[Tail-cvs] Tail/src/test/net/sf/tail/analysis/criteria VersusBuyAndHoldCriterionTest.java, 1.4 Num

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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-serv13475/src/test/net/sf/tail/analysis/criteria

Modified Files:
	VersusBuyAndHoldCriterionTest.java 
	NumberOfTicksCriterionTest.java 
	AverageProfitCriterionTest.java 
	MaximumDrawDownCriterionTest.java 
	RewardRiskRatioCriterionTest.java 
	NumberOfTradesCriterionTest.java BuyAndHoldCriterionTest.java 
	TotalProfitCriterionTest.java 
Log Message:

Index: TotalProfitCriterionTest.java
===================================================================
RCS file: /cvsroot/tail/Tail/src/test/net/sf/tail/analysis/criteria/TotalProfitCriterionTest.java,v
retrieving revision 1.6
retrieving revision 1.7
diff -C2 -d -r1.6 -r1.7
*** TotalProfitCriterionTest.java	26 Jul 2007 20:48:55 -0000	1.6
--- TotalProfitCriterionTest.java	23 Aug 2007 12:51:10 -0000	1.7
***************
*** 57,60 ****
  		assertEquals(1d, profit.calculate(series, trades));
  	}
! 	
  }
--- 57,60 ----
  		assertEquals(1d, profit.calculate(series, trades));
  	}
! 
  }

Index: MaximumDrawDownCriterionTest.java
===================================================================
RCS file: /cvsroot/tail/Tail/src/test/net/sf/tail/analysis/criteria/MaximumDrawDownCriterionTest.java,v
retrieving revision 1.9
retrieving revision 1.10
diff -C2 -d -r1.9 -r1.10
*** MaximumDrawDownCriterionTest.java	18 Aug 2007 14:05:33 -0000	1.9
--- MaximumDrawDownCriterionTest.java	23 Aug 2007 12:51:10 -0000	1.10
***************
*** 18,22 ****
  public class MaximumDrawDownCriterionTest {

- 
  	@Test
  	public void testCalculateWithNoTrades() {
--- 18,21 ----
***************
*** 75,79 ****
  	@Test
  	public void testWithSimpleTrades() {
! 		SampleTimeSeries series = new SampleTimeSeries(new double[] { 1, 10, 5, 6, 1});
  		MaximumDrawDownCriterion mdd = new MaximumDrawDownCriterion();
  		List<Trade> trades = new ArrayList<Trade>();
--- 74,78 ----
  	@Test
  	public void testWithSimpleTrades() {
! 		SampleTimeSeries series = new SampleTimeSeries(new double[] { 1, 10, 5, 6, 1 });
  		MaximumDrawDownCriterion mdd = new MaximumDrawDownCriterion();
  		List<Trade> trades = new ArrayList<Trade>();
***************
*** 83,112 ****
  		trades.add(new Trade(new Operation(3, OperationType.BUY), new Operation(4, OperationType.SELL)));
  		// TODO: should raise IndexOutOfBoundsException
! 		//trades.add(new Trade(new Operation(4, OperationType.BUY), new Operation(5, OperationType.SELL)));

  		assertEquals(9d, mdd.calculate(series, trades));
  	}

- 	
  	@Test
  	public void testSummarize() {
  		SampleTimeSeries series = new SampleTimeSeries(new double[] { 1, 2, 3, 6, 5, 20, 3 });
  		List<Decision> decisions = new LinkedList<Decision>();
! 		
  		List<Trade> tradesToDummy1 = new LinkedList<Trade>();
  		tradesToDummy1.add(new Trade(new Operation(0, OperationType.BUY), new Operation(1, OperationType.SELL)));
  		Decision dummy1 = new DummyDecision(tradesToDummy1);
  		decisions.add(dummy1);
! 		
  		List<Trade> tradesToDummy2 = new LinkedList<Trade>();
  		tradesToDummy2.add(new Trade(new Operation(3, OperationType.BUY), new Operation(4, OperationType.SELL)));
  		Decision dummy2 = new DummyDecision(tradesToDummy2);
  		decisions.add(dummy2);
! 		
  		List<Trade> tradesToDummy3 = new LinkedList<Trade>();
  		tradesToDummy3.add(new Trade(new Operation(5, OperationType.BUY), new Operation(6, OperationType.SELL)));
  		Decision dummy3 = new DummyDecision(tradesToDummy3);
  		decisions.add(dummy3);
! 		
  		MaximumDrawDownCriterion mdd = new MaximumDrawDownCriterion();

