[Tail-cvs] Tail/src/test/net/sf/tail/report/xls CompleteXLSGeneratorTest.java, 1.3 CompleteXlsGeneratorExecutor.java, 1.6

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

Update of /cvsroot/tail/Tail/src/test/net/sf/tail/report/xls
In directory sc8-pr-cvs10.sourceforge.net:/tmp/cvs-serv12544/src/test/net/sf/tail/report/xls

Modified Files:
	CompleteXLSGeneratorTest.java 
	CompleteXlsGeneratorExecutor.java 
Log Message:
Refatoração dos Slicer

Index: CompleteXlsGeneratorExecutor.java
===================================================================
RCS file: /cvsroot/tail/Tail/src/test/net/sf/tail/report/xls/CompleteXlsGeneratorExecutor.java,v
retrieving revision 1.5
retrieving revision 1.6
diff -C2 -d -r1.5 -r1.6
*** CompleteXlsGeneratorExecutor.java	3 Oct 2007 19:59:55 -0000	1.5
--- CompleteXlsGeneratorExecutor.java	3 Oct 2007 22:56:47 -0000	1.6
***************
*** 13,17 ****
  import net.sf.tail.Indicator;
  import net.sf.tail.OperationType;
- import net.sf.tail.SlicerType;
  import net.sf.tail.Strategy;
  import net.sf.tail.TimeSeries;
--- 13,16 ----
***************
*** 31,35 ****
  import net.sf.tail.report.Report;
  import net.sf.tail.runner.HistoryRunner;
! import net.sf.tail.series.SlicerByTimePeriod;
  import net.sf.tail.strategy.IndicatorCrossedIndicatorStrategy;
  
--- 30,34 ----
  import net.sf.tail.report.Report;
  import net.sf.tail.runner.HistoryRunner;
! import net.sf.tail.series.FullyMemorizedSlicer;
  import net.sf.tail.strategy.IndicatorCrossedIndicatorStrategy;
  
***************
*** 44,48 ****
  		TimeSeries timeSeries = null;
  		Set<Strategy> strategies = new HashSet<Strategy>();
! 		
  		try {
  			timeSeries = ctsl.load(new FileInputStream("BaseBovespa/diario/petr4Dia.csv"), "Petrobras (petr4)");
--- 43,47 ----
  		TimeSeries timeSeries = null;
  		Set<Strategy> strategies = new HashSet<Strategy>();
! 
  		try {
  			timeSeries = ctsl.load(new FileInputStream("BaseBovespa/diario/petr4Dia.csv"), "Petrobras (petr4)");
***************
*** 55,66 ****
  		Walker w = new WalkForward(new BestStrategyEvaluator(new HistoryRunner(OperationType.BUY)));
  		Indicator<Double> close = new ClosePriceIndicator(timeSeries);
! 		
! 		
! //		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);
--- 54,65 ----
  		Walker w = new WalkForward(new BestStrategyEvaluator(new HistoryRunner(OperationType.BUY)));
  		Indicator<Double> close = new ClosePriceIndicator(timeSeries);
! 
! 		// 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);
***************
*** 68,84 ****
  			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();
  		HSSFWorkbook workbook = new HSSFWorkbook();
! 		
  		List<AnalysisCriterion> criteria = new ArrayList<AnalysisCriterion>();
  		criteria.add(new BuyAndHoldCriterion());
--- 67,81 ----
  			strategies.add(strategy);
  		}
! 
  		Indicator<Double> tracker = new ParabolicSarIndicator(timeSeries);
  		Strategy strategy = new IndicatorCrossedIndicatorStrategy(close, tracker);
  		strategies.add(strategy);
  
! 		Report r = w.walk(strategies, new FullyMemorizedSlicer(timeSeries, new Period().withMonths(10), new DateTime(
! 				2000, 1, 1, 0, 0, 0, 0)), new TotalProfitCriterion());
! 
  		CompleteXlsGenerator xls = new CompleteXlsGenerator();
  		HSSFWorkbook workbook = new HSSFWorkbook();
! 
  		List<AnalysisCriterion> criteria = new ArrayList<AnalysisCriterion>();
  		criteria.add(new BuyAndHoldCriterion());
***************
*** 87,96 ****
  		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");
  		workbook.write(fileOut);
! 	    fileOut.close();
  	}
  
--- 84,93 ----
  		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");
  		workbook.write(fileOut);
! 		fileOut.close();
  	}
  
***************
*** 98,102 ****
  		CompleteXlsGeneratorExecutor complete = new CompleteXlsGeneratorExecutor();
  		try {
! 			complete.testEMAComplete();			
  		} catch (IOException e) {
  			e.printStackTrace();
--- 95,99 ----
  		CompleteXlsGeneratorExecutor complete = new CompleteXlsGeneratorExecutor();
  		try {
! 			complete.testEMAComplete();
  		} catch (IOException e) {
  			e.printStackTrace();

Index: CompleteXLSGeneratorTest.java
===================================================================
RCS file: /cvsroot/tail/Tail/src/test/net/sf/tail/report/xls/CompleteXLSGeneratorTest.java,v
retrieving revision 1.2
retrieving revision 1.3
diff -C2 -d -r1.2 -r1.3
*** CompleteXLSGeneratorTest.java	26 Sep 2007 21:04:29 -0000	1.2
--- CompleteXLSGeneratorTest.java	3 Oct 2007 22:56:47 -0000	1.3
***************
*** 9,13 ****
  import net.sf.tail.Operation;
  import net.sf.tail.OperationType;
! import net.sf.tail.SlicerType;
  import net.sf.tail.Trade;
  import net.sf.tail.analysis.criteria.TotalProfitCriterion;
--- 9,13 ----
  import net.sf.tail.Operation;
  import net.sf.tail.OperationType;
! import net.sf.tail.TimeSeriesSlicer;
  import net.sf.tail.Trade;
  import net.sf.tail.analysis.criteria.TotalProfitCriterion;
***************
*** 16,20 ****
  import net.sf.tail.runner.HistoryRunner;
  import net.sf.tail.sample.SampleTimeSeries;
! import net.sf.tail.series.SlicerByTimePeriod;
  import net.sf.tail.strategy.FakeStrategy;
  
--- 16,20 ----
  import net.sf.tail.runner.HistoryRunner;
  import net.sf.tail.sample.SampleTimeSeries;
! import net.sf.tail.series.FullyMemorizedSlicer;
  import net.sf.tail.strategy.FakeStrategy;
  
***************
*** 47,51 ****
  				new TotalProfitCriterion(), trades, new HistoryRunner(OperationType.BUY));
  		decisions.add(decision);
! 		SlicerByTimePeriod slicer = new SlicerByTimePeriod(series, period, SlicerType.MEMORIZED);
  
  		report = new Report(new TotalProfitCriterion(), slicer, decisions);
--- 47,51 ----
  				new TotalProfitCriterion(), trades, new HistoryRunner(OperationType.BUY));
  		decisions.add(decision);
! 		TimeSeriesSlicer slicer = new FullyMemorizedSlicer(series, period);
  
  		report = new Report(new TotalProfitCriterion(), slicer, decisions);