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From: Márcio V. d. S. <mv...@us...> - 2007-08-23 12:51:38
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Update of /cvsroot/tail/Tail/src/test/net/sf/tail/flow In directory sc8-pr-cvs10.sourceforge.net:/tmp/cvs-serv13475/src/test/net/sf/tail/flow Modified Files: CashFlowTest.java Log Message: Index: CashFlowTest.java =================================================================== RCS file: /cvsroot/tail/Tail/src/test/net/sf/tail/flow/CashFlowTest.java,v retrieving revision 1.8 retrieving revision 1.9 diff -C2 -d -r1.8 -r1.9 *** CashFlowTest.java 21 Aug 2007 20:58:34 -0000 1.8 --- CashFlowTest.java 23 Aug 2007 12:51:08 -0000 1.9 *************** *** 26,33 **** } - @Test public void testCashFlowBuyWithOnlyOneTrade() { ! TimeSeries sampleTimeSeries = new SampleTimeSeries(new double[] { 1d, 2d}); List<Trade> trades = new ArrayList<Trade>(); --- 26,32 ---- } @Test public void testCashFlowBuyWithOnlyOneTrade() { ! TimeSeries sampleTimeSeries = new SampleTimeSeries(new double[] { 1d, 2d }); List<Trade> trades = new ArrayList<Trade>(); *************** *** 39,46 **** 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>(); --- 38,45 ---- 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>(); *************** *** 51,66 **** 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 testCashFlowWithInitialValue() { ! TimeSeries sampleTimeSeries = new SampleTimeSeries( 2, 1, 3, 5, 6, 3, 20); List<Trade> trades = new ArrayList<Trade>(); --- 50,65 ---- 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 testCashFlowWithInitialValue() { ! TimeSeries sampleTimeSeries = new SampleTimeSeries(2, 1, 3, 5, 6, 3, 20); List<Trade> trades = new ArrayList<Trade>(); *************** *** 71,86 **** CashFlow cashFlow = new CashFlow(sampleTimeSeries, trades, 100); ! assertEquals(100d , cashFlow.getValue(0), 0.0001); ! assertEquals(50d , cashFlow.getValue(1), 0.0001); ! assertEquals(50d , cashFlow.getValue(2), 0.0001); ! assertEquals(50d , cashFlow.getValue(3), 0.0001); ! assertEquals(60d , cashFlow.getValue(4), 0.0001); ! assertEquals(60d , cashFlow.getValue(5), 0.0001); assertEquals(9d, 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>(); --- 70,85 ---- CashFlow cashFlow = new CashFlow(sampleTimeSeries, trades, 100); ! assertEquals(100d, cashFlow.getValue(0), 0.0001); ! assertEquals(50d, cashFlow.getValue(1), 0.0001); ! assertEquals(50d, cashFlow.getValue(2), 0.0001); ! assertEquals(50d, cashFlow.getValue(3), 0.0001); ! assertEquals(60d, cashFlow.getValue(4), 0.0001); ! assertEquals(60d, cashFlow.getValue(5), 0.0001); assertEquals(9d, 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>(); *************** *** 96,103 **** 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>(); --- 95,102 ---- 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>(); *************** *** 115,122 **** assertEquals(2d, cashFlow.getValue(5), 0.0001); } ! @Test public void testCashFlowValueWithOnlyOneTradeAndAGapBefore() { ! TimeSeries sampleTimeSeries = new SampleTimeSeries(new double[] { 1d, 1d, 2d}); List<Trade> trades = new ArrayList<Trade>(); --- 114,121 ---- assertEquals(2d, cashFlow.getValue(5), 0.0001); } ! @Test public void testCashFlowValueWithOnlyOneTradeAndAGapBefore() { ! TimeSeries sampleTimeSeries = new SampleTimeSeries(new double[] { 1d, 1d, 2d }); List<Trade> trades = new ArrayList<Trade>(); *************** *** 132,136 **** @Test public void testCashFlowValueWithOnlyOneTradeAndAGapAfter() { ! TimeSeries sampleTimeSeries = new SampleTimeSeries(new double[] { 1d, 2d, 2d}); List<Trade> trades = new ArrayList<Trade>(); --- 131,135 ---- @Test public void testCashFlowValueWithOnlyOneTradeAndAGapAfter() { ! TimeSeries sampleTimeSeries = new SampleTimeSeries(new double[] { 1d, 2d, 2d }); List<Trade> trades = new ArrayList<Trade>(); *************** *** 138,143 **** CashFlow cashFlow = new CashFlow(sampleTimeSeries, trades); ! ! assertEquals(3, cashFlow.getSize()); assertEquals(1d, cashFlow.getValue(0), 0.0001); --- 137,141 ---- CashFlow cashFlow = new CashFlow(sampleTimeSeries, trades); ! assertEquals(3, cashFlow.getSize()); assertEquals(1d, cashFlow.getValue(0), 0.0001); *************** *** 148,152 **** @Test public void testCashFlowValueWithTwoTradesAndLongTimeWithoutOperations() { ! TimeSeries sampleTimeSeries = new SampleTimeSeries(new double[] { 1d, 2d, 4d, 8d, 16d, 32d}); List<Trade> trades = new ArrayList<Trade>(); --- 146,150 ---- @Test public void testCashFlowValueWithTwoTradesAndLongTimeWithoutOperations() { ! TimeSeries sampleTimeSeries = new SampleTimeSeries(new double[] { 1d, 2d, 4d, 8d, 16d, 32d }); List<Trade> trades = new ArrayList<Trade>(); *************** *** 205,209 **** } ! @Test(expected=RuntimeException.class) public void testCashFlowWithIllegalArgument() { TimeSeries sampleTimeSeries = new SampleTimeSeries(new double[] { 3d, 2d, 5d, 4d, 7d, 6d, 7d, 8d, 5d, 6d }); --- 203,207 ---- } ! @Test(expected = RuntimeException.class) public void testCashFlowWithIllegalArgument() { TimeSeries sampleTimeSeries = new SampleTimeSeries(new double[] { 3d, 2d, 5d, 4d, 7d, 6d, 7d, 8d, 5d, 6d }); |