[Tail-cvs] Tail/src/test/net/sf/tail/strategy JustBuyOnceStrategyTest.java, 1.8 IndicatorOverIndic

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Update of /cvsroot/tail/Tail/src/test/net/sf/tail/strategy
In directory sc8-pr-cvs10.sourceforge.net:/tmp/cvs-serv13475/src/test/net/sf/tail/strategy

Modified Files:
	JustBuyOnceStrategyTest.java 
	IndicatorOverIndicatorStrategyTest.java 
	IndicatorCrossedIndicatorStrategyTest.java FakeStrategy.java 
	MinValueStopperStrategyTest.java 
	MinValueStarterStrategyTest.java 
	DistanceBetweenIndicatorsStrategyTest.java 
Log Message:

Index: FakeStrategy.java
===================================================================
RCS file: /cvsroot/tail/Tail/src/test/net/sf/tail/strategy/FakeStrategy.java,v
retrieving revision 1.4
retrieving revision 1.5
diff -C2 -d -r1.4 -r1.5
*** FakeStrategy.java	21 Aug 2007 20:58:34 -0000	1.4
--- FakeStrategy.java	23 Aug 2007 12:51:09 -0000	1.5
***************
*** 8,12 ****

  	private Operation[] exit;
! 	
  	public FakeStrategy(Operation[] enter, Operation[] exit) {
  		this.enter = enter;
--- 8,12 ----

  	private Operation[] exit;
! 
  	public FakeStrategy(Operation[] enter, Operation[] exit) {
  		this.enter = enter;
***************
*** 14,18 ****
  	}

! 	public String getName(){
  		return "Fake Strategy";
  	}
--- 14,18 ----
  	}

! 	public String getName() {
  		return "Fake Strategy";
  	}
***************
*** 25,29 ****

  	public boolean shouldExit(int index) {
! 		if (exit[index] != null) 
  			return true;
  		return false;
--- 25,29 ----

  	public boolean shouldExit(int index) {
! 		if (exit[index] != null)
  			return true;
  		return false;

Index: JustBuyOnceStrategyTest.java
===================================================================
RCS file: /cvsroot/tail/Tail/src/test/net/sf/tail/strategy/JustBuyOnceStrategyTest.java,v
retrieving revision 1.7
retrieving revision 1.8
diff -C2 -d -r1.7 -r1.8
*** JustBuyOnceStrategyTest.java	21 Aug 2007 20:58:34 -0000	1.7
--- JustBuyOnceStrategyTest.java	23 Aug 2007 12:51:09 -0000	1.8
***************
*** 1,5 ****
  package net.sf.tail.strategy;

- 
  import static org.junit.Assert.assertEquals;
  import static org.junit.Assert.assertFalse;
--- 1,4 ----
***************
*** 16,19 ****
--- 15,19 ----

  	private Strategy strategy;
+ 
  	private Trade trade;

***************
*** 24,31 ****
  	}

! 	@Test public void
! 	shouldBuyTradeOnce() {
! 		Operation buy = new Operation(0,OperationType.BUY);
! 		
  		assertTrue(strategy.shouldOperate(trade, 0));
  		trade.operate(0);
--- 24,31 ----
  	}

! 	@Test
! 	public void shouldBuyTradeOnce() {
! 		Operation buy = new Operation(0, OperationType.BUY);
! 
  		assertTrue(strategy.shouldOperate(trade, 0));
  		trade.operate(0);
***************
*** 33,42 ****
  		assertFalse(strategy.shouldOperate(trade, 1));
  		assertFalse(strategy.shouldOperate(trade, 6));
! 		
  	}
! 	
! 	@Test public void
! 	sameIndexShouldResultSameAnswer() { 
! 		Operation buy = new Operation(0,OperationType.BUY);

  		assertTrue(strategy.shouldOperate(trade, 0));
--- 33,42 ----
  		assertFalse(strategy.shouldOperate(trade, 1));
  		assertFalse(strategy.shouldOperate(trade, 6));
! 
  	}
! 
! 	@Test
! 	public void sameIndexShouldResultSameAnswer() {
! 		Operation buy = new Operation(0, OperationType.BUY);

  		assertTrue(strategy.shouldOperate(trade, 0));
***************
*** 48,52 ****
  		assertEquals(buy, trade2.getEntry());
  	}
! 	
! 	
  }
--- 48,51 ----
  		assertEquals(buy, trade2.getEntry());
  	}
! 
  }