--- 82,111 ----
  		trades.add(new Trade(new Operation(3, OperationType.BUY), new Operation(4, OperationType.SELL)));
  		// TODO: should raise IndexOutOfBoundsException
! 		// trades.add(new Trade(new Operation(4, OperationType.BUY), new
! 		// Operation(5, OperationType.SELL)));

  		assertEquals(9d, mdd.calculate(series, trades));
  	}

  	@Test
  	public void testSummarize() {
  		SampleTimeSeries series = new SampleTimeSeries(new double[] { 1, 2, 3, 6, 5, 20, 3 });
  		List<Decision> decisions = new LinkedList<Decision>();
! 
  		List<Trade> tradesToDummy1 = new LinkedList<Trade>();
  		tradesToDummy1.add(new Trade(new Operation(0, OperationType.BUY), new Operation(1, OperationType.SELL)));
  		Decision dummy1 = new DummyDecision(tradesToDummy1);
  		decisions.add(dummy1);
! 
  		List<Trade> tradesToDummy2 = new LinkedList<Trade>();
  		tradesToDummy2.add(new Trade(new Operation(3, OperationType.BUY), new Operation(4, OperationType.SELL)));
  		Decision dummy2 = new DummyDecision(tradesToDummy2);
  		decisions.add(dummy2);
! 
  		List<Trade> tradesToDummy3 = new LinkedList<Trade>();
  		tradesToDummy3.add(new Trade(new Operation(5, OperationType.BUY), new Operation(6, OperationType.SELL)));
  		Decision dummy3 = new DummyDecision(tradesToDummy3);
  		decisions.add(dummy3);
! 
  		MaximumDrawDownCriterion mdd = new MaximumDrawDownCriterion();

Index: NumberOfTicksCriterionTest.java
===================================================================
RCS file: /cvsroot/tail/Tail/src/test/net/sf/tail/analysis/criteria/NumberOfTicksCriterionTest.java,v
retrieving revision 1.2
retrieving revision 1.3
diff -C2 -d -r1.2 -r1.3
*** NumberOfTicksCriterionTest.java	9 Aug 2007 15:21:25 -0000	1.2
--- NumberOfTicksCriterionTest.java	23 Aug 2007 12:51:10 -0000	1.3
***************
*** 23,27 ****
  		SampleTimeSeries series = new SampleTimeSeries(new double[] { 100, 105, 110, 100, 95, 105 });
  		List<Trade> trades = new ArrayList<Trade>();
! 		
  		AnalysisCriterion buyAndHold = new NumberOfTicksCriterion();
  		assertEquals(0d, buyAndHold.calculate(series, trades));
--- 23,27 ----
  		SampleTimeSeries series = new SampleTimeSeries(new double[] { 100, 105, 110, 100, 95, 105 });
  		List<Trade> trades = new ArrayList<Trade>();
! 
  		AnalysisCriterion buyAndHold = new NumberOfTicksCriterion();
  		assertEquals(0d, buyAndHold.calculate(series, trades));
***************
*** 38,42 ****
  		assertEquals(4d, buyAndHold.calculate(series, trades));
  	}
- 	

