PGUI + Config Manager

1. Now have 3 modes - GUI (only Matlab), Pseuod-GUI(Octave + Matlab) and Command Line Interface (Octave + Matlab) 2. Implemented Configuration Menu - now easier to add/remove algorithms/data.
OLPS · Jun 15, 2015 · d30fd11 · d30fd11
1 parent eb1fbce
commit d30fd11
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Showing 17 changed files with 1,626 additions and 15 deletions.
diff --git a/GUI/config/addData.m b/GUI/config/addData.m
@@ -1,3 +1,10 @@
+%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
+% This file is part of OLPS: http://OLPS.stevenhoi.org/
+% Original authors: Doyen Sahoo
+% Contributors: Bin LI, Steven C.H. Hoi
+% Change log: 
+% 
+%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
 function [ ] = addData( dataFileName, dataDescriptionName, newDataFrequency, configFile )
 
     load(configFile);
@@ -6,6 +13,6 @@
     dataList{index} = dataDescriptionName;
     dataName{index} = dataFileName;
     dataFrequency(index) = newDataFrequency;
-
+    disp('Added new Dataset.');
     save(configFile, 'algorithmList', 'algorithmName', 'algorithmParameters', 'dataFrequency', 'dataList', 'dataName', 'defaultParameters', 'windowRisk');
 end
diff --git a/GUI/config/addStrategy.m b/GUI/config/addStrategy.m
@@ -1,8 +1,14 @@
+%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
+% This file is part of OLPS: http://OLPS.stevenhoi.org/
+% Original authors: Doyen Sahoo
+% Contributors: Bin LI, Steven C.H. Hoi
+% Change log: 
+% 
+%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
 function [ ] = addStrategy( newStrategyFileName, configFile )
 % Adding a strategy to the configuration so that it can be read by the OLPS
 % toolbox
-
-
+
     load(configFile);
 
     % In this config file - update 4 things
@@ -18,26 +24,23 @@
     tline = fgets(fid);
     while(ischar(tline))
         if tline(1) ~= '%'
-            algoName   = tline;
+            algoName   = strtrim(tline);
             tline = fgets(fid);
             nParameters     = str2num(tline);
-
             for i = 1:1:nParameters
                 tline = fgets(fid);
-                paraName{i} = tline;
+                paraName{i} = strtrim(tline);
                 tline = fgets(fid);
                 paraValue{i} = str2double(tline);
             end
-
         end
         tline = fgets(fid);
     end
 
-
     % Implement all updates
-    algorithmName{end+1}           = newStrategyFileName;
-    algorithmList{end+1}           = algoName;
-    index                           = size(algorithmList, 1) ;
+    index                 = length(algorithmList)+1;
+    algorithmName{index,1}  = newStrategyFileName;
+    algorithmList{index,1}  = algoName;
     for i = 1:1:nParameters
         algorithmParameters{index,i}   = paraName{i};
         defaultParameters{index,i}     = paraValue{i}; 
@@ -48,7 +51,7 @@
     cd ../GUI/config/
     save(configFile, 'algorithmList', 'algorithmName', 'algorithmParameters', 'dataFrequency', 'dataList', 'dataName', 'defaultParameters', 'windowRisk');
 
-    disp('Strategy Added to config. It can now be read by the toolbox.');
+    disp('Strategy Added to config. It can now be read by the toolbox. Set it as the active configuration and restart the toolbox.');
 
 end
 
diff --git a/GUI/config/config.mat b/GUI/config/config.mat
diff --git a/GUI/config/removeData.m b/GUI/config/removeData.m
@@ -0,0 +1,16 @@
+%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
+% This file is part of OLPS: http://OLPS.stevenhoi.org/
+% Original authors: Doyen Sahoo
+% Contributors: Bin LI, Steven C.H. Hoi
+% Change log: 
+% 
+%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
+function [  ] = removeData( dataId, configFile )
+% Delete a dataset from a specified configuration file
+    load(configFile);
+    dataList(dataId)        = [];
+    dataFrequency(dataId)   = [];
+    dataName(dataId)        = [];
+    save(configFile, 'algorithmList', 'algorithmName', 'algorithmParameters', 'dataFrequency', 'dataList', 'dataName', 'defaultParameters', 'windowRisk');
+    disp('Dataset removed from config. Set it as the active configuration and restart the toolbox.');
+end
diff --git a/GUI/config/removeStrategy.m b/GUI/config/removeStrategy.m
@@ -0,0 +1,17 @@
+%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
+% This file is part of OLPS: http://OLPS.stevenhoi.org/
+% Original authors: Doyen Sahoo
+% Contributors: Bin LI, Steven C.H. Hoi
+% Change log: 
+% 
+%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
+function [  ] = removeStrategy( strategyId, configFile )
+% Delete a dataset from a specified configuration file
+    load(configFile);
+    algorithmList(strategyId)           = [];
+    algorithmName(strategyId)           = [];
+    algorithmParameters(strategyId,:)   = [];
+    defaultParameters(strategyId,:)     = [];
+    save(configFile, 'algorithmList', 'algorithmName', 'algorithmParameters', 'dataFrequency', 'dataList', 'dataName', 'defaultParameters', 'windowRisk');
+    disp('Strategy removed from config. Set it as the active configuration and restart the toolbox.');
+end
diff --git a/OLPS_cli.m b/OLPS_cli.m
@@ -1,4 +1,4 @@
-function OLPS_cli2
+function OLPS_cli(dataset) 
 % OLPS_cli: run OLPS toolbox in CLI (available in both Matlab and Octave)
 % this program demos different strategies of on-line portfolio selection
 % in the mode of command-line interface (CLI)
@@ -21,5 +21,48 @@
 %
 %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
 
