[Tail-cvs] Tail/src/test/net/sf/tail/analysis/criteria NumberOfTicksCriterionTest.java, 1.7 VersusBuyAndHoldCriterionTest.java, 1.9 AverageProfitCriterionTest.java, 1.15 MaximumDrawDownCriterionTest.java, 1.14 BrazilianTotalProfitCriterionTest.java, 1.3 AverageProfitableTradesCriterionTest.java, 1.2 BrazilianTransactionCostsCriterionTest.java, 1.3 RewardRiskRatioCriterionTest.java, 1.15 NumberOfTradesCriterionTest.java, 1.6 BrazilianRewardRiskRatioCriterionTest.java, 1.3 BuyAndHoldCriterionTest.java, 1.6

[Márcio V. d. S. <mv...@us...>]

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

Modified Files:
	NumberOfTicksCriterionTest.java 
	VersusBuyAndHoldCriterionTest.java 
	AverageProfitCriterionTest.java 
	MaximumDrawDownCriterionTest.java 
	BrazilianTotalProfitCriterionTest.java 
	AverageProfitableTradesCriterionTest.java 
	BrazilianTransactionCostsCriterionTest.java 
	RewardRiskRatioCriterionTest.java 
	NumberOfTradesCriterionTest.java 
	BrazilianRewardRiskRatioCriterionTest.java 
	BuyAndHoldCriterionTest.java 
Log Message:
Mega refatoração, Runner não está mais vendendo no final de cada slice

Index: MaximumDrawDownCriterionTest.java
===================================================================
RCS file: /cvsroot/tail/Tail/src/test/net/sf/tail/analysis/criteria/MaximumDrawDownCriterionTest.java,v
retrieving revision 1.13
retrieving revision 1.14
diff -C2 -d -r1.13 -r1.14
*** MaximumDrawDownCriterionTest.java	29 Oct 2007 22:47:22 -0000	1.13
--- MaximumDrawDownCriterionTest.java	21 Nov 2007 21:55:20 -0000	1.14
***************
*** 12,20 ****
--- 12,23 ----
  import net.sf.tail.Operation;
  import net.sf.tail.OperationType;
+ import net.sf.tail.TimeSeriesSlicer;
  import net.sf.tail.Trade;
  import net.sf.tail.analysis.evaluator.Decision;
  import net.sf.tail.analysis.evaluator.DummyDecision;
  import net.sf.tail.sample.SampleTimeSeries;
+ import net.sf.tail.series.RegularSlicer;
  
+ import org.joda.time.Period;
  import org.junit.Test;
  
***************
*** 95,112 ****
  		SampleTimeSeries series = new SampleTimeSeries(new double[] { 1, 2, 3, 6, 5, 20, 3 });
  		List<Decision> decisions = new LinkedList<Decision>();
  
  		List<Trade> tradesToDummy1 = new LinkedList<Trade>();
  		tradesToDummy1.add(new Trade(new Operation(0, OperationType.BUY), new Operation(1, OperationType.SELL)));
! 		Decision dummy1 = new DummyDecision(tradesToDummy1);
  		decisions.add(dummy1);
  
  		List<Trade> tradesToDummy2 = new LinkedList<Trade>();
  		tradesToDummy2.add(new Trade(new Operation(3, OperationType.BUY), new Operation(4, OperationType.SELL)));
! 		Decision dummy2 = new DummyDecision(tradesToDummy2);
  		decisions.add(dummy2);
  
  		List<Trade> tradesToDummy3 = new LinkedList<Trade>();
  		tradesToDummy3.add(new Trade(new Operation(5, OperationType.BUY), new Operation(6, OperationType.SELL)));
! 		Decision dummy3 = new DummyDecision(tradesToDummy3);
  		decisions.add(dummy3);
  
--- 98,116 ----
  		SampleTimeSeries series = new SampleTimeSeries(new double[] { 1, 2, 3, 6, 5, 20, 3 });
  		List<Decision> decisions = new LinkedList<Decision>();
+ 		TimeSeriesSlicer slicer = new RegularSlicer(series, new Period().withYears(2000));
  
  		List<Trade> tradesToDummy1 = new LinkedList<Trade>();
  		tradesToDummy1.add(new Trade(new Operation(0, OperationType.BUY), new Operation(1, OperationType.SELL)));
! 		Decision dummy1 = new DummyDecision(tradesToDummy1, slicer);
  		decisions.add(dummy1);
  
  		List<Trade> tradesToDummy2 = new LinkedList<Trade>();
  		tradesToDummy2.add(new Trade(new Operation(3, OperationType.BUY), new Operation(4, OperationType.SELL)));
! 		Decision dummy2 = new DummyDecision(tradesToDummy2, slicer);
  		decisions.add(dummy2);
  
