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

[xanaot <xa...@us...>]

Update of /cvsroot/tail/Tail/src/test/net/sf/tail
In directory sc8-pr-cvs10.sourceforge.net:/tmp/cvs-serv16125/src/test/net/sf/tail

Modified Files:
	EMACompleteTest.java 
Log Message:
commitando o report com chart

Index: EMACompleteTest.java
===================================================================
RCS file: /cvsroot/tail/Tail/src/test/net/sf/tail/EMACompleteTest.java,v
retrieving revision 1.6
retrieving revision 1.7
diff -C2 -d -r1.6 -r1.7
*** EMACompleteTest.java	20 Aug 2007 21:31:20 -0000	1.6
--- EMACompleteTest.java	20 Aug 2007 22:25:40 -0000	1.7
***************
*** 1,7 ****
--- 1,12 ----
  package net.sf.tail;
  
+ import java.io.BufferedOutputStream;
+ import java.io.File;
  import java.io.FileInputStream;
  import java.io.FileNotFoundException;
+ import java.io.FileOutputStream;
  import java.io.IOException;
+ import java.io.OutputStream;
+ import java.io.PrintWriter;
  import java.util.HashSet;
  import java.util.LinkedList;
***************
*** 17,20 ****
--- 22,28 ----
  import net.sf.tail.analysis.evaluator.BestStrategyEvaluator;
  import net.sf.tail.analysis.walk.WalkForward;
+ import net.sf.tail.flow.CashFlow;
+ import net.sf.tail.graphics.StockAndCashFlowChart;
+ import net.sf.tail.graphics.StockAndCashFlowDataset;
  import net.sf.tail.indicator.simple.ClosePriceIndicator;
  import net.sf.tail.indicator.tracker.EMAIndicator;
***************
*** 26,29 ****
--- 34,39 ----
  import net.sf.tail.strategy.IndicatorCrossedIndicatorStrategy;
  
+ import org.jfree.chart.ChartUtilities;
+ import org.jfree.chart.JFreeChart;
  import org.joda.time.Period;
  
***************
*** 46,52 ****
  				
  		Set<Strategy> strategies = new HashSet<Strategy>();
! 		
! 		for (int i = 4; i < 20; i++) {
! 			Indicator<Double> close = new ClosePriceIndicator(timeSeries);
  			Indicator<Double> tracker = new EMAIndicator(close, i);
  			Strategy strategy = new IndicatorCrossedIndicatorStrategy(close, tracker);
--- 56,61 ----
  				
  		Set<Strategy> strategies = new HashSet<Strategy>();
! 		Indicator<Double> close = new ClosePriceIndicator(timeSeries);
! 		for (int i = 4; i < 20; i++) {			
  			Indicator<Double> tracker = new EMAIndicator(close, i);
  			Strategy strategy = new IndicatorCrossedIndicatorStrategy(close, tracker);
***************
*** 54,65 ****
  		}
  
! 		Report r = w.walk(strategies,new SlicerByTimePeriod(timeSeries,new Period().withDays(1), SlicerType.MEMORIZED),new TotalProfitCriterion());
  		List<AnalysisCriterion> criteria =  new LinkedList<AnalysisCriterion>();
  		criteria.add(new NumberOfTradesCriterion());
  		criteria.add(new NumberOfTicksCriterion());
  		criteria.add(new MaximumDrawDownCriterion());		
! 		criteria.add(new RewardRiskRatioCriterion());		
  		StringBuffer html = new ReportGenerator().generate(r,criteria);
! 		System.out.println(html);	
  	}
  	
--- 63,87 ----
  		}
  
! 		Report r = w.walk(strategies,new SlicerByTimePeriod(timeSeries,new Period().withMonths(1), SlicerType.MEMORIZED),new TotalProfitCriterion());
  		List<AnalysisCriterion> criteria =  new LinkedList<AnalysisCriterion>();
  		criteria.add(new NumberOfTradesCriterion());
  		criteria.add(new NumberOfTicksCriterion());
  		criteria.add(new MaximumDrawDownCriterion());		
! 		criteria.add(new RewardRiskRatioCriterion());			
! 		
! 		CashFlow cashflow = new CashFlow(timeSeries, r.getAllTrades(),timeSeries.getTick(0).getClosePrice());
! 		StockAndCashFlowDataset stockData = new StockAndCashFlowDataset(timeSeries, close,cashflow);
! 		StockAndCashFlowChart stockChart = new StockAndCashFlowChart(stockData);
! 		JFreeChart jfreechart = stockChart.createChart("");
! 		
! 		ChartUtilities.saveChartAsPNG(new File("src/templates/ambev.png"), jfreechart, 800, 300);
! 		
  		StringBuffer html = new ReportGenerator().generate(r,criteria);
! 		File reportHtml = new File("src/templates/report.html");
! 		OutputStream out = new BufferedOutputStream(new FileOutputStream(reportHtml));
! 		PrintWriter write = new PrintWriter(out);
! 		write.print(html);
! 		write.close();
! 		//System.out.println(html);	
  	}