[Tail-cvs] Tail/src/test/net/sf/tail DummyStock.java, 1.1 ReportXmlSerializerTest.java, 1.7 EMAWalkTest.java, 1.19 StockAnalysisXmlSerializerTest.java, 1.9 EMACompleteTest.java, 1.20

[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-serv21382/src/test/net/sf/tail

Modified Files:
	ReportXmlSerializerTest.java EMAWalkTest.java 
	StockAnalysisXmlSerializerTest.java EMACompleteTest.java 
Added Files:
	DummyStock.java 
Log Message:
refatoração gigante! Stock virou TimeSeries

Index: EMACompleteTest.java
===================================================================
RCS file: /cvsroot/tail/Tail/src/test/net/sf/tail/EMACompleteTest.java,v
retrieving revision 1.19
retrieving revision 1.20
diff -C2 -d -r1.19 -r1.20
*** EMACompleteTest.java	10 Oct 2007 19:04:10 -0000	1.19
--- EMACompleteTest.java	15 Oct 2007 20:23:23 -0000	1.20
***************
*** 29,32 ****
--- 29,33 ----
  import net.sf.tail.report.html.ReportHTMLGenerator;
  import net.sf.tail.runner.HistoryRunner;
+ import net.sf.tail.series.DefaultTimeSeries;
  import net.sf.tail.series.FullyMemorizedSlicer;
  import net.sf.tail.strategy.IndicatorCrossedIndicatorStrategy;
***************
*** 40,51 ****
  	public void testCompleteSMAGenerate() throws IOException {
  		CedroTimeSeriesLoader ctsl = new CedroTimeSeriesLoader();
! 		TimeSeries timeSeries = null;
! 
! 		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>();
! 		Indicator<Double> close = new ClosePriceIndicator(timeSeries);
  		for (int i = 4; i < 20; i++) {
  			Indicator<Double> tracker = new EMAIndicator(close, i);
--- 41,51 ----
  	public void testCompleteSMAGenerate() throws IOException {
  		CedroTimeSeriesLoader ctsl = new CedroTimeSeriesLoader();
! 		DefaultTimeSeries timeSeries = ctsl.load(new FileInputStream("BaseBovespa/15min/petr4_15min_05102007.csv"), "Ambev (ambv4)");
! 		TimeSeries dummyStock = new DummyStock(timeSeries); 
! 		
  		Walker w = new WalkForward(new HigherValueEvaluator(new HistoryRunner(OperationType.BUY)));
  
  		Set<Strategy> strategies = new HashSet<Strategy>();
! 		Indicator<Double> close = new ClosePriceIndicator(dummyStock);
  		for (int i = 4; i < 20; i++) {
  			Indicator<Double> tracker = new EMAIndicator(close, i);
***************
*** 54,58 ****
  		}
  
! 		Report r = w.walk(strategies, new FullyMemorizedSlicer(timeSeries, new Period().withMonths(1)), new TotalProfitCriterion());
  		List<AnalysisCriterion> criteria = new LinkedList<AnalysisCriterion>();
  		criteria.add(new NumberOfTradesCriterion());
--- 54,58 ----
  		}
  
! 		Report r = w.walk(strategies, new FullyMemorizedSlicer(dummyStock, new Period().withMonths(1)), new TotalProfitCriterion());
  		List<AnalysisCriterion> criteria = new LinkedList<AnalysisCriterion>();
  		criteria.add(new NumberOfTradesCriterion());
***************
*** 61,66 ****
  		criteria.add(new RewardRiskRatioCriterion());
  
! 		CashFlow cashflow = new CashFlow(timeSeries, r.getAllTrades());
! 		StockAndCashFlowDataset stockData = new StockAndCashFlowDataset(timeSeries, close, cashflow, new Period()
  				.withMonths(1));
  		StockAndCashFlowChart stockChart = new StockAndCashFlowChart(stockData, false);
--- 61,66 ----
  		criteria.add(new RewardRiskRatioCriterion());
  
! 		CashFlow cashflow = new CashFlow(dummyStock, r.getAllTrades());
! 		StockAndCashFlowDataset stockData = new StockAndCashFlowDataset(dummyStock, close, cashflow, new Period()
  				.withMonths(1));
  		StockAndCashFlowChart stockChart = new StockAndCashFlowChart(stockData, false);

