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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 In directory sc8-pr-cvs10.sourceforge.net:/tmp/cvs-serv13475/src/test/net/sf/tail Modified Files: ReportXmlSerializerTest.java EMAWalkTest.java TradeTest.java StockAnalysisXmlSerializerTest.java OperationTest.java EMACompleteTest.java Log Message: Index: EMACompleteTest.java =================================================================== RCS file: /cvsroot/tail/Tail/src/test/net/sf/tail/EMACompleteTest.java,v retrieving revision 1.8 retrieving revision 1.9 diff -C2 -d -r1.8 -r1.9 *** EMACompleteTest.java 21 Aug 2007 15:35:23 -0000 1.8 --- EMACompleteTest.java 23 Aug 2007 12:51:08 -0000 1.9 *************** *** 40,48 **** public class EMACompleteTest { - public void testCompleteSMAGenerate() throws IOException { CedroTimeSeriesLoader ctsl = new CedroTimeSeriesLoader(); TimeSeries timeSeries = null; ! try { timeSeries = ctsl.load(new FileInputStream("BaseBovespa/15min/ambv4.csv"), "Ambev (ambv4)"); --- 40,47 ---- public class EMACompleteTest { public void testCompleteSMAGenerate() throws IOException { CedroTimeSeriesLoader ctsl = new CedroTimeSeriesLoader(); TimeSeries timeSeries = null; ! try { timeSeries = ctsl.load(new FileInputStream("BaseBovespa/15min/ambv4.csv"), "Ambev (ambv4)"); *************** *** 54,61 **** Walker w = new WalkForward(new BestStrategyEvaluator(new HistoryRunner(OperationType.BUY))); ! 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); --- 53,60 ---- Walker w = new WalkForward(new BestStrategyEvaluator(new HistoryRunner(OperationType.BUY))); ! 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); *************** *** 63,81 **** } ! 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)); --- 62,81 ---- } ! 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)); *************** *** 84,88 **** write.close(); } ! public static void main(String[] args) { EMACompleteTest emaTest = new EMACompleteTest(); --- 84,88 ---- write.close(); } ! public static void main(String[] args) { EMACompleteTest emaTest = new EMACompleteTest(); Index: EMAWalkTest.java =================================================================== RCS file: /cvsroot/tail/Tail/src/test/net/sf/tail/EMAWalkTest.java,v retrieving revision 1.11 retrieving revision 1.12 diff -C2 -d -r1.11 -r1.12 *** EMAWalkTest.java 20 Aug 2007 21:31:20 -0000 1.11 --- EMAWalkTest.java 23 Aug 2007 12:51:08 -0000 1.12 *************** *** 53,67 **** Report report = forward.walk(strategies, slicer, new TotalProfitCriterion()); ReportGenerator generator = new ReportGenerator(); ! // talvez tenha de colocar outros criterions List<AnalysisCriterion> criterions = new ArrayList<AnalysisCriterion>(); ! ! criterions.add(new AverageProfitCriterion()); criterions.add(new MaximumDrawDownCriterion()); ! criterions.add(new RewardRiskRatioCriterion()); ! ! StringBuffer buffer = generator.generate(report,criterions); System.out.println(buffer); } --- 53,65 ---- Report report = forward.walk(strategies, slicer, new TotalProfitCriterion()); ReportGenerator generator = new ReportGenerator(); ! // talvez tenha de colocar outros criterions List<AnalysisCriterion> criterions = new ArrayList<AnalysisCriterion>(); ! criterions.add(new AverageProfitCriterion()); criterions.add(new MaximumDrawDownCriterion()); ! criterions.add(new RewardRiskRatioCriterion()); ! StringBuffer buffer = generator.generate(report, criterions); System.out.println(buffer); } Index: