[Tail-cvs] Tail/src/test/net/sf/tail ReportXmlSerializerTest.java, 1.9 EMAWalkTest.java, 1.22 StockAnalysisXmlSerializerTest.java, 1.11 EMACompleteTest.java, 1.22 ConstrainedTimeSeriesTest.java, 1.4

[Márcio V. d. S. <mv...@us...>]

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

Modified Files:
	ReportXmlSerializerTest.java EMAWalkTest.java 
	StockAnalysisXmlSerializerTest.java EMACompleteTest.java 
	ConstrainedTimeSeriesTest.java 
Log Message:
Mega refatoração, Runner não está mais vendendo no final de cada slice

Index: EMACompleteTest.java
===================================================================
RCS file: /cvsroot/tail/Tail/src/test/net/sf/tail/EMACompleteTest.java,v
retrieving revision 1.21
retrieving revision 1.22
diff -C2 -d -r1.21 -r1.22
*** EMACompleteTest.java	17 Oct 2007 16:41:53 -0000	1.21
--- EMACompleteTest.java	21 Nov 2007 21:55:19 -0000	1.22
***************
*** 18,22 ****
  import net.sf.tail.analysis.criteria.RewardRiskRatioCriterion;
  import net.sf.tail.analysis.criteria.TotalProfitCriterion;
! import net.sf.tail.analysis.evaluator.HigherValueEvaluator;
  import net.sf.tail.analysis.walk.WalkForward;
  import net.sf.tail.flow.CashFlow;
--- 18,22 ----
  import net.sf.tail.analysis.criteria.RewardRiskRatioCriterion;
  import net.sf.tail.analysis.criteria.TotalProfitCriterion;
! import net.sf.tail.analysis.evaluator.HigherValueEvaluatorFactory;
  import net.sf.tail.analysis.walk.WalkForward;
  import net.sf.tail.flow.CashFlow;
***************
*** 28,32 ****
  import net.sf.tail.report.Report;
  import net.sf.tail.report.html.ReportHTMLGenerator;
! import net.sf.tail.runner.HistoryRunner;
  import net.sf.tail.series.FullyMemorizedSlicer;
  import net.sf.tail.strategy.IndicatorCrossedIndicatorStrategy;
--- 28,32 ----
  import net.sf.tail.report.Report;
  import net.sf.tail.report.html.ReportHTMLGenerator;
! import net.sf.tail.runner.HistoryRunnerFactory;
  import net.sf.tail.series.FullyMemorizedSlicer;
  import net.sf.tail.strategy.IndicatorCrossedIndicatorStrategy;
***************
*** 42,47 ****
  		TimeSeries series = ctsl.load(new FileInputStream("BaseBovespa/15min/petr4_15min_05102007.csv"), "Ambev (ambv4)");
  		
- 		Walker w = new WalkForward(new HigherValueEvaluator(new HistoryRunner(OperationType.BUY)));
- 
  		Set<Strategy> strategies = new HashSet<Strategy>();
  		Indicator<Double> close = new ClosePriceIndicator(series);
--- 42,45 ----
***************
*** 52,56 ****
  		}
  
! 		Report r = w.walk(strategies, new FullyMemorizedSlicer(series, new Period().withMonths(1)), new TotalProfitCriterion());
  		List<AnalysisCriterion> criteria = new LinkedList<AnalysisCriterion>();
  		criteria.add(new NumberOfTradesCriterion());
--- 50,59 ----
  		}
  
! 		
! 		TimeSeriesSlicer slicer = new FullyMemorizedSlicer(series, new Period().withMonths(1));
! 		AnalysisCriterion criterion = new TotalProfitCriterion();
! 		
! 		Walker w = new WalkForward(new HigherValueEvaluatorFactory(),new HistoryRunnerFactory());
! 		Report r = w.walk(strategies,slicer, criterion);
  		List<AnalysisCriterion> criteria = new LinkedList<AnalysisCriterion>();
  		criteria.add(new NumberOfTradesCriterion());

Index: ConstrainedTimeSeriesTest.java
===================================================================
RCS file: /cvsroot/tail/Tail/src/test/net/sf/tail/ConstrainedTimeSeriesTest.java,v
retrieving revision 1.3
retrieving revision 1.4
diff -C2 -d -r1.3 -r1.4
*** ConstrainedTimeSeriesTest.java	7 Nov 2007 23:40:49 -0000	1.3
--- ConstrainedTimeSeriesTest.java	21 Nov 2007 21:55:19 -0000	1.4
***************
*** 41,45 ****
  	}
  
! 	@Test(expected = IllegalArgumentException.class)
  	public void getTickTestWrongIndex() {
  		constrained.getTick(series.getEnd() + 1);
--- 41,45 ----
  	}
  
! 	@Test(expected = IndexOutOfBoundsException.class)
  	public void getTickTestWrongIndex() {
  		constrained.getTick(series.getEnd() + 1);