Index: MinValueStopperStrategyTest.java
===================================================================
RCS file: /cvsroot/tail/Tail/src/test/net/sf/tail/strategy/MinValueStopperStrategyTest.java,v
retrieving revision 1.5
retrieving revision 1.6
diff -C2 -d -r1.5 -r1.6
*** MinValueStopperStrategyTest.java	21 Aug 2007 20:58:34 -0000	1.5
--- MinValueStopperStrategyTest.java	23 Aug 2007 12:51:09 -0000	1.6
***************
*** 19,34 ****
  	@Before
  	public void setUp() throws Exception {
! 		indicator  = new SampleIndicator(new double[] {100,100,96,95,94});
  	}

  	@Test
  	public void testStopperShouldSell() {
! 		
  		Strategy justBuy = new JustBuyOnceStrategy();
! 		Strategy stopper = new MinValueStopperStrategy(indicator,justBuy,5);
! 		
! 		Operation buy = new Operation(0,OperationType.BUY);
! 		Operation sell = new Operation(4,OperationType.SELL);
! 		
  		Trade trade = new Trade();
  		assertTrue(stopper.shouldOperate(trade, 0));
--- 19,34 ----
  	@Before
  	public void setUp() throws Exception {
! 		indicator = new SampleIndicator(new double[] { 100, 100, 96, 95, 94 });
  	}

  	@Test
  	public void testStopperShouldSell() {
! 
  		Strategy justBuy = new JustBuyOnceStrategy();
! 		Strategy stopper = new MinValueStopperStrategy(indicator, justBuy, 5);
! 
! 		Operation buy = new Operation(0, OperationType.BUY);
! 		Operation sell = new Operation(4, OperationType.SELL);
! 
  		Trade trade = new Trade();
  		assertTrue(stopper.shouldOperate(trade, 0));
***************
*** 37,41 ****
  		assertFalse(stopper.shouldOperate(trade, 1));
  		assertFalse(stopper.shouldOperate(trade, 2));
- 		

  		assertTrue(stopper.shouldOperate(trade, 4));
--- 37,40 ----
***************
*** 43,73 ****
  		assertEquals(sell, trade.getExit());
  	}
! 	
  	@Test
  	public void testStopperShouldSellIfStrategySays() {
! 		
! 		Operation[] enter = new Operation[] { new Operation(0, OperationType.BUY), null, null, null, null};
! 		Operation[]  exit = new Operation[] { null,new Operation(1, OperationType.SELL) , null, null, null };
! 		
  		Strategy sell1 = new FakeStrategy(enter, exit);
! 		
! 		Strategy stopper = new MinValueStopperStrategy(indicator,sell1,500);
! 		
! 		Operation buy = new Operation(0,OperationType.BUY);
! 		Operation sell = new Operation(1,OperationType.SELL);
! 		
  		Trade trade = new Trade();
  		assertTrue(stopper.shouldOperate(trade, 0));
  		trade.operate(0);
! 		
  		assertEquals(buy, trade.getEntry());
! 		
  		assertTrue(stopper.shouldOperate(trade, 1));
  		trade.operate(1);
! 		
  		assertEquals(sell, trade.getExit());
  	}
! 	
! 	
! 	
  }
--- 42,70 ----
  		assertEquals(sell, trade.getExit());
  	}
! 
  	@Test
  	public void testStopperShouldSellIfStrategySays() {
! 
! 		Operation[] enter = new Operation[] { new Operation(0, OperationType.BUY), null, null, null, null };
! 		Operation[] exit = new Operation[] { null, new Operation(1, OperationType.SELL), null, null, null };
! 
  		Strategy sell1 = new FakeStrategy(enter, exit);
! 
! 		Strategy stopper = new MinValueStopperStrategy(indicator, sell1, 500);
! 
! 		Operation buy = new Operation(0, OperationType.BUY);
! 		Operation sell = new Operation(1, OperationType.SELL);
! 
  		Trade trade = new Trade();
  		assertTrue(stopper.shouldOperate(trade, 0));
  		trade.operate(0);
! 
  		assertEquals(buy, trade.getEntry());
! 
  		assertTrue(stopper.shouldOperate(trade, 1));
  		trade.operate(1);
! 
  		assertEquals(sell, trade.getExit());
  	}
! 
  }