  	@Test
--- 38,41 ----
***************
*** 44,58 ****
  		SampleTimeSeries series = new SampleTimeSeries(new double[] { 100, 105, 110, 100, 95, 105 });
  		List<Decision> decisions = new LinkedList<Decision>();
! 		
  		List<Trade> tradesToDummy1 = new LinkedList<Trade>();
  		tradesToDummy1.add(new Trade(new Operation(0, OperationType.BUY), new Operation(2, OperationType.SELL)));
  		Decision dummy1 = new DummyDecision(tradesToDummy1);
  		decisions.add(dummy1);
! 		
  		List<Trade> tradesToDummy2 = new LinkedList<Trade>();
  		tradesToDummy2.add(new Trade(new Operation(3, OperationType.BUY), new Operation(5, OperationType.SELL)));
  		Decision dummy2 = new DummyDecision(tradesToDummy2);
  		decisions.add(dummy2);
! 		
  		AnalysisCriterion buyAndHold = new NumberOfTicksCriterion();
  		assertEquals(4d, buyAndHold.summarize(series, decisions));
--- 43,57 ----
  		SampleTimeSeries series = new SampleTimeSeries(new double[] { 100, 105, 110, 100, 95, 105 });
  		List<Decision> decisions = new LinkedList<Decision>();
! 
  		List<Trade> tradesToDummy1 = new LinkedList<Trade>();
  		tradesToDummy1.add(new Trade(new Operation(0, OperationType.BUY), new Operation(2, OperationType.SELL)));
  		Decision dummy1 = new DummyDecision(tradesToDummy1);
  		decisions.add(dummy1);
! 
  		List<Trade> tradesToDummy2 = new LinkedList<Trade>();
  		tradesToDummy2.add(new Trade(new Operation(3, OperationType.BUY), new Operation(5, OperationType.SELL)));
  		Decision dummy2 = new DummyDecision(tradesToDummy2);
  		decisions.add(dummy2);
! 
  		AnalysisCriterion buyAndHold = new NumberOfTicksCriterion();
  		assertEquals(4d, buyAndHold.summarize(series, decisions));

Index: NumberOfTradesCriterionTest.java
===================================================================
RCS file: /cvsroot/tail/Tail/src/test/net/sf/tail/analysis/criteria/NumberOfTradesCriterionTest.java,v
retrieving revision 1.2
retrieving revision 1.3
diff -C2 -d -r1.2 -r1.3
*** NumberOfTradesCriterionTest.java	9 Aug 2007 15:21:25 -0000	1.2
--- NumberOfTradesCriterionTest.java	23 Aug 2007 12:51:10 -0000	1.3
***************
*** 23,27 ****
  		SampleTimeSeries series = new SampleTimeSeries(new double[] { 100, 105, 110, 100, 95, 105 });
  		List<Trade> trades = new ArrayList<Trade>();
! 		
  		AnalysisCriterion buyAndHold = new NumberOfTradesCriterion();
  		assertEquals(0d, buyAndHold.calculate(series, trades));
--- 23,27 ----
  		SampleTimeSeries series = new SampleTimeSeries(new double[] { 100, 105, 110, 100, 95, 105 });
  		List<Trade> trades = new ArrayList<Trade>();
! 
  		AnalysisCriterion buyAndHold = new NumberOfTradesCriterion();
  		assertEquals(0d, buyAndHold.calculate(series, trades));
***************
*** 38,59 ****
  		assertEquals(2d, buyAndHold.calculate(series, trades));
  	}
! 	
  	@Test
  	public void testSummarize() {
  		SampleTimeSeries series = new SampleTimeSeries(new double[] { 100, 105, 110, 100, 95, 105 });
  		List<Decision> decisions = new LinkedList<Decision>();
! 		
  		List<Trade> tradesToDummy1 = new LinkedList<Trade>();
  		tradesToDummy1.add(new Trade(new Operation(0, OperationType.BUY), new Operation(2, OperationType.SELL)));
  		Decision dummy1 = new DummyDecision(tradesToDummy1);
  		decisions.add(dummy1);
! 		
  		List<Trade> tradesToDummy2 = new LinkedList<Trade>();
  		tradesToDummy2.add(new Trade(new Operation(3, OperationType.BUY), new Operation(5, OperationType.SELL)));
  		Decision dummy2 = new DummyDecision(tradesToDummy2);
  		decisions.add(dummy2);
! 	
  		AnalysisCriterion buyAndHold = new NumberOfTradesCriterion();
! 		assertEquals(2d, buyAndHold.summarize(series, decisions),0.01);
  	}
  }
--- 38,59 ----
  		assertEquals(2d, buyAndHold.calculate(series, trades));
  	}
! 
  	@Test
  	public void testSummarize() {
  		SampleTimeSeries series = new SampleTimeSeries(new double[] { 100, 105, 110, 100, 95, 105 });
  		List<Decision> decisions = new LinkedList<Decision>();
! 
  		List<Trade> tradesToDummy1 = new LinkedList<Trade>();
  		tradesToDummy1.add(new Trade(new Operation(0, OperationType.BUY), new Operation(2, OperationType.SELL)));
  		Decision dummy1 = new DummyDecision(tradesToDummy1);
  		decisions.add(dummy1);
! 
  		List<Trade> tradesToDummy2 = new LinkedList<Trade>();
  		tradesToDummy2.add(new Trade(new Operation(3, OperationType.BUY), new Operation(5, OperationType.SELL)));
  		Decision dummy2 = new DummyDecision(tradesToDummy2);
  		decisions.add(dummy2);
! 
  		AnalysisCriterion buyAndHold = new NumberOfTradesCriterion();
! 		assertEquals(2d, buyAndHold.summarize(series, decisions), 0.01);
  	}
  }