StockAnalysisXmlSerializerTest.java =================================================================== RCS file: /cvsroot/tail/Tail/src/test/net/sf/tail/StockAnalysisXmlSerializerTest.java,v retrieving revision 1.2 retrieving revision 1.3 diff -C2 -d -r1.2 -r1.3 *** StockAnalysisXmlSerializerTest.java 21 Aug 2007 20:58:35 -0000 1.2 --- StockAnalysisXmlSerializerTest.java 23 Aug 2007 12:51:08 -0000 1.3 *************** *** 32,111 **** public class StockAnalysisXmlSerializerTest { - public void testXMLSerialize() { ! Stock stock = new Stock("test","BaseBovespa/15min/ambv4.csv"); ! AnalysisCriterion applyedCriterion = new TotalProfitCriterion(); ! CedroTimeSeriesLoader ctsl = new CedroTimeSeriesLoader(); ! TimeSeries timeSeries = null; ! try { ! timeSeries = ctsl.load(new FileInputStream(stock.getSeriesAdress()), "Por favor me tire esse campo"); ! } catch (FileNotFoundException e) { ! e.printStackTrace(); ! } catch (IOException e) { ! e.printStackTrace(); ! } ! TimeSeriesSlicer slicer = new SlicerByTimePeriod(timeSeries,new Period().withDays(1), SlicerType.MEMORIZED); ! Runner runner = new HistoryRunner(OperationType.BUY); ! Evaluator evaluator = new BestStrategyEvaluator(runner); ! StockAnalysis stockAnalysis = new StockAnalysis(stock,applyedCriterion,slicer,evaluator); ! stockAnalysis.addCriterion(new MaximumDrawDownCriterion()); ! stockAnalysis.addCriterion(new AverageProfitCriterion()); ! stockAnalysis.addCriterion(new NumberOfTicksCriterion()); ! ! 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); ! strategies.add(strategy); ! } ! stockAnalysis.createReport(strategies); ! ! strategies = new HashSet<Strategy>(); ! for (int i = 4; i < 20; i++) { ! Indicator<Double> close = new ClosePriceIndicator(timeSeries); ! Indicator<Double> tracker = new SMAIndicator(close, i); ! Strategy strategy = new IndicatorCrossedIndicatorStrategy(close, tracker); ! strategies.add(strategy); ! } ! ! stockAnalysis.createReport(strategies); ! ! strategies = new HashSet<Strategy>(); ! for (int i = 4; i < 20; i++) { ! Indicator<Double> close = new ClosePriceIndicator(timeSeries); ! Indicator<Double> tracker = new WilliamsRIndicator(timeSeries,i); ! Strategy strategy = new IndicatorCrossedIndicatorStrategy(close, tracker); ! strategies.add(strategy); ! } ! ! stockAnalysis.createReport(strategies); ! ! Serializer<StockAnalysis> serializer = new Serializer<StockAnalysis>(); ! String xml = serializer.toXML(stockAnalysis); ! ! try { ! FileOutputStream fos = new FileOutputStream("xml/StockAnalysisTest.xml"); ! OutputStreamWriter osw = new OutputStreamWriter(fos); ! BufferedWriter bw = new BufferedWriter(osw); ! bw.write(xml); ! bw.close(); ! ! } catch (FileNotFoundException e) { ! e.printStackTrace(); ! }catch (IOException e) { ! e.printStackTrace(); ! } } ! public static void main(String[] args) { StockAnalysisXmlSerializerTest xmlSerializer = new StockAnalysisXmlSerializerTest(); --- 32,110 ---- public class StockAnalysisXmlSerializerTest { public void testXMLSerialize() { ! Stock stock = new Stock("test", "BaseBovespa/15min/ambv4.csv"); ! AnalysisCriterion applyedCriterion = new TotalProfitCriterion(); ! CedroTimeSeriesLoader ctsl = new CedroTimeSeriesLoader(); ! TimeSeries timeSeries = null; ! try { ! timeSeries = ctsl.load(new FileInputStream(stock.getSeriesAdress()), "Por favor me tire esse campo"); ! } catch (FileNotFoundException e) { ! e.printStackTrace(); ! } catch (IOException