|
From: Thies <tg...@us...> - 2007-06-23 13:17:46
|
Update of /cvsroot/tail/Tail/src/java/net/sf/tail/analysis/criteria In directory sc8-pr-cvs10.sourceforge.net:/tmp/cvs-serv6799/src/java/net/sf/tail/analysis/criteria Modified Files: TotalProfitCriterion.java Log Message: TotalProfit prevendo venda antes da compra Index: TotalProfitCriterion.java =================================================================== RCS file: /cvsroot/tail/Tail/src/java/net/sf/tail/analysis/criteria/TotalProfitCriterion.java,v retrieving revision 1.5 retrieving revision 1.6 diff -C2 -d -r1.5 -r1.6 *** TotalProfitCriterion.java 16 Jun 2007 18:20:35 -0000 1.5 --- TotalProfitCriterion.java 23 Jun 2007 13:17:46 -0000 1.6 *************** *** 4,7 **** --- 4,8 ---- import net.sf.tail.AnalysisCriterion; + import net.sf.tail.OperationType; import net.sf.tail.TimeSeries; import net.sf.tail.Trade; *************** *** 18,24 **** private double calculateProfit(TimeSeries series, Trade trade) { ! // TODO: poderia ser ao contrario se tivesse vendido antes ! return (series.getTick(trade.getExit().getIndex()).getClosePrice() / series ! .getTick(trade.getEntry().getIndex()).getClosePrice()); } --- 19,32 ---- private double calculateProfit(TimeSeries series, Trade trade) { ! double exitClosePrice = series.getTick(trade.getExit().getIndex()).getClosePrice(); ! double entryClosePrice = series.getTick(trade.getEntry().getIndex()).getClosePrice(); ! ! if(trade.getEntry().getType() == OperationType.BUY) { ! ! return exitClosePrice / entryClosePrice; ! } ! ! return entryClosePrice / exitClosePrice; ! } |