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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/test/net/sf/tail/analysis/criteria In directory sc8-pr-cvs10.sourceforge.net:/tmp/cvs-serv29411/src/test/net/sf/tail/analysis/criteria Modified Files: AverageProfitCriterionTest.java MaximumDrawDownCriterionTest.java RewardRiskRatioCriterionTest.java TotalProfitCriterionTest.java Log Message: Refatoração do Walker e Evaluator para usar novo objeto: Decision. Index: TotalProfitCriterionTest.java =================================================================== RCS file: /cvsroot/tail/Tail/src/test/net/sf/tail/analysis/criteria/TotalProfitCriterionTest.java,v retrieving revision 1.4 retrieving revision 1.5 diff -C2 -d -r1.4 -r1.5 *** TotalProfitCriterionTest.java 19 Jul 2007 18:15:19 -0000 1.4 --- TotalProfitCriterionTest.java 26 Jul 2007 19:33:29 -0000 1.5 *************** *** 11,14 **** --- 11,16 ---- import net.sf.tail.OperationType; import net.sf.tail.Trade; + import net.sf.tail.analysis.evaluator.Decision; + import net.sf.tail.analysis.evaluator.DummyDecision; import net.sf.tail.sample.SampleTimeSeries; *************** *** 62,79 **** public void testIsBetter(){ AnalysisCriterion criterion = new TotalProfitCriterion(); ! List<Double> list1 = new ArrayList<Double>(); ! List<Double> list2 = new ArrayList<Double>(); ! list1.add(1.3d); ! list1.add(1.5d); ! list1.add(1.3d); ! list1.add(1.3d); ! list1.add(1.3d); ! list2.add(1.4d); ! list2.add(1.2d); ! list2.add(1.3d); ! list2.add(1.4d); ! list2.add(1.3d); assertTrue(criterion.isBetter(list1, list2)); --- 64,81 ---- public void testIsBetter(){ AnalysisCriterion criterion = new TotalProfitCriterion(); ! List<Decision> list1 = new ArrayList<Decision>(); ! List<Decision> list2 = new ArrayList<Decision>(); ! list1.add(new DummyDecision(1.3d)); ! list1.add(new DummyDecision(1.5d)); ! list1.add(new DummyDecision(1.3d)); ! list1.add(new DummyDecision(1.3d)); ! list1.add(new DummyDecision(1.3d)); ! list2.add(new DummyDecision(1.4d)); ! list2.add(new DummyDecision(1.2d)); ! list2.add(new DummyDecision(1.3d)); ! list2.add(new DummyDecision(1.4d)); ! list2.add(new DummyDecision(1.3d)); assertTrue(criterion.isBetter(list1, list2)); Index: RewardRiskRatioCriterionTest.java =================================================================== RCS file: /cvsroot/tail/Tail/src/test/net/sf/tail/analysis/criteria/RewardRiskRatioCriterionTest.java,v retrieving revision 1.7 retrieving revision 1.8 diff -C2 -d -r1.7 -r1.8 *** RewardRiskRatioCriterionTest.java 19 Jul 2007 18:15:19 -0000 1.7 --- RewardRiskRatioCriterionTest.java 26 Jul 2007 19:33:29 -0000 1.8 *************** *** 11,14 **** --- 11,16 ---- import net.sf.tail.OperationType; import net.sf.tail.Trade; + import net.sf.tail.analysis.evaluator.Decision; + import net.sf.tail.analysis.evaluator.DummyDecision; import net.sf.tail.sample.SampleTimeSeries; *************** *** 64,81 **** public void testIsBetter(){ AnalysisCriterion criterion = new RewardRiskRatioCriterion(); ! List<Double> list1 = new ArrayList<Double>(); ! List<Double> list2 = new ArrayList<Double>(); ! list1.add(5.1d); ! list1.add(6.2d); ! list1.add(7.3d); ! list1.add(8.4d); ! list1.add(11.5d); ! list2.add(7.0d); ! list2.add(4.1d); ! list2.add(6.2d); ! list2.add(8.3d); ! list2.add(10.4d); assertTrue(criterion.isBetter(list1, list2)); --- 66,83 ---- public void testIsBetter(){ AnalysisCriterion criterion = new RewardRiskRatioCriterion(); ! List<Decision> list1 = new ArrayList<Decision>(); ! List<Decision> list2 = new ArrayList<Decision>(); ! list1.add(new DummyDecision(5.1d)); ! list1.add(new DummyDecision(6.2d)); ! list1.add(new DummyDecision(7.3d)); ! list1.add(new DummyDecision(8.4d)); ! list1.add(new DummyDecision(11.5d)); ! list2.add(new