  		List<Trade> tradesToDummy3 = new LinkedList<Trade>();
  		tradesToDummy3.add(new Trade(new Operation(5, OperationType.BUY), new Operation(6, OperationType.SELL)));
! 		Decision dummy3 = new DummyDecision(tradesToDummy3, slicer);
  		decisions.add(dummy3);
  

Index: AverageProfitableTradesCriterionTest.java
===================================================================
RCS file: /cvsroot/tail/Tail/src/test/net/sf/tail/analysis/criteria/AverageProfitableTradesCriterionTest.java,v
retrieving revision 1.1
retrieving revision 1.2
diff -C2 -d -r1.1 -r1.2
*** AverageProfitableTradesCriterionTest.java	31 Oct 2007 18:52:41 -0000	1.1
--- AverageProfitableTradesCriterionTest.java	21 Nov 2007 21:55:20 -0000	1.2
***************
*** 9,17 ****
--- 9,20 ----
  import net.sf.tail.OperationType;
  import net.sf.tail.TimeSeries;
+ import net.sf.tail.TimeSeriesSlicer;
  import net.sf.tail.Trade;
  import net.sf.tail.analysis.evaluator.Decision;
  import net.sf.tail.analysis.evaluator.DummyDecision;
  import net.sf.tail.sample.SampleTimeSeries;
+ import net.sf.tail.series.RegularSlicer;
  
+ import org.joda.time.Period;
  import org.junit.Test;
  import static org.junit.Assert.assertEquals;
***************
*** 51,55 ****
--- 54,60 ----
  	@Test
  	public void testSummarize() {
+ 		
  		TimeSeries series = new SampleTimeSeries(100d, 105d, 110d, 100d, 95d, 105d);
+ 		TimeSeriesSlicer slicer = new RegularSlicer(series, new Period().withYears(2000));
  		List<Decision> decisions = new LinkedList<Decision>();
  
***************
*** 57,66 ****
  		trades.add(new Trade(new Operation(0, OperationType.BUY), new Operation(1, OperationType.SELL)));
  		trades.add(new Trade(new Operation(2, OperationType.BUY), new Operation(3, OperationType.SELL)));
! 		Decision dummy1 = new DummyDecision(trades);
  		decisions.add(dummy1);
  
  		List<Trade> trades2 = new LinkedList<Trade>();
  		trades2.add(new Trade(new Operation(4, OperationType.BUY), new Operation(5, OperationType.SELL)));
! 		Decision dummy2 = new DummyDecision(trades2);
  		decisions.add(dummy2);
  
--- 62,71 ----
  		trades.add(new Trade(new Operation(0, OperationType.BUY), new Operation(1, OperationType.SELL)));
  		trades.add(new Trade(new Operation(2, OperationType.BUY), new Operation(3, OperationType.SELL)));
! 		Decision dummy1 = new DummyDecision(trades, slicer);
  		decisions.add(dummy1);
  
  		List<Trade> trades2 = new LinkedList<Trade>();
  		trades2.add(new Trade(new Operation(4, OperationType.BUY), new Operation(5, OperationType.SELL)));
! 		Decision dummy2 = new DummyDecision(trades2, slicer);
  		decisions.add(dummy2);
  

Index: NumberOfTicksCriterionTest.java
===================================================================
RCS file: /cvsroot/tail/Tail/src/test/net/sf/tail/analysis/criteria/NumberOfTicksCriterionTest.java,v
retrieving revision 1.6
retrieving revision 1.7
diff -C2 -d -r1.6 -r1.7
*** NumberOfTicksCriterionTest.java	29 Oct 2007 22:47:22 -0000	1.6
--- NumberOfTicksCriterionTest.java	21 Nov 2007 21:55:20 -0000	1.7
***************
*** 12,20 ****
--- 12,23 ----
  import net.sf.tail.Operation;
  import net.sf.tail.OperationType;
+ import net.sf.tail.TimeSeriesSlicer;
  import net.sf.tail.Trade;
  import net.sf.tail.analysis.evaluator.Decision;
  import net.sf.tail.analysis.evaluator.DummyDecision;
  import net.sf.tail.sample.SampleTimeSeries;
+ import net.sf.tail.series.RegularSlicer;
  
+ import org.joda.time.Period;
  import org.junit.Test;
  
***************
*** 45,57 ****
  		SampleTimeSeries series = new SampleTimeSeries(new double[] { 100, 105, 110, 100, 95, 105 });
  		List<Decision> decisions = new LinkedList<Decision>();
! 
  		List<Trade> tradesToDummy1 = new LinkedList<Trade>();
  		tradesToDummy1.add(new Trade(new Operation(0, OperationType.BUY), new Operation(2, OperationType.SELL)));
! 		Decision dummy1 = new DummyDecision(tradesToDummy1);
  		decisions.add(dummy1);
  