Index: EMAWalkTest.java
===================================================================
RCS file: /cvsroot/tail/Tail/src/test/net/sf/tail/EMAWalkTest.java,v
retrieving revision 1.21
retrieving revision 1.22
diff -C2 -d -r1.21 -r1.22
*** EMAWalkTest.java	17 Oct 2007 23:23:36 -0000	1.21
--- EMAWalkTest.java	21 Nov 2007 21:55:19 -0000	1.22
***************
*** 11,15 ****
  import net.sf.tail.analysis.criteria.RewardRiskRatioCriterion;
  import net.sf.tail.analysis.criteria.TotalProfitCriterion;
! import net.sf.tail.analysis.evaluator.HigherValueEvaluator;
  import net.sf.tail.analysis.walk.WalkForward;
  import net.sf.tail.indicator.simple.ClosePriceIndicator;
--- 11,15 ----
  import net.sf.tail.analysis.criteria.RewardRiskRatioCriterion;
  import net.sf.tail.analysis.criteria.TotalProfitCriterion;
! import net.sf.tail.analysis.evaluator.HigherValueEvaluatorFactory;
  import net.sf.tail.analysis.walk.WalkForward;
  import net.sf.tail.indicator.simple.ClosePriceIndicator;
***************
*** 18,22 ****
  import net.sf.tail.report.Report;
  import net.sf.tail.report.html.ReportHTMLGenerator;
! import net.sf.tail.runner.HistoryRunner;
  import net.sf.tail.series.FullyMemorizedSlicer;
  import net.sf.tail.strategy.IndicatorCrossedIndicatorStrategy;
--- 18,22 ----
  import net.sf.tail.report.Report;
  import net.sf.tail.report.html.ReportHTMLGenerator;
! import net.sf.tail.runner.HistoryRunnerFactory;
  import net.sf.tail.series.FullyMemorizedSlicer;
  import net.sf.tail.strategy.IndicatorCrossedIndicatorStrategy;
***************
*** 48,52 ****
  		// walks year by year, forgetting the past and generates the report in
  		// /tmp/petr4
! 		Walker forward = new WalkForward(new HigherValueEvaluator(new HistoryRunner(OperationType.BUY)));
  		Report report = forward.walk(strategies, slicer, new TotalProfitCriterion());
  		ReportHTMLGenerator generator = new ReportHTMLGenerator();
--- 48,52 ----
  		// walks year by year, forgetting the past and generates the report in
  		// /tmp/petr4
! 		Walker forward = new WalkForward(new HigherValueEvaluatorFactory(), new HistoryRunnerFactory());
  		Report report = forward.walk(strategies, slicer, new TotalProfitCriterion());
  		ReportHTMLGenerator generator = new ReportHTMLGenerator();

Index: StockAnalysisXmlSerializerTest.java
===================================================================
RCS file: /cvsroot/tail/Tail/src/test/net/sf/tail/StockAnalysisXmlSerializerTest.java,v
retrieving revision 1.10
retrieving revision 1.11
diff -C2 -d -r1.10 -r1.11
*** StockAnalysisXmlSerializerTest.java	17 Oct 2007 16:51:43 -0000	1.10
--- StockAnalysisXmlSerializerTest.java	21 Nov 2007 21:55:19 -0000	1.11
***************
*** 14,18 ****
  import net.sf.tail.analysis.criteria.NumberOfTicksCriterion;
  import net.sf.tail.analysis.criteria.TotalProfitCriterion;
! import net.sf.tail.analysis.evaluator.HigherValueEvaluator;
  import net.sf.tail.indicator.simple.ClosePriceIndicator;
  import net.sf.tail.indicator.tracker.EMAIndicator;
--- 14,19 ----
  import net.sf.tail.analysis.criteria.NumberOfTicksCriterion;
  import net.sf.tail.analysis.criteria.TotalProfitCriterion;
! import net.sf.tail.analysis.evaluator.HigherValueEvaluatorFactory;
! import net.sf.tail.analysis.evaluator.StrategyEvaluatorFactory;
  import net.sf.tail.indicator.simple.ClosePriceIndicator;
  import net.sf.tail.indicator.tracker.EMAIndicator;
***************
*** 21,25 ****
  import net.sf.tail.io.StockAnalysisSerializer;
  import net.sf.tail.io.reader.CedroTimeSeriesLoader;
! import net.sf.tail.runner.HistoryRunner;
  import net.sf.tail.series.FullyMemorizedSlicer;
  import net.sf.tail.series.SerializableTimeSeries;
--- 22,26 ----
  import net.sf.tail.io.StockAnalysisSerializer;
  import net.sf.tail.io.reader.CedroTimeSeriesLoader;
! import net.sf.tail.runner.HistoryRunnerFactory;
  import net.sf.tail.series.FullyMemorizedSlicer;
  import net.sf.tail.series.SerializableTimeSeries;
***************
*** 37,48 ****
  
