[Tail-cvs] Tail/src/java/net/sf/tail/analysis/criteria BrazilianTotalProfitCriterion.java, 1.1 BrazilianTransactionCostsCriterion.java, 1.1 TotalProfitCriterion.java, 1.17

[Thies <tg...@us...>]

Update of /cvsroot/tail/Tail/src/java/net/sf/tail/analysis/criteria
In directory sc8-pr-cvs10.sourceforge.net:/tmp/cvs-serv4409/src/java/net/sf/tail/analysis/criteria

Modified Files:
	TotalProfitCriterion.java 
Added Files:
	BrazilianTotalProfitCriterion.java 
	BrazilianTransactionCostsCriterion.java 
Log Message:
Novos criterias e refatoracao no totalProfit

Index: TotalProfitCriterion.java
===================================================================
RCS file: /cvsroot/tail/Tail/src/java/net/sf/tail/analysis/criteria/TotalProfitCriterion.java,v
retrieving revision 1.16
retrieving revision 1.17
diff -C2 -d -r1.16 -r1.17
*** TotalProfitCriterion.java	4 Sep 2007 13:09:14 -0000	1.16
--- TotalProfitCriterion.java	8 Oct 2007 19:19:05 -0000	1.17
***************
*** 1,5 ****
  package net.sf.tail.analysis.criteria;
  
- import java.util.ArrayList;
  import java.util.LinkedList;
  import java.util.List;
--- 1,4 ----
***************
*** 21,24 ****
--- 20,38 ----
  	}
  
+ 	public double summarize(TimeSeries series, List<Decision> decisions) {
+ 		List<Trade> trades = new LinkedList<Trade>();
+ 
+ 		for (Decision decision : decisions) {
+ 			trades.addAll(decision.getTrades());
+ 		}
+ 
+ 		return calculate(series, trades);
+ 	}
+ 
+ 	public double calculate(TimeSeries series, Trade trade) {
+ 		return calculateProfit(series, trade);
+ 
+ 	}
+ 
  	private double calculateProfit(TimeSeries series, Trade trade) {
  		double exitClosePrice = series.getTick(trade.getExit().getIndex()).getClosePrice();
***************
*** 34,53 ****
  	}
  
- 	public double summarize(TimeSeries series, List<Decision> decisions) {
- 		List<Trade> trades = new LinkedList<Trade>();
- 
- 		for (Decision decision : decisions) {
- 			trades.addAll(decision.getTrades());
- 		}
- 
- 		return calculate(series, trades);
- 	}
- 	public double calculate(TimeSeries series, Trade trade) {
- 		List<Trade> trades = new ArrayList<Trade>();
- 		trades.add(trade);
- 		return calculate(series, trades);
- 		
- 	}
- 	
  	@Override
  	public int hashCode() {
--- 48,51 ----
***************
*** 68,72 ****
  		return true;
  	}
- 	
  
  }
--- 66,69 ----

--- NEW FILE: BrazilianTotalProfitCriterion.java ---
package net.sf.tail.analysis.criteria;

import java.util.LinkedList;
import java.util.List;

import net.sf.tail.AnalysisCriterion;
import net.sf.tail.OperationType;
import net.sf.tail.TimeSeries;
import net.sf.tail.Trade;
import net.sf.tail.analysis.evaluator.Decision;

public class BrazilianTotalProfitCriterion implements AnalysisCriterion {

	public double calculate(TimeSeries series, Trade trade) {
		return calculateProfit(series, trade);
	}

	public double calculate(TimeSeries series, List<Trade> trades) {
		double value = 1d;
		for (Trade trade : trades) {
			value *= calculateProfit(series, trade);
		}
		return value;
	}

	public double summarize(TimeSeries series, List<Decision> decisions) {
		List<Trade> trades = new LinkedList<Trade>();

		for (Decision decision : decisions) {
			trades.addAll(decision.getTrades());
		}

		return calculate(series, trades);
	}
	
	private double calculateProfit(TimeSeries series, Trade trade) {
		double exitClosePrice = series.getTick(trade.getExit().getIndex()).getClosePrice();
		double entryClosePrice = series.getTick(trade.getEntry().getIndex()).getClosePrice();

		if (trade.getEntry().getType() == OperationType.BUY) {

			return (exitClosePrice * 0.99965d) / (entryClosePrice * 1.00035d);
		}

		return (entryClosePrice * 0.99965d) / (exitClosePrice * 1.00035d);

	}
	
	@Override
	public int hashCode() {
		final int prime = 31;
		int result = 1;
		result = prime * result + (this.getClass().hashCode());
		return result;
	}

	@Override
	public boolean equals(Object obj) {
		if (this == obj)
			return true;
		if (obj == null)
			return false;
		if (getClass() != obj.getClass())
			return false;
		return true;
	}

}

--- NEW FILE: BrazilianTransactionCostsCriterion.java ---
package net.sf.tail.analysis.criteria;

import java.util.ArrayList;
import java.util.List;

import net.sf.tail.AnalysisCriterion;
import net.sf.tail.TimeSeries;
import net.sf.tail.Trade;
import net.sf.tail.analysis.evaluator.Decision;

public class BrazilianTransactionCostsCriterion implements AnalysisCriterion {

	public double calculate(TimeSeries series, Trade trade) {
		return 40d;
	}

	public double calculate(TimeSeries series, List<Trade> trades) {
		return 40d * trades.size();
	}

	public double summarize(TimeSeries series, List<Decision> decisions) {
		List<Trade> trades = new ArrayList<Trade>();
		for (Decision decision : decisions) {
			trades.addAll(decision.getTrades());
			
		}
		return calculate(series, trades);
	}
	
	@Override
	public int hashCode() {
		final int prime = 31;
		int result = 1;
		result = prime * result + (this.getClass().hashCode());
		return result;
	}

	@Override
	public boolean equals(Object obj) {
		if (this == obj)
			return true;
		if (obj == null)
			return false;
		if (getClass() != obj.getClass())
			return false;
		return true;
	}

}