[Tail-cvs] Tail/src/test/net/sf/tail/indicator WilliamsRIndicatorTest.java, 1.1

[Thies <tg...@us...>]

Update of /cvsroot/tail/Tail/src/test/net/sf/tail/indicator
In directory sc8-pr-cvs10.sourceforge.net:/tmp/cvs-serv25633/src/test/net/sf/tail/indicator

Added Files:
	WilliamsRIndicatorTest.java 
Log Message:
Classe de teste do Williams % R

--- NEW FILE: WilliamsRIndicatorTest.java ---
package net.sf.tail.indicator;

import static org.junit.Assert.assertEquals;

import java.util.ArrayList;
import java.util.Arrays;
import java.util.List;

import junit.framework.JUnit4TestAdapter;
import net.sf.tail.DefaultTimeSeries;
import net.sf.tail.SampleTimeSeries;
import net.sf.tail.Tick;
import net.sf.tail.TimeSeries;
import net.sf.tail.indicator.simple.ClosePriceIndicator;
import net.sf.tail.indicator.simple.MaxPriceIndicator;
import net.sf.tail.indicator.simple.MinPriceIndicator;
import net.sf.tail.indicator.tracker.SMAIndicator;
import net.sf.tail.indicator.tracker.WilliamsRIndicator;

import org.junit.Before;
import org.junit.Test;

public class WilliamsRIndicatorTest {
	private TimeSeries data;
	
	 @Before
	    public  void prepare() throws Exception {
		 		 
		 List<Tick> ticks = new ArrayList<Tick>();
		 ticks.add(new Tick(44.98,45.05, 45.17,44.96));
		 ticks.add(new Tick(45.05,45.10,45.15,44.99));
		 ticks.add(new Tick(45.11,45.19,45.32,45.11));
		 ticks.add(new Tick(45.19,45.14,45.25,45.04));
		 ticks.add(new Tick(45.12,45.15, 45.20,45.10));
		 ticks.add(new Tick(45.15,45.14, 45.20,45.10));
		 ticks.add(new Tick(45.13,45.10,45.16,45.07));
		 ticks.add(new Tick(45.12,45.15,45.22,45.10));
		 ticks.add(new Tick(45.15,45.22,45.27,45.14));
		 ticks.add(new Tick(45.24,45.43,45.45,45.20));
		 ticks.add(new Tick(45.43,45.44,45.50,45.39));
		 ticks.add(new Tick(45.43,45.55,45.60,45.35));
		 ticks.add(new Tick(45.58,45.55,45.61,45.39));
		 		 
		 data = new DefaultTimeSeries(ticks);
	        
	    }


	    @Test
	    public void testWR5() throws Exception {
	        WilliamsRIndicator wr = new WilliamsRIndicator(new ClosePriceIndicator(data), 5, new MaxPriceIndicator(data), new MinPriceIndicator(data));

	        
	        assertEquals(-47.22, wr.getValue(4), 0.01);
	        assertEquals(-54.55, wr.getValue(5), 0.01);
	        assertEquals(-78.57, wr.getValue(6), 0.01);
	        assertEquals(-47.62, wr.getValue(7), 0.01);
	        assertEquals(-25.00, wr.getValue(8), 0.01);
	        assertEquals(-5.26, wr.getValue(9), 0.01);
	        assertEquals(-13.95, wr.getValue(10), 0.01);
	        
	        

	    }
	    
	    @Test
		public void testWR10() {
	    	WilliamsRIndicator wr = new WilliamsRIndicator(new ClosePriceIndicator(data), 10, new MaxPriceIndicator(data), new MinPriceIndicator(data));

	    	
	        assertEquals(-4.08, wr.getValue(9), 0.01);
	        assertEquals(-11.77, wr.getValue(10), 0.01);
	        assertEquals(-8.93, wr.getValue(11), 0.01);
	        assertEquals(-10.53, wr.getValue(12), 0.01);
	      	        
		}
	    
	    @Test
	    public void testValueLessThenTimeFrame()
	    {
	    	WilliamsRIndicator wr = new WilliamsRIndicator(new ClosePriceIndicator(data), 100, new MaxPriceIndicator(data), new MinPriceIndicator(data));
	    	
	    	assertEquals(-100d * (0.12 / 0.21), wr.getValue(0), 0.01);
	        assertEquals(-100d * (0.07 / 0.21), wr.getValue(1), 0.01);
	        assertEquals(-100d * (0.13 / 0.36), wr.getValue(2), 0.01);
	        assertEquals(-100d * (0.18 / 0.36), wr.getValue(3), 0.01);
	    }

	    
		@Test(expected = IndexOutOfBoundsException.class)
		public void testWrongIndex() {
			WilliamsRIndicator wr = new WilliamsRIndicator(new ClosePriceIndicator(data), 100, new MaxPriceIndicator(data), new MinPriceIndicator(data));
			wr.getValue(13);
		}
		
		//Método adicionado por causa da compatibilidade do Eclipse 3.1.2(Rede Linux) 
		//e o JUnit4
		public static junit.framework.Test suite() {
		         return new JUnit4TestAdapter(WilliamsRIndicatorTest.class);
		}
}