[Tail-cvs] Tail/src/test/net/sf/tail/analysis/criteria AverageProfitCriterionTest.java, 1.1 RewardRiskRatioCriterionTest.java, 1.1 MaximumDrawDownTest.java, 1.2

[Márcio V. d. S. <mv...@us...>]

Update of /cvsroot/tail/Tail/src/test/net/sf/tail/analysis/criteria
In directory sc8-pr-cvs10.sourceforge.net:/tmp/cvs-serv20178/src/test/net/sf/tail/analysis/criteria

Modified Files:
	MaximumDrawDownTest.java 
Added Files:
	AverageProfitCriterionTest.java 
	RewardRiskRatioCriterionTest.java 
Log Message:
Refatoração

--- NEW FILE: RewardRiskRatioCriterionTest.java ---
package net.sf.tail.analysis.criteria;

import static org.junit.Assert.*;

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

import net.sf.tail.Operation;
import net.sf.tail.OperationType;
import net.sf.tail.Trade;
import net.sf.tail.sample.SampleIndicator;

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

public class RewardRiskRatioCriterionTest {

	private SampleIndicator indicator;

	private List<Trade> trades;

	@Before
	public void setUp() throws Exception {
		this.indicator = new SampleIndicator(new double[] { 100, 105, 95, 100, 90, 95, 80, 120 });
		trades = new ArrayList<Trade>();
		trades.add(new Trade(new Operation(0, OperationType.BUY), new Operation(1, OperationType.SELL)));
		trades.add(new Trade(new Operation(2, OperationType.BUY), new Operation(4, OperationType.SELL)));
		trades.add(new Trade(new Operation(5, OperationType.BUY), new Operation(7, OperationType.SELL)));
	}

	@Test
	public void testRewardRiskRatioCriterionIndicatorOfQextendsNumberListOfTradeInt() {
		AnalysisCriterion rrc = new RewardRiskRatioCriterion(indicator, trades, 8);

		assertEquals(0.05, rrc.calculate(), 0.01);
	}

	@Test
	public void testRewardRiskRatioWithNullSeriesSizeShouldReturnInfinity() {

		AnalysisCriterion rrc = new RewardRiskRatioCriterion(indicator, trades, 0);
		assertEquals(Double.POSITIVE_INFINITY, rrc.calculate());
	}

}

--- NEW FILE: AverageProfitCriterionTest.java ---
package net.sf.tail.analysis.criteria;

import static org.junit.Assert.*;

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

import net.sf.tail.Operation;
import net.sf.tail.OperationType;
import net.sf.tail.Trade;
import net.sf.tail.sample.SampleIndicator;

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

public class AverageProfitCriterionTest {
	private SampleIndicator indicator;
	private List<Trade> trades;

	@Before
	public void setUp() throws Exception {
		trades = new ArrayList<Trade>();
	}

	@Test
	public void testCalculateOnlyWithGainTrades() {
		indicator = new SampleIndicator(new double[]{100, 105, 110, 100, 95, 105});
		trades.clear();
		trades.add(new Trade(new Operation(0,OperationType.BUY),new Operation(2,OperationType.SELL)));
		trades.add(new Trade(new Operation(3,OperationType.BUY),new Operation(5,OperationType.SELL)));
		AnalysisCriterion averageProfit = new AverageProfitCriterion(indicator,trades);
		assertEquals(1.03, averageProfit.calculate(),0.01);
	}

	@Test
	public void testCalculateOnlyWithLossTrades() {
		indicator = new SampleIndicator(new double[]{100, 95, 100, 80, 85, 70});
		trades.clear();
		trades.add(new Trade(new Operation(0,OperationType.BUY),new Operation(1,OperationType.SELL)));
		trades.add(new Trade(new Operation(2,OperationType.BUY),new Operation(5,OperationType.SELL)));
		AnalysisCriterion averageProfit = new AverageProfitCriterion(indicator,trades);
		assertEquals(0.9, averageProfit.calculate(),0.01);
	}
	
	@Test
	public void testCalculateWithNoTicksShouldReturnNan() {
		indicator = new SampleIndicator(new double[]{100, 95, 100, 80, 85, 70});
		trades.clear();
		AnalysisCriterion averageProfit = new AverageProfitCriterion(indicator,trades);
		assertEquals(Double.NaN, averageProfit.calculate());
	}

}

Index: MaximumDrawDownTest.java
===================================================================
RCS file: /cvsroot/tail/Tail/src/test/net/sf/tail/analysis/criteria/MaximumDrawDownTest.java,v
retrieving revision 1.1
retrieving revision 1.2
diff -C2 -d -r1.1 -r1.2
*** MaximumDrawDownTest.java	8 Jun 2007 15:14:26 -0000	1.1
--- MaximumDrawDownTest.java	8 Jun 2007 18:24:36 -0000	1.2
***************
*** 20,24 ****
  	public void testCalculateShouldWork() {
  
! 		MaximumDrawDownCriteria mdd = new MaximumDrawDownCriteria(indicator, 7);
  
  		assertEquals(23.0, mdd.calculate());
--- 20,24 ----
  	public void testCalculateShouldWork() {
  
! 		MaximumDrawDownCriterion mdd = new MaximumDrawDownCriterion(indicator, 7);
  
  		assertEquals(23.0, mdd.calculate());
***************
*** 27,33 ****
  
  	@Test
  	public void testCalculateWithNullSeriesSizeShouldReturnZero() {
  
! 		MaximumDrawDownCriteria mdd = new MaximumDrawDownCriteria(indicator, 0);
  
  		assertEquals(0d, mdd.calculate());
--- 27,41 ----
  
  	@Test
+ 	public void testMaxDrownDownWithIndicatorInBullishShouldReturnZero() {
+ 		this.indicator = new SampleIndicator(new double[] { 1, 2, 3, 6, 50, 200, 888 });
+ 		MaximumDrawDownCriterion mdd = new MaximumDrawDownCriterion(indicator, 7);
+ 
+ 		assertEquals(0d, mdd.calculate());
+ 
+ 	}
+ 	@Test
  	public void testCalculateWithNullSeriesSizeShouldReturnZero() {
  
! 		MaximumDrawDownCriterion mdd = new MaximumDrawDownCriterion(indicator, 0);
  
  		assertEquals(0d, mdd.calculate());