e) { ! e.printStackTrace(); ! } ! TimeSeriesSlicer slicer = new SlicerByTimePeriod(timeSeries, new Period().withDays(1), SlicerType.MEMORIZED); ! Runner runner = new HistoryRunner(OperationType.BUY); ! Evaluator evaluator = new BestStrategyEvaluator(runner); ! StockAnalysis stockAnalysis = new StockAnalysis(stock, applyedCriterion, slicer, evaluator); ! stockAnalysis.addCriterion(new MaximumDrawDownCriterion()); ! stockAnalysis.addCriterion(new AverageProfitCriterion()); ! stockAnalysis.addCriterion(new NumberOfTicksCriterion()); ! 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); ! strategies.add(strategy); ! } ! stockAnalysis.createReport(strategies); ! strategies = new HashSet<Strategy>(); ! ! for (int i = 4; i < 20; i++) { ! Indicator<Double> close = new ClosePriceIndicator(timeSeries); ! Indicator<Double> tracker = new SMAIndicator(close, i); ! Strategy strategy = new IndicatorCrossedIndicatorStrategy(close, tracker); ! strategies.add(strategy); ! } ! ! stockAnalysis.createReport(strategies); ! ! strategies = new HashSet<Strategy>(); ! ! for (int i = 4; i < 20; i++) { ! Indicator<Double> close = new ClosePriceIndicator(timeSeries); ! Indicator<Double> tracker = new WilliamsRIndicator(timeSeries, i); ! Strategy strategy = new IndicatorCrossedIndicatorStrategy(close, tracker); ! strategies.add(strategy); ! } ! ! stockAnalysis.createReport(strategies); ! ! Serializer<StockAnalysis> serializer = new Serializer<StockAnalysis>(); ! String xml = serializer.toXML(stockAnalysis); ! ! try { ! FileOutputStream fos = new FileOutputStream("xml/StockAnalysisTest.xml"); ! OutputStreamWriter osw = new OutputStreamWriter(fos); ! BufferedWriter bw = new BufferedWriter(osw); ! bw.write(xml); ! bw.close(); ! ! } catch (FileNotFoundException e) { ! e.printStackTrace(); ! } catch (IOException e) { ! e.printStackTrace(); ! } } ! public static void main(String[] args) { StockAnalysisXmlSerializerTest xmlSerializer = new StockAnalysisXmlSerializerTest(); Index: TradeTest.java =================================================================== RCS file: /cvsroot/tail/Tail/src/test/net/sf/tail/TradeTest.java,v retrieving revision 1.6 retrieving revision 1.7 diff -C2 -d -r1.6 -r1.7 *** TradeTest.java 21 Aug 2007 20:58:35 -0000 1.6 --- TradeTest.java 23 Aug 2007 12:51:08 -0000 1.7 *************** *** 9,61 **** public class TradeTest { - - private Trade trade, uncoveredTrade, trEquals1, trEquals2, - trNotEquals1, trNotEquals2; ! @Before public void setUp() { this.trade = new Trade(); this.uncoveredTrade = new Trade(OperationType.SELL); ! trEquals1 = new Trade(); trEquals1.operate(1); trEquals1.operate(2); ! trEquals2 = new Trade(); trEquals2.operate(1); trEquals2.operate(2); ! trNotEquals1 = new Trade(OperationType.SELL); trNotEquals1.operate(1); trNotEquals1.operate(2); ! trNotEquals2 = new Trade(OperationType.SELL); trNotEquals2.operate(1); ! trNotEquals2.operate(2); } ! ! @Test public void ! whenNewShouldCreateBuyOperationWhenEntering() { trade.operate(0); assertEquals(new Operation(0, OperationType.BUY), trade.getEntry()); } ! ! @Test public void ! whenNewShouldNotExit() { Trade trade = new Trade(); assertFalse(trade.isOpened()); } ! ! @Test public void ! whenOpenedShouldCreateSellOperationWhenExiting() { Trade trade = new Trade(); trade.operate(0); trade.operate(1); ! assertEquals(new Operation(1, OperationType.SELL), trade.getExit()); } ! @Test ! public void ! whenClosedShouldNotEnter() { Trade trade = new