poprawiono budowanie

Makefile

@@ -0,0 +1,24 @@
+cpp=cl
+link=link
+
+cppflags=/EHsc /std:c++latest /nologo /O2
+linkflags=/nologo
+
+all: macd.exe tester.exe trainer.exe
+
+.cpp.obj:  
+	$(cpp) /c $(cppdebug) $(cppflags) $(cppvars) $*.cpp 
+
+macd.exe: macd.obj  
+  	$(link) $(ldebug) $(conflags) /out:macd.exe macd.obj $(conlibs)  
+
+tester.exe: tester.obj decider.obj 
+  	$(link) $(ldebug) $(conflags) /out:tester.exe $** $(conlibs)  
+
+trainer.exe: trainer.obj decider.obj 
+  	$(link) $(ldebug) $(conflags) /out:trainer.exe $** $(conlibs)  
+
+clean:
+	del *.obj
+	del *.lst
+	del *.exe

decider.h

@@ -115,8 +115,10 @@ private:
         vector<double, p> prices;
         vector<double, m+s> tech;
 
+        // prices are normalized as percent change value
         for (int j = 0; j < p; j++) {
-            prices.set(j, 0, this->prices[j]);
+            auto diff = this->prices[j] - this->prices[j+1];
+            prices.set(j, 0, diff / this->prices[j+1]);
         }
         
         int i = 0;
@@ -128,8 +130,6 @@ private:
             tech.set(i, 0, signal[j]);
         }
 
-        // prices are normalized in their domain
-        prices = normalize(prices);
         // analytic data is normalized in its own domain
         tech   = normalize(tech);
 

tester.cpp

@@ -69,7 +69,7 @@ int main(int argc, const char* argv[])
 
         
     } while(input_file >> price);
-    std::cout << "Koniec: " 
+    std::cout << "Koniec: "
         << money + stock*price << std::showpos << "("
         << (money + stock*price) / (start_money + start_stock*price)
         << ")";

trainer.h

@@ -39,7 +39,10 @@ public:
         : factory(factory), id(0), generation(1), money(money), stock(stock), n(n), random_engine(std::time(0)) 
     {
         this->q = [=](std::shared_ptr<trained<T>> x, const dataset& input, double money, unsigned stock) { 
-            return (money + stock * input.back()) / (this->money + this->stock * input.front()); };
+            auto result = (money + stock * input.back()) / (this->money + this->stock * input.front()); 
+
+            return result / (1 + abs(result));
+        };
         add(n);
     }