[Tail-cvs] Tail/src/java/net/sf/tail/runner RunnerFactory.java, 1.1 HistoryRunnerFactory.java, 1.1 HistoryRunner.java, 1.20 ShortSellRunner.java, 1.4

[Márcio V. d. S. <mv...@us...>]

Update of /cvsroot/tail/Tail/src/java/net/sf/tail/runner
In directory sc8-pr-cvs10.sourceforge.net:/tmp/cvs-serv7865/src/java/net/sf/tail/runner

Modified Files:
	HistoryRunner.java ShortSellRunner.java 
Added Files:
	RunnerFactory.java HistoryRunnerFactory.java 
Log Message:
Mega refatoração, Runner não está mais vendendo no final de cada slice

--- NEW FILE: RunnerFactory.java ---
package net.sf.tail.runner;

import net.sf.tail.Runner;
import net.sf.tail.Strategy;
import net.sf.tail.TimeSeriesSlicer;

public interface RunnerFactory {
	Runner create(Strategy strategy,TimeSeriesSlicer slicer);
}

--- NEW FILE: HistoryRunnerFactory.java ---
package net.sf.tail.runner;

import net.sf.tail.Runner;
import net.sf.tail.Strategy;
import net.sf.tail.TimeSeriesSlicer;

public class HistoryRunnerFactory implements RunnerFactory {

	public Runner create(Strategy strategy, TimeSeriesSlicer slicer) {
		return new HistoryRunner(slicer,strategy);
	}

}

Index: HistoryRunner.java
===================================================================
RCS file: /cvsroot/tail/Tail/src/java/net/sf/tail/runner/HistoryRunner.java,v
retrieving revision 1.19
retrieving revision 1.20
diff -C2 -d -r1.19 -r1.20
*** HistoryRunner.java	31 Oct 2007 16:24:39 -0000	1.19
--- HistoryRunner.java	21 Nov 2007 21:55:20 -0000	1.20
***************
*** 4,42 ****
  import java.util.List;
  
- import org.apache.log4j.Logger;
- 
  import net.sf.tail.OperationType;
  import net.sf.tail.Runner;
  import net.sf.tail.Strategy;
  import net.sf.tail.Trade;
  
  public class HistoryRunner implements Runner {
  
  	private OperationType operationType;
  
  	private static final Logger LOG = Logger.getLogger(HistoryRunner.class);
  
! 	public HistoryRunner(OperationType type) {
! 		if (type == null)
  			throw new NullPointerException();
  		this.operationType = type;
  	}
! 	public HistoryRunner()
  	{
! 		this.operationType = OperationType.BUY;
  	}
  
! 	public List<Trade> run(Strategy strategy, int start, int end) {
  
- 		if (start < 0 || end < 0)
- 			throw new IndexOutOfBoundsException();
  
! 		if (start > end)
! 			throw new IllegalArgumentException();
  
  		LOG.info("running strategy " + strategy);
  		List<Trade> trades = new ArrayList<Trade>();
  		Trade lastTrade = new Trade(operationType);
! 		for (int i = Math.max(start, 0); i <= end; i++) {
  			if (strategy.shouldOperate(lastTrade, i)) {
  				lastTrade.operate(i);
--- 4,83 ----
  import java.util.List;
  
  import net.sf.tail.OperationType;
  import net.sf.tail.Runner;
  import net.sf.tail.Strategy;
+ import net.sf.tail.TimeSeriesSlicer;
  import net.sf.tail.Trade;
  
+ import org.apache.log4j.Logger;
+ 
  public class HistoryRunner implements Runner {
  
  	private OperationType operationType;
  
+ 	private TimeSeriesSlicer slicer;
+ 
+ 	private Strategy strategy;
+ 
+ 	private ArrayList<List<Trade>> listTradesResults;
+ 
  	private static final Logger LOG = Logger.getLogger(HistoryRunner.class);
  
! 	public HistoryRunner(OperationType type,TimeSeriesSlicer slicer,Strategy strategy) {
! 		if (type == null || slicer == null || strategy == null)
  			throw new NullPointerException();
+ 		this.slicer = slicer;
+ 		this.strategy = strategy;
  		this.operationType = type;
+ 
+ 		listTradesResults = new ArrayList<List<Trade>>();
  	}
! 	public HistoryRunner(TimeSeriesSlicer slicer,Strategy strategy)
  	{
! 		this(OperationType.BUY,slicer,strategy);
  	}
  
! 	public List<Trade> run(int slicePosition) {
! 		if(listTradesResults.size() < slicePosition){
! 			listTradesResults.add(run(slicePosition - 1));
! 		}
! 		else if(listTradesResults.size() > slicePosition){
! 			return listTradesResults.get(slicePosition);
! 		}
  
  
! 		int begin = 0;
! 		int end = 0;
! 		if(listTradesResults.size() == 0){
! 			begin = slicer.getSlice(slicePosition).getBegin();
! 			end = slicer.getSlice(slicePosition).getEnd();
! 		}else{
! 
! 			end = slicer.getSlice(slicePosition).getEnd();
! 
! 			int i = listTradesResults.size()-1;
! 			List<Trade> lastTrades = listTradesResults.get(i);
! 			while(lastTrades.size() == 0 && i > 0){
! 				i--;
! 				lastTrades = listTradesResults.get(i);
! 			}
! 
! 			if(i <= 0){
! 				begin = slicer.getSlice(slicePosition).getBegin();
! 
! 			}else{
! 				Trade lastTrade = lastTrades.get(lastTrades.size()-1);
! 				begin = lastTrade.getExit().getIndex()+1;
! 
! 				if(begin > end){
! 					return new ArrayList<Trade>();
! 				}
! 			}
! 		}
  
