|
From: Thies <tg...@us...> - 2007-07-26 20:48:55
|
Update of /cvsroot/tail/Tail/src/java/net/sf/tail/analysis/criteria In directory sc8-pr-cvs10.sourceforge.net:/tmp/cvs-serv28642/src/java/net/sf/tail/analysis/criteria Modified Files: TotalProfitCriterion.java MaximumDrawDownCriterion.java RewardRiskRatioCriterion.java AverageProfitCriterion.java Log Message: Retirado o método isBetter Index: TotalProfitCriterion.java =================================================================== RCS file: /cvsroot/tail/Tail/src/java/net/sf/tail/analysis/criteria/TotalProfitCriterion.java,v retrieving revision 1.10 retrieving revision 1.11 diff -C2 -d -r1.10 -r1.11 *** TotalProfitCriterion.java 26 Jul 2007 19:33:29 -0000 1.10 --- TotalProfitCriterion.java 26 Jul 2007 20:48:55 -0000 1.11 *************** *** 7,11 **** import net.sf.tail.TimeSeries; import net.sf.tail.Trade; - import net.sf.tail.analysis.evaluator.Decision; public class TotalProfitCriterion implements AnalysisCriterion { --- 7,10 ---- *************** *** 31,46 **** } - - 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(); - } - - return (firstProduct > secondProduct); - } - } --- 30,32 ---- Index: MaximumDrawDownCriterion.java =================================================================== RCS file: /cvsroot/tail/Tail/src/java/net/sf/tail/analysis/criteria/MaximumDrawDownCriterion.java,v retrieving revision 1.9 retrieving revision 1.10 diff -C2 -d -r1.9 -r1.10 *** MaximumDrawDownCriterion.java 26 Jul 2007 19:33:29 -0000 1.9 --- MaximumDrawDownCriterion.java 26 Jul 2007 20:48:55 -0000 1.10 *************** *** 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; --- 6,9 ---- *************** *** 31,44 **** } - 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(); - } - - return (firstSum < secondSum); - } } --- 30,32 ---- Index: RewardRiskRatioCriterion.java =================================================================== RCS file: /cvsroot/tail/Tail/src/java/net/sf/tail/analysis/criteria/RewardRiskRatioCriterion.java,v retrieving revision 1.8 retrieving revision 1.9 diff -C2 -d -r1.8 -r1.9 *** RewardRiskRatioCriterion.java 26 Jul 2007 19:33:29 -0000 1.8 --- RewardRiskRatioCriterion.java 26 Jul 2007 20:48:55 -0000 1.9 *************** *** 6,10 **** import net.sf.tail.TimeSeries; import net.sf.tail.Trade; - import net.sf.tail.analysis.evaluator.Decision; public class RewardRiskRatioCriterion implements AnalysisCriterion { --- 6,9 ---- *************** *** 17,32 **** return totalProfit.calculate(series, trades) / maxDrawnDown.calculate(series, trades); } - - 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(); - } - - return (firstSum > secondSum); - } - } --- 16,18 ---- Index: AverageProfitCriterion.java =================================================================== RCS file: /cvsroot/tail/Tail/src/java/net/sf/tail/analysis/criteria/AverageProfitCriterion.java,v retrieving revision 1.5 retrieving revision 1.6 diff -C2 -d -r1.5 -r1.6 *** AverageProfitCriterion.java 26 Jul 2007 19:33:29 -0000 1.5 --- AverageProfitCriterion.java 26 Jul 2007 20:48:55 -0000 1.6 *************** *** 6,10 **** import net.sf.tail.TimeSeries; import net.sf.tail.Trade; - import net.sf.tail.analysis.evaluator.Decision; public class AverageProfitCriterion implements AnalysisCriterion { --- 6,9 ---- *************** *** 19,32 **** } - 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(); - } - - return (firstSum > secondSum); - } } --- 18,20 ---- |