[Tail-cvs] Tail/src/java/net/sf/tail/analysis/evaluator BestStrategyEvaluator.java, 1.1

[Danilo S. <dt...@us...>]

Update of /cvsroot/tail/Tail/src/java/net/sf/tail/analysis/evaluator
In directory sc8-pr-cvs10.sourceforge.net:/tmp/cvs-serv20260/src/java/net/sf/tail/analysis/evaluator

Added Files:
	BestStrategyEvaluator.java 
Log Message:
Refatora‹o do Walker para Evaluator e cria‹o dos testes.

--- NEW FILE: BestStrategyEvaluator.java ---
package net.sf.tail.analysis.evaluator;

import java.util.List;
import java.util.Set;

import net.sf.tail.AnalysisCriterion;
import net.sf.tail.ConstrainedTimeSeries;
import net.sf.tail.Evaluator;
import net.sf.tail.OperationType;
import net.sf.tail.Strategy;
import net.sf.tail.Trade;
import net.sf.tail.runner.HistoryRunner;
import net.sf.tail.runner.Runner;

public class BestStrategyEvaluator implements Evaluator {

	public Strategy evaluate(Set<Strategy> strategies, ConstrainedTimeSeries series, AnalysisCriterion criterion) {
		Runner runner = new HistoryRunner(OperationType.BUY);

		double bestStrategyValue = Double.MIN_VALUE;
		Strategy bestStrategy = strategies.iterator().next();

		for (Strategy strategy : strategies) {

			List<Trade> trades = runner.run(strategy, series.getBegin(), series.getSize());
			double value = criterion.calculate(series, trades);
			if (value > bestStrategyValue) {
				bestStrategy = strategy;
				bestStrategyValue = value;
			}

		}
		return bestStrategy;
	}

}