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

[Márcio V. d. S. <mv...@us...>]

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

Added Files:
	SMAIndicatorTest.java RSIIndicatorTest.java 
	WilliamsRIndicatorTest.java EMAIndicatorTest.java 
Log Message:
Refatoração de pacotes e MaximumDrawnDown

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

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.RSIIndicator;
import net.sf.tail.sample.SampleTimeSeries;

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

public class RSIIndicatorTest {

	private TimeSeries data;

	@Before
	public void setUp() {
		data = new SampleTimeSeries(new double[] { 50.45, 50.30, 50.20, 50.15, 50.05, 50.06, 50.10, 50.08, 50.03,
				50.07, 50.01, 50.14, 50.22, 50.43, 50.50, 50.56, 50.52, 50.70, 50.55, 50.62, 50.90, 50.82, 50.86,
				51.20, 51.30, 51.10 });
	}

	@Test
	public void testRSIUsingTimeFrame14UsingClosePrice() {
		RSIIndicator rsi = new RSIIndicator(new ClosePriceIndicator(data), 14);

		assertEquals(62.75, rsi.getValue(15), 0.01);
		assertEquals(66.67, rsi.getValue(16), 0.01);
		assertEquals(75.23, rsi.getValue(17), 0.01);
		assertEquals(71.93, rsi.getValue(18), 0.01);
		assertEquals(73.33, rsi.getValue(19), 0.01);
		assertEquals(77.78, rsi.getValue(20), 0.01);
		assertEquals(74.67, rsi.getValue(21), 0.01);
		assertEquals(77.85, rsi.getValue(22), 0.01);
		assertEquals(81.56, rsi.getValue(23), 0.01);
		assertEquals(85.25, rsi.getValue(24), 0.01);
	}

	@Test
	public void testRSIFirstValueShouldBeZero() {
		RSIIndicator rsi = new RSIIndicator(new ClosePriceIndicator(data), 14);

		assertEquals(0d, rsi.getValue(0), 0.01);
	}
	
	
	@Test
	public void testRSIShouldWorkJumpingIndexes() {
		RSIIndicator rsi = new RSIIndicator(new ClosePriceIndicator(data), 14);
		assertEquals(73.33, rsi.getValue(19), 0.01);
		assertEquals(62.75, rsi.getValue(15), 0.01);
	}

	@Test(expected = IndexOutOfBoundsException.class)
	public void testIndexGreatterThanTheIndicatorLenghtShouldThrowException() {
		RSIIndicator rsi = new RSIIndicator(new ClosePriceIndicator(data), 14);
		assertEquals(3d, rsi.getValue(300));
	}

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

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

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.sample.SampleTimeSeries;

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

public class SMAIndicatorTest {

	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 testSMAUsingTimeFrame3UsingClosePrice() throws Exception {
		SMAIndicator sma = new SMAIndicator(new ClosePriceIndicator(data), 3);

		assertEquals(1.0, sma.getValue(0));
		assertEquals(1.5, sma.getValue(1));
		assertEquals(2.0, sma.getValue(2));
		assertEquals(3.0, sma.getValue(3));
		assertEquals(10.0 / 3, sma.getValue(4));
		assertEquals(11.0 / 3, sma.getValue(5));
		assertEquals(4.0, sma.getValue(6));
		assertEquals(13.0 / 3, sma.getValue(7));
		assertEquals(4.0, sma.getValue(8));
		assertEquals(10.0 / 3, sma.getValue(9));
		assertEquals(10.0 / 3, sma.getValue(10));
		assertEquals(10.0 / 3, sma.getValue(11));
		assertEquals(3.0, sma.getValue(12));

	}

	@Test
	public void testSMAWhenTimeFrameIs1ResultShouldBeIndicatorValue() {
		SMAIndicator quoteSMA = new SMAIndicator(new ClosePriceIndicator(data), 1);
		for (int i = 0; i < data.getSize(); i++) {
			assertEquals(data.getTick(i).getClosePrice(), quoteSMA.getValue(i));
		}
	}
	
