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From: Thies <tg...@us...> - 2008-04-01 17:57:28
|
Update of /cvsroot/tail/TailS/Data/templates/complete In directory sc8-pr-cvs10.sourceforge.net:/tmp/cvs-serv20351/Data/templates/complete Modified Files: header.ftl Log Message: Arrumado a exportacao para html Index: header.ftl =================================================================== RCS file: /cvsroot/tail/TailS/Data/templates/complete/header.ftl,v retrieving revision 1.3 retrieving revision 1.4 diff -C2 -d -r1.3 -r1.4 *** header.ftl 3 Dec 2007 18:24:55 -0000 1.3 --- header.ftl 1 Apr 2008 17:57:32 -0000 1.4 *************** *** 17,20 **** <h3><span class="settingsFixed">Script:</span><span class="settings"> ! ${report.strategiesScript} </span></h3> --- 17,20 ---- <h3><span class="settingsFixed">Script:</span><span class="settings"> ! ${report.script} </span></h3> |
From: Márcio V. d. S. <mv...@us...> - 2008-03-07 16:13:36
|
Update of /cvsroot/tail/TailS/src/java/net/sf/tails/i18n In directory sc8-pr-cvs10.sourceforge.net:/tmp/cvs-serv6553/src/java/net/sf/tails/i18n Modified Files: Classes.properties Log Message: Index: Classes.properties =================================================================== RCS file: /cvsroot/tail/TailS/src/java/net/sf/tails/i18n/Classes.properties,v retrieving revision 1.7 retrieving revision 1.8 diff -C2 -d -r1.7 -r1.8 *** Classes.properties 3 Dec 2007 18:25:23 -0000 1.7 --- Classes.properties 7 Mar 2008 16:13:39 -0000 1.8 *************** *** 3,5 **** DEFAULT_CRITERIA =BrazilianRewardRiskRatioCriterion SELECTED_CRITERIA=TotalProfitCriterion;BuyAndHoldCriterion;NumberOfTicksCriterion;RewardRiskRatioCriterion;BrazilianTotalProfitCriterion ! LOADERS =CedroTimeSeriesLoader \ No newline at end of file --- 3,5 ---- DEFAULT_CRITERIA =BrazilianRewardRiskRatioCriterion SELECTED_CRITERIA=TotalProfitCriterion;BuyAndHoldCriterion;NumberOfTicksCriterion;RewardRiskRatioCriterion;BrazilianTotalProfitCriterion ! LOADERS =CedroTimeSeriesLoader;GoogleTimeSeriesLoader \ No newline at end of file |
From: Márcio V. d. S. <mv...@us...> - 2008-03-07 16:11:27
|
Update of /cvsroot/tail/Tail/src/java/net/sf/tail/tick In directory sc8-pr-cvs10.sourceforge.net:/tmp/cvs-serv5655/src/java/net/sf/tail/tick Modified Files: DefaultTick.java Log Message: Index: DefaultTick.java =================================================================== RCS file: /cvsroot/tail/Tail/src/java/net/sf/tail/tick/DefaultTick.java,v retrieving revision 1.1 retrieving revision 1.2 diff -C2 -d -r1.1 -r1.2 *** DefaultTick.java 7 Nov 2007 23:40:48 -0000 1.1 --- DefaultTick.java 7 Mar 2008 16:11:30 -0000 1.2 *************** *** 60,65 **** } ! public DefaultTick(double openPrice, double closePrice, double maxPrice, double minPrice) { super(); this.openPrice = openPrice; this.closePrice = closePrice; --- 60,66 ---- } ! public DefaultTick(DateTime data, double openPrice, double closePrice, double maxPrice, double minPrice) { super(); + this.date = data; this.openPrice = openPrice; this.closePrice = closePrice; *************** *** 68,71 **** --- 69,80 ---- } + public DefaultTick(double openPrice, double closePrice, double maxPrice, double minPrice) { + super(); + this.openPrice = openPrice; + this.closePrice = closePrice; + this.maxPrice = maxPrice; + this.minPrice = minPrice; + } + public DefaultTick(double d, DateTime dateTime) { this.closePrice = d; |
