[Tail-cvs] Tail/src/java/net/sf/tail/analysis/walk Walker.java, 1.3 WalkForward.java, 1.6

[Thies <tg...@us...>]

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);
  			
  		}