[Tail-cvs] Tail/src/test/net/sf/tail/strategy PipeEnterStrategyTest.java, 1.1 IndicatorCrossedIndicatorStrategyTest.java, 1.2

[Márcio V. d. S. <mv...@us...>]

Update of /cvsroot/tail/Tail/src/test/net/sf/tail/strategy
In directory sc8-pr-cvs10.sourceforge.net:/tmp/cvs-serv32499/src/test/net/sf/tail/strategy

Modified Files:
	IndicatorCrossedIndicatorStrategyTest.java 
Added Files:
	PipeEnterStrategyTest.java 
Log Message:
Refatoração de código e Criação da nova estratégia PipeEnterStrategy

Index: IndicatorCrossedIndicatorStrategyTest.java
===================================================================
RCS file: /cvsroot/tail/Tail/src/test/net/sf/tail/strategy/IndicatorCrossedIndicatorStrategyTest.java,v
retrieving revision 1.1
retrieving revision 1.2
diff -C2 -d -r1.1 -r1.2
*** IndicatorCrossedIndicatorStrategyTest.java	19 May 2007 15:59:51 -0000	1.1
--- IndicatorCrossedIndicatorStrategyTest.java	24 May 2007 21:11:11 -0000	1.2
***************
*** 16,32 ****
  public class IndicatorCrossedIndicatorStrategyTest {
  	private Indicator<Double> first;
  	private Indicator<Double> second;
! 			
  	@Before
  	public void setUp() throws Exception {
! 		
! 		first  = new SampleIndicator(new double[] {4,7,9,6,3,2});
! 		second = new SampleIndicator(new double[] {3,6,10,8,2,1});
! 		
! 		
  	}
  	@Test
! 	public void testCrossedIndicator()
! 	{
  		Strategy s = new IndicatorCrossedIndicatorStrategy(first, second);
  		assertNull(s.shouldEnter(0));
--- 16,32 ----
  public class IndicatorCrossedIndicatorStrategyTest {
  	private Indicator<Double> first;
+ 
  	private Indicator<Double> second;
! 
  	@Before
  	public void setUp() throws Exception {
! 
! 		first = new SampleIndicator(new double[] { 4, 7, 9, 6, 3, 2 });
! 		second = new SampleIndicator(new double[] { 3, 6, 10, 8, 2, 1 });
! 
  	}
+ 
  	@Test
! 	public void testCrossedIndicator() {
  		Strategy s = new IndicatorCrossedIndicatorStrategy(first, second);
  		assertNull(s.shouldEnter(0));
***************
*** 42,94 ****
  		assertEquals(exit.getType(), OperationType.SELL);
  		assertNull(s.shouldEnter(5));
! 		
! 		
  	}
  	@Test
! 	public void testEqualIndicatorsShouldEnter()
! 	{
! 		Indicator<Double> firstEqual  = new SampleIndicator(new double[] {2,3,4,5,6,7});
! 		Indicator<Double> secondEqual = new SampleIndicator(new double[] {2,3,4,5,6,7});
! 		
  		Strategy s = new IndicatorCrossedIndicatorStrategy(firstEqual, secondEqual);
! 				
! 		for(int i = 0; i < 6; i++)
! 		{
  			assertNull(s.shouldEnter(i));
  		}
  	}
! 	
  	@Test
! 	public void testEqualIndicatorsShouldExit()
! 	{
! 		Indicator<Double> firstEqual  = new SampleIndicator(new double[] {2,1,4,5,6,7});
! 		Indicator<Double> secondEqual = new SampleIndicator(new double[] {1,3,4,5,6,7});
  		Strategy s = new IndicatorCrossedIndicatorStrategy(firstEqual, secondEqual);
! 		
  		Operation enter = s.shouldEnter(1);
! 		
  		assertNotNull(enter);
  		assertEquals(enter.getType(), OperationType.BUY);
! 		
! 		for(int i = 2; i < 6; i++)
! 		{
  			assertNull(s.shouldExit(enter, i));
  		}
  	}
! 	
  	@Test
! 	public void testEqualIndicatorsShouldEnterEqualsShouldExit()
! 	{
! 		Indicator<Double> firstEqual  = new SampleIndicator(new double[] {2,1,4,5,6,7,10});
! 		Indicator<Double> secondEqual = new SampleIndicator(new double[] {1,3,4,5,6,7,9});
  		Strategy s = new IndicatorCrossedIndicatorStrategy(firstEqual, secondEqual);
! 		
  		Operation enter = s.shouldEnter(1);
! 		
  		assertNotNull(enter);