Index: EMAWalkTest.java
===================================================================
RCS file: /cvsroot/tail/Tail/src/test/net/sf/tail/EMAWalkTest.java,v
retrieving revision 1.18
retrieving revision 1.19
diff -C2 -d -r1.18 -r1.19
*** EMAWalkTest.java	10 Oct 2007 19:04:10 -0000	1.18
--- EMAWalkTest.java	15 Oct 2007 20:23:23 -0000	1.19
***************
*** 19,22 ****
--- 19,23 ----
  import net.sf.tail.report.html.ReportHTMLGenerator;
  import net.sf.tail.runner.HistoryRunner;
+ import net.sf.tail.series.DefaultTimeSeries;
  import net.sf.tail.series.FullyMemorizedSlicer;
  import net.sf.tail.strategy.IndicatorCrossedIndicatorStrategy;
***************
*** 31,36 ****
  		// Petrobras by year
  		CedroTimeSeriesLoader loader = new CedroTimeSeriesLoader();
! 		TimeSeries series = loader.load(new FileInputStream("BaseBovespa/diario/petr4Dia.csv"), "Petrobras Anual");
! 
  		// Generates a Set of EMAs, that trigger an ENTER/EXIT when
  		// crossing the close price
--- 32,39 ----
  		// Petrobras by year
  		CedroTimeSeriesLoader loader = new CedroTimeSeriesLoader();
! 		DefaultTimeSeries defultSeries = loader.load(new FileInputStream("BaseBovespa/diario/petr4Dia.csv"), "Petrobras Anual");
! 		TimeSeries series = new DummyStock(defultSeries);
! 		
! 		
  		// Generates a Set of EMAs, that trigger an ENTER/EXIT when
  		// crossing the close price

--- NEW FILE: DummyStock.java ---
package net.sf.tail;

import net.sf.tail.series.DefaultTimeSeries;

public class DummyStock implements TimeSeries {

	private DefaultTimeSeries timeSeries;
	
	public DummyStock(DefaultTimeSeries timeSeries) {
		this.timeSeries = timeSeries;
	}

	public int getBegin() {
		return timeSeries.getBegin();
	}

	public int getEnd() {
		return timeSeries.getEnd();
	}

	public String getName() {
		return timeSeries.getName();
	}

	public String getPeriod() {
		return timeSeries.getPeriod();
	}

	public int getSize() {
		return timeSeries.getSize();
	}

	public Tick getTick(int i) {
		return timeSeries.getTick(i);
	}

}

Index: StockAnalysisXmlSerializerTest.java
===================================================================
RCS file: /cvsroot/tail/Tail/src/test/net/sf/tail/StockAnalysisXmlSerializerTest.java,v
retrieving revision 1.8
retrieving revision 1.9
diff -C2 -d -r1.8 -r1.9
*** StockAnalysisXmlSerializerTest.java	8 Oct 2007 19:38:14 -0000	1.8
--- StockAnalysisXmlSerializerTest.java	15 Oct 2007 20:23:23 -0000	1.9
***************
*** 9,13 ****
  import java.util.Set;
  
! import net.sf.tail.analysis.Stock;
  import net.sf.tail.analysis.StockAnalysis;
  import net.sf.tail.analysis.criteria.AverageProfitCriterion;
--- 9,13 ----
  import java.util.Set;
  
! import net.sf.tail.analysis.SerializableTimeSeries;
  import net.sf.tail.analysis.StockAnalysis;
  import net.sf.tail.analysis.criteria.AverageProfitCriterion;
***************
*** 32,43 ****
  	public void testXMLSerialize() {
  		try {
! 			Stock stock = new Stock("test", "BaseBovespa/15min/ambv4.csv", new CedroTimeSeriesLoader());
  
  			AnalysisCriterion applyedCriterion = new TotalProfitCriterion();
  
! 			TimeSeries timeSeries = stock.getSeries();
! 			timeSeries = stock.getSeries();
! 
! 			TimeSeriesSlicer slicer = new FullyMemorizedSlicer(timeSeries, new Period().withDays(1));
  			Runner runner = new HistoryRunner(OperationType.BUY);
  			StrategyEvaluator evaluator = new HigherValueEvaluator(runner);
--- 32,40 ----
  	public void testXMLSerialize() {
  		try {
! 			SerializableTimeSeries stock = new SerializableTimeSeries("test", "BaseBovespa/15min/ambv4.csv", new CedroTimeSeriesLoader());
  
  			AnalysisCriterion applyedCriterion = new TotalProfitCriterion();
  
! 			TimeSeriesSlicer slicer = new FullyMemorizedSlicer(stock, new Period().withDays(1));
  			Runner runner = new HistoryRunner(OperationType.BUY);
  			StrategyEvaluator evaluator = new HigherValueEvaluator(runner);
***************
*** 52,56 ****
  
  			for (int i = 4; i < 20; i++) {
! 				Indicator<Double> close = new ClosePriceIndicator(timeSeries);
  				Indicator<Double> tracker = new EMAIndicator(close, i);
  				Strategy strategy = new IndicatorCrossedIndicatorStrategy(close, tracker);
--- 49,53 ----
  
  			for (int i = 4; i < 20; i++) {
! 				Indicator<Double> close = new ClosePriceIndicator(stock);
  				Indicator<Double> tracker = new EMAIndicator(close, i);
  				Strategy strategy = new IndicatorCrossedIndicatorStrategy(close, tracker);
***************
*** 58,67 ****
  			}
  
