[Tail-cvs] Tail/src/test/net/sf/tail/analysis/evaluator BestStrategyEvaluatorTest.java, 1.6 SampleD

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

Modified Files:
	BestStrategyEvaluatorTest.java SampleDecision.java 
	DecisionTest.java DummyDecision.java 
Log Message:

Index: BestStrategyEvaluatorTest.java
===================================================================
RCS file: /cvsroot/tail/Tail/src/test/net/sf/tail/analysis/evaluator/BestStrategyEvaluatorTest.java,v
retrieving revision 1.5
retrieving revision 1.6
diff -C2 -d -r1.5 -r1.6
*** BestStrategyEvaluatorTest.java	13 Aug 2007 20:21:16 -0000	1.5
--- BestStrategyEvaluatorTest.java	23 Aug 2007 12:51:08 -0000	1.6
***************
*** 22,42 ****

  	private Operation[] enter;
  	private Operation[] exit;
  	private AlwaysOperateStrategy alwaysStrategy;
  	private FakeStrategy buyAndHoldStrategy;
  	private HashSet<Strategy> strategies;

  	@Before
  	public void setUp() {
! 		enter = new Operation[] { new Operation(0, OperationType.BUY),
! 								  null,
! 								  null,
! 								  null
! 		};
! 		exit = new Operation[] {  null,
! 								  null,
! 								  null,
! 								  new Operation(4, OperationType.SELL)
! 		};
  		alwaysStrategy = new AlwaysOperateStrategy();
  		buyAndHoldStrategy = new FakeStrategy(enter, exit);
--- 22,38 ----

  	private Operation[] enter;
+ 
  	private Operation[] exit;
+ 
  	private AlwaysOperateStrategy alwaysStrategy;
+ 
  	private FakeStrategy buyAndHoldStrategy;
+ 
  	private HashSet<Strategy> strategies;

  	@Before
  	public void setUp() {
! 		enter = new Operation[] { new Operation(0, OperationType.BUY), null, null, null };
! 		exit = new Operation[] { null, null, null, new Operation(4, OperationType.SELL) };
  		alwaysStrategy = new AlwaysOperateStrategy();
  		buyAndHoldStrategy = new FakeStrategy(enter, exit);
***************
*** 45,68 ****
  		strategies.add(buyAndHoldStrategy);
  	}
! 	
! 	@Test public void
! 	bestShouldBeAlwaysOperateOnProfit() {
! 		SampleTimeSeries series = new SampleTimeSeries(new double[] {6.0, 9.0, 6.0, 6.0});
  		TimeSeries constrainedSeries = new ConstrainedTimeSeries(series, 0, 3);
! 		
  		BestStrategyEvaluator evaluator = new BestStrategyEvaluator(new HistoryRunner(OperationType.BUY));
  		Decision decision = evaluator.evaluate(strategies, constrainedSeries, new TotalProfitCriterion());
! 		
  		assertEquals(alwaysStrategy, decision.getStrategy());
  	}

! 	@Test public void
! 	bestShouldBeBuyAndHoldOnLoss() {
! 		SampleTimeSeries series = new SampleTimeSeries(new double[] {6.0, 3.0, 6.0, 6.0});
  		TimeSeries constrainedSeries = new ConstrainedTimeSeries(series, 0, 3);
! 		
  		BestStrategyEvaluator evaluator = new BestStrategyEvaluator(new HistoryRunner(OperationType.BUY));
  		Decision decision = evaluator.evaluate(strategies, constrainedSeries, new TotalProfitCriterion());
! 		
  		assertEquals(buyAndHoldStrategy, decision.getStrategy());
  	}
--- 41,64 ----
  		strategies.add(buyAndHoldStrategy);
  	}
! 
! 	@Test
! 	public void bestShouldBeAlwaysOperateOnProfit() {
! 		SampleTimeSeries series = new SampleTimeSeries(new double[] { 6.0, 9.0, 6.0, 6.0 });
  		TimeSeries constrainedSeries = new ConstrainedTimeSeries(series, 0, 3);
! 
  		BestStrategyEvaluator evaluator = new BestStrategyEvaluator(new HistoryRunner(OperationType.BUY));
  		Decision decision = evaluator.evaluate(strategies, constrainedSeries, new TotalProfitCriterion());
! 
  		assertEquals(alwaysStrategy, decision.getStrategy());
  	}

