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From: Thies <tg...@us...> - 2007-07-19 21:51:56
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Update of /cvsroot/tail/Tail/src/java/net/sf/tail/analysis/walk In directory sc8-pr-cvs10.sourceforge.net:/tmp/cvs-serv16312/src/java/net/sf/tail/analysis/walk Modified Files: Walker.java WalkForward.java Log Message: Atualizado configuração do log4j, utilizando o log no Walker e WalkForward Index: WalkForward.java =================================================================== RCS file: /cvsroot/tail/Tail/src/java/net/sf/tail/analysis/walk/WalkForward.java,v retrieving revision 1.5 retrieving revision 1.6 diff -C2 -d -r1.5 -r1.6 *** WalkForward.java 19 Jul 2007 17:37:35 -0000 1.5 --- WalkForward.java 19 Jul 2007 21:51:53 -0000 1.6 *************** *** 29,32 **** --- 29,33 ---- public double walkForward(Set<Set<Strategy>> strategiesSet, TimeSeries series, int interval, AnalysisCriterion criterion) { + LOG.info("Running sets of strategies: " + strategiesSet); Walker walker = new Walker(evaluator); Runner runner = new HistoryRunner(OperationType.BUY); *************** *** 43,46 **** --- 44,48 ---- if (bestStrategySet == null || criterion.isBetter(values, bestValues)) { + LOG.debug("Changing better set of strategy to " + strategies); bestValues = values; bestStrategySet = strategies; *************** *** 48,55 **** } Strategy bestStrategy = evaluator.evaluate(bestStrategySet, constrainedSeries.get(constrainedSeries.size() - 2), criterion); ConstrainedTimeSeries lastInterval = constrainedSeries.get(constrainedSeries.size() - 1); List<Trade> trades = runner.run(bestStrategy, lastInterval.getBegin(), lastInterval.getBegin() + lastInterval.getSize()); ! return criterion.calculate(lastInterval, trades); } --- 50,58 ---- } + Strategy bestStrategy = evaluator.evaluate(bestStrategySet, constrainedSeries.get(constrainedSeries.size() - 2), criterion); ConstrainedTimeSeries lastInterval = constrainedSeries.get(constrainedSeries.size() - 1); List<Trade> trades = runner.run(bestStrategy, lastInterval.getBegin(), lastInterval.getBegin() + lastInterval.getSize()); ! LOG.info("Elected best strategy: " + bestStrategy); return criterion.calculate(lastInterval, trades); } Index: Walker.java =================================================================== RCS file: /cvsroot/tail/Tail/src/java/net/sf/tail/analysis/walk/Walker.java,v retrieving revision 1.2 retrieving revision 1.3 diff -C2 -d -r1.2 -r1.3 *** Walker.java 12 Jul 2007 17:59:23 -0000 1.2 --- Walker.java 19 Jul 2007 21:51:53 -0000 1.3 *************** *** 27,37 **** public List<Double> walk(Set<Strategy> strategies, List<ConstrainedTimeSeries> constrainedSeries, int interval, AnalysisCriterion criterion) { ! ! // tem de picotar o timeseries e ir chamando o walker pra cada ! // pedaco do time series usando sempre a melhor estrategia ! // do "periodo" passado no proximo periodo ! // e recalculando a melhor estatratgia List<Double> values = new ArrayList<Double>(); Strategy bestStrategy = evaluator.evaluate(strategies, constrainedSeries.get(0), criterion); Runner runner = new HistoryRunner(OperationType.BUY); --- 27,36 ---- public List<Double> walk(Set<Strategy> strategies, List<ConstrainedTimeSeries> constrainedSeries, int interval, AnalysisCriterion criterion) { ! ! LOG.info("Running strategies " + strategies); List<Double> values = new ArrayList<Double>(); + Strategy bestStrategy = evaluator.evaluate(strategies, constrainedSeries.get(0), criterion); + LOG.info("First best strategy calculated: " + bestStrategy); Runner runner = new HistoryRunner(OperationType.BUY); *************** *** 43,46 **** --- 42,46 ---- values.add(value); bestStrategy = evaluator.evaluate(strategies, constrainedSerie, criterion); + LOG.debug("Best strategy at period " + i + ": " + bestStrategy); } |