[Tail-cvs] Tail/src/test/net/sf/tail/runner HistoryRunnerTest.java, 1.15 ShortSellRunnerTest.java,

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

Modified Files:
	HistoryRunnerTest.java ShortSellRunnerTest.java 
Log Message:
Mega refatoraÃ§Ã£o, Runner nÃ£o estÃ¡ mais vendendo no final de cada slice

Index: HistoryRunnerTest.java
===================================================================
RCS file: /cvsroot/tail/Tail/src/test/net/sf/tail/runner/HistoryRunnerTest.java,v
retrieving revision 1.14
retrieving revision 1.15
diff -C2 -d -r1.14 -r1.15
*** HistoryRunnerTest.java	22 Oct 2007 16:01:39 -0000	1.14
--- HistoryRunnerTest.java	21 Nov 2007 21:55:21 -0000	1.15
***************
*** 8,14 ****
--- 8,20 ----
  import net.sf.tail.OperationType;
  import net.sf.tail.Strategy;
+ import net.sf.tail.TimeSeries;
+ import net.sf.tail.TimeSeriesSlicer;
  import net.sf.tail.Trade;
+ import net.sf.tail.sample.SampleTimeSeries;
+ import net.sf.tail.series.RegularSlicer;
  import net.sf.tail.strategy.FakeStrategy;

+ import org.joda.time.DateTime;
+ import org.joda.time.Period;
  import org.junit.Before;
  import org.junit.Test;
***************
*** 21,27 ****
--- 27,40 ----

  	private Strategy strategy;
+ 	
+ 	private TimeSeries series;

  	@Before
  	public void setUp() {
+ 		DateTime date = new DateTime();
+ 		series = new SampleTimeSeries(new double[]{1d, 2d, 3d, 4d, 5d, 6d, 7d, 8d, 9d},
+ 					new DateTime[]{date.withYear(2000), date.withYear(2000), date.withYear(2000), date.withYear(2000), date.withYear(2001),
+ 								   date.withYear(2001), date.withYear(2002), date.withYear(2002), date.withYear(2002)});
+ 		
  		enter = new Operation[] { null, null, new Operation(2, OperationType.BUY), new Operation(3, OperationType.BUY),
  				null, null, new Operation(6, OperationType.BUY), null, null };
***************
*** 33,38 ****
  	@Test
  	public void testRunMethod() {
! 		HistoryRunner historyRunner = new HistoryRunner(OperationType.BUY);
! 		List<Trade> trades = historyRunner.run(this.strategy, 0, 8);
  		assertEquals(2, trades.size());

--- 46,52 ----
  	@Test
  	public void testRunMethod() {
! 		TimeSeriesSlicer slicer = new RegularSlicer(series, new Period().withYears(2000));
! 		HistoryRunner historyRunner = new HistoryRunner(slicer, strategy);
! 		List<Trade> trades = historyRunner.run(0);
  		assertEquals(2, trades.size());

***************
*** 46,55 ****
  	@Test
  	public void testRunWithOpenEntryBuyLeft() {
! 		Operation[] enter = new Operation[] { null, new Operation(1, OperationType.BUY), null, null };
! 		Operation[] exit = { null, null, null, null };

  		Strategy strategy = new FakeStrategy(enter, exit);
! 		HistoryRunner historyRunner = new HistoryRunner(OperationType.BUY);
! 		List<Trade> trades = historyRunner.run(strategy, 0, 3);
  		assertEquals(1, trades.size());

--- 60,70 ----
  	@Test
  	public void testRunWithOpenEntryBuyLeft() {
! 		TimeSeriesSlicer slicer = new RegularSlicer(series, new Period().withYears(1));
! 		Operation[] enter = new Operation[] { null, new Operation(1, OperationType.BUY), null, null, null, null, null, null, null };
! 		Operation[] exit = { null, null, null, new Operation(3, OperationType.SELL), null, null, null, null, null };

  		Strategy strategy = new FakeStrategy(enter, exit);
! 		HistoryRunner historyRunner = new HistoryRunner(slicer, strategy);
! 		List<Trade> trades = historyRunner.run(0);
  		assertEquals(1, trades.size());

