|
From: Márcio V. d. S. <mv...@us...> - 2007-08-08 22:03:29
|
Update of /cvsroot/tail/Tail/src/test/net/sf/tail/report In directory sc8-pr-cvs10.sourceforge.net:/tmp/cvs-serv16582/src/test/net/sf/tail/report Modified Files: ReportGeneratorTest.java Log Message: Implementando getName em indicators e strategies Index: ReportGeneratorTest.java =================================================================== RCS file: /cvsroot/tail/Tail/src/test/net/sf/tail/report/ReportGeneratorTest.java,v retrieving revision 1.11 retrieving revision 1.12 diff -C2 -d -r1.11 -r1.12 *** ReportGeneratorTest.java 8 Aug 2007 18:50:42 -0000 1.11 --- ReportGeneratorTest.java 8 Aug 2007 22:03:27 -0000 1.12 *************** *** 3,19 **** --- 3,33 ---- import static org.junit.Assert.assertTrue; + import java.io.FileInputStream; + import java.io.FileNotFoundException; import java.io.IOException; import java.util.ArrayList; + import java.util.HashSet; import java.util.List; + import java.util.Set; import net.sf.tail.Operation; import net.sf.tail.OperationType; + import net.sf.tail.Strategy; + import net.sf.tail.TimeSeries; import net.sf.tail.Trade; + import net.sf.tail.Walker; import net.sf.tail.analysis.SlicerByTimePeriod; import net.sf.tail.analysis.criteria.TotalProfitCriterion; + import net.sf.tail.analysis.evaluator.BestStrategyEvaluator; import net.sf.tail.analysis.evaluator.Decision; + import net.sf.tail.analysis.walk.WalkForward; + import net.sf.tail.indicator.simple.ClosePriceIndicator; + import net.sf.tail.indicator.tracker.SMAIndicator; + import net.sf.tail.reader.CedroTimeSeriesLoader; import net.sf.tail.runner.HistoryRunner; import net.sf.tail.sample.SampleTimeSeries; import net.sf.tail.strategy.FakeStrategy; + import net.sf.tail.strategy.IndicatorCrossedIndicatorStrategy; + import net.sf.tail.strategy.JustBuyOnceStrategy; import org.joda.time.Period; *************** *** 41,45 **** @Test ! public void testSimpleGenerate() throws IOException { Report report = new Report(new TotalProfitCriterion(),slicer , decisions); --- 55,91 ---- @Test ! public void testCompleteSMAGenerate() throws IOException { ! CedroTimeSeriesLoader ctsl = new CedroTimeSeriesLoader(); ! TimeSeries timeSeries = null; ! ! try { ! timeSeries = ctsl.load(new FileInputStream("BaseBovespa/15min/ambv4.csv"), ""); ! } catch (FileNotFoundException e) { ! e.printStackTrace(); ! } catch (IOException e) { ! e.printStackTrace(); ! } ! ! Walker w = new WalkForward(new BestStrategyEvaluator()); ! ! ClosePriceIndicator close = new ClosePriceIndicator(timeSeries); ! SMAIndicator sma = new SMAIndicator(close, 8); ! ! Set<Strategy> strategies = new HashSet<Strategy>(); ! strategies.add(new IndicatorCrossedIndicatorStrategy(close,sma) ); ! strategies.add(new JustBuyOnceStrategy()); ! ! Report r = w.walk(strategies,new SlicerByTimePeriod(timeSeries,new Period().withDays(1)),new TotalProfitCriterion()); ! ! StringBuffer html = new ReportGenerator().generate(r); ! System.out.println(html); ! ! assertTrue(html.toString().contains("1,456")); ! assertTrue(html.toString().contains("4,5")); ! } ! ! ! @Test ! public void testSMAGenerate() throws IOException { Report report = new Report(new TotalProfitCriterion(),slicer , decisions); *************** *** 50,53 **** assertTrue(html.toString().contains("4,5")); } - } --- 96,98 ---- |