[Tail-cvs] Tail/src/test/net/sf/tail/flow CashFlowTest.java,1.7

[Márcio V. d. S. <mv...@us...>]

Update of /cvsroot/tail/Tail/src/test/net/sf/tail/flow
In directory sc8-pr-cvs10.sourceforge.net:/tmp/cvs-serv21249/src/test/net/sf/tail/flow

Modified Files:
	CashFlowTest.java 
Log Message:
refatorado CashFlow e MaximumDrawDown

Index: CashFlowTest.java
===================================================================
RCS file: /cvsroot/tail/Tail/src/test/net/sf/tail/flow/CashFlowTest.java,v
retrieving revision 1.6
retrieving revision 1.7
diff -C2 -d -r1.6 -r1.7
*** CashFlowTest.java	16 Aug 2007 21:09:11 -0000	1.6
--- CashFlowTest.java	18 Aug 2007 14:05:34 -0000	1.7
***************
*** 28,32 ****
  	
  	@Test
! 	public void testCashFlowValueWithOnlyOneTrade() {
  		TimeSeries sampleTimeSeries = new SampleTimeSeries(new double[] { 1d, 2d});
  
--- 28,32 ----
  	
  	@Test
! 	public void testCashFlowBuyWithOnlyOneTrade() {
  		TimeSeries sampleTimeSeries = new SampleTimeSeries(new double[] { 1d, 2d});
  
***************
*** 39,43 ****
--- 39,99 ----
  		assertEquals(2d, cashFlow.getValue(1), 0.0001);
  	}
+ 	
+ 	@Test
+ 	public void testCashFlowWithSellAndBuyOperations() {
+ 		TimeSeries sampleTimeSeries = new SampleTimeSeries( 2, 1, 3, 5, 6, 3, 20);
+ 
+ 		List<Trade> trades = new ArrayList<Trade>();
+ 		trades.add(new Trade(new Operation(0, OperationType.BUY), new Operation(1, OperationType.SELL)));
+ 		trades.add(new Trade(new Operation(3, OperationType.BUY), new Operation(4, OperationType.SELL)));
+ 		trades.add(new Trade(new Operation(5, OperationType.SELL), new Operation(6, OperationType.BUY)));
+ 
+ 		CashFlow cashFlow = new CashFlow(sampleTimeSeries, trades);
+ 
+ 		assertEquals(1d , cashFlow.getValue(0), 0.0001);
+ 		assertEquals(.5 , cashFlow.getValue(1), 0.0001);
+ 		assertEquals(.5 , cashFlow.getValue(2), 0.0001);
+ 		assertEquals(.5 , cashFlow.getValue(3), 0.0001);
+ 		assertEquals(.6 , cashFlow.getValue(4), 0.0001);
+ 		assertEquals(.6 , cashFlow.getValue(5), 0.0001);
+ 		assertEquals(.09, cashFlow.getValue(6), 0.0001);
+ 	}
+ 	
+ 	@Test
+ 	public void testCashFlowSell() {
+ 		TimeSeries sampleTimeSeries = new SampleTimeSeries(1 , 2 , 4 , 8 , 16 , 32);
+ 
+ 		List<Trade> trades = new ArrayList<Trade>();
+ 		trades.add(new Trade(new Operation(2, OperationType.SELL), new Operation(3, OperationType.BUY)));
+ 
+ 		CashFlow cashFlow = new CashFlow(sampleTimeSeries, trades);
+ 
+ 		assertEquals(1d, cashFlow.getValue(0), 0.0001);
+ 		assertEquals(1d, cashFlow.getValue(1), 0.0001);
+ 		assertEquals(1d, cashFlow.getValue(2), 0.0001);
+ 		assertEquals(.5, cashFlow.getValue(3), 0.0001);
+ 		assertEquals(.5, cashFlow.getValue(4), 0.0001);
+ 		assertEquals(.5, cashFlow.getValue(5), 0.0001);
+ 	}
+ 	
+ 	@Test
+ 	public void testCashFlowShortSell() {
+ 		TimeSeries sampleTimeSeries = new SampleTimeSeries(1 , 2 , 4 , 8 , 16 , 32);
  
+ 		List<Trade> trades = new ArrayList<Trade>();
+ 		trades.add(new Trade(new Operation(0, OperationType.BUY), new Operation(2, OperationType.SELL)));
+ 		trades.add(new Trade(new Operation(2, OperationType.SELL), new Operation(4, OperationType.BUY)));
+ 		trades.add(new Trade(new Operation(4, OperationType.BUY), new Operation(5, OperationType.SELL)));
+ 
+ 		CashFlow cashFlow = new CashFlow(sampleTimeSeries, trades);
+ 
+ 		assertEquals(1d, cashFlow.getValue(0), 0.0001);
+ 		assertEquals(2d, cashFlow.getValue(1), 0.0001);
+ 		assertEquals(4d, cashFlow.getValue(2), 0.0001);
+ 		assertEquals(2d, cashFlow.getValue(3), 0.0001);
+ 		assertEquals(1d, cashFlow.getValue(4), 0.0001);
+ 		assertEquals(2d, cashFlow.getValue(5), 0.0001);
+ 	}
+ 	
  	@Test
  	public void testCashFlowValueWithOnlyOneTradeAndAGapBefore() {