-cd CLI;
-homeMenu;
+cd Strategy;
+
+opts.quiet_mode = 1; opts.display_interval = 500;
+opts.log_mode = 1; opts.mat_mode = 1;
+opts.analyze_mode = 1; opts.progress = 0;
+opts.his = 0;
+
+if (nargin<1)
+    dataset = 'djia';
+end
+
+%----------Benchmarks--------------
+manager('ubah', dataset, {0}, opts);
+manager('best', dataset, {0}, opts);
+manager('ucrp', dataset, {0}, opts);
+manager('bcrp', dataset, {0}, opts);
+
+%---------Follow the Winner-------------------
+manager('up', dataset, {0}, opts);
+manager('eg',  dataset, {0.05, 0}, opts);
+manager('ons', dataset, {0, 1, 1/8, 0}, opts);
+
+% manager('sp_start', dataset, {0.25, 0}, opts);
+% manager('grw_start', dataset, {0.00005, 0}, opts);
+% manager('m0_start', dataset, {0.5, 0}, opts);
+
+%----------Follow the Loser------------------------
+manager('anticor', dataset, {30, 0}, opts);
+manager('anticor_anticor', dataset, {30, 0}, opts);
+manager('pamr', dataset, {0.5, 0}, opts);
+manager('pamr_1', dataset, {0.5, 500, 0}, opts);
+manager('pamr_2', dataset, {0.5, 500, 0}, opts);
+manager('cwmr_var', dataset, {2, 0.5, 0}, opts);
+manager('cwmr_stdev', dataset, {2, 0.5, 0}, opts);
+manager('olmar1', dataset, {10, 5, 0}, opts);
+manager('olmar2', dataset, {10, 0.5, 0}, opts);
+
+%--------Pattern Matching based approach---------
+manager('bk', dataset, {5, 10, 1, 0}, opts);
+manager('bnn', dataset, {5, 10, 0}, opts);
+manager('corn', dataset, {5, 0.1, 0}, opts);
+manager('cornu', dataset, {5, 1, 0.1, 0}, opts);
+manager('cornk', dataset, {5, 10, 0.1, 0, 1}, opts);
+
+end
diff --git a/OLPS_pgui.m b/OLPS_pgui.m
@@ -0,0 +1,25 @@
+function OLPS_pgui
+% OLPS_cli: run OLPS toolbox in CLI (available in both Matlab and Octave)
+% this program demos different strategies of on-line portfolio selection
+% in the mode of command-line interface (CLI)
+%
+% OLPS_cli(dataset) 
+%
+% dataset: one can choose any of the following data sets 
+%  - 'djia':    (default) DJIA (US) perioid 01/14/2001 - 01/14/2003
+%  - 'msci':    MSCI (global)       peroid 04/01/2006 - 03/31/2010
+%  - 'nyse-n':  NYSE (US)           peroid 01/01/1985 - 06/30/2010
+%  - 'nyse-o':  NYSE (US)           peroid 07/03/1962 - 12/31/1984 
+%  - 'sp500':   S&P500(US)          period 01/02/1998 - 01/31/2003
+%  - 'tse':     TSE (CA)            peroid 01/04/1994 - 12/31/1998
+
+%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
+% This file is part of OLPS: http://OLPS.stevenhoi.org/
+% Original authors: Bin LI, Doyen Sahoo, Steven C.H. Hoi
+% Contributors: 
+% Change log: 
+%
+%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
+
+cd PGUI;
+homeMenu;