DummyDecision(7.0d)); ! list2.add(new DummyDecision(4.1d)); ! list2.add(new DummyDecision(6.2d)); ! list2.add(new DummyDecision(8.3d)); ! list2.add(new DummyDecision(10.4d)); assertTrue(criterion.isBetter(list1, list2)); Index: MaximumDrawDownCriterionTest.java =================================================================== RCS file: /cvsroot/tail/Tail/src/test/net/sf/tail/analysis/criteria/MaximumDrawDownCriterionTest.java,v retrieving revision 1.4 retrieving revision 1.5 diff -C2 -d -r1.4 -r1.5 *** MaximumDrawDownCriterionTest.java 19 Jul 2007 18:15:19 -0000 1.4 --- MaximumDrawDownCriterionTest.java 26 Jul 2007 19:33:29 -0000 1.5 *************** *** 11,14 **** --- 11,16 ---- import net.sf.tail.OperationType; import net.sf.tail.Trade; + import net.sf.tail.analysis.evaluator.Decision; + import net.sf.tail.analysis.evaluator.DummyDecision; import net.sf.tail.sample.SampleTimeSeries; *************** *** 75,92 **** public void testIsBetter(){ AnalysisCriterion criterion = new MaximumDrawDownCriterion(); ! List<Double> list1 = new ArrayList<Double>(); ! List<Double> list2 = new ArrayList<Double>(); ! list1.add(5.1d); ! list1.add(6.2d); ! list1.add(7.3d); ! list1.add(8.4d); ! list1.add(9.5d); ! list2.add(7.0d); ! list2.add(4.1d); ! list2.add(6.2d); ! list2.add(9.3d); ! list2.add(10.4d); assertTrue(criterion.isBetter(list1, list2)); --- 77,94 ---- public void testIsBetter(){ AnalysisCriterion criterion = new MaximumDrawDownCriterion(); ! List<Decision> list1 = new ArrayList<Decision>(); ! List<Decision> list2 = new ArrayList<Decision>(); ! list1.add(new DummyDecision(5.1d)); ! list1.add(new DummyDecision(6.2d)); ! list1.add(new DummyDecision(7.3d)); ! list1.add(new DummyDecision(8.4d)); ! list1.add(new DummyDecision(9.5d)); ! list2.add(new DummyDecision(7.0d)); ! list2.add(new DummyDecision(4.1d)); ! list2.add(new DummyDecision(6.2d)); ! list2.add(new DummyDecision(9.3d)); ! list2.add(new DummyDecision(10.4d)); assertTrue(criterion.isBetter(list1, list2)); Index: AverageProfitCriterionTest.java =================================================================== RCS file: /cvsroot/tail/Tail/src/test/net/sf/tail/analysis/criteria/AverageProfitCriterionTest.java,v retrieving revision 1.4 retrieving revision 1.5 diff -C2 -d -r1.4 -r1.5 *** AverageProfitCriterionTest.java 19 Jul 2007 18:15:19 -0000 1.4 --- AverageProfitCriterionTest.java 26 Jul 2007 19:33:29 -0000 1.5 *************** *** 11,14 **** --- 11,16 ---- import net.sf.tail.OperationType; import net.sf.tail.Trade; + import net.sf.tail.analysis.evaluator.Decision; + import net.sf.tail.analysis.evaluator.DummyDecision; import net.sf.tail.sample.SampleTimeSeries; *************** *** 56,73 **** public void testIsBetter(){ AnalysisCriterion criterion = new AverageProfitCriterion(); ! List<Double> list1 = new ArrayList<Double>(); ! List<Double> list2 = new ArrayList<Double>(); ! list1.add(1.4d); ! list1.add(1.2d); ! list1.add(1.3d); ! list1.add(1.4d); ! list1.add(1.3d); ! list2.add(1.3d); ! list2.add(1.3d); ! list2.add(1.3d); ! list2.add(1.3d); ! list2.add(1.3d); assertTrue(criterion.isBetter(list1, list2)); --- 58,75 ---- public void testIsBetter(){ AnalysisCriterion criterion = new AverageProfitCriterion(); ! List<Decision> list1 = new ArrayList<Decision>(); ! List<Decision> list2 = new ArrayList<Decision>(); ! list1.add(new DummyDecision(1.4d)); ! list1.add(new DummyDecision(1.2d)); ! list1.add(new DummyDecision(1.3d)); ! list1.add(new DummyDecision(1.4d)); ! list1.add(new DummyDecision(1.3d)); ! list2.add(new DummyDecision(1.3d)); ! list2.add(new DummyDecision(1.3d)); ! list2.add(new DummyDecision(1.3d)); ! list2.add(new DummyDecision(1.3d)); ! list2.add(new DummyDecision(1.3d)); assertTrue(criterion.isBetter(list1, list2)); |