[Tail-cvs] Tail/src/test/net/sf/tail/analysis/criteria MaximumDrawDownTest.java, 1.3 RewardRiskRatioCriterionTest.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-serv12077/src/test/net/sf/tail/analysis/criteria

Modified Files:
	MaximumDrawDownTest.java RewardRiskRatioCriterionTest.java 
Log Message:
Refatoração de pacotes e MaximumDrawnDown

Index: RewardRiskRatioCriterionTest.java
===================================================================
RCS file: /cvsroot/tail/Tail/src/test/net/sf/tail/analysis/criteria/RewardRiskRatioCriterionTest.java,v
retrieving revision 1.1
retrieving revision 1.2
diff -C2 -d -r1.1 -r1.2
*** RewardRiskRatioCriterionTest.java	8 Jun 2007 18:24:36 -0000	1.1
--- RewardRiskRatioCriterionTest.java	8 Jun 2007 19:21:18 -0000	1.2
***************
*** 33,37 ****
  		AnalysisCriterion rrc = new RewardRiskRatioCriterion(indicator, trades, 8);
  
! 		assertEquals(0.05, rrc.calculate(), 0.01);
  	}
  
--- 33,37 ----
  		AnalysisCriterion rrc = new RewardRiskRatioCriterion(indicator, trades, 8);
  
! 		assertEquals(0.95, rrc.calculate(), 0.01);
  	}
  

Index: MaximumDrawDownTest.java
===================================================================
RCS file: /cvsroot/tail/Tail/src/test/net/sf/tail/analysis/criteria/MaximumDrawDownTest.java,v
retrieving revision 1.2
retrieving revision 1.3
diff -C2 -d -r1.2 -r1.3
*** MaximumDrawDownTest.java	8 Jun 2007 18:24:36 -0000	1.2
--- MaximumDrawDownTest.java	8 Jun 2007 19:21:18 -0000	1.3
***************
*** 14,18 ****
  	@Before
  	public void setUp() {
! 		this.indicator = new SampleIndicator(new double[] { 1, -2, 3, -6, 5, 20, -3 });
  	}
  
--- 14,18 ----
  	@Before
  	public void setUp() {
! 		this.indicator = new SampleIndicator(new double[] { 1, 2, 3, 6, 5, 20, 3 });
  	}
  
***************
*** 22,35 ****
  		MaximumDrawDownCriterion mdd = new MaximumDrawDownCriterion(indicator, 7);
  
! 		assertEquals(23.0, mdd.calculate());
  
  	}
  
  	@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());
  
  	}
--- 22,35 ----
  		MaximumDrawDownCriterion mdd = new MaximumDrawDownCriterion(indicator, 7);
  
! 		assertEquals(20d/3, mdd.calculate());
  
  	}
  
  	@Test
! 	public void testMaxDrownDownWithIndicatorInBullishShouldReturn1() {
  		this.indicator = new SampleIndicator(new double[] { 1, 2, 3, 6, 50, 200, 888 });
  		MaximumDrawDownCriterion mdd = new MaximumDrawDownCriterion(indicator, 7);
  
! 		assertEquals(1d, mdd.calculate());
  
  	}