[Tail-cvs] Tail/src/java/net/sf/tail/analysis/criteria BuyAndHoldCriterion.java, 1.4 NumberOfTradesCriterion.java, 1.4 NumberOfTicksCriterion.java, 1.4 RewardRiskRatioCriterion.java, 1.12 VersusBuyAndHoldCriterion.java, 1.4 AverageProfitCriterion.java, 1.10 MaximumDrawDownCriterion.java, 1.17 TotalProfitCriterion.java, 1.14

[Márcio V. d. S. <mv...@us...>]

Update of /cvsroot/tail/Tail/src/java/net/sf/tail/analysis/criteria
In directory sc8-pr-cvs10.sourceforge.net:/tmp/cvs-serv4761/src/java/net/sf/tail/analysis/criteria

Modified Files:
	BuyAndHoldCriterion.java NumberOfTradesCriterion.java 
	NumberOfTicksCriterion.java RewardRiskRatioCriterion.java 
	VersusBuyAndHoldCriterion.java AverageProfitCriterion.java 
	MaximumDrawDownCriterion.java TotalProfitCriterion.java 
Log Message:
problemas com o cvs

Index: MaximumDrawDownCriterion.java
===================================================================
RCS file: /cvsroot/tail/Tail/src/java/net/sf/tail/analysis/criteria/MaximumDrawDownCriterion.java,v
retrieving revision 1.16
retrieving revision 1.17
diff -C2 -d -r1.16 -r1.17
*** MaximumDrawDownCriterion.java	15 Aug 2007 22:07:52 -0000	1.16
--- MaximumDrawDownCriterion.java	25 Aug 2007 12:30:00 -0000	1.17
***************
*** 32,38 ****
  		return maximumDrawDown;
  	}
  	public double summarize(TimeSeries series, List<Decision> decisions) {
  		List<Trade> trades = new LinkedList<Trade>();
! 		
  		for (Decision decision : decisions) {
  			trades.addAll(decision.getTrades());
--- 32,39 ----
  		return maximumDrawDown;
  	}
+ 
  	public double summarize(TimeSeries series, List<Decision> decisions) {
  		List<Trade> trades = new LinkedList<Trade>();
! 
  		for (Decision decision : decisions) {
  			trades.addAll(decision.getTrades());

Index: RewardRiskRatioCriterion.java
===================================================================
RCS file: /cvsroot/tail/Tail/src/java/net/sf/tail/analysis/criteria/RewardRiskRatioCriterion.java,v
retrieving revision 1.11
retrieving revision 1.12
diff -C2 -d -r1.11 -r1.12
*** RewardRiskRatioCriterion.java	15 Aug 2007 22:07:52 -0000	1.11
--- RewardRiskRatioCriterion.java	25 Aug 2007 12:30:00 -0000	1.12
***************
*** 18,24 ****
  		return totalProfit.calculate(series, trades) / maxDrawnDown.calculate(series, trades);
  	}
  	public double summarize(TimeSeries series, List<Decision> decisions) {
  		List<Trade> trades = new LinkedList<Trade>();
! 		
  		for (Decision decision : decisions) {
  			trades.addAll(decision.getTrades());
--- 18,25 ----
  		return totalProfit.calculate(series, trades) / maxDrawnDown.calculate(series, trades);
  	}
+ 
  	public double summarize(TimeSeries series, List<Decision> decisions) {
  		List<Trade> trades = new LinkedList<Trade>();
! 
  		for (Decision decision : decisions) {
  			trades.addAll(decision.getTrades());

