[Tail-cvs] Tail/src/test/net/sf/tail/flow CashFlowTest.java,1.3

[Thies <tg...@us...>]

Update of /cvsroot/tail/Tail/src/test/net/sf/tail/flow
In directory sc8-pr-cvs10.sourceforge.net:/tmp/cvs-serv1864/src/test/net/sf/tail/flow

Modified Files:
	CashFlowTest.java 
Log Message:
Refatoração do MaximumDrawDown e CashFlow, testes para acerto dos índices

Index: CashFlowTest.java
===================================================================
RCS file: /cvsroot/tail/Tail/src/test/net/sf/tail/flow/CashFlowTest.java,v
retrieving revision 1.2
retrieving revision 1.3
diff -C2 -d -r1.2 -r1.3
*** CashFlowTest.java	8 Aug 2007 18:09:06 -0000	1.2
--- CashFlowTest.java	8 Aug 2007 22:50:19 -0000	1.3
***************
*** 6,9 ****
--- 6,10 ----
  import java.util.List;
  
+ import net.sf.tail.ConstrainedTimeSeries;
  import net.sf.tail.Operation;
  import net.sf.tail.OperationType;
***************
*** 63,65 ****
--- 64,82 ----
  		
  	}
+ 	@Test
+ 	public void testCashFlowWithConstrainedSeries()
+ 	{
+ 	  SampleTimeSeries series = new SampleTimeSeries(new double[] {5d, 6d, 3d, 7d, 8d, 6d, 10d, 15d, 6d});
+ 	  ConstrainedTimeSeries constrained = new ConstrainedTimeSeries(series, 4, 9);
+ 	  List<Trade> trades = new ArrayList<Trade>();
+ 	  trades.add(new Trade(new Operation(4, OperationType.BUY), new Operation(5, OperationType.SELL)));
+ 	  trades.add(new Trade(new Operation(6, OperationType.BUY), new Operation(8, OperationType.SELL)));
+ 	  CashFlow flow = new CashFlow(constrained, trades);
+ 	  assertEquals(1d,flow.getValue(0));
+ 	  assertEquals(6d/8,flow.getValue(1), 0.00001);
+ 	  assertEquals(6d/8,flow.getValue(2), 0.00001);
+ 	  assertEquals(6d/8 * 15d/10,flow.getValue(3), 0.00001);
+ 	  assertEquals(6d/8 * 6d/10,flow.getValue(4), 0.00001);
+ 	  
+ 	}
  }