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[Tail-cvs] Tail/src/java/net/sf/tail/analysis/criteria BuyAndHoldCriterion.java, 1.5 MaximumDrawDownCriterion.java, 1.18 NumberOfTradesCriterion.java, 1.5 RewardRiskRatioCriterion.java, 1.13 TotalProfitCriterion.java, 1.15 VersusBuyAndHoldCriterion.java, 1.5 AverageProfitCriterion.java, 1.11 NumberOfTicksCriterion.java, 1.5
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From: Thies <tg...@us...> - 2007-08-27 15:40:31
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Update of /cvsroot/tail/Tail/src/java/net/sf/tail/analysis/criteria In directory sc8-pr-cvs10.sourceforge.net:/tmp/cvs-serv1292/src/java/net/sf/tail/analysis/criteria Modified Files: BuyAndHoldCriterion.java MaximumDrawDownCriterion.java NumberOfTradesCriterion.java RewardRiskRatioCriterion.java TotalProfitCriterion.java VersusBuyAndHoldCriterion.java AverageProfitCriterion.java NumberOfTicksCriterion.java Log Message: Criado o SlicerReport, adicionado método na interface dos Criteria para calcular valor de apenas uma trade, preparação do chart para plotar gráficos com as trades. Index: MaximumDrawDownCriterion.java =================================================================== RCS file: /cvsroot/tail/Tail/src/java/net/sf/tail/analysis/criteria/MaximumDrawDownCriterion.java,v retrieving revision 1.17 retrieving revision 1.18 diff -C2 -d -r1.17 -r1.18 *** MaximumDrawDownCriterion.java 25 Aug 2007 12:30:00 -0000 1.17 --- MaximumDrawDownCriterion.java 25 Aug 2007 18:32:38 -0000 1.18 *************** *** 1,4 **** --- 1,5 ---- package net.sf.tail.analysis.criteria; + import java.util.ArrayList; import java.util.LinkedList; import java.util.List; *************** *** 41,44 **** --- 42,51 ---- return calculate(series, trades); } + public double calculate(TimeSeries series, Trade trade) { + List<Trade> trades = new ArrayList<Trade>(); + trades.add(trade); + return calculate(series, trades); + + } } Index: RewardRiskRatioCriterion.java =================================================================== RCS file: /cvsroot/tail/Tail/src/java/net/sf/tail/analysis/criteria/RewardRiskRatioCriterion.java,v retrieving revision 1.12 retrieving revision 1.13 diff -C2 -d -r1.12 -r1.13 *** RewardRiskRatioCriterion.java 25 Aug 2007 12:30:00 -0000 1.12 --- RewardRiskRatioCriterion.java 25 Aug 2007 18:32:38 -0000 1.13 *************** *** 1,4 **** --- 1,5 ---- package net.sf.tail.analysis.criteria; + import java.util.ArrayList; import java.util.LinkedList; import java.util.List; *************** *** 27,29 **** --- 28,36 ---- return calculate(series, trades); } + public double calculate(TimeSeries series, Trade trade) { + List<Trade> trades = new ArrayList<Trade>(); + trades.add(trade); + return calculate(series, trades); + + } } Index: TotalProfitCriterion.java =================================================================== RCS file: /cvsroot/tail/Tail/src/java/net/sf/tail/analysis/criteria/TotalProfitCriterion.java,v retrieving revision 1.14 retrieving revision 1.15 diff -C2 -d -r1.14 -r1.15 *** TotalProfitCriterion.java 25 Aug 2007 12:30:00 -0000 1.14 --- TotalProfitCriterion.java 25 Aug 2007 18:32:38 -0000 1.15 *************** *** 1,4 **** --- 1,5 ---- package net.sf.tail.analysis.criteria; + import java.util.ArrayList; import java.util.LinkedList; import java.util.List; *************** *** 42,44 **** --- 43,51 ---- return calculate(series, trades); } + public double calculate(TimeSeries series, Trade trade) { + List<Trade> trades = new ArrayList<Trade>(); + trades.add(trade); + return calculate(series, trades); + + } } Index: NumberOfTradesCriterion.java =================================================================== RCS file: /cvsroot/tail/Tail/src/java/net/sf/tail/analysis/criteria/NumberOfTradesCriterion.java,v retrieving revision 1.4 retrieving