[Tail-cvs] Tail/src/test/net/sf/tail/analysis/criteria NumberOfTradesCriterionTest.java, 1.4 AverageProfitCriterionTest.java, 1.13 RewardRiskRatioCriterionTest.java, 1.13 BuyAndHoldCriterionTest.java, 1.4

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

Update of /cvsroot/tail/Tail/src/test/net/sf/tail/analysis/criteria
In directory sc8-pr-cvs10.sourceforge.net:/tmp/cvs-serv17803/src/test/net/sf/tail/analysis/criteria

Modified Files:
	NumberOfTradesCriterionTest.java 
	AverageProfitCriterionTest.java 
	RewardRiskRatioCriterionTest.java BuyAndHoldCriterionTest.java 
Log Message:
Novos testes

Index: NumberOfTradesCriterionTest.java
===================================================================
RCS file: /cvsroot/tail/Tail/src/test/net/sf/tail/analysis/criteria/NumberOfTradesCriterionTest.java,v
retrieving revision 1.3
retrieving revision 1.4
diff -C2 -d -r1.3 -r1.4
*** NumberOfTradesCriterionTest.java	23 Aug 2007 12:51:10 -0000	1.3
--- NumberOfTradesCriterionTest.java	22 Oct 2007 16:48:00 -0000	1.4
***************
*** 57,59 ****
--- 57,67 ----
  		assertEquals(2d, buyAndHold.summarize(series, decisions), 0.01);
  	}
+ 	@Test
+ 	public void testCalculateWithOneTrade()
+ 	{
+ 		Trade trade = new Trade();
+ 		NumberOfTradesCriterion tradesCriterion = new NumberOfTradesCriterion();
+ 
+ 		assertEquals(1d, tradesCriterion.calculate(null, trade));
+ 	}
  }

Index: RewardRiskRatioCriterionTest.java
===================================================================
RCS file: /cvsroot/tail/Tail/src/test/net/sf/tail/analysis/criteria/RewardRiskRatioCriterionTest.java,v
retrieving revision 1.12
retrieving revision 1.13
diff -C2 -d -r1.12 -r1.13
*** RewardRiskRatioCriterionTest.java	1 Sep 2007 13:38:29 -0000	1.12
--- RewardRiskRatioCriterionTest.java	22 Oct 2007 16:48:00 -0000	1.13
***************
*** 91,94 ****
--- 91,105 ----
  
  	}
+ 	
+ 	@Test
+ 	public void testWithOneTrade() {
+ 		Trade trade = new Trade(new Operation(0, OperationType.BUY), new Operation(1, OperationType.SELL));
+ 
+ 		SampleTimeSeries series = new SampleTimeSeries(new double[] { 100, 95, 95, 100, 90, 95, 80, 120 });
+ 
+ 			
+ 		RewardRiskRatioCriterion ratioCriterion = new RewardRiskRatioCriterion();
+ 		assertEquals((95d/100) / ((1d - 0.95d)), ratioCriterion.calculate(series, trade));
+ 	}
  
  }

Index: BuyAndHoldCriterionTest.java
===================================================================
RCS file: /cvsroot/tail/Tail/src/test/net/sf/tail/analysis/criteria/BuyAndHoldCriterionTest.java,v
retrieving revision 1.3
retrieving revision 1.4
diff -C2 -d -r1.3 -r1.4
*** BuyAndHoldCriterionTest.java	23 Aug 2007 12:51:10 -0000	1.3
--- BuyAndHoldCriterionTest.java	22 Oct 2007 16:48:00 -0000	1.4
***************
*** 68,71 ****
--- 68,81 ----
  		assertEquals(0.7, buyAndHold.calculate(series, trades));
  	}
+ 	
+ 	@Test
+ 	public void testCalculateWithOneTrade()
+ 	{
+ 		SampleTimeSeries series = new SampleTimeSeries(new double[] {100, 105 });
+ 		Trade trade = new Trade(new Operation(0, OperationType.BUY), new Operation(1, OperationType.SELL));
+ 		AnalysisCriterion buyAndHold = new BuyAndHoldCriterion();
+ 		assertEquals(105d/100, buyAndHold.calculate(series, trade));
+ 		
+ 	}
  
  }

Index: AverageProfitCriterionTest.java
===================================================================
RCS file: /cvsroot/tail/Tail/src/test/net/sf/tail/analysis/criteria/AverageProfitCriterionTest.java,v
retrieving revision 1.12
retrieving revision 1.13
diff -C2 -d -r1.12 -r1.13
*** AverageProfitCriterionTest.java	17 Oct 2007 22:31:15 -0000	1.12
--- AverageProfitCriterionTest.java	22 Oct 2007 16:48:00 -0000	1.13
***************
*** 83,86 ****
--- 83,95 ----
  		assertEquals(Double.NaN, averageProfit.calculate(series, trades));
  	}
+ 	@Test
+ 	public void testCalculateWithOneTrade()
+ 	{
+ 		series = new SampleTimeSeries(new double[] {100, 105});
+ 		Trade trade = new Trade(new Operation(0, OperationType.BUY), new Operation(1, OperationType.SELL));
+ 		AnalysisCriterion average = new AverageProfitCriterion();
+ 		assertEquals(Math.pow(105d / 100, 1d/2), average.calculate(series, trade));
+ 		
+ 	}
  
  }