[Tail-cvs] Tail/src/test/net/sf/tail/graphics FasterCriteriaDatasetTest.java, 1.1 FasterDatasetTest.java, 1.3

[Carlos <ma...@us...>]

Update of /cvsroot/tail/Tail/src/test/net/sf/tail/graphics
In directory sc8-pr-cvs10.sourceforge.net:/tmp/cvs-serv19116/src/test/net/sf/tail/graphics

Modified Files:
	FasterDatasetTest.java 
Added Files:
	FasterCriteriaDatasetTest.java 
Log Message:
Mais testes, ajustes de testes e etc.

Index: FasterDatasetTest.java
===================================================================
RCS file: /cvsroot/tail/Tail/src/test/net/sf/tail/graphics/FasterDatasetTest.java,v
retrieving revision 1.2
retrieving revision 1.3
diff -C2 -d -r1.2 -r1.3
*** FasterDatasetTest.java	24 Oct 2007 20:31:29 -0000	1.2
--- FasterDatasetTest.java	31 Oct 2007 19:53:07 -0000	1.3
***************
*** 31,34 ****
--- 31,52 ----
  		assertEquals(6, dataset.getColumnCount());
  	}
+ 	
+ 	@Test
+ 	public void testFasterDatasetWithoutDoFast()
+ 	{
+ 		List<Tick> ticks = new ArrayList<Tick>();
+ 		ticks.add(new Tick(new DateTime().withDate(2007, 5, 6), 1d));
+ 		ticks.add(new Tick(new DateTime().withDate(2007, 6, 7), 2d));
+ 		ticks.add(new Tick(new DateTime().withDate(2007, 7, 8), 3d));
+ 		ticks.add(new Tick(new DateTime().withDate(2007, 8, 9), 4d));
+ 		ticks.add(new Tick(new DateTime().withDate(2007, 9, 10), 5d));
+ 		ticks.add(new Tick(new DateTime().withDate(2007, 10, 11), 3d));
+ 		ticks.add(new Tick(new DateTime().withDate(2007, 11, 12), 6d));
+ 		ticks.add(new Tick(new DateTime().withDate(2007, 12, 13), 7d));
+ 		SampleTimeSeries series = new SampleTimeSeries(ticks);
+ 		FasterDataset dataset = new FasterDataset(series);
+ 		assertEquals(8, dataset.getColumnCount());
+ 	}
+ 	
  	@Test
  	public void testFasterDatasetOnlyWithGains()

--- NEW FILE: FasterCriteriaDatasetTest.java ---
package net.sf.tail.graphics;

import static junit.framework.Assert.assertEquals;

import java.util.ArrayList;
import java.util.HashSet;
import java.util.LinkedList;
import java.util.List;

import net.sf.tail.AnalysisCriterion;
import net.sf.tail.OperationType;
import net.sf.tail.Strategy;
import net.sf.tail.Tick;
import net.sf.tail.TimeSeriesSlicer;
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.report.Report;
import net.sf.tail.runner.HistoryRunner;
import net.sf.tail.sample.SampleIndicator;
import net.sf.tail.sample.SampleTimeSeries;
import net.sf.tail.series.RegularSlicer;
import net.sf.tail.strategy.IndicatorCrossedIndicatorStrategy;
import net.sf.tail.strategy.IndicatorOverIndicatorStrategy;

import org.joda.time.DateTime;
import org.joda.time.Period;
import org.junit.Test;

public class FasterCriteriaDatasetTest {

	@Test
	public void testFasterCriteriaDatasetWithoutDoFast()
	{
		List<Tick> ticks = new ArrayList<Tick>();
		ticks.add(new Tick(new DateTime().withDate(2007, 5, 6), 1d));
		ticks.add(new Tick(new DateTime().withDate(2007, 6, 7), 2d));
		ticks.add(new Tick(new DateTime().withDate(2007, 7, 8), 3d));
		ticks.add(new Tick(new DateTime().withDate(2007, 8, 9), 4d));
		ticks.add(new Tick(new DateTime().withDate(2007, 9, 10), 5d));
		ticks.add(new Tick(new DateTime().withDate(2007, 10, 11), 3d));
		ticks.add(new Tick(new DateTime().withDate(2007, 11, 12), 6d));
		ticks.add(new Tick(new DateTime().withDate(2007, 12, 13), 7d));
		SampleTimeSeries series = new SampleTimeSeries(ticks);
		LinkedList<Report> reports;
		SampleIndicator indicator1;
		SampleIndicator indicator2;
		HashSet<Strategy> strategies;
		HashSet<Strategy> strategies2;
		
		reports = new LinkedList<Report>();