revision 1.5 diff -C2 -d -r1.4 -r1.5 *** NumberOfTradesCriterion.java 25 Aug 2007 12:29:59 -0000 1.4 --- NumberOfTradesCriterion.java 25 Aug 2007 18:32:38 -0000 1.5 *************** *** 1,4 **** --- 1,5 ---- package net.sf.tail.analysis.criteria; + import java.util.ArrayList; import java.util.LinkedList; import java.util.List; *************** *** 24,27 **** --- 25,34 ---- return calculate(series, trades); } + public double calculate(TimeSeries series, Trade trade) { + List<Trade> trades = new ArrayList<Trade>(); + trades.add(trade); + return calculate(series, trades); + + } } Index: NumberOfTicksCriterion.java =================================================================== RCS file: /cvsroot/tail/Tail/src/java/net/sf/tail/analysis/criteria/NumberOfTicksCriterion.java,v retrieving revision 1.4 retrieving revision 1.5 diff -C2 -d -r1.4 -r1.5 *** NumberOfTicksCriterion.java 25 Aug 2007 12:30:00 -0000 1.4 --- NumberOfTicksCriterion.java 25 Aug 2007 18:32:38 -0000 1.5 *************** *** 1,4 **** --- 1,5 ---- package net.sf.tail.analysis.criteria; + import java.util.ArrayList; import java.util.LinkedList; import java.util.List; *************** *** 27,30 **** --- 28,37 ---- return calculate(series, trades); } + public double calculate(TimeSeries series, Trade trade) { + List<Trade> trades = new ArrayList<Trade>(); + trades.add(trade); + return calculate(series, trades); + + } } Index: BuyAndHoldCriterion.java =================================================================== RCS file: /cvsroot/tail/Tail/src/java/net/sf/tail/analysis/criteria/BuyAndHoldCriterion.java,v retrieving revision 1.4 retrieving revision 1.5 diff -C2 -d -r1.4 -r1.5 *** BuyAndHoldCriterion.java 25 Aug 2007 12:29:59 -0000 1.4 --- BuyAndHoldCriterion.java 25 Aug 2007 18:32:38 -0000 1.5 *************** *** 1,4 **** --- 1,5 ---- package net.sf.tail.analysis.criteria; + import java.util.ArrayList; import java.util.LinkedList; import java.util.List; *************** *** 23,26 **** --- 24,33 ---- return calculate(series, trades); } + public double calculate(TimeSeries series, Trade trade) { + List<Trade> trades = new ArrayList<Trade>(); + trades.add(trade); + return calculate(series, trades); + + } } Index: VersusBuyAndHoldCriterion.java =================================================================== RCS file: /cvsroot/tail/Tail/src/java/net/sf/tail/analysis/criteria/VersusBuyAndHoldCriterion.java,v retrieving revision 1.4 retrieving revision 1.5 diff -C2 -d -r1.4 -r1.5 *** VersusBuyAndHoldCriterion.java 25 Aug 2007 12:30:00 -0000 1.4 --- VersusBuyAndHoldCriterion.java 25 Aug 2007 18:32:38 -0000 1.5 *************** *** 1,4 **** --- 1,5 ---- package net.sf.tail.analysis.criteria; + import java.util.ArrayList; import java.util.LinkedList; import java.util.List; *************** *** 27,29 **** --- 28,36 ---- return calculate(series, trades); } + public double calculate(TimeSeries series, Trade trade) { + List<Trade> trades = new ArrayList<Trade>(); + trades.add(trade); + return calculate(series, trades); + + } } Index: AverageProfitCriterion.java =================================================================== RCS file: /cvsroot/tail/Tail/src/java/net/sf/tail/analysis/criteria/AverageProfitCriterion.java,v retrieving revision 1.10 retrieving revision 1.11 diff -C2 -d -r1.10 -r1.11 *** AverageProfitCriterion.java 25 Aug 2007 12:30:00 -0000 1.10 --- AverageProfitCriterion.java 25 Aug 2007 18:32:38 -0000 1.11 *************** *** 1,4 **** --- 1,5 ---- package net.sf.tail.analysis.criteria; + import java.util.ArrayList; import java.util.LinkedList; import java.util.List; *************** *** 28,30 **** --- 29,38 ---- } + public double calculate(TimeSeries series, Trade trade) { + List<Trade> trades = new ArrayList<Trade>(); + trades.add(trade); + return calculate(series, trades); + + } + } |
