[Tail-cvs] Tail/src/java/net/sf/tail/analysis/criteria BuyAndHoldCriterion.java, 1.2 MaximumDrawDownCriterion.java, 1.13 NumberOfTradesCriterion.java, 1.2 RewardRiskRatioCriterion.java, 1.10 TotalProfitCriterion.java, 1.12 VersusBuyAndHoldCriterion.java, 1.2 NumberOfTicksCriterion.java, 1.2 AverageProfitCriterion.java, 1.8

[Márcio V. d. S. <mv...@us...>]

Update of /cvsroot/tail/Tail/src/java/net/sf/tail/analysis/criteria
In directory sc8-pr-cvs10.sourceforge.net:/tmp/cvs-serv18250/src/java/net/sf/tail/analysis/criteria

Modified Files:
	BuyAndHoldCriterion.java MaximumDrawDownCriterion.java 
	NumberOfTradesCriterion.java RewardRiskRatioCriterion.java 
	TotalProfitCriterion.java VersusBuyAndHoldCriterion.java 
	NumberOfTicksCriterion.java AverageProfitCriterion.java 
Log Message:
criada assinatura summarize e implementado o método em todos os critérios

Index: MaximumDrawDownCriterion.java
===================================================================
RCS file: /cvsroot/tail/Tail/src/java/net/sf/tail/analysis/criteria/MaximumDrawDownCriterion.java,v
retrieving revision 1.12
retrieving revision 1.13
diff -C2 -d -r1.12 -r1.13
*** MaximumDrawDownCriterion.java	8 Aug 2007 22:50:17 -0000	1.12
--- MaximumDrawDownCriterion.java	9 Aug 2007 15:21:25 -0000	1.13
***************
*** 1,4 ****
--- 1,5 ----
  package net.sf.tail.analysis.criteria;
  
+ import java.util.LinkedList;
  import java.util.List;
  
***************
*** 6,9 ****
--- 7,11 ----
  import net.sf.tail.TimeSeries;
  import net.sf.tail.Trade;
+ import net.sf.tail.analysis.evaluator.Decision;
  import net.sf.tail.flow.CashFlow;
  
***************
*** 29,32 ****
--- 31,42 ----
  		return max;
  	}
+ 	
+ 	public double summarize(TimeSeries series, List<Decision> decisions) {
+ 		List<Trade> trades = new LinkedList<Trade>();
+ 		for (Decision decision : decisions) {
+ 			trades.addAll(decision.getTrades());
+ 		}
+ 		return calculate(series, trades);
+ 	}
  
  }

Index: RewardRiskRatioCriterion.java
===================================================================
RCS file: /cvsroot/tail/Tail/src/java/net/sf/tail/analysis/criteria/RewardRiskRatioCriterion.java,v
retrieving revision 1.9
retrieving revision 1.10
diff -C2 -d -r1.9 -r1.10
*** RewardRiskRatioCriterion.java	26 Jul 2007 20:48:55 -0000	1.9
--- RewardRiskRatioCriterion.java	9 Aug 2007 15:21:25 -0000	1.10
***************
*** 1,4 ****
--- 1,5 ----
  package net.sf.tail.analysis.criteria;
  
+ import java.util.LinkedList;
  import java.util.List;
  
***************
*** 6,9 ****
--- 7,11 ----
  import net.sf.tail.TimeSeries;
  import net.sf.tail.Trade;
+ import net.sf.tail.analysis.evaluator.Decision;
  
  public class RewardRiskRatioCriterion implements AnalysisCriterion {
***************
*** 16,18 ****
--- 18,28 ----
  		return totalProfit.calculate(series, trades) / maxDrawnDown.calculate(series, trades);
  	}
+ 	
+ 	public double summarize(TimeSeries series, List<Decision> decisions) {
+ 		List<Trade> trades = new LinkedList<Trade>();
+ 		for (Decision decision : decisions) {
+ 			trades.addAll(decision.getTrades());
+ 		}
+ 		return calculate(series, trades);
+ 	}
  }

