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API: update anomaly detection hyperparameter and logging
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2 files changed

+17
-103
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2 files changed

+17
-103
lines changed

‎src/MLApplications.API/Controllers/AnomalyDetectionController.cs

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@@ -19,7 +19,7 @@ public class AnomalyDetectionController : ControllerBase
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// Data file path and dataset size
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private string _dataPath = Path.Combine(Environment.CurrentDirectory, "Datasets", "intraday_5min_TSLA.csv");
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// assign the Number of records in dataset file to constant variable
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private const int _docsize = 180;
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private const int _docsize = 79;
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/// <summary>
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/// Controller ctor
@@ -63,6 +63,21 @@ private IEnumerable<ModelOutput> DetectSpike(MLContext mlContext, int docSize, I
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var predictions = mlContext.Data.CreateEnumerable<ModelOutput>(transformedData, reuseRowObject: false);
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Console.WriteLine("Alert\tStock Price\tP-Value");
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foreach (var p in predictions)
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{
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var results = $"{p.Prediction[0]}\t{p.Prediction[1]:f2}\t{p.Prediction[2]:F2}";
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if (p.Prediction[0] == 1)
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{
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results += " <-- Spike detected";
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}
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Console.WriteLine(results);
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}
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Console.WriteLine("");
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return predictions;
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}
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‎src/MLApplications.API/Datasets/intraday_5min_TSLA.csv

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@@ -1,57 +1,4 @@
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timestamp,open,high,low,close,volume
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2020-12-31 4:05,693.5,693.62,693,693.2,4343
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2020-12-31 4:10,692.7,692.7,690.49,690.52,3942
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2020-12-31 4:15,691.77,693.4,691.77,693.4,1302
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2020-12-31 4:35,692.7,692.7,692.7,692.7,410
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2020-12-31 4:50,692.7,692.7,692.7,692.7,582
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2020-12-31 5:20,693.35,693.35,693.35,693.35,518
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2020-12-31 5:25,693.3,693.3,693.3,693.3,113
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2020-12-31 5:35,693.2,693.2,693.2,693.2,454
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2020-12-31 5:40,693.5,693.5,693.5,693.5,303
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2020-12-31 5:45,693.36,693.5,693.35,693.5,1308
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2020-12-31 5:50,694.2,694.2,694.2,694.2,420
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2020-12-31 5:55,693.99,693.99,693.92,693.92,640
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2020-12-31 6:00,693.89,693.99,693.89,693.99,707
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2020-12-31 6:05,693.95,693.95,693.95,693.95,452
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2020-12-31 6:15,694.5,696,694.5,696,1495
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2020-12-31 6:20,697,697.47,696.79,697.47,3352
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2020-12-31 6:25,698,699.3,698,699.2,7656
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2020-12-31 6:35,698.98,699,698.8,699,1702
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2020-12-31 6:45,698.06,698.65,698,698.65,1812
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2020-12-31 7:10,703.37,705.49,702.66,703.29,119348
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2020-12-31 7:15,703.85,706,703,705,55892
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2020-12-31 7:20,705,705.4,704.13,705.4,27193
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2020-12-31 7:30,704.75,704.75,702.75,703.5,30252
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2020-12-31 7:35,703.65,704.75,703.5,704.6,19961
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2020-12-31 7:40,704.33,704.7,703.55,704.17,27060
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2020-12-31 7:45,703.59,703.79,702.4,703.6,15635
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2020-12-31 7:50,703.51,704.04,703.15,703.7,15044
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2020-12-31 7:55,703.55,703.55,702.5,702.5,9692
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2020-12-31 8:00,702.3,704.1,702.05,703.4,15371
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2020-12-31 8:05,699.5,706.0102,697.65,703.63,107676
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2020-12-31 8:10,703.65,703.9799,703,703.31,18780
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2020-12-31 8:15,703.45,704,703.24,703.25,21703
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2020-12-31 8:20,703.49,704,702.65,702.65,22247
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2020-12-31 8:25,702.65,703.15,702.03,702.69,24129
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2020-12-31 8:30,702.25,702.5,701.35,701.79,33827
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2020-12-31 8:35,701.72,702.13,701.55,701.92,17089
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2020-12-31 8:40,701.98,702.43,701.98,702.21,11180
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2020-12-31 8:45,702,702.91,702,702.89,13484
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2020-12-31 8:50,702.8,702.8,701.55,701.6,20300
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2020-12-31 8:55,701.55,701.57,700.11,700.11,27113
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2020-12-31 9:20,699.6,700.01,698.82,700,30120
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2020-12-31 9:35,699.99,703.7399,696.59,698.38,1844955
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2020-12-31 9:40,698.29,701,696,700.3774,1047052
@@ -130,52 +77,4 @@ timestamp,open,high,low,close,volume
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2020-12-31 15:45,700.74,704.95,699.7801,704.17,624427
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2020-12-31 15:50,704.2213,705.9999,702.64,703.78,714316
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2020-12-31 15:55,704.2,706.61,703.4,706.59,632155
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2020-12-31 16:00,706.51,706.8999,705,705.21,919892
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2020-12-31 16:05,705.67,705.99,703.24,704.59,134863
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