Index: DistanceBetweenIndicatorsStrategyTest.java
===================================================================
RCS file: /cvsroot/tail/Tail/src/test/net/sf/tail/strategy/DistanceBetweenIndicatorsStrategyTest.java,v
retrieving revision 1.4
retrieving revision 1.5
diff -C2 -d -r1.4 -r1.5
*** DistanceBetweenIndicatorsStrategyTest.java	21 Aug 2007 20:58:34 -0000	1.4
--- DistanceBetweenIndicatorsStrategyTest.java	23 Aug 2007 12:51:09 -0000	1.5
***************
*** 20,24 ****
  		upper = new SampleIndicator(new double[] { 30, 32, 33, 32, 35, 33, 32 });
  		lower = new SampleIndicator(new double[] { 10, 10, 10, 12, 14, 15, 15 });
!         distanceEnter = new DistanceBetweenIndicatorsStrategy(upper, lower, 20, 0.1);
  	}

--- 20,24 ----
  		upper = new SampleIndicator(new double[] { 30, 32, 33, 32, 35, 33, 32 });
  		lower = new SampleIndicator(new double[] { 10, 10, 10, 12, 14, 15, 15 });
! 		distanceEnter = new DistanceBetweenIndicatorsStrategy(upper, lower, 20, 0.1);
  	}

***************
*** 26,30 ****
  	public void testStrategyIsBuyingCorreclty() {
  		Trade trade = new Trade();
! 		
  		assertFalse(distanceEnter.shouldOperate(trade, 0));
  		assertTrue(distanceEnter.shouldOperate(trade, 1));
--- 26,30 ----
  	public void testStrategyIsBuyingCorreclty() {
  		Trade trade = new Trade();
! 
  		assertFalse(distanceEnter.shouldOperate(trade, 0));
  		assertTrue(distanceEnter.shouldOperate(trade, 1));
***************
*** 34,53 ****
  		assertFalse(distanceEnter.shouldOperate(trade, 4));
  	}
! 	
  	@Test
  	public void testStrategyIsSellingCorrectly() {
  		Trade trade = new Trade();
  		trade.operate(2);
! 		
  		assertFalse(distanceEnter.shouldOperate(trade, 0));
  		assertTrue(distanceEnter.shouldOperate(trade, 5));
! 		
  		trade = new Trade();
  		trade.operate(2);
! 		
  		assertTrue(distanceEnter.shouldOperate(trade, 6));
  		assertFalse(distanceEnter.shouldOperate(trade, 3));
  		assertFalse(distanceEnter.shouldOperate(trade, 4));
! 		
  	}
  }
--- 34,53 ----
  		assertFalse(distanceEnter.shouldOperate(trade, 4));
  	}
! 
  	@Test
  	public void testStrategyIsSellingCorrectly() {
  		Trade trade = new Trade();
  		trade.operate(2);
! 
  		assertFalse(distanceEnter.shouldOperate(trade, 0));
  		assertTrue(distanceEnter.shouldOperate(trade, 5));
! 
  		trade = new Trade();
  		trade.operate(2);
! 
  		assertTrue(distanceEnter.shouldOperate(trade, 6));
  		assertFalse(distanceEnter.shouldOperate(trade, 3));
  		assertFalse(distanceEnter.shouldOperate(trade, 4));
! 
  	}
  }

Index: IndicatorCrossedIndicatorStrategyTest.java
===================================================================
RCS file: /cvsroot/tail/Tail/src/test/net/sf/tail/strategy/IndicatorCrossedIndicatorStrategyTest.java,v
retrieving revision 1.7
retrieving revision 1.8
diff -C2 -d -r1.7 -r1.8
*** IndicatorCrossedIndicatorStrategyTest.java	21 Aug 2007 20:58:34 -0000	1.7
--- IndicatorCrossedIndicatorStrategyTest.java	23 Aug 2007 12:51:09 -0000	1.8
***************
*** 20,41 ****
  		Indicator<Double> first = new SampleIndicator(new double[] { 4, 7, 9, 6, 3, 2 });
  		Indicator<Double> second = new SampleIndicator(new double[] { 3, 6, 10, 8, 2, 1 });
! 		
  		Strategy s = new IndicatorCrossedIndicatorStrategy(first, second);
  		Trade trade = new Trade();
  		assertFalse(s.shouldOperate(trade, 0));
  		assertFalse(s.shouldOperate(trade, 1));
! 		
  		assertTrue(s.shouldOperate(trade, 2));
  		trade.operate(2);
  		Operation enter = new Operation(2, OperationType.BUY);
  		assertEquals(enter, trade.getEntry());
! 		
  		assertFalse(s.shouldOperate(trade, 3));