Index: VersusBuyAndHoldCriterionTest.java
===================================================================
RCS file: /cvsroot/tail/Tail/src/test/net/sf/tail/analysis/criteria/VersusBuyAndHoldCriterionTest.java,v
retrieving revision 1.3
retrieving revision 1.4
diff -C2 -d -r1.3 -r1.4
*** VersusBuyAndHoldCriterionTest.java	15 Aug 2007 22:07:53 -0000	1.3
--- VersusBuyAndHoldCriterionTest.java	23 Aug 2007 12:51:10 -0000	1.4
***************
*** 34,43 ****
  		SampleTimeSeries series = new SampleTimeSeries(new double[] { 100, 105, 110, 100, 95, 105 });
  		List<Decision> decisions = new LinkedList<Decision>();
! 		
  		List<Trade> tradesToDummy1 = new LinkedList<Trade>();
  		tradesToDummy1.add(new Trade(new Operation(0, OperationType.BUY), new Operation(2, OperationType.SELL)));
  		Decision dummy1 = new DummyDecision(tradesToDummy1);
  		decisions.add(dummy1);
! 		
  		List<Trade> tradesToDummy2 = new LinkedList<Trade>();
  		tradesToDummy2.add(new Trade(new Operation(3, OperationType.BUY), new Operation(5, OperationType.SELL)));
--- 34,43 ----
  		SampleTimeSeries series = new SampleTimeSeries(new double[] { 100, 105, 110, 100, 95, 105 });
  		List<Decision> decisions = new LinkedList<Decision>();
! 
  		List<Trade> tradesToDummy1 = new LinkedList<Trade>();
  		tradesToDummy1.add(new Trade(new Operation(0, OperationType.BUY), new Operation(2, OperationType.SELL)));
  		Decision dummy1 = new DummyDecision(tradesToDummy1);
  		decisions.add(dummy1);
! 
  		List<Trade> tradesToDummy2 = new LinkedList<Trade>();
  		tradesToDummy2.add(new Trade(new Operation(3, OperationType.BUY), new Operation(5, OperationType.SELL)));
***************
*** 45,51 ****
  		decisions.add(dummy2);
  		AnalysisCriterion buyAndHold = new VersusBuyAndHoldCriterion();
! 		assertEquals(1.10 * 1.05 / 1.05, buyAndHold.summarize(series, decisions),0.01);
  	}
! 	
  	@Test
  	public void testCalculateOnlyWithLossTrades() {
--- 45,51 ----
  		decisions.add(dummy2);
  		AnalysisCriterion buyAndHold = new VersusBuyAndHoldCriterion();
! 		assertEquals(1.10 * 1.05 / 1.05, buyAndHold.summarize(series, decisions), 0.01);
  	}
! 
  	@Test
  	public void testCalculateOnlyWithLossTrades() {