  			TimeSeriesSlicer slicer = new FullyMemorizedSlicer(stock, new Period().withDays(1));
! 			Runner runner = new HistoryRunner(OperationType.BUY);
! 			StrategyEvaluator evaluator = new HigherValueEvaluator(runner);
! 
! 			StockAnalysis stockAnalysis = new StockAnalysis(stock, applyedCriterion, slicer, evaluator);
  
! 			stockAnalysis.addCriterion(new MaximumDrawDownCriterion());
! 			stockAnalysis.addCriterion(new AverageProfitCriterion());
! 			stockAnalysis.addCriterion(new NumberOfTicksCriterion());
  
  			Set<Strategy> strategies = new HashSet<Strategy>();
--- 38,44 ----
  
  			TimeSeriesSlicer slicer = new FullyMemorizedSlicer(stock, new Period().withDays(1));
! 			
  
! 			
  
  			Set<Strategy> strategies = new HashSet<Strategy>();
***************
*** 54,59 ****
--- 50,61 ----
  				strategies.add(strategy);
  			}
+ 			StrategyEvaluatorFactory evaluator = new HigherValueEvaluatorFactory();
+ 			StockAnalysis stockAnalysis = new StockAnalysis(stock, applyedCriterion, slicer, evaluator, new HistoryRunnerFactory());
  
+ 			stockAnalysis.addCriterion(new MaximumDrawDownCriterion());
+ 			stockAnalysis.addCriterion(new AverageProfitCriterion());
+ 			stockAnalysis.addCriterion(new NumberOfTicksCriterion());
  			stockAnalysis.addReport("", strategies);
+ 			
  
  			strategies = new HashSet<Strategy>();

Index: ReportXmlSerializerTest.java
===================================================================
RCS file: /cvsroot/tail/Tail/src/test/net/sf/tail/ReportXmlSerializerTest.java,v
retrieving revision 1.8
retrieving revision 1.9
diff -C2 -d -r1.8 -r1.9
*** ReportXmlSerializerTest.java	17 Oct 2007 16:41:54 -0000	1.8
--- ReportXmlSerializerTest.java	21 Nov 2007 21:55:19 -0000	1.9
***************
*** 11,15 ****
  
  import net.sf.tail.analysis.criteria.TotalProfitCriterion;
! import net.sf.tail.analysis.evaluator.HigherValueEvaluator;
  import net.sf.tail.analysis.walk.WalkForward;
  import net.sf.tail.indicator.simple.ClosePriceIndicator;
--- 11,15 ----
  
  import net.sf.tail.analysis.criteria.TotalProfitCriterion;
! import net.sf.tail.analysis.evaluator.HigherValueEvaluatorFactory;
  import net.sf.tail.analysis.walk.WalkForward;
  import net.sf.tail.indicator.simple.ClosePriceIndicator;
***************
*** 18,22 ****
  import net.sf.tail.io.reader.CedroTimeSeriesLoader;
  import net.sf.tail.report.Report;
! import net.sf.tail.runner.HistoryRunner;
  import net.sf.tail.series.RegularSlicer;
  import net.sf.tail.strategy.IndicatorCrossedIndicatorStrategy;
--- 18,22 ----
  import net.sf.tail.io.reader.CedroTimeSeriesLoader;
  import net.sf.tail.report.Report;
! import net.sf.tail.runner.HistoryRunnerFactory;
  import net.sf.tail.series.RegularSlicer;
  import net.sf.tail.strategy.IndicatorCrossedIndicatorStrategy;
***************
*** 37,41 ****
  		}
  		
! 		Walker w = new WalkForward(new HigherValueEvaluator(new HistoryRunner(OperationType.BUY)));
  
  		Set<Strategy> strategies = new HashSet<Strategy>();
--- 37,44 ----
  		}
  		
! 		TimeSeriesSlicer slicer = new RegularSlicer(timeSeries, new Period().withDays(1));
! 		AnalysisCriterion criterion = new TotalProfitCriterion();
! 		
! 		
  
  		Set<Strategy> strategies = new HashSet<Strategy>();
***************
*** 48,53 ****
  		}
  
! 		Report r = w.walk(strategies, new RegularSlicer(timeSeries, new Period().withDays(1)),
! 				new TotalProfitCriterion());
  		ReportSerializer serializer = new ReportSerializer();
  		String xml = serializer.toXML(r);
--- 51,56 ----
  		}
  
! 		Walker w = new WalkForward(new HigherValueEvaluatorFactory(), new HistoryRunnerFactory());
! 		Report r = w.walk(strategies, slicer, criterion);
  		ReportSerializer serializer = new ReportSerializer();
  		String xml = serializer.toXML(r);