Index: TotalProfitCriterion.java
===================================================================
RCS file: /cvsroot/tail/Tail/src/java/net/sf/tail/analysis/criteria/TotalProfitCriterion.java,v
retrieving revision 1.11
retrieving revision 1.12
diff -C2 -d -r1.11 -r1.12
*** TotalProfitCriterion.java	26 Jul 2007 20:48:55 -0000	1.11
--- TotalProfitCriterion.java	9 Aug 2007 15:21:25 -0000	1.12
***************
*** 1,4 ****
--- 1,5 ----
  package net.sf.tail.analysis.criteria;
  
+ import java.util.LinkedList;
  import java.util.List;
  
***************
*** 7,10 ****
--- 8,12 ----
  import net.sf.tail.TimeSeries;
  import net.sf.tail.Trade;
+ import net.sf.tail.analysis.evaluator.Decision;
  
  public class TotalProfitCriterion implements AnalysisCriterion {
***************
*** 30,32 ****
--- 32,42 ----
  		
  	}
+ 	
+ 	public double summarize(TimeSeries series, List<Decision> decisions) {
+ 		List<Trade> trades = new LinkedList<Trade>();
+ 		for (Decision decision : decisions) {
+ 			trades.addAll(decision.getTrades());
+ 		}
+ 		return calculate(series, trades);
+ 	}
  }

Index: NumberOfTradesCriterion.java
===================================================================
RCS file: /cvsroot/tail/Tail/src/java/net/sf/tail/analysis/criteria/NumberOfTradesCriterion.java,v
retrieving revision 1.1
retrieving revision 1.2
diff -C2 -d -r1.1 -r1.2
*** NumberOfTradesCriterion.java	7 Aug 2007 19:18:27 -0000	1.1
--- NumberOfTradesCriterion.java	9 Aug 2007 15:21:25 -0000	1.2
***************
*** 1,4 ****
--- 1,5 ----
  package net.sf.tail.analysis.criteria;
  
+ import java.util.LinkedList;
  import java.util.List;
  
***************
*** 6,9 ****
--- 7,11 ----
  import net.sf.tail.TimeSeries;
  import net.sf.tail.Trade;
+ import net.sf.tail.analysis.evaluator.Decision;
  
  public class NumberOfTradesCriterion implements AnalysisCriterion {
***************
*** 13,16 ****
--- 15,26 ----
  		return trades.size();
  	}
+ 	
+ 	public double summarize(TimeSeries series, List<Decision> decisions) {
+ 		List<Trade> trades = new LinkedList<Trade>();
+ 		for (Decision decision : decisions) {
+ 			trades.addAll(decision.getTrades());
+ 		}
+ 		return calculate(series, trades);
+ 	}
  
  }

Index: NumberOfTicksCriterion.java
===================================================================
RCS file: /cvsroot/tail/Tail/src/java/net/sf/tail/analysis/criteria/NumberOfTicksCriterion.java,v
retrieving revision 1.1
retrieving revision 1.2
diff -C2 -d -r1.1 -r1.2
*** NumberOfTicksCriterion.java	7 Aug 2007 19:18:27 -0000	1.1
--- NumberOfTicksCriterion.java	9 Aug 2007 15:21:25 -0000	1.2
***************
*** 1,4 ****
--- 1,5 ----
  package net.sf.tail.analysis.criteria;
  
+ import java.util.LinkedList;
  import java.util.List;
  
***************
*** 6,9 ****
--- 7,11 ----
  import net.sf.tail.TimeSeries;
  import net.sf.tail.Trade;
+ import net.sf.tail.analysis.evaluator.Decision;
  
  public class NumberOfTicksCriterion implements AnalysisCriterion {
***************
*** 17,19 ****
--- 19,29 ----
  	}
  
+ 	
+ 	public double summarize(TimeSeries series, List<Decision> decisions) {
+ 		List<Trade> trades = new LinkedList<Trade>();
+ 		for (Decision decision : decisions) {
+ 			trades.addAll(decision.getTrades());
+ 		}
+ 		return calculate(series, trades);
+ 	}
  }