Index: AverageProfitCriterionTest.java
===================================================================
RCS file: /cvsroot/tail/Tail/src/test/net/sf/tail/analysis/criteria/AverageProfitCriterionTest.java,v
retrieving revision 1.9
retrieving revision 1.10
diff -C2 -d -r1.9 -r1.10
*** AverageProfitCriterionTest.java	9 Aug 2007 15:21:25 -0000	1.9
--- AverageProfitCriterionTest.java	23 Aug 2007 12:51:10 -0000	1.10
***************
*** 42,60 ****
  		series = new SampleTimeSeries(100d, 105d, 110d, 100d, 95d, 105d);
  		List<Decision> decisions = new LinkedList<Decision>();
! 		
  		List<Trade> tradesToDummy1 = new LinkedList<Trade>();
  		tradesToDummy1.add(new Trade(new Operation(0, OperationType.BUY), new Operation(2, OperationType.SELL)));
  		Decision dummy1 = new DummyDecision(tradesToDummy1);
  		decisions.add(dummy1);
! 		
  		List<Trade> tradesToDummy2 = new LinkedList<Trade>();
  		tradesToDummy2.add(new Trade(new Operation(3, OperationType.BUY), new Operation(5, OperationType.SELL)));
  		Decision dummy2 = new DummyDecision(tradesToDummy2);
  		decisions.add(dummy2);
! 		
  		AnalysisCriterion averageProfit = new AverageProfitCriterion();
! 		assertEquals(1.03, averageProfit.summarize(series, decisions),0.01);
  	}
! 	
  	@Test
  	public void testCalculateWithASimpleTrade() {
--- 42,60 ----
  		series = new SampleTimeSeries(100d, 105d, 110d, 100d, 95d, 105d);
  		List<Decision> decisions = new LinkedList<Decision>();
! 
  		List<Trade> tradesToDummy1 = new LinkedList<Trade>();
  		tradesToDummy1.add(new Trade(new Operation(0, OperationType.BUY), new Operation(2, OperationType.SELL)));
  		Decision dummy1 = new DummyDecision(tradesToDummy1);
  		decisions.add(dummy1);
! 
  		List<Trade> tradesToDummy2 = new LinkedList<Trade>();
  		tradesToDummy2.add(new Trade(new Operation(3, OperationType.BUY), new Operation(5, OperationType.SELL)));
  		Decision dummy2 = new DummyDecision(tradesToDummy2);
  		decisions.add(dummy2);
! 
  		AnalysisCriterion averageProfit = new AverageProfitCriterion();
! 		assertEquals(1.03, averageProfit.summarize(series, decisions), 0.01);
  	}
! 
  	@Test
  	public void testCalculateWithASimpleTrade() {
***************
*** 66,70 ****
  	}

- 	
  	@Test
  	public void testCalculateOnlyWithLossTrades() {
--- 66,69 ----

Index: RewardRiskRatioCriterionTest.java
===================================================================
RCS file: /cvsroot/tail/Tail/src/test/net/sf/tail/analysis/criteria/RewardRiskRatioCriterionTest.java,v
retrieving revision 1.10
retrieving revision 1.11
diff -C2 -d -r1.10 -r1.11
*** RewardRiskRatioCriterionTest.java	9 Aug 2007 15:21:25 -0000	1.10
--- RewardRiskRatioCriterionTest.java	23 Aug 2007 12:51:10 -0000	1.11
***************
*** 21,31 ****

  	private RewardRiskRatioCriterion rrc;
! 	
  	@Before
! 	public void setUp()
! 	{
  		this.rrc = new RewardRiskRatioCriterion();
  	}
! 	
  	@Test
  	public void testRewardRiskRatioCriterion() {
--- 21,30 ----

  	private RewardRiskRatioCriterion rrc;
! 
  	@Before
! 	public void setUp() {
  		this.rrc = new RewardRiskRatioCriterion();
  	}
! 
  	@Test
  	public void testRewardRiskRatioCriterion() {
***************
*** 34,45 ****
  		trades.add(new Trade(new Operation(2, OperationType.BUY), new Operation(4, OperationType.SELL)));
  		trades.add(new Trade(new Operation(5, OperationType.BUY), new Operation(7, OperationType.SELL)));
! 		
! 		
  		SampleTimeSeries series = new SampleTimeSeries(new double[] { 100, 105, 95, 100, 90, 95, 80, 120 });
! 		
! 		 
! 		assertEquals(((105d / 100) * (90d / 95d) * (120d / 95)) / (((105d / 100) * (100d / 95)) - (105d / 100 * 90d / 95 * 80d / 95))  , rrc.calculate(series, trades), 0.01);
  	}
- 	