! 	@Test
! 	public void bestShouldBeBuyAndHoldOnLoss() {
! 		SampleTimeSeries series = new SampleTimeSeries(new double[] { 6.0, 3.0, 6.0, 6.0 });
  		TimeSeries constrainedSeries = new ConstrainedTimeSeries(series, 0, 3);
! 
  		BestStrategyEvaluator evaluator = new BestStrategyEvaluator(new HistoryRunner(OperationType.BUY));
  		Decision decision = evaluator.evaluate(strategies, constrainedSeries, new TotalProfitCriterion());
! 
  		assertEquals(buyAndHoldStrategy, decision.getStrategy());
  	}

Index: DecisionTest.java
===================================================================
RCS file: /cvsroot/tail/Tail/src/test/net/sf/tail/analysis/evaluator/DecisionTest.java,v
retrieving revision 1.9
retrieving revision 1.10
diff -C2 -d -r1.9 -r1.10
*** DecisionTest.java	8 Aug 2007 18:09:06 -0000	1.9
--- DecisionTest.java	23 Aug 2007 12:51:08 -0000	1.10
***************
*** 24,33 ****

  	private TimeSeries series;
  	private AnalysisCriterion criteria;
  	private Runner runner;

  	@Before
  	public void setUp() {
! 		criteria = new TotalProfitCriterion();	
  		runner = new HistoryRunner(OperationType.BUY);
  	}
--- 24,35 ----

  	private TimeSeries series;
+ 
  	private AnalysisCriterion criteria;
+ 
  	private Runner runner;

  	@Before
  	public void setUp() {
! 		criteria = new TotalProfitCriterion();
  		runner = new HistoryRunner(OperationType.BUY);
  	}
***************
*** 35,59 ****
  	@Test
  	public void testEvaluateCriterion() {
- 		
- 		series = new SampleTimeSeries(3d, 5d, 7d, 9d ); 
- 		
- 		Operation[] buy = new Operation[] { 
- 				new Operation(0, OperationType.BUY), 
- 				null,
- 				new Operation(2, OperationType.BUY), 
- 				null 
- 		};

! 		Operation[] sell = new Operation[] { 
! 				null, 
! 				new Operation(1, OperationType.SELL), 
! 				null,
! 				new Operation(3, OperationType.SELL)
! 		};

  		Strategy fakeStrategy = new FakeStrategy(buy, sell);

! 		Decision decision = new Decision(fakeStrategy, series, criteria, runner.run(fakeStrategy, series
! 				.getBegin(), series.getEnd()), new HistoryRunner(OperationType.BUY));
  		assertEquals(45d / 21, decision.evaluateCriterion(), 0.001);
  	}
--- 37,53 ----
  	@Test
  	public void testEvaluateCriterion() {

! 		series = new SampleTimeSeries(3d, 5d, 7d, 9d);
! 
! 		Operation[] buy = new Operation[] { new Operation(0, OperationType.BUY), null,
! 				new Operation(2, OperationType.BUY), null };
! 
! 		Operation[] sell = new Operation[] { null, new Operation(1, OperationType.SELL), null,
! 				new Operation(3, OperationType.SELL) };

  		Strategy fakeStrategy = new FakeStrategy(buy, sell);

! 		Decision decision = new Decision(fakeStrategy, series, criteria, runner.run(fakeStrategy, series.getBegin(),
! 				series.getEnd()), new HistoryRunner(OperationType.BUY));
  		assertEquals(45d / 21, decision.evaluateCriterion(), 0.001);
  	}
***************
*** 61,72 ****
  	@Test
  	public void testEvaluateCriterionNotSelling() {
! 		series = new SampleTimeSeries(3d, 1d, 7d, 9d );