Index: BuyAndHoldCriterion.java
===================================================================
RCS file: /cvsroot/tail/Tail/src/java/net/sf/tail/analysis/criteria/BuyAndHoldCriterion.java,v
retrieving revision 1.1
retrieving revision 1.2
diff -C2 -d -r1.1 -r1.2
*** BuyAndHoldCriterion.java	7 Aug 2007 18:53:23 -0000	1.1
--- BuyAndHoldCriterion.java	9 Aug 2007 15:21:25 -0000	1.2
***************
*** 1,4 ****
--- 1,5 ----
  package net.sf.tail.analysis.criteria;
  
+ import java.util.LinkedList;
  import java.util.List;
  
***************
*** 6,9 ****
--- 7,11 ----
  import net.sf.tail.TimeSeries;
  import net.sf.tail.Trade;
+ import net.sf.tail.analysis.evaluator.Decision;
  
  public class BuyAndHoldCriterion implements AnalysisCriterion {
***************
*** 12,15 ****
--- 14,25 ----
  		return series.getTick(series.getEnd()).getClosePrice() / series.getTick(series.getBegin()).getClosePrice();
  	}
+ 	
+ 	public double summarize(TimeSeries series, List<Decision> decisions) {
+ 		List<Trade> trades = new LinkedList<Trade>();
+ 		for (Decision decision : decisions) {
+ 			trades.addAll(decision.getTrades());
+ 		}
+ 		return calculate(series, trades);
+ 	}
  
  }

Index: VersusBuyAndHoldCriterion.java
===================================================================
RCS file: /cvsroot/tail/Tail/src/java/net/sf/tail/analysis/criteria/VersusBuyAndHoldCriterion.java,v
retrieving revision 1.1
retrieving revision 1.2
diff -C2 -d -r1.1 -r1.2
*** VersusBuyAndHoldCriterion.java	7 Aug 2007 18:53:23 -0000	1.1
--- VersusBuyAndHoldCriterion.java	9 Aug 2007 15:21:25 -0000	1.2
***************
*** 1,4 ****
--- 1,5 ----
  package net.sf.tail.analysis.criteria;
  
+ import java.util.LinkedList;
  import java.util.List;
  
***************
*** 6,9 ****
--- 7,11 ----
  import net.sf.tail.TimeSeries;
  import net.sf.tail.Trade;
+ import net.sf.tail.analysis.evaluator.Decision;
  
  public class VersusBuyAndHoldCriterion implements AnalysisCriterion {
***************
*** 16,18 ****
--- 18,28 ----
  		return totalProfit.calculate(series, trades) / buyAndHold.calculate(series, trades);
  	}
+ 	
+ 	public double summarize(TimeSeries series, List<Decision> decisions) {
+ 		List<Trade> trades = new LinkedList<Trade>();
+ 		for (Decision decision : decisions) {
+ 			trades.addAll(decision.getTrades());
+ 		}
+ 		return calculate(series, trades);
+ 	}
  }

Index: AverageProfitCriterion.java
===================================================================
RCS file: /cvsroot/tail/Tail/src/java/net/sf/tail/analysis/criteria/AverageProfitCriterion.java,v
retrieving revision 1.7
retrieving revision 1.8
diff -C2 -d -r1.7 -r1.8
*** AverageProfitCriterion.java	7 Aug 2007 19:18:27 -0000	1.7
--- AverageProfitCriterion.java	9 Aug 2007 15:21:25 -0000	1.8
***************
*** 1,4 ****
--- 1,5 ----
  package net.sf.tail.analysis.criteria;
  
+ import java.util.LinkedList;
  import java.util.List;
  
***************
*** 6,9 ****
--- 7,11 ----
  import net.sf.tail.TimeSeries;
  import net.sf.tail.Trade;
+ import net.sf.tail.analysis.evaluator.Decision;
  
  public class AverageProfitCriterion implements AnalysisCriterion {
***************
*** 17,19 ****
--- 19,29 ----
  	}
  
+ 	public double summarize(TimeSeries series, List<Decision> decisions) {
+ 		List<Trade> trades = new LinkedList<Trade>();
+ 		for (Decision decision : decisions) {
+ 			trades.addAll(decision.getTrades());
+ 		}
+ 		return calculate(series, trades);
+ 	}
+ 
  }