[Tail-cvs] Tail/src/test/net/sf/tail EMACompleteTest.java, 1.21 ReportXmlSerializerTest.java, 1.8 EMAWalkTest.java, 1.20 DummyStock.java, NONE

[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-serv3844/src/test/net/sf/tail

Modified Files:
	EMACompleteTest.java ReportXmlSerializerTest.java 
	EMAWalkTest.java 
Removed Files:
	DummyStock.java 
Log Message:
refatoração do timeSeries

Index: EMACompleteTest.java
===================================================================
RCS file: /cvsroot/tail/Tail/src/test/net/sf/tail/EMACompleteTest.java,v
retrieving revision 1.20
retrieving revision 1.21
diff -C2 -d -r1.20 -r1.21
*** EMACompleteTest.java	15 Oct 2007 20:23:23 -0000	1.20
--- EMACompleteTest.java	17 Oct 2007 16:41:53 -0000	1.21
***************
*** 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;
--- 29,32 ----
***************
*** 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);
--- 40,49 ----
  	public void testCompleteSMAGenerate() throws IOException {
  		CedroTimeSeriesLoader ctsl = new CedroTimeSeriesLoader();
! 		TimeSeries series = 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(series);
  		for (int i = 4; i < 20; i++) {
  			Indicator<Double> tracker = new EMAIndicator(close, i);
***************
*** 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());
--- 52,56 ----
  		}
  
! 		Report r = w.walk(strategies, new FullyMemorizedSlicer(series, 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(dummyStock, r.getAllTrades());
! 		StockAndCashFlowDataset stockData = new StockAndCashFlowDataset(dummyStock, close, cashflow, new Period()
  				.withMonths(1));
  		StockAndCashFlowChart stockChart = new StockAndCashFlowChart(stockData, false);
--- 59,64 ----
  		criteria.add(new RewardRiskRatioCriterion());
  
! 		CashFlow cashflow = new CashFlow(series, r.getAllTrades());
! 		StockAndCashFlowDataset stockData = new StockAndCashFlowDataset(series, 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 1.19
retrieving revision 1.20
diff -C2 -d -r1.19 -r1.20
*** EMAWalkTest.java	15 Oct 2007 20:23:23 -0000	1.19
--- EMAWalkTest.java	17 Oct 2007 16:41:54 -0000	1.20
***************
*** 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;
--- 19,22 ----
***************
*** 32,38 ****
  		// 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
--- 31,35 ----
  		// 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

--- DummyStock.java DELETED ---

Index: ReportXmlSerializerTest.java
===================================================================
RCS file: /cvsroot/tail/Tail/src/test/net/sf/tail/ReportXmlSerializerTest.java,v
retrieving revision 1.7
retrieving revision 1.8
diff -C2 -d -r1.7 -r1.8
*** ReportXmlSerializerTest.java	15 Oct 2007 20:23:23 -0000	1.7
--- ReportXmlSerializerTest.java	17 Oct 2007 16:41:54 -0000	1.8
***************
*** 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;
--- 19,22 ----
***************
*** 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)));
  
--- 29,40 ----
  
  		CedroTimeSeriesLoader ctsl = new CedroTimeSeriesLoader();
! 		TimeSeries timeSeries = null;
  
  		try {
! 			timeSeries = ctsl.load(new FileInputStream("BaseBovespa/15min/ambv4.csv"), "AMBV4 IntraDAY");
  		} catch (FileNotFoundException e) {
  			e.printStackTrace();
  		}
  		
  		Walker w = new WalkForward(new HigherValueEvaluator(new HistoryRunner(OperationType.BUY)));