[Tail-cvs] Tail/src/java/net/sf/tail/analysis/evaluator StrategyEvaluatorFactory.java, 1.1 HigherValueEvaluatorFactory.java, 1.1 HigherValueEvaluator.java, 1.2 DummyDecision.java, 1.2 Decision.java, 1.16

[Márcio V. d. S. <mv...@us...>]

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

Modified Files:
	HigherValueEvaluator.java DummyDecision.java Decision.java 
Added Files:
	StrategyEvaluatorFactory.java HigherValueEvaluatorFactory.java 
Log Message:
Mega refatoração, Runner não está mais vendendo no final de cada slice

Index: Decision.java
===================================================================
RCS file: /cvsroot/tail/Tail/src/java/net/sf/tail/analysis/evaluator/Decision.java,v
retrieving revision 1.15
retrieving revision 1.16
diff -C2 -d -r1.15 -r1.16
*** Decision.java	17 Oct 2007 23:23:36 -0000	1.15
--- Decision.java	21 Nov 2007 21:55:19 -0000	1.16
***************
*** 7,11 ****
--- 7,13 ----
  import net.sf.tail.Strategy;
  import net.sf.tail.TimeSeries;
+ import net.sf.tail.TimeSeriesSlicer;
  import net.sf.tail.Trade;
+ import net.sf.tail.series.RegularSlicer;
  
  public class Decision {
***************
*** 13,18 ****
  	private AnalysisCriterion criterion;
  
- 	private TimeSeries series;
- 
  	private Strategy strategy;
  
--- 15,18 ----
***************
*** 21,39 ****
  	private Runner runner;
  
! 	public Decision(Strategy bestStrategy, TimeSeries series, AnalysisCriterion criterion, List<Trade> trades,
  			Runner runner) {
  		this.strategy = bestStrategy;
! 		this.series = series;
  		this.criterion = criterion;
  		this.trades = trades;
  		this.runner = runner;
  	}
  
  	public double evaluateCriterion() {
! 		return this.criterion.calculate(series, trades);
  	}
  
  	public double evaluateCriterion(AnalysisCriterion otherCriterion) {
! 		return otherCriterion.calculate(series, trades);
  	}
  
--- 21,44 ----
  	private Runner runner;
  
! 	private TimeSeriesSlicer slicer;
! 
! 	private int slicerPosition;
! 
! 	public Decision(Strategy bestStrategy, TimeSeriesSlicer slicer,int slicerPosition,AnalysisCriterion criterion, List<Trade> trades,
  			Runner runner) {
  		this.strategy = bestStrategy;
! 		this.slicer = new RegularSlicer(slicer.getSeries(), slicer.getPeriod(), slicer.getSlice(0).getTick(slicer.getSlice(0).getBegin()).getDate());
  		this.criterion = criterion;
  		this.trades = trades;
  		this.runner = runner;
+ 		this.slicerPosition = slicerPosition;
  	}
  
  	public double evaluateCriterion() {
! 		return this.criterion.calculate(getActualSlice(), trades);
  	}
  
  	public double evaluateCriterion(AnalysisCriterion otherCriterion) {
! 		return otherCriterion.calculate(getActualSlice(), trades);
  	}
  
***************
*** 42,48 ****
  	}
  
! 	public Decision applyFor(TimeSeries nextSeries) {
! 		List<Trade> newTrades = runner.run(strategy, nextSeries.getBegin(), nextSeries.getEnd());
! 		return new Decision(this.strategy, nextSeries, this.criterion, newTrades, runner);
  	}
  
--- 47,53 ----
  	}
  
! 	public Decision applyFor(int slicePosition) {
! 		List<Trade> newTrades = runner.run(slicePosition);
! 		return new Decision(this.strategy,slicer,slicerPosition+1, this.criterion, newTrades, runner);
  	}
  