! 			stockAnalysis.createReport("", strategies);
  
  			strategies = new HashSet<Strategy>();
  
  			for (int i = 4; i < 20; i++) {
! 				Indicator<Double> close = new ClosePriceIndicator(timeSeries);
  				Indicator<Double> tracker = new SMAIndicator(close, i);
  				Strategy strategy = new IndicatorCrossedIndicatorStrategy(close, tracker);
--- 55,64 ----
  			}
  
! 			stockAnalysis.addReport("", strategies);
  
  			strategies = new HashSet<Strategy>();
  
  			for (int i = 4; i < 20; i++) {
! 				Indicator<Double> close = new ClosePriceIndicator(stock);
  				Indicator<Double> tracker = new SMAIndicator(close, i);
  				Strategy strategy = new IndicatorCrossedIndicatorStrategy(close, tracker);
***************
*** 69,84 ****
  			}
  
! 			stockAnalysis.createReport("", strategies);
  
  			strategies = new HashSet<Strategy>();
  
  			for (int i = 4; i < 20; i++) {
! 				Indicator<Double> close = new ClosePriceIndicator(timeSeries);
! 				Indicator<Double> tracker = new WilliamsRIndicator(timeSeries, i);
  				Strategy strategy = new IndicatorCrossedIndicatorStrategy(close, tracker);
  				strategies.add(strategy);
  			}
  
! 			stockAnalysis.createReport("", strategies);
  
  			StockAnalysisSerializer serializer = new StockAnalysisSerializer();
--- 66,81 ----
  			}
  
! 			stockAnalysis.addReport("", strategies);
  
  			strategies = new HashSet<Strategy>();
  
  			for (int i = 4; i < 20; i++) {
! 				Indicator<Double> close = new ClosePriceIndicator(stock);
! 				Indicator<Double> tracker = new WilliamsRIndicator(stock, i);
  				Strategy strategy = new IndicatorCrossedIndicatorStrategy(close, tracker);
  				strategies.add(strategy);
  			}
  
! 			stockAnalysis.addReport("", strategies);
  
  			StockAnalysisSerializer serializer = new StockAnalysisSerializer();

Index: ReportXmlSerializerTest.java
===================================================================
RCS file: /cvsroot/tail/Tail/src/test/net/sf/tail/ReportXmlSerializerTest.java,v
retrieving revision 1.6
retrieving revision 1.7
diff -C2 -d -r1.6 -r1.7
*** ReportXmlSerializerTest.java	8 Oct 2007 19:38:14 -0000	1.6
--- ReportXmlSerializerTest.java	15 Oct 2007 20:23:23 -0000	1.7
***************
*** 19,22 ****
--- 19,23 ----
  import net.sf.tail.report.Report;
  import net.sf.tail.runner.HistoryRunner;
+ import net.sf.tail.series.DefaultTimeSeries;
  import net.sf.tail.series.RegularSlicer;
  import net.sf.tail.strategy.IndicatorCrossedIndicatorStrategy;
***************
*** 29,42 ****
  
  		CedroTimeSeriesLoader ctsl = new CedroTimeSeriesLoader();
! 		TimeSeries timeSeries = null;
  
  		try {
! 			timeSeries = ctsl.load(new FileInputStream("BaseBovespa/15min/ambv4.csv"), "AMBV4 IntraDAY");
  		} catch (FileNotFoundException e) {
  			e.printStackTrace();
- 		} catch (IOException e) {
- 			e.printStackTrace();
  		}
! 
  		Walker w = new WalkForward(new HigherValueEvaluator(new HistoryRunner(OperationType.BUY)));
  
--- 30,43 ----
  
  		CedroTimeSeriesLoader ctsl = new CedroTimeSeriesLoader();
! 		DefaultTimeSeries defaulTimeSeries = null;
  
  		try {
! 			defaulTimeSeries = ctsl.load(new FileInputStream("BaseBovespa/15min/ambv4.csv"), "AMBV4 IntraDAY");
  		} catch (FileNotFoundException e) {
  			e.printStackTrace();
  		}
! 		
! 		DummyStock timeSeries = new DummyStock(defaulTimeSeries);
! 		
  		Walker w = new WalkForward(new HigherValueEvaluator(new HistoryRunner(OperationType.BUY)));