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From: Márcio V. d. S. <mv...@us...> - 2007-08-18 14:05:33
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Update of /cvsroot/tail/Tail/src/test/net/sf/tail/analysis/criteria In directory sc8-pr-cvs10.sourceforge.net:/tmp/cvs-serv21249/src/test/net/sf/tail/analysis/criteria Modified Files: MaximumDrawDownCriterionTest.java Log Message: refatorado CashFlow e MaximumDrawDown Index: MaximumDrawDownCriterionTest.java =================================================================== RCS file: /cvsroot/tail/Tail/src/test/net/sf/tail/analysis/criteria/MaximumDrawDownCriterionTest.java,v retrieving revision 1.8 retrieving revision 1.9 diff -C2 -d -r1.8 -r1.9 *** MaximumDrawDownCriterionTest.java 13 Aug 2007 21:45:16 -0000 1.8 --- MaximumDrawDownCriterionTest.java 18 Aug 2007 14:05:33 -0000 1.9 *************** *** 70,77 **** trades.add(new Trade(new Operation(5, OperationType.SELL), new Operation(6, OperationType.BUY))); ! assertEquals(0.5d, mdd.calculate(series, trades)); } - @Test public void testWithSimpleTrades() { --- 70,76 ---- trades.add(new Trade(new Operation(5, OperationType.SELL), new Operation(6, OperationType.BUY))); ! assertEquals(.91, mdd.calculate(series, trades)); } @Test public void testWithSimpleTrades() { |