  		assertEquals(enter.getType(), OperationType.BUY);
! 		
! 		for(int i = 2; i < 6; i++)
! 		{
  			assertNull(s.shouldExit(enter, i));
  		}
--- 42,88 ----
  		assertEquals(exit.getType(), OperationType.SELL);
  		assertNull(s.shouldEnter(5));
! 
  	}
+ 
  	@Test
! 	public void testEqualIndicatorsShouldEnter() {
! 		Indicator<Double> firstEqual = new SampleIndicator(new double[] { 2, 3, 4, 5, 6, 7 });
! 		Indicator<Double> secondEqual = new SampleIndicator(new double[] { 2, 3, 4, 5, 6, 7 });
! 
  		Strategy s = new IndicatorCrossedIndicatorStrategy(firstEqual, secondEqual);
! 
! 		for (int i = 0; i < 6; i++) {
  			assertNull(s.shouldEnter(i));
  		}
  	}
! 
  	@Test
! 	public void testEqualIndicatorsShouldExit() {
! 		Indicator<Double> firstEqual = new SampleIndicator(new double[] { 2, 1, 4, 5, 6, 7 });
! 		Indicator<Double> secondEqual = new SampleIndicator(new double[] { 1, 3, 4, 5, 6, 7 });
  		Strategy s = new IndicatorCrossedIndicatorStrategy(firstEqual, secondEqual);
! 
  		Operation enter = s.shouldEnter(1);
! 
  		assertNotNull(enter);
  		assertEquals(enter.getType(), OperationType.BUY);
! 
! 		for (int i = 2; i < 6; i++) {
  			assertNull(s.shouldExit(enter, i));
  		}
  	}
! 
  	@Test
! 	public void testEqualIndicatorsShouldEnterEqualsShouldExit() {
! 		Indicator<Double> firstEqual = new SampleIndicator(new double[] { 2, 1, 4, 5, 6, 7, 10 });
! 		Indicator<Double> secondEqual = new SampleIndicator(new double[] { 1, 3, 4, 5, 6, 7, 9 });
  		Strategy s = new IndicatorCrossedIndicatorStrategy(firstEqual, secondEqual);
! 
  		Operation enter = s.shouldEnter(1);
! 
  		assertNotNull(enter);
  		assertEquals(enter.getType(), OperationType.BUY);
! 
! 		for (int i = 2; i < 6; i++) {
  			assertNull(s.shouldExit(enter, i));
  		}
***************
*** 97,126 ****
  		assertEquals(exit.getType(), OperationType.SELL);
  	}
! 	
  	@Test
! 	public void testEqualIndicatorsShouldNotBuy()
! 	{
! 		Indicator<Double> firstEqual  = new SampleIndicator(new double[] {2,3,4,5,6,7,10});
! 		Indicator<Double> secondEqual = new SampleIndicator(new double[] {1,3,4,5,6,7,9});
  		Strategy s = new IndicatorCrossedIndicatorStrategy(firstEqual, secondEqual);
! 				
! 		for(int i = 0; i < 7; i++)
! 		{
  			assertNull(s.shouldEnter(i));
  		}
! 		
! 		firstEqual = new SampleIndicator(new double[] {2, 3, 4, 5, 6, 8});
! 		secondEqual = new SampleIndicator(new double[] {2, 3, 4, 5, 6, 7});
! 		
! 		for(int i = 0; i < 6; i++)
! 		{
  			assertNull(s.shouldEnter(i));
  		}
  	}
! 	
  	public static junit.framework.Test suite() {
  		return new JUnit4TestAdapter(IndicatorCrossedIndicatorStrategyTest.class);
  	}
! 	
! 	
  }
--- 91,116 ----
  		assertEquals(exit.getType(), OperationType.SELL);
  	}
! 
  	@Test
! 	public void testEqualIndicatorsShouldNotBuy() {
! 		Indicator<Double> firstEqual = new SampleIndicator(new double[] { 2, 3, 4, 5, 6, 7, 10 });
! 		Indicator<Double> secondEqual = new SampleIndicator(new double[] { 1, 3, 4, 5, 6, 7, 9 });
  		Strategy s = new IndicatorCrossedIndicatorStrategy(firstEqual, secondEqual);
! 
! 		for (int i = 0; i < 7; i++) {
  			assertNull(s.shouldEnter(i));
  		}
! 
! 		firstEqual = new SampleIndicator(new double[] { 2, 3, 4, 5, 6, 8 });
! 		secondEqual = new SampleIndicator(new double[] { 2, 3, 4, 5, 6, 7 });
! 
! 		for (int i = 0; i < 6; i++) {
  			assertNull(s.shouldEnter(i));
  		}
  	}
! 
  	public static junit.framework.Test suite() {
  		return new JUnit4TestAdapter(IndicatorCrossedIndicatorStrategyTest.class);
  	}
! 
  }