***************
*** 51,72 ****
  	}
  
! 	public TimeSeries getSeries() {
! 		return series;
! 	}
! 
! 	@Override
! 	public boolean equals(Object obj) {
! 		if (obj instanceof Decision) {
! 			Decision decision = (Decision) obj;
! 			return decision.criterion.equals(this.criterion) && decision.series.equals(this.series)
! 					&& decision.strategy.equals(this.strategy) && decision.trades.equals(this.trades);
! 		}
! 		return false;
! 	}
! 
! 	@Override
! 	public int hashCode() {
! 		return (17 * criterion.hashCode()) + (31 * strategy.hashCode()) + (51 * series.hashCode())
! 				+ (23 * trades.hashCode());
  	}
  
--- 56,61 ----
  	}
  
! 	public TimeSeries getActualSlice() {
! 		return slicer.getSlice(slicerPosition);
  	}
  
***************
*** 83,94 ****
  	public String getName()
  	{
! 		return series.getName() + ": " + series.getPeriodName();
  	}
  	
  	public String getFileName()
  	{
! 		return this.getClass().getSimpleName() + series.getTick(series.getBegin()).getDate().toString("hhmmddMMyyyy");
  	}
- 	
  
  }
--- 72,133 ----
  	public String getName()
  	{
! 		return getActualSlice().getName() + ": " + getActualSlice().getPeriodName();
  	}
  	
  	public String getFileName()
  	{
! 		return this.getClass().getSimpleName() + getActualSlice().getTick(getActualSlice().getBegin()).getDate().toString("hhmmddMMyyyy");
  	}
  
+ 	@Override
+ 	public int hashCode() {
+ 		final int prime = 31;
+ 		int result = 1;
+ 		result = prime * result + ((criterion == null) ? 0 : criterion.hashCode());
+ 		result = prime * result + ((runner == null) ? 0 : runner.hashCode());
+ 		result = prime * result + ((slicer == null) ? 0 : slicer.hashCode());
+ 		result = prime * result + slicerPosition;
+ 		result = prime * result + ((strategy == null) ? 0 : strategy.hashCode());
+ 		result = prime * result + ((trades == null) ? 0 : trades.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 Decision other = (Decision) obj;
+ 		if (criterion == null) {
+ 			if (other.criterion != null)
+ 				return false;
+ 		} else if (!criterion.equals(other.criterion))
+ 			return false;
+ 		if (runner == null) {
+ 			if (other.runner != null)
+ 				return false;
+ 		} else if (!runner.equals(other.runner))
+ 			return false;
+ 		if (slicer == null) {
+ 			if (other.slicer != null)
+ 				return false;
+ 		} else if (!slicer.equals(other.slicer))
+ 			return false;
+ 		if (slicerPosition != other.slicerPosition)
+ 			return false;
+ 		if (strategy == null) {
+ 			if (other.strategy != null)
+ 				return false;
+ 		} else if (!strategy.equals(other.strategy))
+ 			return false;
+ 		if (trades == null) {
+ 			if (other.trades != null)
+ 				return false;
+ 		} else if (!trades.equals(other.trades))
+ 			return false;
+ 		return true;
+ 	}
  }

--- NEW FILE: HigherValueEvaluatorFactory.java ---
package net.sf.tail.analysis.evaluator;

import java.util.Set;

import net.sf.tail.AnalysisCriterion;
import net.sf.tail.Strategy;
import net.sf.tail.StrategyEvaluator;
import net.sf.tail.TimeSeriesSlicer;
import net.sf.tail.runner.RunnerFactory;

public class HigherValueEvaluatorFactory implements StrategyEvaluatorFactory {

	public StrategyEvaluator create(RunnerFactory runnerFactory, Set<Strategy> strategies, TimeSeriesSlicer slicer,
			AnalysisCriterion criterion) {
		return new HigherValueEvaluator(runnerFactory,strategies,slicer,criterion);
	}
	
	@Override
	public int hashCode() {
		final int prime = 31;
		int result = 1;
		result = prime * result + (this.getClass().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;
		return true;
	}
}

Index: DummyDecision.java
===================================================================
RCS file: /cvsroot/tail/Tail/src/java/net/sf/tail/analysis/evaluator/DummyDecision.java,v
retrieving revision 1.1
retrieving revision 1.2
diff -C2 -d -r1.1 -r1.2
*** DummyDecision.java	7 Nov 2007 22:22:10 -0000	1.1
--- DummyDecision.java	21 Nov 2007 21:55:19 -0000	1.2
***************
*** 4,10 ****
  import java.util.List;
  