  		assertTrue(s.shouldOperate(trade, 4));
  		trade.operate(4);
! 		Operation exit = new Operation(4,OperationType.SELL);
  		assertEquals(exit, trade.getExit());
! 		
  		assertFalse(s.shouldOperate(trade, 5));
  	}
--- 20,41 ----
  		Indicator<Double> first = new SampleIndicator(new double[] { 4, 7, 9, 6, 3, 2 });
  		Indicator<Double> second = new SampleIndicator(new double[] { 3, 6, 10, 8, 2, 1 });
! 
  		Strategy s = new IndicatorCrossedIndicatorStrategy(first, second);
  		Trade trade = new Trade();
  		assertFalse(s.shouldOperate(trade, 0));
  		assertFalse(s.shouldOperate(trade, 1));
! 
  		assertTrue(s.shouldOperate(trade, 2));
  		trade.operate(2);
  		Operation enter = new Operation(2, OperationType.BUY);
  		assertEquals(enter, trade.getEntry());
! 
  		assertFalse(s.shouldOperate(trade, 3));

  		assertTrue(s.shouldOperate(trade, 4));
  		trade.operate(4);
! 		Operation exit = new Operation(4, OperationType.SELL);
  		assertEquals(exit, trade.getExit());
! 
  		assertFalse(s.shouldOperate(trade, 5));
  	}
***************
*** 60,74 ****

  		Strategy s = new IndicatorCrossedIndicatorStrategy(first, second);
! 	
! 		Operation enter = new Operation(2,OperationType.BUY);
  		assertTrue(s.shouldOperate(trade, 2));
  		trade.operate(2);
! 		assertEquals(enter,trade.getEntry());

  		for (int i = 3; i < 6; i++) {
! 			assertFalse(s.shouldOperate(trade,i));
  		}
  	}
! 	
  	@Test
  	public void testEqualIndicatorsShouldNotExitWhenIndicatorsBecameEquals() {
--- 60,74 ----

  		Strategy s = new IndicatorCrossedIndicatorStrategy(first, second);
! 
! 		Operation enter = new Operation(2, OperationType.BUY);
  		assertTrue(s.shouldOperate(trade, 2));
  		trade.operate(2);
! 		assertEquals(enter, trade.getEntry());

  		for (int i = 3; i < 6; i++) {
! 			assertFalse(s.shouldOperate(trade, i));
  		}
  	}
! 
  	@Test
  	public void testEqualIndicatorsShouldNotExitWhenIndicatorsBecameEquals() {
***************
*** 78,87 ****
  		Trade trade = new Trade();

! 		assertTrue(s.shouldOperate(trade,1));
  		trade.operate(1);
  		Operation enter = trade.getEntry();

  		assertNotNull(enter);
! 		
  		assertEquals(enter.getType(), OperationType.BUY);

--- 78,87 ----
  		Trade trade = new Trade();

! 		assertTrue(s.shouldOperate(trade, 1));
  		trade.operate(1);
  		Operation enter = trade.getEntry();

  		assertNotNull(enter);
! 
  		assertEquals(enter.getType(), OperationType.BUY);

***************
*** 98,113 ****
  		Trade trade = new Trade();

! 		Operation enter = new Operation(1,OperationType.BUY);

! 		assertTrue(s.shouldOperate(trade,1));
  		trade.operate(1);
! 		assertEquals(enter,trade.getEntry());

  		for (int i = 2; i < 6; i++) {
  			assertFalse(s.shouldOperate(trade, i));
  		}
! 		
! 		Operation exit = new Operation(6,OperationType.SELL);
! 		assertTrue(s.shouldOperate(trade,6));
  		trade.operate(6);
  		assertEquals(exit, trade.getExit());
--- 98,113 ----
  		Trade trade = new Trade();

! 		Operation enter = new Operation(1, OperationType.BUY);

! 		assertTrue(s.shouldOperate(trade, 1));
  		trade.operate(1);
! 		assertEquals(enter, trade.getEntry());

  		for (int i = 2; i < 6; i++) {
  			assertFalse(s.shouldOperate(trade, i));
  		}
! 
! 		Operation exit = new Operation(6, OperationType.SELL);
! 		assertTrue(s.shouldOperate(trade, 6));
  		trade.operate(6);
  		assertEquals(exit, trade.getExit());
***************
*** 120,126 ****
  		Strategy s = new IndicatorCrossedIndicatorStrategy(firstEqual, secondEqual);
  		Trade trade = new Trade();
! 		
  		for (int i = 0; i < 7; i++) {
! 			assertFalse(s.shouldOperate(trade,i));
  		}
  	}
--- 120,126 ----
  		Strategy s = new IndicatorCrossedIndicatorStrategy(firstEqual, secondEqual);
  		Trade trade = new Trade();
! 
  		for (int i = 0; i < 7; i++) {
! 			assertFalse(s.shouldOperate(trade, i));
  		}
  	}