  		List<Trade> tradesToDummy2 = new LinkedList<Trade>();
  		tradesToDummy2.add(new Trade(new Operation(3, OperationType.BUY), new Operation(5, OperationType.SELL)));
! 		Decision dummy2 = new DummyDecision(tradesToDummy2);
  		decisions.add(dummy2);
  
--- 48,60 ----
  		SampleTimeSeries series = new SampleTimeSeries(new double[] { 100, 105, 110, 100, 95, 105 });
  		List<Decision> decisions = new LinkedList<Decision>();
! 		TimeSeriesSlicer slicer = new RegularSlicer(series, new Period().withYears(2000));
  		List<Trade> tradesToDummy1 = new LinkedList<Trade>();
  		tradesToDummy1.add(new Trade(new Operation(0, OperationType.BUY), new Operation(2, OperationType.SELL)));
! 		Decision dummy1 = new DummyDecision(tradesToDummy1, slicer);
  		decisions.add(dummy1);
  
  		List<Trade> tradesToDummy2 = new LinkedList<Trade>();
  		tradesToDummy2.add(new Trade(new Operation(3, OperationType.BUY), new Operation(5, OperationType.SELL)));
! 		Decision dummy2 = new DummyDecision(tradesToDummy2, slicer);
  		decisions.add(dummy2);
  

Index: BrazilianTotalProfitCriterionTest.java
===================================================================
RCS file: /cvsroot/tail/Tail/src/test/net/sf/tail/analysis/criteria/BrazilianTotalProfitCriterionTest.java,v
retrieving revision 1.2
retrieving revision 1.3
diff -C2 -d -r1.2 -r1.3
*** BrazilianTotalProfitCriterionTest.java	29 Oct 2007 22:47:22 -0000	1.2
--- BrazilianTotalProfitCriterionTest.java	21 Nov 2007 21:55:20 -0000	1.3
***************
*** 14,18 ****
--- 14,21 ----
  import net.sf.tail.analysis.evaluator.Decision;
  import net.sf.tail.sample.SampleTimeSeries;
+ import net.sf.tail.series.RegularSlicer;
  
+ import org.joda.time.DateTime;
+ import org.joda.time.Period;
  import org.junit.Test;
  
***************
*** 64,68 ****
  	public void testSummarize()
  	{
! 		SampleTimeSeries series = new SampleTimeSeries(new double[] { 100, 95, 100, 80, 85, 70 });
  		List<Trade> trades = new ArrayList<Trade>();
  		List<Decision> decisions = new ArrayList<Decision>();
--- 67,72 ----
  	public void testSummarize()
  	{
! 		DateTime date = new DateTime();
! 		SampleTimeSeries series = new SampleTimeSeries(new double[] { 100, 95, 100, 80, 85, 70 }, new DateTime[]{date, date, date, date, date, date});
  		List<Trade> trades = new ArrayList<Trade>();
  		List<Decision> decisions = new ArrayList<Decision>();
***************
*** 70,74 ****
  		trades.add(new Trade(new Operation(0, OperationType.BUY), new Operation(1, OperationType.SELL)));
  		trades.add(new Trade(new Operation(2, OperationType.BUY), new Operation(5, OperationType.SELL)));
! 		decisions.add(new Decision(null, null, null, trades, null));
  		
  		
--- 74,78 ----
  		trades.add(new Trade(new Operation(0, OperationType.BUY), new Operation(1, OperationType.SELL)));
  		trades.add(new Trade(new Operation(2, OperationType.BUY), new Operation(5, OperationType.SELL)));
! 		decisions.add(new Decision(null, new RegularSlicer(series, new Period().withYears(2000)),0, null, trades, null));
  		
  		
***************
*** 80,84 ****
  		double value1 = ((100 * 0.99965d) / (95d * 1.00035d)) * ((100 * 0.99965d) / (70 * 1.00035d));
  		double value2 = ((95 * 0.99965d) / (100 * 1.00035d)) * ((70 * 0.99965d) / (100 * 1.00035d));
! 		decisions.add(new Decision(null, null, null, trades, null));
  		assertEquals(value1 * value2, profit.summarize(series, decisions));
  						
--- 84,88 ----
  		double value1 = ((100 * 0.99965d) / (95d * 1.00035d)) * ((100 * 0.99965d) / (70 * 1.00035d));
  		double value2 = ((95 * 0.99965d) / (100 * 1.00035d)) * ((70 * 0.99965d) / (100 * 1.00035d));
! 		decisions.add(new Decision(null, new RegularSlicer(series, new Period().withYears(2000)),0, null, trades, null));
  		assertEquals(value1 * value2, profit.summarize(series, decisions));
  						