! 		Operation[] buy = new Operation[] { 
! 				new Operation(0, OperationType.BUY), 
! 				null,
! 				new Operation(2, OperationType.BUY), 
! 				null 
! 		};

  		Operation[] sell = new Operation[] { null, null, null, null };
--- 55,62 ----
  	@Test
  	public void testEvaluateCriterionNotSelling() {
! 		series = new SampleTimeSeries(3d, 1d, 7d, 9d);

! 		Operation[] buy = new Operation[] { new Operation(0, OperationType.BUY), null,
! 				new Operation(2, OperationType.BUY), null };

  		Operation[] sell = new Operation[] { null, null, null, null };
***************
*** 74,79 ****
  		Strategy fakeStrategy = new FakeStrategy(buy, sell);

! 		Decision decision = new Decision(fakeStrategy, series, criteria, runner.run(fakeStrategy, series
! 				.getBegin(), series.getEnd()), new HistoryRunner(OperationType.BUY));
  		assertEquals(3d, decision.evaluateCriterion(), 0.0001);
  	}
--- 64,69 ----
  		Strategy fakeStrategy = new FakeStrategy(buy, sell);

! 		Decision decision = new Decision(fakeStrategy, series, criteria, runner.run(fakeStrategy, series.getBegin(),
! 				series.getEnd()), new HistoryRunner(OperationType.BUY));
  		assertEquals(3d, decision.evaluateCriterion(), 0.0001);
  	}
***************
*** 83,92 ****
  		series = new SampleTimeSeries(3d, 1d, 7d, 9d);

! 		Operation[] buy = new Operation[] { 
! 				new Operation(0, OperationType.BUY), 
! 				null,
! 				new Operation(2, OperationType.BUY), 
! 				null 
! 		};

  		Operation[] sell = new Operation[] { null, null, null, null };
--- 73,78 ----
  		series = new SampleTimeSeries(3d, 1d, 7d, 9d);

! 		Operation[] buy = new Operation[] { new Operation(0, OperationType.BUY), null,
! 				new Operation(2, OperationType.BUY), null };

  		Operation[] sell = new Operation[] { null, null, null, null };
***************
*** 94,99 ****
  		Strategy fakeStrategy = new FakeStrategy(buy, sell);

! 		Decision decision = new Decision(fakeStrategy, series, null, runner.run(fakeStrategy, series
! 				.getBegin(), series.getEnd()), new HistoryRunner(OperationType.BUY));
  		assertEquals(Math.pow(3d, 1d / 3), decision.evaluateCriterion(new AverageProfitCriterion()), 0.0001);
  	}
--- 80,85 ----
  		Strategy fakeStrategy = new FakeStrategy(buy, sell);

! 		Decision decision = new Decision(fakeStrategy, series, null, runner.run(fakeStrategy, series.getBegin(), series
! 				.getEnd()), new HistoryRunner(OperationType.BUY));
  		assertEquals(Math.pow(3d, 1d / 3), decision.evaluateCriterion(new AverageProfitCriterion()), 0.0001);
  	}
***************
*** 101,118 ****
  	@Test
  	public void testApplyFor() {
! 		series = new SampleTimeSeries(1d,2d,3d,4d,5d);
! 		TimeSeries nextSeries = new SampleTimeSeries(5d,5d,5d,5d,5d);
! 		
! 		Operation[] buy  = new Operation[] {new Operation(0,OperationType.BUY), null, null, null, null};
! 		Operation[] sell = new Operation[] {null, null, null, null, new Operation(4,OperationType.SELL)};
  		Strategy fakeStrategy = new FakeStrategy(buy, sell);