***************
*** 60,69 ****
  	@Test
  	public void testRunWithOpenEntrySellLeft() {
! 		Operation[] enter = new Operation[] { null, new Operation(1, OperationType.SELL), null, null };
! 		Operation[] exit = { null, null, null, null };

  		Strategy strategy = new FakeStrategy(enter, exit);
! 		HistoryRunner historyRunner = new HistoryRunner(OperationType.SELL);
! 		List<Trade> trades = historyRunner.run(strategy, 0, 3);
  		assertEquals(1, trades.size());

--- 75,85 ----
  	@Test
  	public void testRunWithOpenEntrySellLeft() {
! 		Operation[] enter = new Operation[] { null, new Operation(1, OperationType.SELL), null, null, null, null, null, null, null };
! 		Operation[] exit = { null, null, null, new Operation(3, OperationType.BUY), null, null, null, null, null };

+ 		TimeSeriesSlicer slicer = new RegularSlicer(series, new Period().withYears(1));
  		Strategy strategy = new FakeStrategy(enter, exit);
! 		HistoryRunner historyRunner = new HistoryRunner(OperationType.SELL, slicer, strategy);
! 		List<Trade> trades = historyRunner.run(0);
  		assertEquals(1, trades.size());

***************
*** 72,131 ****
  	}

- 	@Test
- 	public void testDoesntRunOnEmptyInterval() {
- 		HistoryRunner runner = new HistoryRunner(OperationType.BUY);
- 
- 		List<Trade> trades = runner.run(this.strategy, 0, 0);
- 
- 		assertEquals(0, trades.size());
- 	}
- 
- 	@Test(expected = IndexOutOfBoundsException.class)
- 	public void testDoesntRunOnInvalidIntervalNegativeStart() {
- 		HistoryRunner runner = new HistoryRunner(OperationType.BUY);
- 
- 		@SuppressWarnings("unused")
- 		List<Trade> trades = runner.run(this.strategy, -1, 0);
- 	}
- 
- 	@Test(expected = IndexOutOfBoundsException.class)
- 	public void testDoesntRunOnInvalidIntervalNegativeEnd() {
- 		HistoryRunner runner = new HistoryRunner(OperationType.BUY);
- 
- 		@SuppressWarnings("unused")
- 		List<Trade> trades = runner.run(this.strategy, 0, -1);
- 	}
- 
- 	@Test(expected = IllegalArgumentException.class)
- 	public void testDoesntRunOnInvalidIntervalEndBeforeStarting() {
- 		HistoryRunner runner = new HistoryRunner(OperationType.BUY);
- 
- 		@SuppressWarnings("unused")
- 		List<Trade> trades = runner.run(this.strategy, 3, 2);
- 	}

  	@Test(expected = NullPointerException.class)
  	public void testNullTypeShouldThrowException() {
  		@SuppressWarnings("unused")
! 		HistoryRunner runner = new HistoryRunner(null);
  	}

  	@Test
  	public void testRunSplitted() {
! 		HistoryRunner historyRunner = new HistoryRunner(OperationType.BUY);
! 		List<Trade> trades = historyRunner.run(this.strategy, 0, 3);
! 		assertEquals(1, trades.size());
! 
! 		trades = historyRunner.run(this.strategy, 3, 6);
! 
  		assertEquals(1, trades.size());
! 		assertEquals(new Operation(3, OperationType.BUY), trades.get(0).getEntry());
  		assertEquals(new Operation(4, OperationType.SELL), trades.get(0).getExit());

! 		trades = historyRunner.run(this.strategy, 6, 8);

  		assertEquals(1, trades.size());
  		assertEquals(new Operation(6, OperationType.BUY), trades.get(0).getEntry());
  		assertEquals(new Operation(7, OperationType.SELL), trades.get(0).getExit());
  	}
  }
--- 88,166 ----
  	}

  	@Test(expected = NullPointerException.class)
  	public void testNullTypeShouldThrowException() {
  		@SuppressWarnings("unused")
! 		HistoryRunner runner = new HistoryRunner(null, null);
  	}

