[Tail-cvs] Tail/src/test/net/sf/tail/indicator/tracker/bollingerbands BollingerBandsUpperIndicatorTest.java, 1.1 BollingerBandsMiddleIndicatorTest.java, 1.1 BollingerBandsLowerIndicatorTest.java, 1.1

[Márcio V. d. S. <mv...@us...>]

Update of /cvsroot/tail/Tail/src/test/net/sf/tail/indicator/tracker/bollingerbands
In directory sc8-pr-cvs10.sourceforge.net:/tmp/cvs-serv12077/src/test/net/sf/tail/indicator/tracker/bollingerbands

Added Files:
	BollingerBandsUpperIndicatorTest.java 
	BollingerBandsMiddleIndicatorTest.java 
	BollingerBandsLowerIndicatorTest.java 
Log Message:
Refatoração de pacotes e MaximumDrawnDown

--- NEW FILE: BollingerBandsMiddleIndicatorTest.java ---
package net.sf.tail.indicator.tracker.bollingerbands;

import static org.junit.Assert.assertEquals;
import junit.framework.JUnit4TestAdapter;
import net.sf.tail.TimeSeries;
import net.sf.tail.indicator.simple.ClosePriceIndicator;
import net.sf.tail.indicator.tracker.SMAIndicator;
import net.sf.tail.indicator.tracker.bollingerbands.BollingerBandsMiddleIndicator;
import net.sf.tail.sample.SampleTimeSeries;

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

public class BollingerBandsMiddleIndicatorTest {
	private TimeSeries data;

	@Before
	public void setUp() throws Exception {
		data = new SampleTimeSeries(new double[] { 1, 2, 3, 4, 3, 4, 5, 4, 3, 3, 4, 3, 2 });
	}

	@Test
	public void testBollingerBandsMiddleUsingSMA() throws Exception {
		SMAIndicator sma = new SMAIndicator(new ClosePriceIndicator(data), 3);
		BollingerBandsMiddleIndicator bbmSMA = new BollingerBandsMiddleIndicator(sma);

		for (int i = 0; i < data.getSize(); i++) {
			assertEquals(sma.getValue(i), bbmSMA.getValue(i));
		}
	}

	@Test
	public void testBollingerBandsLowerShouldWorkJumpingIndexes() {
		SMAIndicator sma = new SMAIndicator(new ClosePriceIndicator(data), 3);
		BollingerBandsMiddleIndicator bbmSMA = new BollingerBandsMiddleIndicator(sma);

			assertEquals(sma.getValue(6), bbmSMA.getValue(6));
			assertEquals(sma.getValue(0), bbmSMA.getValue(0));
		
	}

	@Test(expected = IndexOutOfBoundsException.class)
	public void testIndexGreatterThanTheIndicatorLenghtShouldThrowException() {
		SMAIndicator sma = new SMAIndicator(new ClosePriceIndicator(data), 3);
		BollingerBandsMiddleIndicator bbmSMA = new BollingerBandsMiddleIndicator(sma);
		bbmSMA.getValue(3000);
	}

	public static junit.framework.Test suite() {
		return new JUnit4TestAdapter(BollingerBandsMiddleIndicatorTest.class);
	}
}

--- NEW FILE: BollingerBandsLowerIndicatorTest.java ---
package net.sf.tail.indicator.tracker.bollingerbands;

import static org.junit.Assert.assertEquals;
import junit.framework.JUnit4TestAdapter;
import net.sf.tail.TimeSeries;
import net.sf.tail.indicator.helper.StandardDeviationIndicator;
import net.sf.tail.indicator.simple.ClosePriceIndicator;
import net.sf.tail.indicator.tracker.SMAIndicator;
import net.sf.tail.indicator.tracker.bollingerbands.BollingerBandsLowerIndicator;
import net.sf.tail.indicator.tracker.bollingerbands.BollingerBandsMiddleIndicator;
import net.sf.tail.sample.SampleTimeSeries;

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

public class BollingerBandsLowerIndicatorTest {

	private TimeSeries data;

	private int timeFrame;

	private ClosePriceIndicator closePrice;

	private SMAIndicator sma;

	@Before
	public void setUp() throws Exception {
		data = new SampleTimeSeries(new double[] { 1, 2, 3, 4, 3, 4, 5, 4, 3, 3, 4, 3, 2 });
		timeFrame = 3;
		closePrice = new ClosePriceIndicator(data);
		sma = new SMAIndicator(closePrice, timeFrame);
	}

	@Test
	public void testBollingerBandsLowerUsingSMAAndStandardDeviation() throws Exception {

		BollingerBandsMiddleIndicator bbmSMA = new BollingerBandsMiddleIndicator(sma);
		StandardDeviationIndicator standardDeviation = new StandardDeviationIndicator(closePrice, timeFrame);
		BollingerBandsLowerIndicator bblSMA = new BollingerBandsLowerIndicator(bbmSMA, standardDeviation);

		assertEquals(1d, bblSMA.getValue(0));
		assertEquals(0.08, bblSMA.getValue(1), 0.01);
		assertEquals(-0.82, bblSMA.getValue(2), 0.01);
		assertEquals(0.17, bblSMA.getValue(3), 0.01);
		assertEquals(1.70, bblSMA.getValue(4), 0.01);
		assertEquals(2.03, bblSMA.getValue(5), 0.01);
		assertEquals(1.17, bblSMA.getValue(6), 0.01);
	}

