[Tail-cvs] Tail/src/test/net/sf/tail/analysis/criteria AverageProfitCriterionTest.java, 1.2 RewardRiskRatioCriterionTest.java, 1.3 MaximumDrawDownTest.java, 1.4 TotalProfitTest.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-serv19247/src/test/net/sf/tail/analysis/criteria

Modified Files:
	AverageProfitCriterionTest.java 
	RewardRiskRatioCriterionTest.java MaximumDrawDownTest.java 
	TotalProfitTest.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 1.2
retrieving revision 1.3
diff -C2 -d -r1.2 -r1.3
*** RewardRiskRatioCriterionTest.java	8 Jun 2007 19:21:18 -0000	1.2
--- RewardRiskRatioCriterionTest.java	14 Jun 2007 20:07:22 -0000	1.3
***************
*** 1,5 ****
  package net.sf.tail.analysis.criteria;
  
! import static org.junit.Assert.*;
  
  import java.util.ArrayList;
--- 1,5 ----
  package net.sf.tail.analysis.criteria;
  
! import static org.junit.Assert.assertEquals;
  
  import java.util.ArrayList;
***************
*** 9,13 ****
  import net.sf.tail.OperationType;
  import net.sf.tail.Trade;
! import net.sf.tail.sample.SampleIndicator;
  
  import org.junit.Before;
--- 9,13 ----
  import net.sf.tail.OperationType;
  import net.sf.tail.Trade;
! import net.sf.tail.sample.SampleTimeSeries;
  
  import org.junit.Before;
***************
*** 16,26 ****
  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)));
--- 16,23 ----
***************
*** 31,44 ****
  	@Test
  	public void testRewardRiskRatioCriterionIndicatorOfQextendsNumberListOfTradeInt() {
! 		AnalysisCriterion rrc = new RewardRiskRatioCriterion(indicator, trades, 8);
! 
! 		assertEquals(0.95, rrc.calculate(), 0.01);
! 	}
! 
! 	@Test
! 	public void testRewardRiskRatioWithNullSeriesSizeShouldReturnInfinity() {
  
! 		AnalysisCriterion rrc = new RewardRiskRatioCriterion(indicator, trades, 0);
! 		assertEquals(Double.POSITIVE_INFINITY, rrc.calculate());
  	}
  
--- 28,35 ----
  	@Test
  	public void testRewardRiskRatioCriterionIndicatorOfQextendsNumberListOfTradeInt() {
! 		SampleTimeSeries series = new SampleTimeSeries(new double[] { 100, 105, 95, 100, 90, 95, 80, 120 });
! 		AnalysisCriterion rrc = new RewardRiskRatioCriterion();
  
! 		assertEquals(0.95, rrc.calculate(series, trades), 0.01);
  	}
  

Index: MaximumDrawDownTest.java
===================================================================
RCS file: /cvsroot/tail/Tail/src/test/net/sf/tail/analysis/criteria/MaximumDrawDownTest.java,v
retrieving revision 1.3
retrieving revision 1.4
diff -C2 -d -r1.3 -r1.4
*** MaximumDrawDownTest.java	8 Jun 2007 19:21:18 -0000	1.3
--- MaximumDrawDownTest.java	14 Jun 2007 20:07:22 -0000	1.4
***************
*** 3,26 ****
  import static org.junit.Assert.assertEquals;
  import junit.framework.JUnit4TestAdapter;
! import net.sf.tail.sample.SampleIndicator;
  
- import org.junit.Before;
  import org.junit.Test;
  
  public class MaximumDrawDownTest {
  
- 	private SampleIndicator indicator;
- 
- 	@Before
- 	public void setUp() {
- 		this.indicator = new SampleIndicator(new double[] { 1, 2, 3, 6, 5, 20, 3 });
- 	}
- 
  	@Test
  	public void testCalculateShouldWork() {
  
! 		MaximumDrawDownCriterion mdd = new MaximumDrawDownCriterion(indicator, 7);
! 
! 		assertEquals(20d/3, mdd.calculate());
  
  	}
--- 3,18 ----
  import static org.junit.Assert.assertEquals;
  import junit.framework.JUnit4TestAdapter;
! import net.sf.tail.sample.SampleTimeSeries;
  
  import org.junit.Test;
  
  public class MaximumDrawDownTest {
  
  	@Test
  	public void testCalculateShouldWork() {
+ 		SampleTimeSeries series = new SampleTimeSeries(new double[] { 1, 2, 3, 6, 5, 20, 3 });
+ 		MaximumDrawDown mdd = new MaximumDrawDown();
  
! 		assertEquals(20d/3, mdd.calculate(series));
  
  	}
***************
*** 28,43 ****
  	@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());
  
  	}
  	@Test
  	public void testCalculateWithNullSeriesSizeShouldReturnZero() {
! 
! 		MaximumDrawDownCriterion mdd = new MaximumDrawDownCriterion(indicator, 0);
! 
! 		assertEquals(0d, mdd.calculate());
  
  	}
--- 20,35 ----
  	@Test
  	public void testMaxDrownDownWithIndicatorInBullishShouldReturn1() {
! 		SampleTimeSeries series = new SampleTimeSeries(new double[] { 1, 2, 3, 6, 50, 200, 888 });
! 		MaximumDrawDown mdd = new MaximumDrawDown();
  
! 		assertEquals(1d, mdd.calculate(series));
  
