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From: Márcio V. d. S. <mv...@us...> - 2007-07-26 19:33:37
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Update of /cvsroot/tail/Tail/src/java/net/sf/tail/analysis/criteria In directory sc8-pr-cvs10.sourceforge.net:/tmp/cvs-serv29411/src/java/net/sf/tail/analysis/criteria Modified Files: MaximumDrawDownCriterion.java RewardRiskRatioCriterion.java TotalProfitCriterion.java AverageProfitCriterion.java Log Message: Refatoração do Walker e Evaluator para usar novo objeto: Decision. Index: TotalProfitCriterion.java =================================================================== RCS file: /cvsroot/tail/Tail/src/java/net/sf/tail/analysis/criteria/TotalProfitCriterion.java,v retrieving revision 1.9 retrieving revision 1.10 diff -C2 -d -r1.9 -r1.10 *** TotalProfitCriterion.java 19 Jul 2007 18:16:13 -0000 1.9 --- TotalProfitCriterion.java 26 Jul 2007 19:33:29 -0000 1.10 *************** *** 7,10 **** --- 7,11 ---- import net.sf.tail.TimeSeries; import net.sf.tail.Trade; + import net.sf.tail.analysis.evaluator.Decision; public class TotalProfitCriterion implements AnalysisCriterion { *************** *** 31,41 **** } ! public boolean isBetter(List<Double> first, List<Double> second) { double firstProduct = 1, secondProduct = 1; for (int i = 0; i < first.size(); i++) { ! firstProduct *= first.get(i); ! secondProduct *= second.get(i); } --- 32,42 ---- } ! public boolean isBetter(List<Decision> first, List<Decision> second) { double firstProduct = 1, secondProduct = 1; for (int i = 0; i < first.size(); i++) { ! firstProduct *= first.get(i).evaluateCriterion(); ! secondProduct *= second.get(i).evaluateCriterion(); } Index: MaximumDrawDownCriterion.java =================================================================== RCS file: /cvsroot/tail/Tail/src/java/net/sf/tail/analysis/criteria/MaximumDrawDownCriterion.java,v retrieving revision 1.8 retrieving revision 1.9 diff -C2 -d -r1.8 -r1.9 *** MaximumDrawDownCriterion.java 12 Jul 2007 17:59:22 -0000 1.8 --- MaximumDrawDownCriterion.java 26 Jul 2007 19:33:29 -0000 1.9 *************** *** 6,9 **** --- 6,10 ---- import net.sf.tail.TimeSeries; import net.sf.tail.Trade; + import net.sf.tail.analysis.evaluator.Decision; import net.sf.tail.flow.CashFlow; *************** *** 30,40 **** } ! public boolean isBetter(List<Double> first, List<Double> second) { double firstSum = 0, secondSum = 0; for (int i = 0; i < first.size(); i++) { ! firstSum += first.get(i); ! secondSum += second.get(i); } --- 31,41 ---- } ! public boolean isBetter(List<Decision> first, List<Decision> second) { double firstSum = 0, secondSum = 0; for (int i = 0; i < first.size(); i++) { ! firstSum += first.get(i).evaluateCriterion(); ! secondSum += second.get(i).evaluateCriterion(); } Index: RewardRiskRatioCriterion.java =================================================================== RCS file: /cvsroot/tail/Tail/src/java/net/sf/tail/analysis/criteria/RewardRiskRatioCriterion.java,v retrieving revision 1.7 retrieving revision 1.8 diff -C2 -d -r1.7 -r1.8 *** RewardRiskRatioCriterion.java 12 Jul 2007 17:59:22 -0000 1.7 --- RewardRiskRatioCriterion.java 26 Jul 2007 19:33:29 -0000 1.8 *************** *** 6,9 **** --- 6,10 ---- import net.sf.tail.TimeSeries; import net.sf.tail.Trade; + import net.sf.tail.analysis.evaluator.Decision; public class RewardRiskRatioCriterion implements AnalysisCriterion { *************** *** 17,27 **** } ! public boolean isBetter(List<Double> first, List<Double> second) { double firstSum = 0, secondSum = 0; for (int i = 0; i < first.size(); i++) { ! firstSum += first.get(i); ! secondSum += second.get(i); } --- 18,28 ---- } ! public boolean isBetter(List<Decision> first, List<Decision> second) { double firstSum = 0, secondSum = 0; for (int i = 0; i < first.size(); i++) { ! firstSum += first.get(i).evaluateCriterion(); ! secondSum += second.get(i).evaluateCriterion(); } Index: AverageProfitCriterion.java =================================================================== RCS file: /cvsroot/tail/Tail/src/java/net/sf/tail/analysis/criteria/AverageProfitCriterion.java,v retrieving revision 1.4 retrieving revision 1.5 diff -C2 -d -r1.4 -r1.5 *** AverageProfitCriterion.java 12 Jul 2007 17:59:22 -0000 1.4 --- AverageProfitCriterion.java 26 Jul 2007 19:33:29 -0000 1.5 *************** *** 6,9 **** --- 6,10 ---- import net.sf.tail.TimeSeries; import net.sf.tail.Trade; + import net.sf.tail.analysis.evaluator.Decision; public class AverageProfitCriterion implements AnalysisCriterion { *************** *** 18,28 **** } ! public boolean isBetter(List<Double> first, List<Double> second) { double firstSum = 0, secondSum = 0; for (int i = 0; i < first.size(); i++) { ! firstSum += first.get(i); ! secondSum += second.get(i); } --- 19,29 ---- } ! public boolean isBetter(List<Decision> first, List<Decision> second) { double firstSum = 0, secondSum = 0; for (int i = 0; i < first.size(); i++) { ! firstSum += first.get(i).evaluateCriterion(); ! secondSum += second.get(i).evaluateCriterion(); } |