	@Test
	public void testBollingerBandsLowerShouldWorkJumpingIndexes() {

		BollingerBandsMiddleIndicator bbmSMA = new BollingerBandsMiddleIndicator(sma);
		StandardDeviationIndicator standardDeviation = new StandardDeviationIndicator(closePrice, timeFrame);
		BollingerBandsLowerIndicator bblSMA = new BollingerBandsLowerIndicator(bbmSMA, standardDeviation);

		assertEquals(1.17, bblSMA.getValue(6), 0.01);
		assertEquals(0.08, bblSMA.getValue(1), 0.01);
	}

	@Test(expected = IndexOutOfBoundsException.class)
	public void testIndexGreatterThanTheIndicatorLenghtShouldThrowException() {

		BollingerBandsMiddleIndicator bbmSMA = new BollingerBandsMiddleIndicator(sma);
		StandardDeviationIndicator standardDeviation = new StandardDeviationIndicator(closePrice, timeFrame);
		BollingerBandsLowerIndicator bblSMA = new BollingerBandsLowerIndicator(bbmSMA, standardDeviation);

		bblSMA.getValue(data.getSize());
	}

	public static junit.framework.Test suite() {
		return new JUnit4TestAdapter(BollingerBandsLowerIndicatorTest.class);
	}
}

--- NEW FILE: BollingerBandsUpperIndicatorTest.java ---
package net.sf.tail.indicator.tracker.bollingerbands;

import static org.junit.Assert.assertEquals;
import junit.framework.JUnit4TestAdapter;
import net.sf.tail.TimeSeries;
import net.sf.tail.indicator.helper.StandardDeviationIndicator;
import net.sf.tail.indicator.simple.ClosePriceIndicator;
import net.sf.tail.indicator.tracker.SMAIndicator;
import net.sf.tail.indicator.tracker.bollingerbands.BollingerBandsMiddleIndicator;
import net.sf.tail.indicator.tracker.bollingerbands.BollingerBandsUpperIndicator;
import net.sf.tail.sample.SampleTimeSeries;

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

public class BollingerBandsUpperIndicatorTest {

	private TimeSeries data;

	private int timeFrame;

	private ClosePriceIndicator closePrice;

	private SMAIndicator sma;

	@Before
	public void setUp() throws Exception {
		data = new SampleTimeSeries(new double[] { 1, 2, 3, 4, 3, 4, 5, 4, 3, 3, 4, 3, 2 });
		timeFrame = 3;
		closePrice = new ClosePriceIndicator(data);
		sma = new SMAIndicator(closePrice, timeFrame);
	}

	@Test
	public void testBollingerBandsUpperUsingSMAAndStandardDeviation() throws Exception {

		BollingerBandsMiddleIndicator bbmSMA = new BollingerBandsMiddleIndicator(sma);
		StandardDeviationIndicator standardDeviation = new StandardDeviationIndicator(closePrice, timeFrame);
		BollingerBandsUpperIndicator bbuSMA = new BollingerBandsUpperIndicator(bbmSMA, standardDeviation);

		assertEquals(1.0, bbuSMA.getValue(0),0.01);
		assertEquals(2.91, bbuSMA.getValue(1),0.01);
		assertEquals(4.82, bbuSMA.getValue(2),0.01);
		assertEquals(5.82, bbuSMA.getValue(3),0.01);
		assertEquals(4.96, bbuSMA.getValue(4),0.01);
		assertEquals(5.29, bbuSMA.getValue(5),0.01);
		assertEquals(6.82, bbuSMA.getValue(6),0.01);
		assertEquals(5.96, bbuSMA.getValue(7),0.01);
		assertEquals(6.82, bbuSMA.getValue(8),0.01);
		assertEquals(4.96, bbuSMA.getValue(9),0.01);

	}

	@Test
	public void testBollingerBandsUpperShouldWorkJumpingIndexes() {

		BollingerBandsMiddleIndicator bbmSMA = new BollingerBandsMiddleIndicator(sma);
		StandardDeviationIndicator standardDeviation = new StandardDeviationIndicator(closePrice, timeFrame);
		BollingerBandsUpperIndicator bbuSMA = new BollingerBandsUpperIndicator(bbmSMA, standardDeviation);

		assertEquals(4.96, bbuSMA.getValue(9),0.01);
		assertEquals(4.96, bbuSMA.getValue(4),0.01);
	}

	@Test(expected = IndexOutOfBoundsException.class)
	public void testIndexGreatterThanTheIndicatorLenghtShouldThrowException() {

		BollingerBandsMiddleIndicator bbmSMA = new BollingerBandsMiddleIndicator(sma);
		StandardDeviationIndicator standardDeviation = new StandardDeviationIndicator(closePrice, timeFrame);
		BollingerBandsUpperIndicator bbuSMA = new BollingerBandsUpperIndicator(bbmSMA, standardDeviation);

		bbuSMA.getValue(data.getSize());
	}

	public static junit.framework.Test suite() {
		return new JUnit4TestAdapter(BollingerBandsUpperIndicatorTest.class);
	}

}