  		List<Trade> trades = runner.run(fakeStrategy, series.getBegin(), series.getEnd());
  		Decision decision = new Decision(fakeStrategy, series, criteria, trades, new HistoryRunner(OperationType.BUY));
! 		Decision nextDecision = new Decision(fakeStrategy, nextSeries, criteria, runner.run(fakeStrategy,nextSeries.getBegin(),nextSeries.getEnd()), new HistoryRunner(OperationType.BUY));
! 		
  		Decision appliedDecision = decision.applyFor(nextSeries);
! 		
! 		assertEquals(nextDecision,appliedDecision );
  		assertEquals(1d, appliedDecision.evaluateCriterion());
  		assertEquals(nextSeries, appliedDecision.getSeries());
--- 87,105 ----
  	@Test
  	public void testApplyFor() {
! 		series = new SampleTimeSeries(1d, 2d, 3d, 4d, 5d);
! 		TimeSeries nextSeries = new SampleTimeSeries(5d, 5d, 5d, 5d, 5d);
! 
! 		Operation[] buy = new Operation[] { new Operation(0, OperationType.BUY), null, null, null, null };
! 		Operation[] sell = new Operation[] { null, null, null, null, new Operation(4, OperationType.SELL) };
  		Strategy fakeStrategy = new FakeStrategy(buy, sell);

  		List<Trade> trades = runner.run(fakeStrategy, series.getBegin(), series.getEnd());
  		Decision decision = new Decision(fakeStrategy, series, criteria, trades, new HistoryRunner(OperationType.BUY));
! 		Decision nextDecision = new Decision(fakeStrategy, nextSeries, criteria, runner.run(fakeStrategy, nextSeries
! 				.getBegin(), nextSeries.getEnd()), new HistoryRunner(OperationType.BUY));
! 
  		Decision appliedDecision = decision.applyFor(nextSeries);
! 
! 		assertEquals(nextDecision, appliedDecision);
  		assertEquals(1d, appliedDecision.evaluateCriterion());
  		assertEquals(nextSeries, appliedDecision.getSeries());

Index: SampleDecision.java
===================================================================
RCS file: /cvsroot/tail/Tail/src/test/net/sf/tail/analysis/evaluator/SampleDecision.java,v
retrieving revision 1.2
retrieving revision 1.3
diff -C2 -d -r1.2 -r1.3
*** SampleDecision.java	8 Aug 2007 17:19:51 -0000	1.2
--- SampleDecision.java	23 Aug 2007 12:51:08 -0000	1.3
***************
*** 5,9 ****

  public class SampleDecision extends Decision {
! 	
  	private double value;

--- 5,9 ----

  public class SampleDecision extends Decision {
! 
  	private double value;

***************
*** 12,16 ****
  		this.value = value;
  	}
! 	
  	@Override
  	public double evaluateCriterion() {
--- 12,16 ----
  		this.value = value;
  	}
! 
  	@Override
  	public double evaluateCriterion() {

Index: DummyDecision.java
===================================================================
RCS file: /cvsroot/tail/Tail/src/test/net/sf/tail/analysis/evaluator/DummyDecision.java,v
retrieving revision 1.4
retrieving revision 1.5
diff -C2 -d -r1.4 -r1.5
*** DummyDecision.java	9 Aug 2007 15:21:26 -0000	1.4
--- DummyDecision.java	23 Aug 2007 12:51:08 -0000	1.5
***************
*** 9,13 ****

  public class DummyDecision extends Decision {
! 	
  	private double value;

--- 9,13 ----

  public class DummyDecision extends Decision {
! 
  	private double value;

***************
*** 16,28 ****
  		this.value = value;
  	}
! 	
  	public DummyDecision(List<Trade> trades) {
! 		super(null, null, null, trades,new HistoryRunner(OperationType.BUY));
  	}
! 	
  	@Override
  	public double evaluateCriterion() {
  		return this.value;
  	}
! 	
  }
--- 16,28 ----
  		this.value = value;
  	}
! 
  	public DummyDecision(List<Trade> trades) {
! 		super(null, null, null, trades, new HistoryRunner(OperationType.BUY));
  	}
! 
  	@Override
  	public double evaluateCriterion() {
  		return this.value;
  	}
! 
  }

[Tail-cvs] Tail/src/test/net/sf/tail/analysis/evaluator BestStrategyEvaluatorTest.java, 1.6 SampleD

[Tail-cvs] Tail/src/test/net/sf/tail/analysis/evaluator BestStrategyEvaluatorTest.java, 1.6 SampleDecision.java, 1.3 DecisionTest.java, 1.10 DummyDecision.java, 1.5