		indicator1 = new SampleIndicator(new double[] { 2d, 3d, 4d, 5d, 3d, 4d, 5d, 3d, 4d, 5d, 3d, 4d});
		indicator2 = new SampleIndicator(new double[] { 5d, 4d, 3d, 2d, 4d, 3d, 2d, 4d, 3d, 2d, 4d, 3d});
		
		strategies = new HashSet<Strategy>();
		strategies2 = new HashSet<Strategy>();
		
		strategies.add(new IndicatorCrossedIndicatorStrategy(indicator1, indicator2));
		strategies2.add(new IndicatorCrossedIndicatorStrategy(indicator2, indicator1));
		strategies.add(new IndicatorOverIndicatorStrategy(indicator1, indicator2));
		strategies2.add(new IndicatorOverIndicatorStrategy(indicator2, indicator1));

		WalkForward walk = new WalkForward(new HigherValueEvaluator(new HistoryRunner(OperationType.BUY)));
		TimeSeriesSlicer slice = new RegularSlicer(series, new Period().withDays(2));
		AnalysisCriterion criterion = new TotalProfitCriterion();
		Report report1 = walk.walk(strategies, slice, criterion);
		report1.setName("rep1");
		Report report2 = walk.walk(strategies2, slice, criterion);
		report2.setName("rep2");
		reports.add(report1);
		reports.add(report2);
		
		FasterCriteriaDataset dataset = new FasterCriteriaDataset(series, reports);
		assertEquals(8, dataset.getColumnCount());
	}
	
	@Test
	public void testFasterCriteriaDatasetDoFast()
	{
		List<Tick> ticks = new ArrayList<Tick>();
		ticks.add(new Tick(new DateTime().withDate(2007, 5, 6), 1d));
		ticks.add(new Tick(new DateTime().withDate(2007, 6, 7), 2d));
		ticks.add(new Tick(new DateTime().withDate(2007, 7, 8), 3d));
		ticks.add(new Tick(new DateTime().withDate(2007, 8, 9), 4d));
		ticks.add(new Tick(new DateTime().withDate(2007, 9, 10), 5d));
		ticks.add(new Tick(new DateTime().withDate(2007, 10, 11), 3d));
		ticks.add(new Tick(new DateTime().withDate(2007, 11, 12), 6d));
		ticks.add(new Tick(new DateTime().withDate(2007, 12, 13), 7d));
		SampleTimeSeries series = new SampleTimeSeries(ticks);
		LinkedList<Report> reports;
		SampleIndicator indicator1;
		SampleIndicator indicator2;
		HashSet<Strategy> strategies;
		HashSet<Strategy> strategies2;
		
		reports = new LinkedList<Report>();

		indicator1 = new SampleIndicator(new double[] { 2d, 3d, 4d, 5d, 3d, 4d, 5d, 3d, 4d, 5d, 3d, 4d});
		indicator2 = new SampleIndicator(new double[] { 5d, 4d, 3d, 2d, 4d, 3d, 2d, 4d, 3d, 2d, 4d, 3d});
		
		strategies = new HashSet<Strategy>();
		strategies2 = new HashSet<Strategy>();
		
		strategies.add(new IndicatorCrossedIndicatorStrategy(indicator1, indicator2));
		strategies2.add(new IndicatorCrossedIndicatorStrategy(indicator2, indicator1));
		strategies.add(new IndicatorOverIndicatorStrategy(indicator1, indicator2));
		strategies2.add(new IndicatorOverIndicatorStrategy(indicator2, indicator1));

		WalkForward walk = new WalkForward(new HigherValueEvaluator(new HistoryRunner(OperationType.BUY)));
		TimeSeriesSlicer slice = new RegularSlicer(series, new Period().withDays(2));
		AnalysisCriterion criterion = new TotalProfitCriterion();
		Report report1 = walk.walk(strategies, slice, criterion);
		report1.setName("rep1");
		Report report2 = walk.walk(strategies2, slice, criterion);
		report2.setName("rep2");
		reports.add(report1);
		reports.add(report2);
		
		FasterCriteriaDataset dataset = new FasterCriteriaDataset(series, reports, true);
		assertEquals(4, dataset.getColumnCount());
	}
	