! import net.sf.tail.OperationType;
  import net.sf.tail.Trade;
- import net.sf.tail.runner.HistoryRunner;
  
  public class DummyDecision extends Decision {
--- 4,9 ----
  import java.util.List;
  
! import net.sf.tail.TimeSeriesSlicer;
  import net.sf.tail.Trade;
  
  public class DummyDecision extends Decision {
***************
*** 12,22 ****
  	private double value;
  
! 	public DummyDecision(double value) {
! 		super(null, null, null, new LinkedList<Trade>(), new HistoryRunner(OperationType.BUY));
  		this.value = value;
  	}
  
! 	public DummyDecision(List<Trade> trades) {
! 		super(null, null, null, trades, new HistoryRunner(OperationType.BUY));
  	}
  
--- 11,21 ----
  	private double value;
  
! 	public DummyDecision(double value, TimeSeriesSlicer slicer) {
! 		super(null, slicer,0, null, new LinkedList<Trade>(), null);
  		this.value = value;
  	}
  
! 	public DummyDecision(List<Trade> trades, TimeSeriesSlicer slicer) {
! 		super(null, slicer,0, null, trades, null);
  	}
  

Index: HigherValueEvaluator.java
===================================================================
RCS file: /cvsroot/tail/Tail/src/java/net/sf/tail/analysis/evaluator/HigherValueEvaluator.java,v
retrieving revision 1.1
retrieving revision 1.2
diff -C2 -d -r1.1 -r1.2
*** HigherValueEvaluator.java	8 Oct 2007 19:38:14 -0000	1.1
--- HigherValueEvaluator.java	21 Nov 2007 21:55:19 -0000	1.2
***************
*** 1,16 ****
  package net.sf.tail.analysis.evaluator;
  
  import java.util.Iterator;
  import java.util.Set;
  
- import org.apache.log4j.Logger;
- 
  import net.sf.tail.AnalysisCriterion;
- import net.sf.tail.StrategyEvaluator;
- import net.sf.tail.OperationType;
  import net.sf.tail.Runner;
  import net.sf.tail.Strategy;
! import net.sf.tail.TimeSeries;
! import net.sf.tail.runner.HistoryRunner;
  
  public class HigherValueEvaluator implements StrategyEvaluator {
--- 1,16 ----
  package net.sf.tail.analysis.evaluator;
  
+ import java.util.HashMap;
  import java.util.Iterator;
  import java.util.Set;
  
  import net.sf.tail.AnalysisCriterion;
  import net.sf.tail.Runner;
  import net.sf.tail.Strategy;
! import net.sf.tail.StrategyEvaluator;
! import net.sf.tail.TimeSeriesSlicer;
! import net.sf.tail.runner.RunnerFactory;
! 
! import org.apache.log4j.Logger;
  
  public class HigherValueEvaluator implements StrategyEvaluator {
***************
*** 18,38 ****
  	private static final Logger LOG = Logger.getLogger(HigherValueEvaluator.class);
  
- 	private Runner runner;
  
! 	public HigherValueEvaluator(Runner runner) {
! 		this.runner = runner;
  	}
  
! 	public Decision evaluate(Set<Strategy> strategies, TimeSeries series, AnalysisCriterion criterion) {
  		Iterator<Strategy> iter = strategies.iterator();
  		Strategy bestStrategy = iter.next();
  
! 		Decision bestDecision = new Decision(bestStrategy, series, criterion, runner.run(bestStrategy, series
! 				.getBegin(), series.getEnd()), runner);
  
  		while (iter.hasNext()) {
  			Strategy strategy = iter.next();
! 			Decision decision = new Decision(strategy, series, criterion, runner.run(strategy, series.getBegin(),
! 					series.getEnd()), new HistoryRunner(OperationType.BUY));
  			double value = decision.evaluateCriterion();
  			LOG.info(String.format("For %s, criterion %s, gave %.3f", strategy, criterion.getClass().getSimpleName(),
--- 18,58 ----
  	private static final Logger LOG = Logger.getLogger(HigherValueEvaluator.class);
  
