Neuro-Lab Data Export
Author: ronc
Creation Date: 9/5/2012 7:57 PM
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ronc

#1
In Neuro-Lab / Evaluate Performance, I want to export the data so I can evaluate it in Excel (e.g. calculate weighted average error). But there seems to be no way to export the data. If you backtest a strategy using the Strategy tool, and run the optimizer, you can select and copy the resulting tabular data. But when I try to select and copy the tabular data in Neuro Lab / Evaluate Performance it seems to be disabled, and I can find no other way to export the data. Does anyone know how to do this?

It seems without a way to export the data it seems almost impossible to analyze it...?

Thanks,
Ron
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Cone

#2
It's not a feature offered by the tool (or ever requested before, afaik), but we can add it to the queue for a future improvement of Neuro-Lab.
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Eugene

#3
But for it not to be lost (with certainty), please enter a new support ticket.
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aykuts

#4
Hi,

My aim is to perform further analysis into the results of the nn training, so i would like to access to the training results of the nn. (simply, the table presented at the end of training under `evaluate performance` tab)

Some examples of further digging into the data would be,
e.g. calculating Mean Squared Error manually,
e.g. or, plotting charts,
e.g. or, recording the number of epoches onto excel or something,
e.g or, noting down the latest level of MSE at the time the training ends,
e.g. or, sorting down, calculating differentials,
e.g. etc... some other statistical stuff that could easily be done, say, on excel.

So:
1- Using Copy/paste? is there anyway I can export the `evaluate performance` tab results of the neural network tool from screen (copy clipboard --> paste excel) on to excel?

2- Using codes? Or, is there any way I can, access this info programmatically through coding?

3- Using xml and open it at excel? Or, is there any way I can use the XML output to extract information of the results of the training? (So that I can perform more detailed statistical analysis and other digging into the nn data?)

Thanks both of you guys in advance for your guidance and support.

Best regards,

Aykut


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Eugene

#5
The NN data is available in XML format here:

c:\Users\username\AppData\Roaming\Fidelity Investments\WealthLabDev\1.0.0.0\Data\NeuroLab\
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LenMoz

#6
You can write your own export as a WLP script, writing to a .csv. Since external to NeuroLab, it has the advantage of being able to reevaluate the NN at any time, to see whether market conditions have changed its efficacy. You could also add other classification data to the output for deeper analysis, such as fundamentals, market sentiment, etc.

Here's a starter script that would capture all the data points, unsummarized. This seems to be your intent. I didn't write the export code.

CODE:
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aykuts

#7
Dear LenMoz;

The code you provided happened to be an excellent starting point for the newbie like me.

Highly appreciated!

Best regards,

Aykut

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LenMoz

#8
Aykut,

Since I use NNs extensively, I liked your concept of analyzing NN performance externally, so I continued developing the script, and include it below. This one develops summarized output more similar to Neuro-Lab. To analyse, I've simply copied the output from the debug log to Excel. A few graphs from this were very enlightening!

Note that this requires some extra hand-tailoring compared to the prior script, to set up minimum output and maximum output specific to your NN. These are sourced from the NN XML (See post #5, here). And see comments in the code.

Len
CODE:
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