  	@Test
  	public void testRunSplitted() {
! 		TimeSeriesSlicer slicer = new RegularSlicer(series, new Period().withYears(1));
! 		HistoryRunner historyRunner = new HistoryRunner(slicer, strategy);
! 		List<Trade> trades = historyRunner.run(0);
  		assertEquals(1, trades.size());
! 		assertEquals(new Operation(2, OperationType.BUY), trades.get(0).getEntry());
  		assertEquals(new Operation(4, OperationType.SELL), trades.get(0).getExit());
+ 		
+ 		trades = historyRunner.run(1);

! 		assertEquals(0, trades.size());
! 		
! 
! 		trades = historyRunner.run(2);

  		assertEquals(1, trades.size());
  		assertEquals(new Operation(6, OperationType.BUY), trades.get(0).getEntry());
  		assertEquals(new Operation(7, OperationType.SELL), trades.get(0).getExit());
+ 		
+ 	}
+ 	
+ 	@Test
+ 	public void testSplitted(){
+ 		DateTime date = new DateTime();
+ 		TimeSeries series = new SampleTimeSeries(new double[]{1d, 2d, 3d, 4d, 5d, 6d, 7d, 8d, 9d, 10d},
+ 					new DateTime[]{date.withYear(2000), date.withYear(2000), date.withYear(2001), date.withYear(2001), date.withYear(2002),
+ 								   date.withYear(2002), date.withYear(2002), date.withYear(2003), date.withYear(2004), date.withYear(2005)});
+ 		
+ 		Operation[] enter = new Operation[] { new Operation(0, OperationType.BUY), null, null, new Operation(3, OperationType.BUY),
+ 				null, new Operation(5, OperationType.BUY), null, new Operation(7, OperationType.BUY), null, null };
+ 		Operation[] exit = new Operation[] { null, null, new Operation(2, OperationType.SELL), null, new Operation(4, OperationType.SELL), null, new Operation(6, OperationType.SELL),
+ 				null, null, new Operation(9, OperationType.SELL) };
+ 		Strategy strategy = new FakeStrategy(enter, exit);
+ 		
+ 		TimeSeriesSlicer slicer = new RegularSlicer(series, new Period().withYears(1));
+ 		HistoryRunner historyRunner = new HistoryRunner(slicer, strategy);
+ 		List<Trade> trades = historyRunner.run(0);
+ 		
+ 		assertEquals(1, trades.size());
+ 		assertEquals(new Operation(0, OperationType.BUY), trades.get(0).getEntry());
+ 		assertEquals(new Operation(2, OperationType.SELL), trades.get(0).getExit());
+ 		
+ 		trades = historyRunner.run(1);
+ 		
+ 		assertEquals(1, trades.size());
+ 		assertEquals(new Operation(3, OperationType.BUY), trades.get(0).getEntry());
+ 		assertEquals(new Operation(4, OperationType.SELL), trades.get(0).getExit());
+ 		
+ 		trades = historyRunner.run(2);
+ 		
+ 		assertEquals(1, trades.size());
+ 		assertEquals(new Operation(5, OperationType.BUY), trades.get(0).getEntry());
+ 		assertEquals(new Operation(6, OperationType.SELL), trades.get(0).getExit());
+ 		
+ 		
+ 		trades = historyRunner.run(3);
+ 		
+ 		assertEquals(1, trades.size());
+ 		assertEquals(new Operation(7, OperationType.BUY), trades.get(0).getEntry());
+ 		assertEquals(new Operation(9, OperationType.SELL), trades.get(0).getExit());
+ 		
+ 		trades = historyRunner.run(4);
+ 		assertEquals(0, trades.size());
+ 		
+ 		trades = historyRunner.run(5);
+ 		assertEquals(0, trades.size());
+ 		
  	}
  }

Index: ShortSellRunnerTest.java
===================================================================
RCS file: /cvsroot/tail/Tail/src/test/net/sf/tail/runner/ShortSellRunnerTest.java,v
retrieving revision 1.3
retrieving revision 1.4
diff -C2 -d -r1.3 -r1.4
*** ShortSellRunnerTest.java	23 Aug 2007 12:51:11 -0000	1.3
--- ShortSellRunnerTest.java	21 Nov 2007 21:55:21 -0000	1.4
***************
*** 9,15 ****
--- 9,20 ----
  import net.sf.tail.Runner;
  import net.sf.tail.Strategy;
+ import net.sf.tail.TimeSeriesSlicer;
  import net.sf.tail.Trade;
+ import net.sf.tail.sample.SampleTimeSeries;
+ import net.sf.tail.series.RegularSlicer;
  import net.sf.tail.strategy.FakeStrategy;

