[Tail-cvs] Tail/src/test/net/sf/tail/report/xls CompleteXlsGeneratorExecutor.java, 1.5

[xanaot <xa...@us...>]

Update of /cvsroot/tail/Tail/src/test/net/sf/tail/report/xls
In directory sc8-pr-cvs10.sourceforge.net:/tmp/cvs-serv24481/src/test/net/sf/tail/report/xls

Modified Files:
	CompleteXlsGeneratorExecutor.java 
Log Message:
Refatoração nas classes de geração de report.

Index: CompleteXlsGeneratorExecutor.java
===================================================================
RCS file: /cvsroot/tail/Tail/src/test/net/sf/tail/report/xls/CompleteXlsGeneratorExecutor.java,v
retrieving revision 1.4
retrieving revision 1.5
diff -C2 -d -r1.4 -r1.5
*** CompleteXlsGeneratorExecutor.java	3 Oct 2007 17:47:00 -0000	1.4
--- CompleteXlsGeneratorExecutor.java	3 Oct 2007 19:59:55 -0000	1.5
***************
*** 22,29 ****
  import net.sf.tail.analysis.criteria.RewardRiskRatioCriterion;
  import net.sf.tail.analysis.criteria.TotalProfitCriterion;
  import net.sf.tail.analysis.evaluator.BestStrategyEvaluator;
  import net.sf.tail.analysis.walk.WalkForward;
  import net.sf.tail.indicator.simple.ClosePriceIndicator;
! import net.sf.tail.indicator.tracker.EMAIndicator;
  import net.sf.tail.io.reader.CedroTimeSeriesLoader;
  import net.sf.tail.report.Report;
--- 22,31 ----
  import net.sf.tail.analysis.criteria.RewardRiskRatioCriterion;
  import net.sf.tail.analysis.criteria.TotalProfitCriterion;
+ import net.sf.tail.analysis.criteria.VersusBuyAndHoldCriterion;
  import net.sf.tail.analysis.evaluator.BestStrategyEvaluator;
  import net.sf.tail.analysis.walk.WalkForward;
  import net.sf.tail.indicator.simple.ClosePriceIndicator;
! import net.sf.tail.indicator.tracker.ParabolicSarIndicator;
! import net.sf.tail.indicator.tracker.SMAIndicator;
  import net.sf.tail.io.reader.CedroTimeSeriesLoader;
  import net.sf.tail.report.Report;
***************
*** 31,35 ****
  import net.sf.tail.series.SlicerByTimePeriod;
  import net.sf.tail.strategy.IndicatorCrossedIndicatorStrategy;
- import net.sf.tail.strategy.MinValueStopperStrategy;
  
  import org.apache.poi.hssf.usermodel.HSSFWorkbook;
--- 33,36 ----
***************
*** 45,49 ****
  		
  		try {
! 			timeSeries = ctsl.load(new FileInputStream("BaseBovespa/diario/petr4Dia2000.csv"), "Ambev (ambv4)");
  		} catch (FileNotFoundException e) {
  			e.printStackTrace();
--- 46,50 ----
  		
  		try {
! 			timeSeries = ctsl.load(new FileInputStream("BaseBovespa/diario/petr4Dia.csv"), "Petrobras (petr4)");
  		} catch (FileNotFoundException e) {
  			e.printStackTrace();
***************
*** 56,76 ****
  		
  		
! 		for (int i = 4; i < 60; i++) {
! 			Indicator<Double> tracker = new EMAIndicator(close, i);
! 			Strategy strategy =   new MinValueStopperStrategy(close, new IndicatorCrossedIndicatorStrategy(tracker, close), 5);
! 			strategies.add(strategy);
! 		}					
! 		
! //		for (int i = 4; i < 20; i++) {
! //			Indicator<Double> tracker = new SMAIndicator(close, i);
! //			Strategy strategy = new IndicatorOverIndicatorStrategy(tracker, close);
  //			strategies.add(strategy);
  //		}
! //		Indicator<Double> tracker = new ParabolicSarIndicator(timeSeries);
! //		Strategy strategy = new IndicatorCrossedIndicatorStrategy(tracker, close);
! //		strategies.add(strategy);
  
! 		Report r = w.walk(strategies, new SlicerByTimePeriod(timeSeries, new Period().withMonths(6),new DateTime().withDate(2000, 1, 1),
! 				SlicerType.REGULAR), new TotalProfitCriterion());
  		
  		CompleteXlsGenerator xls = new CompleteXlsGenerator();
--- 57,80 ----
  		
  		
! //		for (int i = 4; i < 60; i++) {
! //			Indicator<Double> tracker = new EMAIndicator(close, i);
! //			Strategy strategy = new IndicatorCrossedIndicatorStrategy(close, tracker);
  //			strategies.add(strategy);
  //		}
! 		
! 		for (int i = 4; i < 20; i++) {
! 			Indicator<Double> tracker = new SMAIndicator(close, i);
! 			Strategy strategy = new IndicatorCrossedIndicatorStrategy(close, tracker);
! 			strategies.add(strategy);
! 		}
! 		
! 		Indicator<Double> tracker = new ParabolicSarIndicator(timeSeries);
! 		Strategy strategy = new IndicatorCrossedIndicatorStrategy(close, tracker);
! 		strategies.add(strategy);
! 		
! 		
  
! 		Report r = w.walk(strategies, new SlicerByTimePeriod(timeSeries, new Period().withMonths(10), new DateTime(2000, 1, 1, 0, 0, 0, 0),
! 				SlicerType.MEMORIZED), new TotalProfitCriterion());
  		
  		CompleteXlsGenerator xls = new CompleteXlsGenerator();
***************
*** 82,87 ****
  		criteria.add(new AverageProfitCriterion());
  		criteria.add(new NumberOfTicksCriterion());
  		
! 		workbook = xls.generate(r, criteria, new Period().withMonths(6));
  		
  		FileOutputStream fileOut = new FileOutputStream("report.xls");
--- 86,92 ----
  		criteria.add(new AverageProfitCriterion());
  		criteria.add(new NumberOfTicksCriterion());
+ 		criteria.add(new VersusBuyAndHoldCriterion(new TotalProfitCriterion()));
  		
! 		workbook = xls.generate(r, criteria, new Period().withMonths(10));
  		
  		FileOutputStream fileOut = new FileOutputStream("report.xls");