--- NEW FILE: PipeEnterStrategyTest.java ---
package net.sf.tail.strategy;

import static org.junit.Assert.assertEquals;
import static org.junit.Assert.assertNull;
import net.sf.tail.Operation;
import net.sf.tail.OperationType;
import net.sf.tail.sample.SampleIndicator;

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

public class PipeEnterStrategyTest {
	private SampleIndicator upper;

	private SampleIndicator lower;

	@Before
	public void setUp() {
		upper = new SampleIndicator(new double[] { 30, 32, 33, 32, 35, 33, 32, 33, 31, 30, 31, 32, 32, 34, 35 });
		lower = new SampleIndicator(new double[] { 10, 12, 13, 12, 15, 13, 12, 13, 11, 10, 11, 12, 12, 14, 15 });

	}

	@Test
	public void testFirstSellLastBuy() {
		SampleIndicator value = new SampleIndicator(new double[] { 25, 27, 28, 27, 30, 33, 35, 37, 35, 29, 11, 10, 15,
				30, 31 });

		PipeEnterStrategy pipeEnter = new PipeEnterStrategy(upper, lower, value);

		assertNull(pipeEnter.shouldEnter(1));
		assertNull(pipeEnter.shouldEnter(8));
		assertNull(pipeEnter.shouldEnter(10));
		Operation entry = new Operation(9, OperationType.SELL);
		assertEquals(entry, pipeEnter.shouldEnter(9));
		assertNull(pipeEnter.shouldExit(entry, 11));
		assertEquals(new Operation(12, OperationType.BUY), pipeEnter.shouldExit(entry, 12));
	}

	@Test
	public void testFirstBuyLastSell() {
		SampleIndicator value = new SampleIndicator(new double[] { 8, 15, 16, 33, 40, 45, 47, 40, 32, 25, 15, 16, 11,
				10, 12 });

		PipeEnterStrategy pipeEnter = new PipeEnterStrategy(upper, lower, value);

		assertNull(pipeEnter.shouldEnter(0));
		Operation entry = new Operation(1, OperationType.BUY);
		assertEquals(entry, pipeEnter.shouldEnter(1));
		assertNull(pipeEnter.shouldEnter(8));
		assertNull(pipeEnter.shouldEnter(10));

		assertNull(pipeEnter.shouldExit(entry, 8));
		assertEquals(new Operation(9, OperationType.SELL), pipeEnter.shouldExit(entry, 9));
	}
}