Index: TotalProfitCriterion.java
===================================================================
RCS file: /cvsroot/tail/Tail/src/java/net/sf/tail/analysis/criteria/TotalProfitCriterion.java,v
retrieving revision 1.13
retrieving revision 1.14
diff -C2 -d -r1.13 -r1.14
*** TotalProfitCriterion.java	15 Aug 2007 22:07:52 -0000	1.13
--- TotalProfitCriterion.java	25 Aug 2007 12:30:00 -0000	1.14
***************
*** 23,39 ****
  		double exitClosePrice = series.getTick(trade.getExit().getIndex()).getClosePrice();
  		double entryClosePrice = series.getTick(trade.getEntry().getIndex()).getClosePrice();
! 		
! 		if(trade.getEntry().getType() == OperationType.BUY) {
! 						
  			return exitClosePrice / entryClosePrice;
  		}
! 		
  		return entryClosePrice / exitClosePrice;
! 		
  	}
! 	
  	public double summarize(TimeSeries series, List<Decision> decisions) {
  		List<Trade> trades = new LinkedList<Trade>();
- 		
  
  		for (Decision decision : decisions) {
--- 23,38 ----
  		double exitClosePrice = series.getTick(trade.getExit().getIndex()).getClosePrice();
  		double entryClosePrice = series.getTick(trade.getEntry().getIndex()).getClosePrice();
! 
! 		if (trade.getEntry().getType() == OperationType.BUY) {
! 
  			return exitClosePrice / entryClosePrice;
  		}
! 
  		return entryClosePrice / exitClosePrice;
! 
  	}
! 
  	public double summarize(TimeSeries series, List<Decision> decisions) {
  		List<Trade> trades = new LinkedList<Trade>();
  
  		for (Decision decision : decisions) {

Index: NumberOfTradesCriterion.java
===================================================================
RCS file: /cvsroot/tail/Tail/src/java/net/sf/tail/analysis/criteria/NumberOfTradesCriterion.java,v
retrieving revision 1.3
retrieving revision 1.4
diff -C2 -d -r1.3 -r1.4
*** NumberOfTradesCriterion.java	15 Aug 2007 22:07:52 -0000	1.3
--- NumberOfTradesCriterion.java	25 Aug 2007 12:29:59 -0000	1.4
***************
*** 15,22 ****
  		return trades.size();
  	}
! 	
  	public double summarize(TimeSeries series, List<Decision> decisions) {
  		List<Trade> trades = new LinkedList<Trade>();
! 		
  		for (Decision decision : decisions) {
  			trades.addAll(decision.getTrades());
--- 15,22 ----
  		return trades.size();
  	}
! 
  	public double summarize(TimeSeries series, List<Decision> decisions) {
  		List<Trade> trades = new LinkedList<Trade>();
! 
  		for (Decision decision : decisions) {
  			trades.addAll(decision.getTrades());

Index: NumberOfTicksCriterion.java
===================================================================
RCS file: /cvsroot/tail/Tail/src/java/net/sf/tail/analysis/criteria/NumberOfTicksCriterion.java,v
retrieving revision 1.3
retrieving revision 1.4
diff -C2 -d -r1.3 -r1.4
*** NumberOfTicksCriterion.java	15 Aug 2007 22:07:52 -0000	1.3
--- NumberOfTicksCriterion.java	25 Aug 2007 12:30:00 -0000	1.4
***************
*** 12,16 ****
  
  	public double calculate(TimeSeries series, List<Trade> trades) {
! 		int nTicks = 0;		
  		for (Trade trade : trades) {
  			nTicks += trade.getExit().getIndex() - trade.getEntry().getIndex();
--- 12,16 ----
  
  	public double calculate(TimeSeries series, List<Trade> trades) {
! 		int nTicks = 0;
  		for (Trade trade : trades) {
  			nTicks += trade.getExit().getIndex() - trade.getEntry().getIndex();
***************
*** 19,26 ****
  	}
  
- 	
  	public double summarize(TimeSeries series, List<Decision> decisions) {
  		List<Trade> trades = new LinkedList<Trade>();
! 		
  		for (Decision decision : decisions) {
  			trades.addAll(decision.getTrades());
--- 19,25 ----
  	}
  
  	public double summarize(TimeSeries series, List<Decision> decisions) {
  		List<Trade> trades = new LinkedList<Trade>();
! 
  		for (Decision decision : decisions) {
  			trades.addAll(decision.getTrades());
***************
*** 28,31 ****
  		return calculate(series, trades);
  	}
! 	
  }
--- 27,30 ----
  		return calculate(series, trades);
  	}
! 
  }

