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From: xanaot <xa...@us...> - 2007-10-03 22:56:46
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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); |