Index: NumberOfTradesCriterionTest.java
===================================================================
RCS file: /cvsroot/tail/Tail/src/test/net/sf/tail/analysis/criteria/NumberOfTradesCriterionTest.java,v
retrieving revision 1.5
retrieving revision 1.6
diff -C2 -d -r1.5 -r1.6
*** NumberOfTradesCriterionTest.java	29 Oct 2007 22:47:22 -0000	1.5
--- NumberOfTradesCriterionTest.java	21 Nov 2007 21:55:20 -0000	1.6
***************
*** 12,20 ****
--- 12,23 ----
  import net.sf.tail.Operation;
  import net.sf.tail.OperationType;
+ import net.sf.tail.TimeSeriesSlicer;
  import net.sf.tail.Trade;
  import net.sf.tail.analysis.evaluator.Decision;
  import net.sf.tail.analysis.evaluator.DummyDecision;
  import net.sf.tail.sample.SampleTimeSeries;
+ import net.sf.tail.series.RegularSlicer;
  
+ import org.joda.time.Period;
  import org.junit.Test;
  
***************
*** 43,57 ****
  	@Test
  	public void testSummarize() {
  		SampleTimeSeries series = new SampleTimeSeries(new double[] { 100, 105, 110, 100, 95, 105 });
  		List<Decision> decisions = new LinkedList<Decision>();
  
  		List<Trade> tradesToDummy1 = new LinkedList<Trade>();
  		tradesToDummy1.add(new Trade(new Operation(0, OperationType.BUY), new Operation(2, OperationType.SELL)));
! 		Decision dummy1 = new DummyDecision(tradesToDummy1);
  		decisions.add(dummy1);
  
  		List<Trade> tradesToDummy2 = new LinkedList<Trade>();
  		tradesToDummy2.add(new Trade(new Operation(3, OperationType.BUY), new Operation(5, OperationType.SELL)));
! 		Decision dummy2 = new DummyDecision(tradesToDummy2);
  		decisions.add(dummy2);
  
--- 46,62 ----
  	@Test
  	public void testSummarize() {
+ 		//TODO Dummy Decision must turn MockDecision
  		SampleTimeSeries series = new SampleTimeSeries(new double[] { 100, 105, 110, 100, 95, 105 });
  		List<Decision> decisions = new LinkedList<Decision>();
+ 		TimeSeriesSlicer slicer = new RegularSlicer(series, new Period().withYears(2000));
  
  		List<Trade> tradesToDummy1 = new LinkedList<Trade>();
  		tradesToDummy1.add(new Trade(new Operation(0, OperationType.BUY), new Operation(2, OperationType.SELL)));
! 		Decision dummy1 = new DummyDecision(tradesToDummy1, slicer);
  		decisions.add(dummy1);
  
  		List<Trade> tradesToDummy2 = new LinkedList<Trade>();
  		tradesToDummy2.add(new Trade(new Operation(3, OperationType.BUY), new Operation(5, OperationType.SELL)));
! 		Decision dummy2 = new DummyDecision(tradesToDummy2, slicer);
  		decisions.add(dummy2);
  

Index: BrazilianRewardRiskRatioCriterionTest.java
===================================================================
RCS file: /cvsroot/tail/Tail/src/test/net/sf/tail/analysis/criteria/BrazilianRewardRiskRatioCriterionTest.java,v
retrieving revision 1.2
retrieving revision 1.3
diff -C2 -d -r1.2 -r1.3
*** BrazilianRewardRiskRatioCriterionTest.java	29 Oct 2007 22:47:22 -0000	1.2
--- BrazilianRewardRiskRatioCriterionTest.java	21 Nov 2007 21:55:20 -0000	1.3
***************
*** 11,19 ****
--- 11,22 ----
  import net.sf.tail.Operation;
  import net.sf.tail.OperationType;
+ import net.sf.tail.TimeSeriesSlicer;
  import net.sf.tail.Trade;
  import net.sf.tail.analysis.evaluator.Decision;
  import net.sf.tail.analysis.evaluator.DummyDecision;
  import net.sf.tail.sample.SampleTimeSeries;
+ import net.sf.tail.series.RegularSlicer;
  
+ import org.joda.time.Period;
  import org.junit.Before;
  import org.junit.Test;
***************
*** 48,66 ****
  	public void testSummarize() {
  		SampleTimeSeries series = new SampleTimeSeries(new double[] { 100, 105, 95, 100, 90, 95, 80, 120 });
  		List<Decision> decisions = new LinkedList<Decision>();
  
