[Tail-cvs] Tail/src/java/net/sf/tail/analysis/walk WalkForward.java, 1.23

[Márcio V. d. S. <mv...@us...>]

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

Modified Files:
	WalkForward.java 
Log Message:
Mega refatoração, Runner não está mais vendendo no final de cada slice

Index: WalkForward.java
===================================================================
RCS file: /cvsroot/tail/Tail/src/java/net/sf/tail/analysis/walk/WalkForward.java,v
retrieving revision 1.22
retrieving revision 1.23
diff -C2 -d -r1.22 -r1.23
*** WalkForward.java	15 Oct 2007 20:23:24 -0000	1.22
--- WalkForward.java	21 Nov 2007 21:55:20 -0000	1.23
***************
*** 6,17 ****
  
  import net.sf.tail.AnalysisCriterion;
- import net.sf.tail.StrategyEvaluator;
  import net.sf.tail.Strategy;
! import net.sf.tail.TimeSeries;
  import net.sf.tail.TimeSeriesSlicer;
  import net.sf.tail.Walker;
  import net.sf.tail.analysis.evaluator.Decision;
  import net.sf.tail.report.Report;
! import net.sf.tail.series.RegularSlicer;
  
  import org.apache.log4j.Logger;
--- 6,17 ----
  
  import net.sf.tail.AnalysisCriterion;
  import net.sf.tail.Strategy;
! import net.sf.tail.StrategyEvaluator;
  import net.sf.tail.TimeSeriesSlicer;
  import net.sf.tail.Walker;
  import net.sf.tail.analysis.evaluator.Decision;
+ import net.sf.tail.analysis.evaluator.StrategyEvaluatorFactory;
  import net.sf.tail.report.Report;
! import net.sf.tail.runner.RunnerFactory;
  
  import org.apache.log4j.Logger;
***************
*** 22,53 ****
  	
  	private static final Logger LOG = Logger.getLogger(WalkForward.class);
  
- 	private StrategyEvaluator evaluator;
  
! 	public WalkForward(StrategyEvaluator evaluator) {
! 		this.evaluator = evaluator;
  	}
  
  	public Report walk(Set<Strategy> strategies, TimeSeriesSlicer slicer, AnalysisCriterion criterion) {
  
- 		TimeSeriesSlicer regularSlicer = new RegularSlicer(slicer.getSeries(), slicer.getPeriod(), slicer.getSlice(0).getTick(slicer.getSlice(0).getBegin()).getDate());
- 		
  		LOG.info("Running strategies");
  		List<Decision> decisions = new LinkedList<Decision>();
  
! 		Decision lastDecision = evaluator.evaluate(strategies, slicer.getSlice(0), criterion);
  
  		LOG.info("First best decision calculated: " + lastDecision);
  
  		for (int i = 1; i < slicer.getSlices(); i++) {
! 			TimeSeries currentSeries = slicer.getSlice(i);
! 			TimeSeries regularSeries = regularSlicer.getSlice(i);
! 
! 			Decision bestAppliedForCurrentSeries = lastDecision.applyFor(regularSeries);
  			LOG.info(String
  					.format("Applying last best decision for time series %d: %s", i, bestAppliedForCurrentSeries));
  			decisions.add(bestAppliedForCurrentSeries);
  
! 			lastDecision = evaluator.evaluate(strategies, currentSeries, criterion);
  			LOG.info("Best decision for period " + i + ": " + lastDecision);
  
--- 22,51 ----
  	
  	private static final Logger LOG = Logger.getLogger(WalkForward.class);
+ 	private StrategyEvaluatorFactory evaluatorFactory;
+ 	private RunnerFactory runnerFactory;
  
  
! 	public WalkForward(StrategyEvaluatorFactory evaluatorFactory,RunnerFactory runnerFactory) {
! 		this.evaluatorFactory = evaluatorFactory;
! 		this.runnerFactory = runnerFactory;
  	}
  
  	public Report walk(Set<Strategy> strategies, TimeSeriesSlicer slicer, AnalysisCriterion criterion) {
  
  		LOG.info("Running strategies");
  		List<Decision> decisions = new LinkedList<Decision>();
  
! 		StrategyEvaluator evaluator = evaluatorFactory.create(runnerFactory, strategies, slicer, criterion);
! 		Decision lastDecision = evaluator.evaluate(0);
  
  		LOG.info("First best decision calculated: " + lastDecision);
  
  		for (int i = 1; i < slicer.getSlices(); i++) {
! 			Decision bestAppliedForCurrentSeries = lastDecision.applyFor(i);
  			LOG.info(String
  					.format("Applying last best decision for time series %d: %s", i, bestAppliedForCurrentSeries));
  			decisions.add(bestAppliedForCurrentSeries);
  
! 			lastDecision = evaluator.evaluate(i);
  			LOG.info("Best decision for period " + i + ": " + lastDecision);