Trade(); trade.operate(0); --- 9,60 ---- public class TradeTest { ! private Trade trade, uncoveredTrade, trEquals1, trEquals2, trNotEquals1, trNotEquals2; ! ! @Before ! public void setUp() { this.trade = new Trade(); this.uncoveredTrade = new Trade(OperationType.SELL); ! trEquals1 = new Trade(); trEquals1.operate(1); trEquals1.operate(2); ! trEquals2 = new Trade(); trEquals2.operate(1); trEquals2.operate(2); ! trNotEquals1 = new Trade(OperationType.SELL); trNotEquals1.operate(1); trNotEquals1.operate(2); ! trNotEquals2 = new Trade(OperationType.SELL); trNotEquals2.operate(1); ! trNotEquals2.operate(2); } ! ! @Test ! public void whenNewShouldCreateBuyOperationWhenEntering() { trade.operate(0); assertEquals(new Operation(0, OperationType.BUY), trade.getEntry()); } ! ! @Test ! public void whenNewShouldNotExit() { Trade trade = new Trade(); assertFalse(trade.isOpened()); } ! ! @Test ! public void whenOpenedShouldCreateSellOperationWhenExiting() { Trade trade = new Trade(); trade.operate(0); trade.operate(1); ! assertEquals(new Operation(1, OperationType.SELL), trade.getExit()); } ! @Test ! public void whenClosedShouldNotEnter() { Trade trade = new Trade(); trade.operate(0); *************** *** 66,72 **** } ! @Test(expected = IllegalStateException.class) ! public void ! whenExitIndexIsLessThanEntryIndexShouldThrowException() { Trade trade = new Trade(); trade.operate(3); --- 65,70 ---- } ! @Test(expected = IllegalStateException.class) ! public void whenExitIndexIsLessThanEntryIndexShouldThrowException() { Trade trade = new Trade(); trade.operate(3); *************** *** 74,79 **** } ! @Test public void ! shouldCloseTradeOnSameIndex() { Trade trade = new Trade(); trade.operate(3); --- 72,77 ---- } ! @Test ! public void shouldCloseTradeOnSameIndex() { Trade trade = new Trade(); trade.operate(3); *************** *** 81,137 **** assertTrue(trade.isClosed()); } ! ! @Test(expected = NullPointerException.class) public void ! shouldThrowNullPointerExceptionWhenOperationTyprIsNull() { @SuppressWarnings("unused") Trade t = new Trade(null); ! } ! @Test public void ! whenNewShouldCreateSellOperationWhenEnteringUncovered() { uncoveredTrade.operate(0); ! assertEquals(new Operation(0, OperationType.SELL), uncoveredTrade.getEntry()); } ! ! @Test public void ! whenOpenedShouldCreateBuyOperationWhenExitingUncovered() { uncoveredTrade.operate(0); uncoveredTrade.operate(1); ! assertEquals(new Operation(1, OperationType.BUY), uncoveredTrade.getExit()); } ! @Test ! public void testOverrideOperationEquals() ! { assertTrue(trEquals1.equals(trEquals2)); assertTrue(trEquals2.equals(trEquals1)); ! assertFalse(trEquals1.equals(trNotEquals1)); assertFalse(trEquals1.equals(trNotEquals2)); ! assertFalse(trEquals2.equals(trNotEquals1)); assertFalse(trEquals2.equals(trNotEquals2)); ! } ! @Test ! public void testOverrideOperationHashCode() ! { ! assertEquals(trEquals1.hashCode(),trEquals2.hashCode()); ! assertTrue(trEquals1.hashCode() != trNotEquals1.hashCode()); assertTrue(trEquals1.hashCode() != trNotEquals2.hashCode()); } ! @Test ! public void testOverrideToString() ! { ! assertEquals(trEquals1.toString(),trEquals2.toString()); ! assertFalse(trEquals1.toString().equals(trNotEquals1.toString())); assertFalse(trEquals1.toString().equals(trNotEquals2.toString())); ! } } --- 79,133 ---- assertTrue(trade.isClosed()); } ! ! @Test(expected = NullPointerException.class) ! public void shouldThrowNullPointerExceptionWhenOperationTyprIsNull() { @SuppressWarnings("unused") Trade