  		List<Trade> tradesToDummy1 = new LinkedList<Trade>();
  		tradesToDummy1.add(new Trade(new Operation(0, OperationType.BUY), new Operation(1, OperationType.SELL)));
! 		Decision dummy1 = new DummyDecision(tradesToDummy1);
  		decisions.add(dummy1);
  
  		List<Trade> tradesToDummy2 = new LinkedList<Trade>();
  		tradesToDummy2.add(new Trade(new Operation(2, OperationType.BUY), new Operation(4, OperationType.SELL)));
! 		Decision dummy2 = new DummyDecision(tradesToDummy2);
  		decisions.add(dummy2);
  
  		List<Trade> tradesToDummy3 = new LinkedList<Trade>();
  		tradesToDummy3.add(new Trade(new Operation(5, OperationType.BUY), new Operation(7, OperationType.SELL)));
! 		Decision dummy3 = new DummyDecision(tradesToDummy3);
  		decisions.add(dummy3);
  
--- 51,70 ----
  	public void testSummarize() {
  		SampleTimeSeries series = new SampleTimeSeries(new double[] { 100, 105, 95, 100, 90, 95, 80, 120 });
+ 		TimeSeriesSlicer slicer = new RegularSlicer(series, new Period().withYears(2000));
  		List<Decision> decisions = new LinkedList<Decision>();
  
  		List<Trade> tradesToDummy1 = new LinkedList<Trade>();
  		tradesToDummy1.add(new Trade(new Operation(0, OperationType.BUY), new Operation(1, OperationType.SELL)));
! 		Decision dummy1 = new DummyDecision(tradesToDummy1, slicer);
  		decisions.add(dummy1);
  
  		List<Trade> tradesToDummy2 = new LinkedList<Trade>();
  		tradesToDummy2.add(new Trade(new Operation(2, OperationType.BUY), new Operation(4, OperationType.SELL)));
! 		Decision dummy2 = new DummyDecision(tradesToDummy2, slicer);
  		decisions.add(dummy2);
  
  		List<Trade> tradesToDummy3 = new LinkedList<Trade>();
  		tradesToDummy3.add(new Trade(new Operation(5, OperationType.BUY), new Operation(7, OperationType.SELL)));
! 		Decision dummy3 = new DummyDecision(tradesToDummy3, slicer);
  		decisions.add(dummy3);
  

Index: VersusBuyAndHoldCriterionTest.java
===================================================================
RCS file: /cvsroot/tail/Tail/src/test/net/sf/tail/analysis/criteria/VersusBuyAndHoldCriterionTest.java,v
retrieving revision 1.8
retrieving revision 1.9
diff -C2 -d -r1.8 -r1.9
*** VersusBuyAndHoldCriterionTest.java	31 Oct 2007 19:53:07 -0000	1.8
--- VersusBuyAndHoldCriterionTest.java	21 Nov 2007 21:55:20 -0000	1.9
***************
*** 12,20 ****
--- 12,23 ----
  import net.sf.tail.Operation;
  import net.sf.tail.OperationType;
+ import net.sf.tail.TimeSeriesSlicer;
  import net.sf.tail.Trade;
  import net.sf.tail.analysis.evaluator.Decision;
  import net.sf.tail.analysis.evaluator.DummyDecision;
  import net.sf.tail.sample.SampleTimeSeries;
+ import net.sf.tail.series.RegularSlicer;
  
+ import org.joda.time.Period;
  import org.junit.Test;
  
***************
*** 35,48 ****
  	public void testSummarize() {
  		SampleTimeSeries series = new SampleTimeSeries(new double[] { 100, 105, 110, 100, 95, 105 });
  		List<Decision> decisions = new LinkedList<Decision>();
  
  		List<Trade> tradesToDummy1 = new LinkedList<Trade>();
  		tradesToDummy1.add(new Trade(new Operation(0, OperationType.BUY), new Operation(2, OperationType.SELL)));
! 		Decision dummy1 = new DummyDecision(tradesToDummy1);
  		decisions.add(dummy1);
  
  		List<Trade> tradesToDummy2 = new LinkedList<Trade>();
  		tradesToDummy2.add(new Trade(new Operation(3, OperationType.BUY), new Operation(5, OperationType.SELL)));
! 		Decision dummy2 = new DummyDecision(tradesToDummy2);
  		decisions.add(dummy2);
  		AnalysisCriterion buyAndHold = new VersusBuyAndHoldCriterion(new TotalProfitCriterion());
--- 38,52 ----
  	public void testSummarize() {
  		SampleTimeSeries series = new SampleTimeSeries(new double[] { 100, 105, 110, 100, 95, 105 });
+ 		TimeSeriesSlicer slicer = new RegularSlicer(series, new Period().withYears(2000));
  		List<Decision> decisions = new LinkedList<Decision>();
  
