dt <-  read.table("D:/R/MY_script/RTS_ALL(Clear).txt",sep=",",head=T) 
dt <- tail(dt,150000)
train <- 1:100000
test <- 100001:nrow(dt)

dt.tr <- dt[train,]

N.col <- 5
HE <- function(data, r=N.col) {
  do.call(cbind,
          lapply(0:(r-1),function(i) { data[(i+1):(length(data)-(r-1-i))]}))}

O <- HE(dt.tr$X.OPEN.)              
H <- HE(dt.tr$X.HIGH.)              
L <- HE(dt.tr$X.LOW.)               
C <- HE(dt.tr$X.CLOSE.)             
V <- HE(dt.tr$X.VOL.)               
W <- HE(dt.tr$X.HIGH.-dt.tr$X.LOW.) 


O <- t(apply(O, 1, function(x)  {scale(x,T,T)}))  ; colnames(O) <- paste0("open",N.col:1)
H <- t(apply(H, 1, function(x)  {scale(x,T,T)}))  ; colnames(H) <- paste0("high",N.col:1)
L <- t(apply(L, 1, function(x)  {scale(x,T,T)}))  ; colnames(L) <- paste0("low",N.col:1)
C <- t(apply(C, 1, function(x)  {scale(x,T,T)}))  ; colnames(C) <- paste0("close",N.col:1)
V <- t(apply(V, 1, function(x)  {scale(x,T,T)}))  ; colnames(V) <- paste0("volume",N.col:1)
W <- t(apply(W, 1, function(x)  {scale(x,T,T)}))  ; colnames(W) <- paste0("volatil",N.col:1)



dat <- cbind(dt.tr[-c(1:(N.col-1)),],O,H,L,C,V,W)
dat <- na.omit(dat)
TSLAB.train <- dat[,1:9]
colnames(TSLAB.train) <- c("<TICKER>","<PER>","<DATE>","<TIME>","<OPEN>","<HIGH>","<LOW>","<CLOSE>","<VOL>")
dat <- dat[,-c(1:9)]

O <- dat[,1:5]
H <- dat[,6:10]
L <- dat[,11:15]
C <- dat[,16:20]
V <- dat[,21:25]
W <- dat[,26:30]

#+++++++++++++++++++++++++++++++++++++++++

#+++++++++++++++++++++++++++++++++++++++++

#+++++++++++++++++++++++++++++++++++++++++


library(SOMbrero)

system.time(
O_model <- trainSOM(O, dimension=c(10,10) , verbose=T)
           )
H_model <- trainSOM(H, dimension=c(10,10) , verbose=T)
L_model <- trainSOM(L, dimension=c(10,10) , verbose=T)
C_model <- trainSOM(C, dimension=c(10,10) , verbose=T)
V_model <- trainSOM(V, dimension=c(10,10) , verbose=T)
W_model <- trainSOM(W, dimension=c(10,10) , verbose=T)




save(O_model ,file =  "D:/R/soms.clust.comb/open.model.RData")
save(H_model ,file =  "D:/R/soms.clust.comb/high.model.RData")
save(L_model ,file =  "D:/R/soms.clust.comb/low.model.RData")
save(C_model ,file =  "D:/R/soms.clust.comb/close.model.RData")
save(V_model ,file =  "D:/R/soms.clust.comb/volume.model.RData")
save(W_model ,file =  "D:/R/soms.clust.comb/volatil.model.RData")
#+++++++++++++++++++++++++++++++++++++++++

#+++++++++++++++++++++++++++++++++++++++++

#+++++++++++++++++++++++++++++++++++++++++


OHLC_clust <- cbind(
                       O_model$clustering,
                       H_model$clustering,
                       L_model$clustering,
                       C_model$clustering,
                       V_model$clustering,
                       W_model$clustering
                   )
colnames(OHLC_clust) <- c("open","high","low","close","volum","volat")

train.list <- list(TSLAB.train=TSLAB.train,OHLC_clust=OHLC_clust)

save(train.list, file =  "D:/R/soms.clust.comb/data.for.search.comb.RData")