  	}
  	@Test
  	public void testCalculateWithNullSeriesSizeShouldReturnZero() {
! 		SampleTimeSeries series = new SampleTimeSeries(new double[] {});
! 		MaximumDrawDown mdd = new MaximumDrawDown();
! 		
! 		assertEquals(0d, mdd.calculate(series));
  
  	}

Index: TotalProfitTest.java
===================================================================
RCS file: /cvsroot/tail/Tail/src/test/net/sf/tail/analysis/criteria/TotalProfitTest.java,v
retrieving revision 1.1
retrieving revision 1.2
diff -C2 -d -r1.1 -r1.2
*** TotalProfitTest.java	8 Jun 2007 15:14:26 -0000	1.1
--- TotalProfitTest.java	14 Jun 2007 20:07:22 -0000	1.2
***************
*** 9,53 ****
  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 TotalProfitTest {
  
- 	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 profit = new TotalProfitCriterion(indicator,trades);
! 		assertEquals(1.10*1.05, profit.calculate());
  	}
  
  	@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 profit = new TotalProfitCriterion(indicator,trades);
! 		assertEquals(0.95*0.7, profit.calculate());
  	}
  	
  	@Test
  	public void testCalculateWithNoTradesShouldReturn1() {
! 		indicator = new SampleIndicator(new double[]{100, 95, 100, 80, 85, 70});
! 		trades.clear();
! 		AnalysisCriterion profit = new TotalProfitCriterion(indicator,trades);
! 		assertEquals(1d, profit.calculate());
  	}
  
--- 9,47 ----
  import net.sf.tail.OperationType;
  import net.sf.tail.Trade;
! import net.sf.tail.sample.SampleTimeSeries;
  
  import org.junit.Test;
  
  public class TotalProfitTest {
  
  	@Test
  	public void testCalculateOnlyWithGainTrades() {
! 		SampleTimeSeries series = new SampleTimeSeries(new double[]{100, 105, 110, 100, 95, 105});
! 		List<Trade> trades = new ArrayList<Trade>();
  		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 profit = new TotalProfitCriterion();
! 		assertEquals(1.10*1.05, profit.calculate(series,trades));
  	}
  
  	@Test
  	public void testCalculateOnlyWithLossTrades() {
! 		SampleTimeSeries series = new SampleTimeSeries(new double[]{100, 95, 100, 80, 85, 70});
! 		List<Trade> 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(5,OperationType.SELL)));
! 		
! 		AnalysisCriterion profit = new TotalProfitCriterion();
! 		assertEquals(0.95*0.7, profit.calculate(series,trades));
  	}
  	
  	@Test
  	public void testCalculateWithNoTradesShouldReturn1() {
! 		SampleTimeSeries series = new SampleTimeSeries(new double[]{100, 95, 100, 80, 85, 70});
! 		List<Trade> trades = new ArrayList<Trade>();
! 		
! 		AnalysisCriterion profit = new TotalProfitCriterion();
! 		assertEquals(1d, profit.calculate(series,trades));
  	}
  

Index: AverageProfitCriterionTest.java
===================================================================
RCS file: /cvsroot/tail/Tail/src/test/net/sf/tail/analysis/criteria/AverageProfitCriterionTest.java,v
retrieving revision 1.1
retrieving revision 1.2
diff -C2 -d -r1.1 -r1.2
*** AverageProfitCriterionTest.java	8 Jun 2007 18:24:36 -0000	1.1
--- AverageProfitCriterionTest.java	14 Jun 2007 20:07:22 -0000	1.2
***************
*** 1,5 ****
  package net.sf.tail.analysis.criteria;
  
! import static org.junit.Assert.*;
  
  import java.util.ArrayList;
--- 1,5 ----
  package net.sf.tail.analysis.criteria;
  
! import static org.junit.Assert.assertEquals;
  
  import java.util.ArrayList;
***************
*** 9,13 ****
  import net.sf.tail.OperationType;
  import net.sf.tail.Trade;
! import net.sf.tail.sample.SampleIndicator;
  
  import org.junit.Before;
--- 9,13 ----
  import net.sf.tail.OperationType;
  import net.sf.tail.Trade;
! import net.sf.tail.sample.SampleTimeSeries;
  
  import org.junit.Before;
***************
*** 15,19 ****
  
  public class AverageProfitCriterionTest {
! 	private SampleIndicator indicator;
  	private List<Trade> trades;
  
--- 15,19 ----
  
  public class AverageProfitCriterionTest {
! 	private SampleTimeSeries series;
  	private List<Trade> trades;
  
***************
*** 25,52 ****
  	@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());
  	}
  
--- 25,52 ----
  	@Test
  	public void testCalculateOnlyWithGainTrades() {
! 		series = new SampleTimeSeries(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();
! 		assertEquals(1.03, averageProfit.calculate(series,trades),0.01);
  	}
  
  	@Test
  	public void testCalculateOnlyWithLossTrades() {
! 		series = new SampleTimeSeries(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();
! 		assertEquals(0.9, averageProfit.calculate(series,trades),0.01);
  	}
  	
  	@Test
  	public void testCalculateWithNoTicksShouldReturnNan() {
! 		series = new SampleTimeSeries(new double[]{100, 95, 100, 80, 85, 70});
  		trades.clear();
! 		AnalysisCriterion averageProfit = new AverageProfitCriterion();
! 		assertEquals(Double.NaN, averageProfit.calculate(series,trades));
  	}