  		List<Trade> tradesToDummy1 = new LinkedList<Trade>();
  		tradesToDummy1.add(new Trade(new Operation(0, OperationType.BUY), new Operation(2, OperationType.SELL)));
! 		Decision dummy1 = new DummyDecision(tradesToDummy1, slicer);
  		decisions.add(dummy1);
  
  		List<Trade> tradesToDummy2 = new LinkedList<Trade>();
  		tradesToDummy2.add(new Trade(new Operation(3, OperationType.BUY), new Operation(5, OperationType.SELL)));
! 		Decision dummy2 = new DummyDecision(tradesToDummy2, slicer);
  		decisions.add(dummy2);
  		AnalysisCriterion buyAndHold = new VersusBuyAndHoldCriterion(new TotalProfitCriterion());

Index: AverageProfitCriterionTest.java
===================================================================
RCS file: /cvsroot/tail/Tail/src/test/net/sf/tail/analysis/criteria/AverageProfitCriterionTest.java,v
retrieving revision 1.14
retrieving revision 1.15
diff -C2 -d -r1.14 -r1.15
*** AverageProfitCriterionTest.java	29 Oct 2007 22:47:22 -0000	1.14
--- AverageProfitCriterionTest.java	21 Nov 2007 21:55:20 -0000	1.15
***************
*** 12,20 ****
--- 12,23 ----
  import net.sf.tail.Operation;
  import net.sf.tail.OperationType;
+ import net.sf.tail.TimeSeriesSlicer;
  import net.sf.tail.Trade;
  import net.sf.tail.analysis.evaluator.Decision;
  import net.sf.tail.analysis.evaluator.DummyDecision;
  import net.sf.tail.sample.SampleTimeSeries;
+ import net.sf.tail.series.RegularSlicer;
  
+ import org.joda.time.Period;
  import org.junit.Before;
  import org.junit.Test;
***************
*** 44,56 ****
  		series = new SampleTimeSeries(100d, 105d, 110d, 100d, 95d, 105d);
  		List<Decision> decisions = new LinkedList<Decision>();
  
  		List<Trade> tradesToDummy1 = new LinkedList<Trade>();
  		tradesToDummy1.add(new Trade(new Operation(0, OperationType.BUY), new Operation(2, OperationType.SELL)));
! 		Decision dummy1 = new DummyDecision(tradesToDummy1);
  		decisions.add(dummy1);
  
  		List<Trade> tradesToDummy2 = new LinkedList<Trade>();
  		tradesToDummy2.add(new Trade(new Operation(3, OperationType.BUY), new Operation(5, OperationType.SELL)));
! 		Decision dummy2 = new DummyDecision(tradesToDummy2);
  		decisions.add(dummy2);
  
--- 47,60 ----
  		series = new SampleTimeSeries(100d, 105d, 110d, 100d, 95d, 105d);
  		List<Decision> decisions = new LinkedList<Decision>();
+ 		TimeSeriesSlicer slicer = new RegularSlicer(series, new Period().withYears(2000));
  
  		List<Trade> tradesToDummy1 = new LinkedList<Trade>();
  		tradesToDummy1.add(new Trade(new Operation(0, OperationType.BUY), new Operation(2, OperationType.SELL)));
! 		Decision dummy1 = new DummyDecision(tradesToDummy1, slicer);
  		decisions.add(dummy1);
  
  		List<Trade> tradesToDummy2 = new LinkedList<Trade>();
  		tradesToDummy2.add(new Trade(new Operation(3, OperationType.BUY), new Operation(5, OperationType.SELL)));
! 		Decision dummy2 = new DummyDecision(tradesToDummy2, slicer);
  		decisions.add(dummy2);
  
***************
*** 79,87 ****
  
  	@Test
! 	public void testCalculateWithNoTicksShouldReturnNan() {
  		series = new SampleTimeSeries(new double[] { 100, 95, 100, 80, 85, 70 });
  		trades.clear();
  		AnalysisCriterion averageProfit = new AverageProfitCriterion();
! 		assertEquals(Double.NaN, averageProfit.calculate(series, trades));
  	}
  	@Test
--- 83,91 ----
  
  	@Test
! 	public void testCalculateWithNoTicksShouldReturn1() {
  		series = new SampleTimeSeries(new double[] { 100, 95, 100, 80, 85, 70 });
  		trades.clear();
  		AnalysisCriterion averageProfit = new AverageProfitCriterion();
! 		assertEquals(1d, averageProfit.calculate(series, trades));
  	}
  	@Test

