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From: Márcio V. d. S. <mv...@us...> - 2007-10-08 19:38:14
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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>(); |