  		LOG.info("running strategy " + strategy);
  		List<Trade> trades = new ArrayList<Trade>();
  		Trade lastTrade = new Trade(operationType);
! 		for (int i = Math.max(begin, 0); i <= end; i++) {
  			if (strategy.shouldOperate(lastTrade, i)) {
  				lastTrade.operate(i);
***************
*** 48,85 ****
  			}
  		}
! 		if (lastTrade.isOpened() && lastTrade.getEntry().getIndex() != end) {
! 			lastTrade.operate(end);
! 			LOG.debug("new trade for closing time: " + lastTrade);
! 			;
! 			trades.add(lastTrade);
! 		}
! 
! 		return trades;
! 	}
  
! 	@Override
! 	public int hashCode() {
! 		final int prime = 31;
! 		int result = 1;
! 		result = prime * result + ((operationType == null) ? 0 : operationType.hashCode());
! 		return result;
  	}
! 
! 	@Override
! 	public boolean equals(Object obj) {
! 		if (this == obj)
! 			return true;
! 		if (obj == null)
  			return false;
! 		if (getClass() != obj.getClass())
  			return false;
! 		final HistoryRunner other = (HistoryRunner) obj;
! 		if (operationType == null) {
! 			if (other.operationType != null)
! 				return false;
! 		} else if (!operationType.equals(other.operationType))
  			return false;
! 		return true;
! 	}
  
  }
--- 89,151 ----
  			}
  		}
! 		if (lastTrade.isOpened()) {
! 			int j = 1;
! 			while(slicer.getSlices() > slicePosition + j) {
! 				int start = slicer.getSlice(slicePosition + j).getBegin();
! 				int last = slicer.getSlice(slicePosition + j).getEnd();
  
! 				for (int i = start; i <= last; i++) {
! 					if (strategy.shouldOperate(lastTrade, i)) {
! 						lastTrade.operate(i);
! 						break;
! 					}
! 				}
! 				if(lastTrade.isClosed()){
! 					trades.add(lastTrade);
! 					LOG.debug("new trade: " + lastTrade);
! 					break;
! 				}
! 				j++;
! 			}
  	}
! 	listTradesResults.add(trades);
! 	return trades;
! }
! @Override
! public int hashCode() {
! 	final int prime = 31;
! 	int result = 1;
! 	result = prime * result + ((operationType == null) ? 0 : operationType.hashCode());
! 	result = prime * result + ((slicer == null) ? 0 : slicer.hashCode());
! 	result = prime * result + ((strategy == null) ? 0 : strategy.hashCode());
! 	return result;
! }
! @Override
! public boolean equals(Object obj) {
! 	if (this == obj)
! 		return true;
! 	if (obj == null)
! 		return false;
! 	if (getClass() != obj.getClass())
! 		return false;
! 	final HistoryRunner other = (HistoryRunner) obj;
! 	if (operationType == null) {
! 		if (other.operationType != null)
  			return false;
! 	} else if (!operationType.equals(other.operationType))
! 		return false;
! 	if (slicer == null) {
! 		if (other.slicer != null)
  			return false;
! 	} else if (!slicer.equals(other.slicer))
! 		return false;
! 	if (strategy == null) {
! 		if (other.strategy != null)
  			return false;
! 	} else if (!strategy.equals(other.strategy))
! 		return false;
! 	return true;
! }
! 
  
  }

Index: ShortSellRunner.java
===================================================================
RCS file: /cvsroot/tail/Tail/src/java/net/sf/tail/runner/ShortSellRunner.java,v
retrieving revision 1.3
retrieving revision 1.4
diff -C2 -d -r1.3 -r1.4
*** ShortSellRunner.java	23 Aug 2007 12:47:26 -0000	1.3
--- ShortSellRunner.java	21 Nov 2007 21:55:20 -0000	1.4
***************
*** 7,10 ****
--- 7,11 ----
  import net.sf.tail.Runner;
  import net.sf.tail.Strategy;
+ import net.sf.tail.TimeSeriesSlicer;
  import net.sf.tail.Trade;
  
***************
*** 12,21 ****
  	private Runner runner;
  
! 	public ShortSellRunner() {
! 		this.runner = new HistoryRunner(OperationType.BUY);
  	}
  
! 	public List<Trade> run(Strategy strategy, int start, int end) {
! 		List<Trade> trades = runner.run(strategy, start, end);
  		List<Trade> tradesWithShortSells = new ArrayList<Trade>();
  
--- 13,22 ----
  	private Runner runner;
  
! 	public ShortSellRunner(TimeSeriesSlicer slicer, Strategy strategy) {
! 		this.runner = new HistoryRunner(slicer, strategy);
  	}
  
! 	public List<Trade> run(int slicePosition) {
! 		List<Trade> trades = runner.run(slicePosition);
  		List<Trade> tradesWithShortSells = new ArrayList<Trade>();