Index: IndicatorOverIndicatorStrategyTest.java
===================================================================
RCS file: /cvsroot/tail/Tail/src/test/net/sf/tail/strategy/IndicatorOverIndicatorStrategyTest.java,v
retrieving revision 1.9
retrieving revision 1.10
diff -C2 -d -r1.9 -r1.10
*** IndicatorOverIndicatorStrategyTest.java	21 Aug 2007 20:58:34 -0000	1.9
--- IndicatorOverIndicatorStrategyTest.java	23 Aug 2007 12:51:09 -0000	1.10
***************
*** 23,29 ****
  	public void setUp() throws Exception {

! 		first  = new SampleIndicator(new double[] {4,7,9,6,3,2});
! 		second = new SampleIndicator(new double[] {3,6,10,8,2,1});
! 		
  	}

--- 23,29 ----
  	public void setUp() throws Exception {

! 		first = new SampleIndicator(new double[] { 4, 7, 9, 6, 3, 2 });
! 		second = new SampleIndicator(new double[] { 3, 6, 10, 8, 2, 1 });
! 
  	}

***************
*** 31,56 ****
  	public void testOverIndicators() {
  		Trade trade = new Trade();
! 	
  		Strategy s = new IndicatorOverIndicatorStrategy(first, second);
  		assertFalse(s.shouldOperate(trade, 0));
  		assertFalse(s.shouldOperate(trade, 1));
  		assertEquals(null, trade.getEntry());
! 		Operation buy = new Operation(2,OperationType.BUY);
  		assertTrue(s.shouldOperate(trade, 2));
  		trade.operate(2);
  		assertEquals(buy, trade.getEntry());
  		trade = new Trade();
! 		buy = new Operation(3,OperationType.BUY);
  		assertTrue(s.shouldOperate(trade, 3));
  		trade.operate(3);
  		assertEquals(buy, trade.getEntry());
! 		
  		assertFalse(s.shouldOperate(trade, 3));
! 		
! 		Operation sell = new Operation(4,OperationType.SELL);
  		assertTrue(s.shouldOperate(trade, 4));
  		trade.operate(4);
  		assertEquals(sell, trade.getExit());
! 		
  	}
  }
--- 31,56 ----
  	public void testOverIndicators() {
  		Trade trade = new Trade();
! 
  		Strategy s = new IndicatorOverIndicatorStrategy(first, second);
  		assertFalse(s.shouldOperate(trade, 0));
  		assertFalse(s.shouldOperate(trade, 1));
  		assertEquals(null, trade.getEntry());
! 		Operation buy = new Operation(2, OperationType.BUY);
  		assertTrue(s.shouldOperate(trade, 2));
  		trade.operate(2);
  		assertEquals(buy, trade.getEntry());
  		trade = new Trade();
! 		buy = new Operation(3, OperationType.BUY);
  		assertTrue(s.shouldOperate(trade, 3));
  		trade.operate(3);
  		assertEquals(buy, trade.getEntry());
! 
  		assertFalse(s.shouldOperate(trade, 3));
! 
! 		Operation sell = new Operation(4, OperationType.SELL);
  		assertTrue(s.shouldOperate(trade, 4));
  		trade.operate(4);
  		assertEquals(sell, trade.getExit());
! 
  	}
  }

Index: MinValueStarterStrategyTest.java
===================================================================
RCS file: /cvsroot/tail/Tail/src/test/net/sf/tail/strategy/MinValueStarterStrategyTest.java,v
retrieving revision 1.6
retrieving revision 1.7
diff -C2 -d -r1.6 -r1.7
*** MinValueStarterStrategyTest.java	21 Aug 2007 20:58:34 -0000	1.6
--- MinValueStarterStrategyTest.java	23 Aug 2007 12:51:09 -0000	1.7
***************
*** 53,57 ****
  		assertTrue(starter.shouldOperate(trade, 3));
  		trade.operate(3);
! 		
  		assertFalse(starter.shouldOperate(trade, 3));
  		assertEquals(buy, trade.getEntry());
--- 53,57 ----
  		assertTrue(starter.shouldOperate(trade, 3));
  		trade.operate(3);
! 
  		assertFalse(starter.shouldOperate(trade, 3));
  		assertEquals(buy, trade.getEntry());