	@Test
	public void testFasterCriteriaDatasetOnlyWithGains()
	{
		List<Tick> ticks = new ArrayList<Tick>();
		ticks.add(new Tick(new DateTime().withDate(2007, 5, 6), 1d));
		ticks.add(new Tick(new DateTime().withDate(2007, 6, 7), 2d));
		ticks.add(new Tick(new DateTime().withDate(2007, 7, 8), 3d));
		ticks.add(new Tick(new DateTime().withDate(2007, 8, 9), 4d));
		ticks.add(new Tick(new DateTime().withDate(2007, 9, 10), 5d));
		ticks.add(new Tick(new DateTime().withDate(2007, 10, 11), 6d));
		ticks.add(new Tick(new DateTime().withDate(2007, 11, 12), 7d));
		ticks.add(new Tick(new DateTime().withDate(2007, 12, 13), 8d));
		SampleTimeSeries series = new SampleTimeSeries(ticks);
		LinkedList<Report> reports;
		SampleIndicator indicator1;
		SampleIndicator indicator2;
		HashSet<Strategy> strategies;
		HashSet<Strategy> strategies2;
		
		reports = new LinkedList<Report>();

		indicator1 = new SampleIndicator(new double[] { 2d, 3d, 4d, 5d, 3d, 4d, 5d, 3d, 4d, 5d, 3d, 4d});
		indicator2 = new SampleIndicator(new double[] { 5d, 4d, 3d, 2d, 4d, 3d, 2d, 4d, 3d, 2d, 4d, 3d});
		
		strategies = new HashSet<Strategy>();
		strategies2 = new HashSet<Strategy>();
		
		strategies.add(new IndicatorCrossedIndicatorStrategy(indicator1, indicator2));
		strategies2.add(new IndicatorCrossedIndicatorStrategy(indicator2, indicator1));
		strategies.add(new IndicatorOverIndicatorStrategy(indicator1, indicator2));
		strategies2.add(new IndicatorOverIndicatorStrategy(indicator2, indicator1));

		WalkForward walk = new WalkForward(new HigherValueEvaluator(new HistoryRunner(OperationType.BUY)));
		TimeSeriesSlicer slice = new RegularSlicer(series, new Period().withDays(2));
		AnalysisCriterion criterion = new TotalProfitCriterion();
		Report report1 = walk.walk(strategies, slice, criterion);
		report1.setName("rep1");
		Report report2 = walk.walk(strategies2, slice, criterion);
		report2.setName("rep2");
		reports.add(report1);
		reports.add(report2);
		
		FasterCriteriaDataset dataset = new FasterCriteriaDataset(series, reports, true);
		assertEquals(4, dataset.getColumnCount());
	}
	@Test
	public void testFasterCriteriaDatasetNotSoFast()
	{
		List<Tick> ticks = new ArrayList<Tick>();
		ticks.add(new Tick(new DateTime().withDate(2007, 5, 6), 1d));
		ticks.add(new Tick(new DateTime().withDate(2007, 6, 7), 2d));
		ticks.add(new Tick(new DateTime().withDate(2007, 7, 8), 3d));
		ticks.add(new Tick(new DateTime().withDate(2007, 8, 9), 4d));
		ticks.add(new Tick(new DateTime().withDate(2007, 9, 10), 5d));
		ticks.add(new Tick(new DateTime().withDate(2007, 10, 11), 3d));
		ticks.add(new Tick(new DateTime().withDate(2007, 11, 12), 6d));
		ticks.add(new Tick(new DateTime().withDate(2007, 12, 13), 7d));
		SampleTimeSeries series = new SampleTimeSeries(ticks);
		LinkedList<Report> reports;
		SampleIndicator indicator1;
		SampleIndicator indicator2;
		HashSet<Strategy> strategies;
		HashSet<Strategy> strategies2;
		
		reports = new LinkedList<Report>();

		indicator1 = new SampleIndicator(new double[] { 2d, 3d, 4d, 5d, 3d, 4d, 5d, 3d, 4d, 5d, 3d, 4d});
		indicator2 = new SampleIndicator(new double[] { 5d, 4d, 3d, 2d, 4d, 3d, 2d, 4d, 3d, 2d, 4d, 3d});
		
		strategies = new HashSet<Strategy>();
		strategies2 = new HashSet<Strategy>();
		
		strategies.add(new IndicatorCrossedIndicatorStrategy(indicator1, indicator2));
		strategies2.add(new IndicatorCrossedIndicatorStrategy(indicator2, indicator1));
		strategies.add(new IndicatorOverIndicatorStrategy(indicator1, indicator2));
		strategies2.add(new IndicatorOverIndicatorStrategy(indicator2, indicator1));

		WalkForward walk = new WalkForward(new HigherValueEvaluator(new HistoryRunner(OperationType.BUY)));
		TimeSeriesSlicer slice = new RegularSlicer(series, new Period().withDays(2));
		AnalysisCriterion criterion = new TotalProfitCriterion();
		Report report1 = walk.walk(strategies, slice, criterion);
		report1.setName("rep1");
		Report report2 = walk.walk(strategies2, slice, criterion);
		report2.setName("rep2");
		reports.add(report1);
		reports.add(report2);
		
		FasterCriteriaDataset dataset = new FasterCriteriaDataset(series, reports, true);
		assertEquals(4, dataset.getColumnCount());
	}
	
}