gds = funcMaxMin(gd$SellBar)
plot(vdif,type='l')
lines(orderseqval,col='red')
lines(gds,col='blue')
x = vdif
#x = vdif
y = orderseqval
time_x = 10
sample_x = length(x)/time_x
xx = array(x,c(sample_x,time_x))
xx2_gds = array(gds,c(sample_x,time_x))
xt = array(c(xx,xx2_gds),dim=c(dim(xx),2))
yy = array(y,c(sample_x,time_x))
yt = array(c(yy),dim=c(dim(yy),1))
dim(xt)
dim(yt)
maxiter = 2000
q()