  	@Test
--- 33,43 ----
  		trades.add(new Trade(new Operation(2, OperationType.BUY), new Operation(4, OperationType.SELL)));
  		trades.add(new Trade(new Operation(5, OperationType.BUY), new Operation(7, OperationType.SELL)));
! 
  		SampleTimeSeries series = new SampleTimeSeries(new double[] { 100, 105, 95, 100, 90, 95, 80, 120 });
! 
! 		assertEquals(((105d / 100) * (90d / 95d) * (120d / 95))
! 				/ (((105d / 100) * (100d / 95)) - (105d / 100 * 90d / 95 * 80d / 95)), rrc.calculate(series, trades),
! 				0.01);
  	}

  	@Test
***************
*** 47,92 ****
  		SampleTimeSeries series = new SampleTimeSeries(new double[] { 100, 105, 95, 100, 90, 95, 80, 120 });
  		List<Decision> decisions = new LinkedList<Decision>();
! 		
  		List<Trade> tradesToDummy1 = new LinkedList<Trade>();
  		tradesToDummy1.add(new Trade(new Operation(0, OperationType.BUY), new Operation(1, OperationType.SELL)));
  		Decision dummy1 = new DummyDecision(tradesToDummy1);
  		decisions.add(dummy1);
! 		
  		List<Trade> tradesToDummy2 = new LinkedList<Trade>();
  		tradesToDummy2.add(new Trade(new Operation(2, OperationType.BUY), new Operation(4, OperationType.SELL)));
  		Decision dummy2 = new DummyDecision(tradesToDummy2);
  		decisions.add(dummy2);
! 		
  		List<Trade> tradesToDummy3 = new LinkedList<Trade>();
  		tradesToDummy3.add(new Trade(new Operation(5, OperationType.BUY), new Operation(7, OperationType.SELL)));
  		Decision dummy3 = new DummyDecision(tradesToDummy3);
  		decisions.add(dummy3);
! 		
! 		assertEquals(((105d / 100) * (90d / 95d) * (120d / 95)) / (((105d / 100) * (100d / 95)) - (105d / 100 * 90d / 95 * 80d / 95))  , rrc.summarize(series, decisions),0.01);
  	}
! 	
  	@Test
! 	public void testRewardRiskRatioCriterionOnlyWithGain()
! 	{
  		SampleTimeSeries series = new SampleTimeSeries(new double[] { 1, 2, 3, 6, 8, 20, 3 });
  		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(2, OperationType.BUY), new Operation(5, OperationType.SELL)));
! 		
  		assertTrue(Double.isInfinite(rrc.calculate(series, trades)));
! 		
  	}
! 	
  	@Test
! 	public void testRewardRiskRatioCriterionWithNoTrades()
! 	{
  		SampleTimeSeries series = new SampleTimeSeries(new double[] { 1, 2, 3, 6, 8, 20, 3 });
  		List<Trade> trades = new ArrayList<Trade>();
! 				
  		assertTrue(Double.isInfinite(rrc.calculate(series, trades)));
- 		
- 	}
- 	

  }
--- 45,88 ----
  		SampleTimeSeries series = new SampleTimeSeries(new double[] { 100, 105, 95, 100, 90, 95, 80, 120 });
  		List<Decision> decisions = new LinkedList<Decision>();
! 
  		List<Trade> tradesToDummy1 = new LinkedList<Trade>();
  		tradesToDummy1.add(new Trade(new Operation(0, OperationType.BUY), new Operation(1, OperationType.SELL)));
  		Decision dummy1 = new DummyDecision(tradesToDummy1);
  		decisions.add(dummy1);
! 
  		List<Trade> tradesToDummy2 = new LinkedList<Trade>();
  		tradesToDummy2.add(new Trade(new Operation(2, OperationType.BUY), new Operation(4, OperationType.SELL)));
  		Decision dummy2 = new DummyDecision(tradesToDummy2);
  		decisions.add(dummy2);
! 
  		List<Trade> tradesToDummy3 = new LinkedList<Trade>();
  		tradesToDummy3.add(new Trade(new Operation(5, OperationType.BUY), new Operation(7, OperationType.SELL)));
  		Decision dummy3 = new DummyDecision(tradesToDummy3);
  		decisions.add(dummy3);
! 
! 		assertEquals(((105d / 100) * (90d / 95d) * (120d / 95))
! 				/ (((105d / 100) * (100d / 95)) - (105d / 100 * 90d / 95 * 80d / 95)),
! 				rrc.summarize(series, decisions), 0.01);
  	}
! 
  	@Test
! 	public void testRewardRiskRatioCriterionOnlyWithGain() {
  		SampleTimeSeries series = new SampleTimeSeries(new double[] { 1, 2, 3, 6, 8, 20, 3 });
  		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(2, OperationType.BUY), new Operation(5, OperationType.SELL)));
! 
  		assertTrue(Double.isInfinite(rrc.calculate(series, trades)));
! 
  	}
! 
  	@Test
! 	public void testRewardRiskRatioCriterionWithNoTrades() {
  		SampleTimeSeries series = new SampleTimeSeries(new double[] { 1, 2, 3, 6, 8, 20, 3 });
  		List<Trade> trades = new ArrayList<Trade>();
! 
  		assertTrue(Double.isInfinite(rrc.calculate(series, trades)));