Index: RewardRiskRatioCriterionTest.java
===================================================================
RCS file: /cvsroot/tail/Tail/src/test/net/sf/tail/analysis/criteria/RewardRiskRatioCriterionTest.java,v
retrieving revision 1.14
retrieving revision 1.15
diff -C2 -d -r1.14 -r1.15
*** RewardRiskRatioCriterionTest.java	29 Oct 2007 22:47:22 -0000	1.14
--- RewardRiskRatioCriterionTest.java	21 Nov 2007 21:55:20 -0000	1.15
***************
*** 11,19 ****
--- 11,22 ----
  import net.sf.tail.Operation;
  import net.sf.tail.OperationType;
+ import net.sf.tail.TimeSeriesSlicer;
  import net.sf.tail.Trade;
  import net.sf.tail.analysis.evaluator.Decision;
  import net.sf.tail.analysis.evaluator.DummyDecision;
  import net.sf.tail.sample.SampleTimeSeries;
+ import net.sf.tail.series.RegularSlicer;
  
+ import org.joda.time.Period;
  import org.junit.Before;
  import org.junit.Test;
***************
*** 49,66 ****
  		SampleTimeSeries series = new SampleTimeSeries(new double[] { 100, 105, 95, 100, 90, 95, 80, 120 });
  		List<Decision> decisions = new LinkedList<Decision>();
  
  		List<Trade> tradesToDummy1 = new LinkedList<Trade>();
  		tradesToDummy1.add(new Trade(new Operation(0, OperationType.BUY), new Operation(1, OperationType.SELL)));
! 		Decision dummy1 = new DummyDecision(tradesToDummy1);
  		decisions.add(dummy1);
  
  		List<Trade> tradesToDummy2 = new LinkedList<Trade>();
  		tradesToDummy2.add(new Trade(new Operation(2, OperationType.BUY), new Operation(4, OperationType.SELL)));
! 		Decision dummy2 = new DummyDecision(tradesToDummy2);
  		decisions.add(dummy2);
  
  		List<Trade> tradesToDummy3 = new LinkedList<Trade>();
  		tradesToDummy3.add(new Trade(new Operation(5, OperationType.BUY), new Operation(7, OperationType.SELL)));
! 		Decision dummy3 = new DummyDecision(tradesToDummy3);
  		decisions.add(dummy3);
  
--- 52,70 ----
  		SampleTimeSeries series = new SampleTimeSeries(new double[] { 100, 105, 95, 100, 90, 95, 80, 120 });
  		List<Decision> decisions = new LinkedList<Decision>();
+ 		TimeSeriesSlicer slicer = new RegularSlicer(series, new Period().withYears(2000));
  
  		List<Trade> tradesToDummy1 = new LinkedList<Trade>();
  		tradesToDummy1.add(new Trade(new Operation(0, OperationType.BUY), new Operation(1, OperationType.SELL)));
! 		Decision dummy1 = new DummyDecision(tradesToDummy1, slicer);
  		decisions.add(dummy1);
  
  		List<Trade> tradesToDummy2 = new LinkedList<Trade>();
  		tradesToDummy2.add(new Trade(new Operation(2, OperationType.BUY), new Operation(4, OperationType.SELL)));
! 		Decision dummy2 = new DummyDecision(tradesToDummy2, slicer);
  		decisions.add(dummy2);
  
  		List<Trade> tradesToDummy3 = new LinkedList<Trade>();
  		tradesToDummy3.add(new Trade(new Operation(5, OperationType.BUY), new Operation(7, OperationType.SELL)));
! 		Decision dummy3 = new DummyDecision(tradesToDummy3, slicer);
  		decisions.add(dummy3);
  

Index: BrazilianTransactionCostsCriterionTest.java
===================================================================
RCS file: /cvsroot/tail/Tail/src/test/net/sf/tail/analysis/criteria/BrazilianTransactionCostsCriterionTest.java,v
retrieving revision 1.2
retrieving revision 1.3
diff -C2 -d -r1.2 -r1.3
*** BrazilianTransactionCostsCriterionTest.java	29 Oct 2007 22:47:22 -0000	1.2
--- BrazilianTransactionCostsCriterionTest.java	21 Nov 2007 21:55:20 -0000	1.3
***************
*** 14,18 ****
--- 14,21 ----
  import net.sf.tail.analysis.evaluator.Decision;
  import net.sf.tail.sample.SampleTimeSeries;
+ import net.sf.tail.series.RegularSlicer;
  
+ import org.joda.time.DateTime;
+ import org.joda.time.Period;
  import org.junit.Test;
  
***************
*** 47,56 ****
  	@Test
  	public void testSummarize() {
! 		SampleTimeSeries series = new SampleTimeSeries(new double[] { 100, 95, 100, 80, 85, 70 });
  		List<Trade> trades = new ArrayList<Trade>();
  		List<Decision> decisions = new ArrayList<Decision>();
  		trades.add(new Trade(new Operation(0, OperationType.BUY), new Operation(1, OperationType.SELL)));
  		
