GP4Sim is a series of plugins for the HeuristicLab optimization environment. They introduce three features:
- Classes for the implementation of Genetic Programming optimzation problems within HeuristicLab, complementing the implementations for regression and classification problems HL offers out of the box.
- A ready-to-use HL implementation for evolving genetic programming financial trading strategies
- An Interpreter for GP trees making use of the C# Expression Tree feature
GP4Sim is entirely developed in C# and is intended to run on Windows systems only, just like HeuristicLab.
It requires .NET 4.5 or greater and HeuristicLab 3.3.13.
- .NET 4.5
- HeuristicLab
- [Download] (https://github.com/lospooky/GP4Sim/archive/master.zip) the source OR clone the repo,
git clone https://github.com/lospooky/GP4Sim.git - Open GP4Sim.sln with Visual Studio 2015 and for all packages fix the HeuristicLab references according to the path HeuristicLab is installed on your system
- Build
- Copy all the compiled .dlls in your
HeuristicLab/bindirectory
- Download the compiled binaries, unzip and place in your HeuristicLab installation directory
First of all make sure HeuristicLab is detecting the GP4Sim plugins by checking HL's Plugin Manager
GP4Sim plugins should appear in there
From HeuristicLab, New Problem -> GP4Sim Symbolic Trading Problem
Explore and select available solution evaluators for trading problems:
Problem Pane -> Evaluator Node -> Set Value (Pencil)
From any problem type using symbolic trees, e.g. the built-in Symbolic Regression / Symbolic Classification problems, flag the Show Hiddden Parameters box
SymbolicExpressionTreeInterpreter -> Set Value (Pencil) -> Select GP4Sim SymbolicStateExpressionTreeInterpreter
Build on top of the GP4Sim packages, just like I did for the Trading Problem
Please check out each plugin's own README.md
blog.spook.ee/GP4Sim
© Simone Cirillo. 2016.
SynoShows is distributed under the MIT License.