+ 	}

  }

Index: BuyAndHoldCriterionTest.java
===================================================================
RCS file: /cvsroot/tail/Tail/src/test/net/sf/tail/analysis/criteria/BuyAndHoldCriterionTest.java,v
retrieving revision 1.2
retrieving revision 1.3
diff -C2 -d -r1.2 -r1.3
*** BuyAndHoldCriterionTest.java	9 Aug 2007 15:21:25 -0000	1.2
--- BuyAndHoldCriterionTest.java	23 Aug 2007 12:51:10 -0000	1.3
***************
*** 30,54 ****
  	}

- 
  	@Test
  	public void testSummarize() {
  		SampleTimeSeries series = new SampleTimeSeries(new double[] { 100, 105, 110, 100, 95, 105 });
  		List<Decision> decisions = new LinkedList<Decision>();
! 		
  		List<Trade> tradesToDummy1 = new LinkedList<Trade>();
  		tradesToDummy1.add(new Trade(new Operation(0, OperationType.BUY), new Operation(2, OperationType.SELL)));
  		Decision dummy1 = new DummyDecision(tradesToDummy1);
  		decisions.add(dummy1);
! 		
  		List<Trade> tradesToDummy2 = new LinkedList<Trade>();
  		tradesToDummy2.add(new Trade(new Operation(3, OperationType.BUY), new Operation(5, OperationType.SELL)));
  		Decision dummy2 = new DummyDecision(tradesToDummy2);
  		decisions.add(dummy2);
! 	
  		AnalysisCriterion buyAndHold = new BuyAndHoldCriterion();
! 		assertEquals(1.05, buyAndHold.summarize(series, decisions),0.01);
  	}
! 	
! 	
  	@Test
  	public void testCalculateOnlyWithLossTrades() {
--- 30,52 ----
  	}

  	@Test
  	public void testSummarize() {
  		SampleTimeSeries series = new SampleTimeSeries(new double[] { 100, 105, 110, 100, 95, 105 });
  		List<Decision> decisions = new LinkedList<Decision>();
! 
  		List<Trade> tradesToDummy1 = new LinkedList<Trade>();
  		tradesToDummy1.add(new Trade(new Operation(0, OperationType.BUY), new Operation(2, OperationType.SELL)));
  		Decision dummy1 = new DummyDecision(tradesToDummy1);
  		decisions.add(dummy1);
! 
  		List<Trade> tradesToDummy2 = new LinkedList<Trade>();
  		tradesToDummy2.add(new Trade(new Operation(3, OperationType.BUY), new Operation(5, OperationType.SELL)));
  		Decision dummy2 = new DummyDecision(tradesToDummy2);
  		decisions.add(dummy2);
! 
  		AnalysisCriterion buyAndHold = new BuyAndHoldCriterion();
! 		assertEquals(1.05, buyAndHold.summarize(series, decisions), 0.01);
  	}
! 
  	@Test
  	public void testCalculateOnlyWithLossTrades() {
***************
*** 70,73 ****
  		assertEquals(0.7, buyAndHold.calculate(series, trades));
  	}
! 	
  }
--- 68,71 ----
  		assertEquals(0.7, buyAndHold.calculate(series, trades));
  	}
! 
  }