[Tail-cvs] Tail/src/java/net/sf/tail/analysis/walk WalkForward.java, 1.8 Walker.java, NONE

[Márcio V. d. S. <mv...@us...>]

Update of /cvsroot/tail/Tail/src/java/net/sf/tail/analysis/walk
In directory sc8-pr-cvs10.sourceforge.net:/tmp/cvs-serv19257/src/java/net/sf/tail/analysis/walk

Modified Files:
	WalkForward.java 
Removed Files:
	Walker.java 
Log Message:
Refatoração do WalkForward

Index: WalkForward.java
===================================================================
RCS file: /cvsroot/tail/Tail/src/java/net/sf/tail/analysis/walk/WalkForward.java,v
retrieving revision 1.7
retrieving revision 1.8
diff -C2 -d -r1.7 -r1.8
*** WalkForward.java	26 Jul 2007 19:33:29 -0000	1.7
--- WalkForward.java	26 Jul 2007 20:26:19 -0000	1.8
***************
*** 1,5 ****
  package net.sf.tail.analysis.walk;
  
! import java.util.ArrayList;
  import java.util.List;
  import java.util.Set;
--- 1,5 ----
  package net.sf.tail.analysis.walk;
  
! import java.util.LinkedList;
  import java.util.List;
  import java.util.Set;
***************
*** 8,19 ****
  import net.sf.tail.ConstrainedTimeSeries;
  import net.sf.tail.Evaluator;
- import net.sf.tail.OperationType;
- import net.sf.tail.Runner;
  import net.sf.tail.Strategy;
  import net.sf.tail.TimeSeries;
  import net.sf.tail.TimeSeriesSplitter;
- import net.sf.tail.Trade;
  import net.sf.tail.analysis.evaluator.Decision;
- import net.sf.tail.runner.HistoryRunner;
  
  import org.apache.log4j.Logger;
--- 8,15 ----
***************
*** 29,60 ****
  	}
  
! 	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);
! 		List<Decision> decisions = new ArrayList<Decision>();
! 		List<Decision> bestDecisions = null;
! 		Set<Strategy> bestStrategySet = null;
  		
  		TimeSeriesSplitter splitter = new TimeSeriesSplitter();
  		List<ConstrainedTimeSeries> constrainedSeries = splitter.split(series, interval);
  		
! 		for (Set<Strategy> strategies : strategiesSet) {
! 			decisions = walker.walk(strategies, constrainedSeries, criterion);
  			
- 			if (bestStrategySet == null || criterion.isBetter(decisions, bestDecisions))
- 			{
- 				LOG.debug("Changing better set of strategy to " + strategies);
- 				bestDecisions = decisions;
- 				bestStrategySet = strategies;
- 			}
  		}
  		
- 		
- 		Decision bestDecision = evaluator.evaluate(bestStrategySet, constrainedSeries.get(constrainedSeries.size() - 2), criterion);
- 		ConstrainedTimeSeries lastInterval = constrainedSeries.get(constrainedSeries.size() - 1);
- 		List<Trade> trades = runner.run(bestDecision.getStrategy(), lastInterval.getBegin(), lastInterval.getBegin() + lastInterval.getSize());
- 		LOG.info("Elected best strategy: " + bestDecision);
- 		return criterion.calculate(lastInterval, trades);
  	}
  
--- 25,51 ----
  	}
  
! 	public List<Decision> walk(Set<Strategy> strategies,TimeSeries series,int interval, AnalysisCriterion criterion) {
! 		
! 		LOG.info("Running strategies " + strategies);
! 		List<Decision> decisions = new LinkedList<Decision>();
  		
+ 
  		TimeSeriesSplitter splitter = new TimeSeriesSplitter();
  		List<ConstrainedTimeSeries> constrainedSeries = splitter.split(series, interval);
  		
! 		Decision lastDecision = evaluator.evaluate(strategies, constrainedSeries.get(0), criterion);
! 		LOG.info("First best decision calculated: " + lastDecision);
! 		
! 		
! 		for(int i = 1; i < constrainedSeries.size(); i++)
! 		{
! 			ConstrainedTimeSeries currentSeries = constrainedSeries.get(i);
! 			decisions.add(lastDecision.applyFor(currentSeries));
! 			lastDecision = evaluator.evaluate(strategies, currentSeries, criterion);
! 			LOG.debug("Best strategy at period " + i + ": " + lastDecision);
  			
  		}
+ 		return decisions;
  		
  	}
  

--- Walker.java DELETED ---