t = new Trade(null); ! } ! ! @Test ! public void whenNewShouldCreateSellOperationWhenEnteringUncovered() { uncoveredTrade.operate(0); ! assertEquals(new Operation(0, OperationType.SELL), uncoveredTrade.getEntry()); } ! ! @Test ! public void whenOpenedShouldCreateBuyOperationWhenExitingUncovered() { uncoveredTrade.operate(0); uncoveredTrade.operate(1); ! assertEquals(new Operation(1, OperationType.BUY), uncoveredTrade.getExit()); } ! @Test ! public void testOverrideOperationEquals() { assertTrue(trEquals1.equals(trEquals2)); assertTrue(trEquals2.equals(trEquals1)); ! assertFalse(trEquals1.equals(trNotEquals1)); assertFalse(trEquals1.equals(trNotEquals2)); ! assertFalse(trEquals2.equals(trNotEquals1)); assertFalse(trEquals2.equals(trNotEquals2)); ! } ! @Test ! public void testOverrideOperationHashCode() { ! assertEquals(trEquals1.hashCode(), trEquals2.hashCode()); ! assertTrue(trEquals1.hashCode() != trNotEquals1.hashCode()); assertTrue(trEquals1.hashCode() != trNotEquals2.hashCode()); } ! @Test ! public void testOverrideToString() { ! assertEquals(trEquals1.toString(), trEquals2.toString()); ! assertFalse(trEquals1.toString().equals(trNotEquals1.toString())); assertFalse(trEquals1.toString().equals(trNotEquals2.toString())); ! } } Index: OperationTest.java =================================================================== RCS file: /cvsroot/tail/Tail/src/test/net/sf/tail/OperationTest.java,v retrieving revision 1.2 retrieving revision 1.3 diff -C2 -d -r1.2 -r1.3 *** OperationTest.java 7 Jul 2007 18:45:24 -0000 1.2 --- OperationTest.java 23 Aug 2007 12:51:08 -0000 1.3 *************** *** 11,64 **** public class OperationTest { ! Operation opEquals1, opEquals2, ! opNotEquals1, opNotEquals2; ! @Before ! public void setUp() ! { opEquals1 = new Operation(1, OperationType.BUY); opEquals2 = new Operation(1, OperationType.BUY); ! opNotEquals1 = new Operation(1, OperationType.SELL); opNotEquals2 = new Operation(2, OperationType.BUY); } ! @Test ! public void testOverrideOperationEquals() ! { assertTrue(opEquals1.equals(opEquals2)); assertTrue(opEquals2.equals(opEquals1)); ! assertFalse(opEquals1.equals(opNotEquals1)); assertFalse(opEquals1.equals(opNotEquals2)); ! assertFalse(opEquals2.equals(opNotEquals1)); assertFalse(opEquals2.equals(opNotEquals2)); ! } ! @Test ! public void testOverrideOperationHashCode() ! { ! assertEquals(opEquals1.hashCode(),opEquals2.hashCode()); ! assertTrue(opEquals1.hashCode() != opNotEquals1.hashCode()); assertTrue(opEquals1.hashCode() != opNotEquals2.hashCode()); } ! @Test ! public void testOverrideToString() ! { ! assertEquals(opEquals1.toString(),opEquals2.toString()); ! assertFalse(opEquals1.toString().equals(opNotEquals1.toString())); assertFalse(opEquals1.toString().equals(opNotEquals2.toString())); ! } ! public static junit.framework.Test suite() { return new JUnit4TestAdapter(OperationTest.class); } ! } --- 11,59 ---- public class OperationTest { ! Operation opEquals1, opEquals2, opNotEquals1, opNotEquals2; ! @Before ! public void setUp() { opEquals1 = new Operation(1, OperationType.BUY); opEquals2 = new Operation(1, OperationType.BUY); ! opNotEquals1 = new Operation(1, OperationType.SELL); opNotEquals2 = new Operation(2, OperationType.BUY); } ! @Test ! public void testOverrideOperationEquals() { assertTrue(opEquals1.equals(opEquals2)); assertTrue(opEquals2.equals(opEquals1)); ! assertFalse(opEquals1.equals(opNotEquals1)); assertFalse(opEquals1.equals(opNotEquals2)); ! assertFalse(opEquals2.equals(opNotEquals1)); assertFalse(opEquals2.equals(opNotEquals2)); ! } ! @Test ! public void testOverrideOperationHashCode() { ! assertEquals(opEquals1.hashCode(), opEquals2.hashCode()); ! assertTrue(opEquals1.hashCode() != opNotEquals1.hashCode()); assertTrue(opEquals1.hashCode() != opNotEquals2.hashCode()); } ! @Test ! public void testOverrideToString() { ! assertEquals(opEquals1.toString(), opEquals2.toString()); ! assertFalse(opEquals1.toString().equals(opNotEquals1.toString())); assertFalse(opEquals1.toString().equals(opNotEquals2.toString())); ! } ! public static junit.framework.Test suite() { return new JUnit4TestAdapter(OperationTest.class); } ! } Index: ReportXmlSerializerTest.java =================================================================== RCS file: /cvsroot/tail/Tail/src/test/net/sf/tail/ReportXmlSerializerTest.java,v retrieving revision 1.1 retrieving revision 1.2 diff -C2 -d -r1.1 -r1.2 *** ReportXmlSerializerTest.java 20 Aug 2007 22:31:54 -0000 1.1 --- ReportXmlSerializerTest.java 23 Aug 2007 12:51:08 -0000 1.2 *************** *** 27,36 **** public class ReportXmlSerializerTest { - public void testXMLSerialize() { ! CedroTimeSeriesLoader ctsl = new CedroTimeSeriesLoader(); TimeSeries timeSeries = null; ! try { timeSeries = ctsl.load(new FileInputStream("BaseBovespa/15min/ambv4.csv"), "AMBV4 IntraDAY"); --- 27,35 ---- public class ReportXmlSerializerTest { public void testXMLSerialize() { ! CedroTimeSeriesLoader ctsl = new CedroTimeSeriesLoader(); TimeSeries timeSeries = null; ! try { timeSeries = ctsl.load(new FileInputStream("BaseBovespa/15min/ambv4.csv"), "AMBV4 IntraDAY"); *************** *** 42,48 **** Walker w = new WalkForward(new BestStrategyEvaluator(new HistoryRunner(OperationType.BUY))); ! Set<Strategy> strategies = new HashSet<Strategy>(); ! for (int i = 4; i < 20; i++) { Indicator<Double> close = new ClosePriceIndicator(timeSeries); --- 41,47 ---- Walker w = new WalkForward(new BestStrategyEvaluator(new HistoryRunner(OperationType.BUY))); ! Set<Strategy> strategies = new HashSet<Strategy>(); ! for (int i = 4; i < 20; i++) { Indicator<Double> close = new ClosePriceIndicator(timeSeries); *************** *** 52,59 **** } ! Report r = w.walk(strategies,new SlicerByTimePeriod(timeSeries,new Period().withDays(1), SlicerType.MEMORIZED),new TotalProfitCriterion()); Serializer<Report> serializer = new Serializer<Report>(); String xml = serializer.toXML(r); ! try { FileOutputStream fos = new FileOutputStream("xml/ReportTest.xml"); --- 51,60 ---- } ! Report r = w.walk(strategies, ! new SlicerByTimePeriod(timeSeries, new Period().withDays(1), SlicerType.MEMORIZED), ! new TotalProfitCriterion()); Serializer<Report> serializer = new Serializer<Report>(); String xml = serializer.toXML(r); ! try { FileOutputStream fos = new FileOutputStream("xml/ReportTest.xml"); *************** *** 62,73 **** bw.write(xml); bw.close(); ! } catch (FileNotFoundException e) { e.printStackTrace(); ! }catch (IOException e) { e.printStackTrace(); } } ! public static void main(String[] args) { ReportXmlSerializerTest xmlSerializer = new ReportXmlSerializerTest(); --- 63,74 ---- bw.write(xml); bw.close(); ! } catch (FileNotFoundException e) { e.printStackTrace(); ! } catch (IOException e) { e.printStackTrace(); } } ! public static void main(String[] args) { ReportXmlSerializerTest xmlSerializer = new ReportXmlSerializerTest(); |