This post is actually a fork of this thread. I'm playing around with encog in Clojure. So I took a look at the way encog-java loads tick data into it's system. There is a YahooFinanceLoader that pulls csv data from a URL. But it assumes that prices only have a daily granularity. Now, the encog-java system seems to have the concept of granularity going down to the second (see here). But all of it's market loaders and list of ticks, seem to stop at a time granularity of daily. See the LoadedMarketData source, which uses a daily-biased MarketDataType. Obviously, that's not enough if we want to calculate on a second or sub-second interval. Ultimately the YahooFinanceLoader will give us a list of LoadedMarketData, which assumes daily price ticks.
What I need to know is can I give the encog neural net a list of tick data that has second or sub-second intervals? I have a EURUSD_Ticks_Apr2012.csv file that I'll use for training. But I need to know how to get it into the system.
Any insights are appreciated.