Re: [Tail-cvs] Tail/src/test/net/sf/tail/analysis/criteria MaximumDrawDownTest.java, 1.3 RewardRiskRatioCriterionTest.java, 1.2

[Paulo S. <pau...@ca...>]

oi pessoal

outra coisa, acho que o drawdoen deve dar a resposta em porcentagem
baseado no 1.00 =3D 100%, que acham?

paulo

On 6/8/07, M=E1rcio Vinicius dos Santos <mv...@us...> wrot=
e:
> 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:
> Refatora=E7=E3o de pacotes e MaximumDrawnDown
>
> Index: RewardRiskRatioCriterionTest.java
> =3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=
=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=
=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D
> RCS file: /cvsroot/tail/Tail/src/test/net/sf/tail/analysis/criteria/Rewar=
dRiskRatioCriterionTest.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 =3D new RewardRiskRatioCriterion(in=
dicator, trades, 8);
>
> !               assertEquals(0.05, rrc.calculate(), 0.01);
>         }
>
> --- 33,37 ----
>                 AnalysisCriterion rrc =3D new RewardRiskRatioCriterion(in=
dicator, trades, 8);
>
> !               assertEquals(0.95, rrc.calculate(), 0.01);
>         }
>
>
> Index: MaximumDrawDownTest.java
> =3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=
=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=
=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D
> RCS file: /cvsroot/tail/Tail/src/test/net/sf/tail/analysis/criteria/Maxim=
umDrawDownTest.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 =3D new SampleIndicator(new double[] { 1, =
-2, 3, -6, 5, 20, -3 });
>         }
>
> --- 14,18 ----
>         @Before
>         public void setUp() {
> !               this.indicator =3D new SampleIndicator(new double[] { 1, =
2, 3, 6, 5, 20, 3 });
>         }
>
> ***************
> *** 22,35 ****
>                 MaximumDrawDownCriterion mdd =3D new MaximumDrawDownCrite=
rion(indicator, 7);
>
> !               assertEquals(23.0, mdd.calculate());
>
>         }
>
>         @Test
> !       public void testMaxDrownDownWithIndicatorInBullishShouldReturnZer=
o() {
>                 this.indicator =3D new SampleIndicator(new double[] { 1, =
2, 3, 6, 50, 200, 888 });
>                 MaximumDrawDownCriterion mdd =3D new MaximumDrawDownCrite=
rion(indicator, 7);
>
> !               assertEquals(0d, mdd.calculate());
>
>         }
> --- 22,35 ----
>                 MaximumDrawDownCriterion mdd =3D new MaximumDrawDownCrite=
rion(indicator, 7);
>
> !               assertEquals(20d/3, mdd.calculate());
>
>         }
>
>         @Test
> !       public void testMaxDrownDownWithIndicatorInBullishShouldReturn1()=
 {
>                 this.indicator =3D new SampleIndicator(new double[] { 1, =
2, 3, 6, 50, 200, 888 });
>                 MaximumDrawDownCriterion mdd =3D new MaximumDrawDownCrite=
rion(indicator, 7);
>
> !               assertEquals(1d, mdd.calculate());
>
>         }
>
>
>
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--=20
Paulo Silveira
Caelum Ensino e Solu=E7=F5es em Java
http://www.caelum.com.br/