+ import org.joda.time.DateTime;
+ import org.joda.time.Period;
  import org.junit.Before;
  import org.junit.Test;
***************
*** 22,27 ****
--- 27,39 ----
  	private Strategy strategy;

+ 	private SampleTimeSeries series;
+ 
  	@Before
  	public void setUp() {
+ 		DateTime date = new DateTime();
+ 		series = new SampleTimeSeries(new double[]{1d, 2d, 3d, 4d, 5d, 6d, 7d, 8d, 9d},
+ 				new DateTime[]{date.withYear(2000), date.withYear(2000), date.withYear(2000), date.withYear(2000), date.withYear(2001),
+ 							   date.withYear(2001), date.withYear(2002), date.withYear(2002), date.withYear(2002)});
+ 	
  		enter = new Operation[] { null, null, new Operation(2, OperationType.BUY), new Operation(3, OperationType.BUY),
  				null, null, new Operation(6, OperationType.BUY), null, null };
***************
*** 33,38 ****
  	@Test
  	public void testRunMethod() {
! 		Runner runner = new ShortSellRunner();
! 		List<Trade> trades = runner.run(this.strategy, 0, 8);
  		assertEquals(3, trades.size());

--- 45,51 ----
  	@Test
  	public void testRunMethod() {
! 		TimeSeriesSlicer slicer = new RegularSlicer(series, new Period().withYears(2000));
! 		Runner runner = new ShortSellRunner(slicer, strategy);
! 		List<Trade> trades = runner.run(0);
  		assertEquals(3, trades.size());

***************
*** 50,59 ****
  	@Test
  	public void testRunWithOpenEntryBuyLeft() {
! 		Operation[] enter = new Operation[] { null, new Operation(1, OperationType.BUY), null, null };
! 		Operation[] exit = { null, null, null, null };

  		Strategy strategy = new FakeStrategy(enter, exit);
! 		Runner historyRunner = new ShortSellRunner();
! 		List<Trade> trades = historyRunner.run(strategy, 0, 3);
  		assertEquals(1, trades.size());

--- 63,73 ----
  	@Test
  	public void testRunWithOpenEntryBuyLeft() {
! 		Operation[] enter = new Operation[] { null, new Operation(1, OperationType.BUY), null, null, null, null, null, null, null };
! 		Operation[] exit = { null, null, null, new Operation(3, OperationType.SELL), null, null, null, null, null };

+ 		TimeSeriesSlicer slicer = new RegularSlicer(series, new Period().withYears(1));
  		Strategy strategy = new FakeStrategy(enter, exit);
! 		Runner runner = new ShortSellRunner(slicer, strategy);
! 		List<Trade> trades = runner.run(0);
  		assertEquals(1, trades.size());

***************
*** 64,73 ****
  	@Test
  	public void testRunWithNoTrades() {
! 		Operation[] enter = new Operation[] { null, null, null, null };
! 		Operation[] exit = { null, null, null, null };
! 
  		Strategy strategy = new FakeStrategy(enter, exit);
! 		Runner historyRunner = new ShortSellRunner();
! 		List<Trade> trades = historyRunner.run(strategy, 0, 3);
  		assertEquals(0, trades.size());
  	}
--- 78,88 ----
  	@Test
  	public void testRunWithNoTrades() {
! 		Operation[] enter = new Operation[] { null, null, null, null, null, null, null, null, null };
! 		Operation[] exit = { null, null, null, null, null, null, null, null, null };
! 		TimeSeriesSlicer slicer = new RegularSlicer(series, new Period().withYears(2000));
! 				
  		Strategy strategy = new FakeStrategy(enter, exit);
! 		Runner runner = new ShortSellRunner(slicer, strategy);
! 		List<Trade> trades = runner.run(0);
  		assertEquals(0, trades.size());
  	}

[Tail-cvs] Tail/src/test/net/sf/tail/runner HistoryRunnerTest.java, 1.15 ShortSellRunnerTest.java,

[Tail-cvs] Tail/src/test/net/sf/tail/runner HistoryRunnerTest.java, 1.15 ShortSellRunnerTest.java, 1.4