  
! 	private Set<Strategy> strategies;
!   
! 	private TimeSeriesSlicer slicer;
! 
! 	private AnalysisCriterion criterion;
! 
! 	private int slicePosition;
! 
! 	private HashMap<Strategy, Runner> hashRunner;
! 
! 	public HigherValueEvaluator(RunnerFactory runnerFactory,Set<Strategy> strategies, TimeSeriesSlicer slicer, AnalysisCriterion criterion) {
! 		this.strategies = strategies;
! 		this.slicer = slicer;
! 		this.criterion = criterion;
! 		this.slicePosition = 0;
! 		
! 		this.hashRunner = new HashMap<Strategy, Runner>();
! 		
! 		for (Strategy strategy : strategies) {
! 			hashRunner.put(strategy, runnerFactory.create(strategy, slicer));
! 		}
  	}
  
! 	public Decision evaluate(int slicePosition) {
  		Iterator<Strategy> iter = strategies.iterator();
  		Strategy bestStrategy = iter.next();
  
! 		Runner runner = hashRunner.get(bestStrategy);
! 		
! 		Decision bestDecision = new Decision(bestStrategy, slicer,slicePosition, criterion, runner.run(slicePosition), runner);
  
  		while (iter.hasNext()) {
  			Strategy strategy = iter.next();
! 			runner = hashRunner.get(strategy);
! 			
! 			Decision decision = new Decision(strategy, slicer,slicePosition, criterion, runner.run(slicePosition), runner);
  			double value = decision.evaluateCriterion();
  			LOG.info(String.format("For %s, criterion %s, gave %.3f", strategy, criterion.getClass().getSimpleName(),
***************
*** 50,54 ****
  		final int prime = 31;
  		int result = 1;
! 		result = prime * result + ((runner == null) ? 0 : runner.hashCode());
  		return result;
  	}
--- 70,78 ----
  		final int prime = 31;
  		int result = 1;
! 		result = prime * result + ((criterion == null) ? 0 : criterion.hashCode());
! 		result = prime * result + ((hashRunner == null) ? 0 : hashRunner.hashCode());
! 		result = prime * result + slicePosition;
! 		result = prime * result + ((slicer == null) ? 0 : slicer.hashCode());
! 		result = prime * result + ((strategies == null) ? 0 : strategies.hashCode());
  		return result;
  	}
***************
*** 63,70 ****
  			return false;
  		final HigherValueEvaluator other = (HigherValueEvaluator) obj;
! 		if (runner == null) {
! 			if (other.runner != null)
  				return false;
! 		} else if (!runner.equals(other.runner))
  			return false;
  		return true;
--- 87,111 ----
  			return false;
  		final HigherValueEvaluator other = (HigherValueEvaluator) obj;
! 		if (criterion == null) {
! 			if (other.criterion != null)
  				return false;
! 		} else if (!criterion.equals(other.criterion))
! 			return false;
! 		if (hashRunner == null) {
! 			if (other.hashRunner != null)
! 				return false;
! 		} else if (!hashRunner.equals(other.hashRunner))
! 			return false;
! 		if (slicePosition != other.slicePosition)
! 			return false;
! 		if (slicer == null) {
! 			if (other.slicer != null)
! 				return false;
! 		} else if (!slicer.equals(other.slicer))
! 			return false;
! 		if (strategies == null) {
! 			if (other.strategies != null)
! 				return false;
! 		} else if (!strategies.equals(other.strategies))
  			return false;
  		return true;

--- NEW FILE: StrategyEvaluatorFactory.java ---
package net.sf.tail.analysis.evaluator;

import java.util.Set;

import net.sf.tail.AnalysisCriterion;
import net.sf.tail.Strategy;
import net.sf.tail.StrategyEvaluator;
import net.sf.tail.TimeSeriesSlicer;
import net.sf.tail.runner.RunnerFactory;

public interface StrategyEvaluatorFactory {
	StrategyEvaluator create(RunnerFactory runnerFactory,Set<Strategy> strategies, TimeSeriesSlicer slicer, AnalysisCriterion criterion);
}