! 		decisions.add(new Decision(null, null, null, trades, null));
  		
  		trades = new ArrayList<Trade>();
--- 50,61 ----
  	@Test
  	public void testSummarize() {
! 		DateTime date = new DateTime();
! 		
! 		SampleTimeSeries series = new SampleTimeSeries(new double[] { 100, 95, 100, 80, 85, 70 }, new DateTime[]{date, date, date, date, date, date});
  		List<Trade> trades = new ArrayList<Trade>();
  		List<Decision> decisions = new ArrayList<Decision>();
  		trades.add(new Trade(new Operation(0, OperationType.BUY), new Operation(1, OperationType.SELL)));
  		
! 		decisions.add(new Decision(null, new RegularSlicer(series, new Period().withYears(2000)), 0,null, trades, null));
  		
  		trades = new ArrayList<Trade>();
***************
*** 58,63 ****
  		trades.add(new Trade(new Operation(4, OperationType.BUY), new Operation(5, OperationType.SELL)));
  		
! 		decisions.add(new Decision(null, null, null, trades, null));
! 		decisions.add(new Decision(null, null, null, trades, null));
  		
  		AnalysisCriterion brazilianCosts = new BrazilianTransactionCostsCriterion();
--- 63,68 ----
  		trades.add(new Trade(new Operation(4, OperationType.BUY), new Operation(5, OperationType.SELL)));
  		
! 		decisions.add(new Decision(null, new RegularSlicer(series, new Period().withYears(2000)),0, null, trades, null));
! 		decisions.add(new Decision(null, new RegularSlicer(series, new Period().withYears(2000)),0, null, trades, null));
  		
  		AnalysisCriterion brazilianCosts = new BrazilianTransactionCostsCriterion();

Index: BuyAndHoldCriterionTest.java
===================================================================
RCS file: /cvsroot/tail/Tail/src/test/net/sf/tail/analysis/criteria/BuyAndHoldCriterionTest.java,v
retrieving revision 1.5
retrieving revision 1.6
diff -C2 -d -r1.5 -r1.6
*** BuyAndHoldCriterionTest.java	29 Oct 2007 22:47:22 -0000	1.5
--- BuyAndHoldCriterionTest.java	21 Nov 2007 21:55:20 -0000	1.6
***************
*** 12,20 ****
--- 12,23 ----
  import net.sf.tail.Operation;
  import net.sf.tail.OperationType;
+ import net.sf.tail.TimeSeriesSlicer;
  import net.sf.tail.Trade;
  import net.sf.tail.analysis.evaluator.Decision;
  import net.sf.tail.analysis.evaluator.DummyDecision;
  import net.sf.tail.sample.SampleTimeSeries;
+ import net.sf.tail.series.RegularSlicer;
  
+ import org.joda.time.Period;
  import org.junit.Test;
  
***************
*** 35,48 ****
  	public void testSummarize() {
  		SampleTimeSeries series = new SampleTimeSeries(new double[] { 100, 105, 110, 100, 95, 105 });
  		List<Decision> decisions = new LinkedList<Decision>();
  
  		List<Trade> tradesToDummy1 = new LinkedList<Trade>();
  		tradesToDummy1.add(new Trade(new Operation(0, OperationType.BUY), new Operation(2, OperationType.SELL)));
! 		Decision dummy1 = new DummyDecision(tradesToDummy1);
  		decisions.add(dummy1);
  
  		List<Trade> tradesToDummy2 = new LinkedList<Trade>();
  		tradesToDummy2.add(new Trade(new Operation(3, OperationType.BUY), new Operation(5, OperationType.SELL)));
! 		Decision dummy2 = new DummyDecision(tradesToDummy2);
  		decisions.add(dummy2);
  
--- 38,52 ----
  	public void testSummarize() {
  		SampleTimeSeries series = new SampleTimeSeries(new double[] { 100, 105, 110, 100, 95, 105 });
+ 		TimeSeriesSlicer slicer = new RegularSlicer(series, new Period().withYears(2000));
  		List<Decision> decisions = new LinkedList<Decision>();
  
  		List<Trade> tradesToDummy1 = new LinkedList<Trade>();
  		tradesToDummy1.add(new Trade(new Operation(0, OperationType.BUY), new Operation(2, OperationType.SELL)));
! 		Decision dummy1 = new DummyDecision(tradesToDummy1, slicer);
  		decisions.add(dummy1);
  
  		List<Trade> tradesToDummy2 = new LinkedList<Trade>();
  		tradesToDummy2.add(new Trade(new Operation(3, OperationType.BUY), new Operation(5, OperationType.SELL)));
! 		Decision dummy2 = new DummyDecision(tradesToDummy2, slicer);
  		decisions.add(dummy2);