Index: BuyAndHoldCriterion.java
===================================================================
RCS file: /cvsroot/tail/Tail/src/java/net/sf/tail/analysis/criteria/BuyAndHoldCriterion.java,v
retrieving revision 1.3
retrieving revision 1.4
diff -C2 -d -r1.3 -r1.4
*** BuyAndHoldCriterion.java	15 Aug 2007 22:07:52 -0000	1.3
--- BuyAndHoldCriterion.java	25 Aug 2007 12:29:59 -0000	1.4
***************
*** 14,21 ****
  		return series.getTick(series.getEnd()).getClosePrice() / series.getTick(series.getBegin()).getClosePrice();
  	}
! 	
  	public double summarize(TimeSeries series, List<Decision> decisions) {
  		List<Trade> trades = new LinkedList<Trade>();
! 		
  		for (Decision decision : decisions) {
  			trades.addAll(decision.getTrades());
--- 14,21 ----
  		return series.getTick(series.getEnd()).getClosePrice() / series.getTick(series.getBegin()).getClosePrice();
  	}
! 
  	public double summarize(TimeSeries series, List<Decision> decisions) {
  		List<Trade> trades = new LinkedList<Trade>();
! 
  		for (Decision decision : decisions) {
  			trades.addAll(decision.getTrades());

Index: VersusBuyAndHoldCriterion.java
===================================================================
RCS file: /cvsroot/tail/Tail/src/java/net/sf/tail/analysis/criteria/VersusBuyAndHoldCriterion.java,v
retrieving revision 1.3
retrieving revision 1.4
diff -C2 -d -r1.3 -r1.4
*** VersusBuyAndHoldCriterion.java	15 Aug 2007 22:07:52 -0000	1.3
--- VersusBuyAndHoldCriterion.java	25 Aug 2007 12:30:00 -0000	1.4
***************
*** 13,25 ****
  	private AnalysisCriterion totalProfit = new TotalProfitCriterion();
  
! 	private AnalysisCriterion  buyAndHold = new BuyAndHoldCriterion();
  
  	public double calculate(TimeSeries series, List<Trade> trades) {
  		return totalProfit.calculate(series, trades) / buyAndHold.calculate(series, trades);
  	}
! 	
  	public double summarize(TimeSeries series, List<Decision> decisions) {
  		List<Trade> trades = new LinkedList<Trade>();
! 		
  		for (Decision decision : decisions) {
  			trades.addAll(decision.getTrades());
--- 13,25 ----
  	private AnalysisCriterion totalProfit = new TotalProfitCriterion();
  
! 	private AnalysisCriterion buyAndHold = new BuyAndHoldCriterion();
  
  	public double calculate(TimeSeries series, List<Trade> trades) {
  		return totalProfit.calculate(series, trades) / buyAndHold.calculate(series, trades);
  	}
! 
  	public double summarize(TimeSeries series, List<Decision> decisions) {
  		List<Trade> trades = new LinkedList<Trade>();
! 
  		for (Decision decision : decisions) {
  			trades.addAll(decision.getTrades());

Index: AverageProfitCriterion.java
===================================================================
RCS file: /cvsroot/tail/Tail/src/java/net/sf/tail/analysis/criteria/AverageProfitCriterion.java,v
retrieving revision 1.9
retrieving revision 1.10
diff -C2 -d -r1.9 -r1.10
*** AverageProfitCriterion.java	15 Aug 2007 22:07:52 -0000	1.9
--- AverageProfitCriterion.java	25 Aug 2007 12:30:00 -0000	1.10
***************
*** 21,25 ****
  	public double summarize(TimeSeries series, List<Decision> decisions) {
  		List<Trade> trades = new LinkedList<Trade>();
! 		
  		for (Decision decision : decisions) {
  			trades.addAll(decision.getTrades());
--- 21,25 ----
  	public double summarize(TimeSeries series, List<Decision> decisions) {
  		List<Trade> trades = new LinkedList<Trade>();
! 
  		for (Decision decision : decisions) {
  			trades.addAll(decision.getTrades());