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base.mqh
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base.mqh
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//+------------------------------------------------------------------+
//| helpers.mqh |
//| Copyright 2023, Omega Joctan |
//| https://www.mql5.com/en/users/omegajoctan |
//+------------------------------------------------------------------+
#property copyright "Copyright 2023, Omega Joctan"
#property link "https://www.mql5.com/en/users/omegajoctan"
//+------------------------------------------------------------------+
//| BaseDimRed class for dimension reduction, containing most useful |
//| that are necessary for the algorithms in this folder |
//+------------------------------------------------------------------+
#include <MALE5\MatrixExtend.mqh>
class BaseDimRed
{
public:
BaseDimRed(void);
~BaseDimRed(void);
static matrix Slice(const matrix &mat, uint from_0_to, int axis=0);
static vector Slice(const vector &v, uint from_0_to);
static matrix subtract(const matrix&mat, const vector &v);
static void ReplaceNaN(matrix &mat);
static matrix Sort(matrix &mat, vector &args);
static vector Sort(vector &v, vector &args);
};
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
matrix BaseDimRed::Slice(const matrix &mat, uint from_0_to, int axis=0)
{
matrix ret = {};
if (from_0_to==0)
{
printf("%s Cannot slice a vector from index 0 to 0",__FUNCTION__);
return mat;
}
switch(axis)
{
case 0:
ret.Resize(from_0_to, mat.Cols());
for (uint i=0; i<mat.Rows(); i++)
ret.Row(mat.Row(i), i);
break;
case 1:
ret.Resize(mat.Rows(), from_0_to);
for (uint i=0; i<mat.Cols(); i++)
ret.Col(mat.Col(i), i);
break;
default:
Print("%s Invalid axis %d axis can be either 0 or 1",__FUNCTION__,axis);
break;
}
return ret;
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
vector BaseDimRed::Slice(const vector &v, uint from_0_to)
{
vector ret(from_0_to);
if (from_0_to==0)
{
printf("%s Cannot slice a vector from index 0 to 0",__FUNCTION__);
return v;
}
for (uint i=0; i<ret.Size(); i++)
ret[i] = v[i];
return ret;
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
matrix BaseDimRed::subtract(const matrix&mat, const vector &v)
{
matrix ret = mat;
if (mat.Rows()!=v.Size() && mat.Cols()!=v.Size())
{
printf("%s Dimensions Mismatch",__FUNCTION__);
matrix empty = {};
return empty;
}
bool isrows = v.Size()==mat.Rows() ? true : false;
for (ulong i=0; i<(isrows?mat.Cols():mat.Rows()); i++)
{
if (isrows)
ret.Col(mat.Col(i)-v, i);
else
ret.Row(mat.Row(i)-v, i);
}
return ret;
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
void BaseDimRed::ReplaceNaN(matrix &mat)
{
for (ulong i = 0; i < mat.Rows(); i++)
for (ulong j = 0; j < mat.Cols(); j++)
if (!MathIsValidNumber(mat[i][j]))
mat[i][j] = 0.0;
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
matrix BaseDimRed::Sort(matrix &mat, vector &args)
{
matrix m = mat;
if (args.Size() != mat.Cols())
{
printf("%s Args size != mat.Cols ");
return m;
}
for (ulong i=0; i<mat.Cols(); i++)
m.Col(mat.Col((ulong)args[i]), i);
return m;
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
vector BaseDimRed::Sort(vector &v, vector &args)
{
vector vec = v;
if (args.Size() != v.Size())
{
printf("%s Args size != v.size ");
return vec;
}
for (ulong i=0; i<v.Size(); i++)
vec[i] = v[(int)args[i]];
return vec;
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+