	@Test
	public void testSMAShouldWorkJumpingIndexes() {
		SMAIndicator quoteSMA = new SMAIndicator(new ClosePriceIndicator(data), 3);
		assertEquals(3d, quoteSMA.getValue(12));
	}

	@Test(expected = IndexOutOfBoundsException.class)
	public void testIndexGreatterThanTheIndicatorLenghtShouldThrowException() {
		SMAIndicator quoteSMA = new SMAIndicator(new ClosePriceIndicator(data), 3);
		assertEquals(3d, quoteSMA.getValue(13));
	}

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

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

import static org.junit.Assert.assertEquals;

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

import junit.framework.JUnit4TestAdapter;
import net.sf.tail.DefaultTimeSeries;
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.WilliamsRIndicator;

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

public class WilliamsRIndicatorTest {
	private TimeSeries data;

	@Before
	public void setUp() 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 testWilliamsRUsingTimeFrame5UsingClosePrice() 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 testWilliamsRShouldWorkJumpingIndexes() {
		WilliamsRIndicator wr = new WilliamsRIndicator(new ClosePriceIndicator(data), 5, new MaxPriceIndicator(data),
				new MinPriceIndicator(data));
		assertEquals(-13.95, wr.getValue(10), 0.01);
		assertEquals(-47.22, wr.getValue(4), 0.01);
	}

	@Test
	public void testWilliamsRUsingTimeFrame10UsingClosePrice() {
		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 testIndexGreatterThanTheIndicatorLenghtShouldThrowException() {
		WilliamsRIndicator wr = new WilliamsRIndicator(new ClosePriceIndicator(data), 100, new MaxPriceIndicator(data),
				new MinPriceIndicator(data));
		wr.getValue(13);
	}

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

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

import net.sf.tail.TimeSeries;
import net.sf.tail.indicator.simple.ClosePriceIndicator;
import net.sf.tail.indicator.tracker.EMAIndicator;
import net.sf.tail.indicator.tracker.SMAIndicator;
import net.sf.tail.sample.SampleTimeSeries;

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

import static org.junit.Assert.assertEquals;

import junit.framework.JUnit4TestAdapter;

public class EMAIndicatorTest {

	private TimeSeries data;

	@Before
	public void setUp() {

		data = new SampleTimeSeries(new double[] { 64.75, 63.79, 63.73, 63.73, 63.55, 63.19, 63.91, 63.85, 62.95,
				63.37, 61.33, 61.51 });
	}

	@Test
	public void testEMAUsingTimeFrame10UsingClosePrice() {
		EMAIndicator ema = new EMAIndicator(new ClosePriceIndicator(data), 10);

		assertEquals(63.65, ema.getValue(9), 0.01);
		assertEquals(63.23, ema.getValue(10), 0.01);
		assertEquals(62.91, ema.getValue(11), 0.01);
	}

	@Test
	public void testEMAFirstValueShouldBeEqualsToFirstDataValue() {
		EMAIndicator ema = new EMAIndicator(new ClosePriceIndicator(data), 10);

		assertEquals(64.75, ema.getValue(0), 0.01);
	}

	@Test
	public void testValuesLessThanTimeFrameMustBeEqualsToSMAValues() {
		EMAIndicator ema = new EMAIndicator(new ClosePriceIndicator(data), 10);
		SMAIndicator sma = new SMAIndicator(new ClosePriceIndicator(data), 10);

		for (int i = 0; i < 9; i++) {
			sma.getValue(i);
			ema.getValue(i);
			assertEquals(sma.getValue(i), ema.getValue(i));
		}
	}
	
	@Test
	public void testEMAShouldWorkJumpingIndexes() {
		EMAIndicator ema = new EMAIndicator(new ClosePriceIndicator(data), 10);
		assertEquals(63.23, ema.getValue(10), 0.01);
	}

	@Test(expected = IndexOutOfBoundsException.class)
	public void testIndexGreatterThanTheIndicatorLenghtShouldThrowException() {
		EMAIndicator ema = new EMAIndicator(new ClosePriceIndicator(data), 10);
		assertEquals(3d, ema.getValue(14));
	}

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