[Tail-cvs] Tail/src/test/net/sf/tail EMACompleteTest.java, 1.18 ReportXmlSerializerTest.java, 1.6 EMAWalkTest.java, 1.17 StockAnalysisXmlSerializerTest.java, 1.8

[Márcio V. d. S. <mv...@us...>]

Update of /cvsroot/tail/Tail/src/test/net/sf/tail
In directory sc8-pr-cvs10.sourceforge.net:/tmp/cvs-serv12839/src/test/net/sf/tail

Modified Files:
	EMACompleteTest.java ReportXmlSerializerTest.java 
	EMAWalkTest.java StockAnalysisXmlSerializerTest.java 
Log Message:


Index: EMACompleteTest.java
===================================================================
RCS file: /cvsroot/tail/Tail/src/test/net/sf/tail/EMACompleteTest.java,v
retrieving revision 1.17
retrieving revision 1.18
diff -C2 -d -r1.17 -r1.18
*** EMACompleteTest.java	5 Oct 2007 20:55:00 -0000	1.17
--- EMACompleteTest.java	8 Oct 2007 19:38:14 -0000	1.18
***************
*** 18,22 ****
  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.flow.CashFlow;
--- 18,22 ----
  import net.sf.tail.analysis.criteria.RewardRiskRatioCriterion;
  import net.sf.tail.analysis.criteria.TotalProfitCriterion;
! import net.sf.tail.analysis.evaluator.HigherValueEvaluator;
  import net.sf.tail.analysis.walk.WalkForward;
  import net.sf.tail.flow.CashFlow;
***************
*** 44,48 ****
  		timeSeries = ctsl.load(new FileInputStream("BaseBovespa/15min/petr4_15min_05102007.csv"), "Ambev (ambv4)");
  
! 		Walker w = new WalkForward(new BestStrategyEvaluator(new HistoryRunner(OperationType.BUY)));
  
  		Set<Strategy> strategies = new HashSet<Strategy>();
--- 44,48 ----
  		timeSeries = ctsl.load(new FileInputStream("BaseBovespa/15min/petr4_15min_05102007.csv"), "Ambev (ambv4)");
  
! 		Walker w = new WalkForward(new HigherValueEvaluator(new HistoryRunner(OperationType.BUY)));
  
  		Set<Strategy> strategies = new HashSet<Strategy>();

Index: EMAWalkTest.java
===================================================================
RCS file: /cvsroot/tail/Tail/src/test/net/sf/tail/EMAWalkTest.java,v
retrieving revision 1.16
retrieving revision 1.17
diff -C2 -d -r1.16 -r1.17
*** EMAWalkTest.java	3 Oct 2007 22:56:47 -0000	1.16
--- EMAWalkTest.java	8 Oct 2007 19:38:14 -0000	1.17
***************
*** 11,15 ****
  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;
--- 11,15 ----
  import net.sf.tail.analysis.criteria.RewardRiskRatioCriterion;
  import net.sf.tail.analysis.criteria.TotalProfitCriterion;
! import net.sf.tail.analysis.evaluator.HigherValueEvaluator;
  import net.sf.tail.analysis.walk.WalkForward;
  import net.sf.tail.indicator.simple.ClosePriceIndicator;
***************
*** 49,53 ****
  		// walks year by year, forgetting the past and generates the report in
  		// /tmp/petr4
! 		Walker forward = new WalkForward(new BestStrategyEvaluator(new HistoryRunner(OperationType.BUY)));
  		Report report = forward.walk(strategies, slicer, new TotalProfitCriterion());
  		ReportHTMLGenerator generator = new ReportHTMLGenerator();
--- 49,53 ----
  		// walks year by year, forgetting the past and generates the report in
  		// /tmp/petr4
! 		Walker forward = new WalkForward(new HigherValueEvaluator(new HistoryRunner(OperationType.BUY)));
  		Report report = forward.walk(strategies, slicer, new TotalProfitCriterion());
  		ReportHTMLGenerator generator = new ReportHTMLGenerator();

Index: StockAnalysisXmlSerializerTest.java
===================================================================
RCS file: /cvsroot/tail/Tail/src/test/net/sf/tail/StockAnalysisXmlSerializerTest.java,v
retrieving revision 1.7
retrieving revision 1.8
diff -C2 -d -r1.7 -r1.8
*** StockAnalysisXmlSerializerTest.java	3 Oct 2007 22:56:47 -0000	1.7
--- StockAnalysisXmlSerializerTest.java	8 Oct 2007 19:38:14 -0000	1.8
***************
*** 15,19 ****
  import net.sf.tail.analysis.criteria.NumberOfTicksCriterion;
  import net.sf.tail.analysis.criteria.TotalProfitCriterion;
! import net.sf.tail.analysis.evaluator.BestStrategyEvaluator;
  import net.sf.tail.indicator.simple.ClosePriceIndicator;
  import net.sf.tail.indicator.tracker.EMAIndicator;
--- 15,19 ----
  import net.sf.tail.analysis.criteria.NumberOfTicksCriterion;
  import net.sf.tail.analysis.criteria.TotalProfitCriterion;
! import net.sf.tail.analysis.evaluator.HigherValueEvaluator;
  import net.sf.tail.indicator.simple.ClosePriceIndicator;
  import net.sf.tail.indicator.tracker.EMAIndicator;
***************
*** 41,45 ****
  			TimeSeriesSlicer slicer = new FullyMemorizedSlicer(timeSeries, new Period().withDays(1));
  			Runner runner = new HistoryRunner(OperationType.BUY);
! 			Evaluator evaluator = new BestStrategyEvaluator(runner);
  
  			StockAnalysis stockAnalysis = new StockAnalysis(stock, applyedCriterion, slicer, evaluator);
--- 41,45 ----
  			TimeSeriesSlicer slicer = new FullyMemorizedSlicer(timeSeries, new Period().withDays(1));
  			Runner runner = new HistoryRunner(OperationType.BUY);
! 			StrategyEvaluator evaluator = new HigherValueEvaluator(runner);
  
  			StockAnalysis stockAnalysis = new StockAnalysis(stock, applyedCriterion, slicer, evaluator);

Index: ReportXmlSerializerTest.java
===================================================================
RCS file: /cvsroot/tail/Tail/src/test/net/sf/tail/ReportXmlSerializerTest.java,v
retrieving revision 1.5
retrieving revision 1.6
diff -C2 -d -r1.5 -r1.6
*** ReportXmlSerializerTest.java	3 Oct 2007 22:56:47 -0000	1.5
--- ReportXmlSerializerTest.java	8 Oct 2007 19:38:14 -0000	1.6
***************
*** 11,15 ****
  
  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;
--- 11,15 ----
  
  import net.sf.tail.analysis.criteria.TotalProfitCriterion;
! import net.sf.tail.analysis.evaluator.HigherValueEvaluator;
  import net.sf.tail.analysis.walk.WalkForward;
  import net.sf.tail.indicator.simple.ClosePriceIndicator;
***************
*** 39,43 ****
  		}
  
! 		Walker w = new WalkForward(new BestStrategyEvaluator(new HistoryRunner(OperationType.BUY)));
  
  		Set<Strategy> strategies = new HashSet<Strategy>();
--- 39,43 ----
  		}
  
! 		Walker w = new WalkForward(new HigherValueEvaluator(new HistoryRunner(OperationType.BUY)));
  
  		Set<Strategy> strategies = new HashSet<Strategy>();