From: Márcio V. d. S. <mv...@us...> - 2008-03-07 16:11:26
|
Update of /cvsroot/tail/Tail/src/java/net/sf/tail/io/reader In directory sc8-pr-cvs10.sourceforge.net:/tmp/cvs-serv5655/src/java/net/sf/tail/io/reader Modified Files: CedroTimeSeriesLoader.java Added Files: GoogleTimeSeriesLoader.java Log Message: --- NEW FILE: GoogleTimeSeriesLoader.java --- package net.sf.tail.io.reader; import java.io.IOException; import java.io.InputStream; import java.nio.charset.Charset; import java.text.ParseException; import java.text.SimpleDateFormat; import java.util.ArrayList; import java.util.Date; import java.util.List; import net.sf.tail.TimeSeries; import net.sf.tail.TimeSeriesLoader; import net.sf.tail.series.DefaultTimeSeries; import net.sf.tail.tick.DefaultTick; import org.apache.log4j.Logger; import org.joda.time.DateTime; import com.csvreader.CsvReader; public class GoogleTimeSeriesLoader implements TimeSeriesLoader { transient private static final Logger LOG = Logger.getLogger(GoogleTimeSeriesLoader.class); public TimeSeries load(InputStream stream, String seriesName) { List<DefaultTick> ticks= new ArrayList<DefaultTick>(); try { LOG.info("Reading " + stream); CsvReader reader = new CsvReader(stream, Charset.defaultCharset()); reader.readHeaders(); while (reader.readRecord()) { SimpleDateFormat simpleDate; simpleDate = new SimpleDateFormat("dd-MMM-yy"); Date dateUtil = simpleDate.parse(reader.get(0)); DateTime date = new DateTime(dateUtil.getTime()); double open = Double.parseDouble(reader.get(1)); double high = Double.parseDouble(reader.get(2)); double low = Double.parseDouble(reader.get(3)); double close = Double.parseDouble(reader.get(4)); double volumeFinancier = Double.parseDouble(reader.get(5)); DefaultTick tick = new DefaultTick(date, open, close, high, low, 0d, 0d, 0d, volumeFinancier, 0); ticks.add(0, tick); } LOG.info("Reading done for " + stream); } catch (NumberFormatException e) { e.printStackTrace(); throw new RuntimeException(e); } catch (IOException e) { e.printStackTrace(); throw new RuntimeException(e); } catch (ParseException e) { e.printStackTrace(); throw new RuntimeException(e); } return new DefaultTimeSeries(seriesName, ticks); } } Index: CedroTimeSeriesLoader.java =================================================================== RCS file: /cvsroot/tail/Tail/src/java/net/sf/tail/io/reader/CedroTimeSeriesLoader.java,v retrieving revision 1.6 retrieving revision 1.7 diff -C2 -d -r1.6 -r1.7 *** CedroTimeSeriesLoader.java 7 Nov 2007 23:40:47 -0000 1.6 --- CedroTimeSeriesLoader.java 7 Mar 2008 16:11:29 -0000 1.7 *************** *** 28,32 **** List<DefaultTick> ticks= new ArrayList<DefaultTick>(); try { ! LOG.info("Reading " + stream); CsvReader reader = new CsvReader(stream, Charset.defaultCharset()); --- 28,32 ---- List<DefaultTick> ticks= new ArrayList<DefaultTick>(); try { ! LOG.info("Reading " + seriesName); CsvReader reader = new CsvReader(stream, Charset.defaultCharset()); *************** *** 49,60 **** double high = java.lang.Double.parseDouble(reader.get(3)); double low = java.lang.Double.parseDouble(reader.get(4)); ! double change = java.lang.Double.parseDouble(reader.get(5)); ! double previous = java.lang.Double.parseDouble(reader.get(6)); ! double volumeAmount = java.lang.Double.parseDouble(reader.get(7)); ! double volumeFinancier = java.lang.Double.parseDouble(reader.get(8)); ! double quantity = java.lang.Double.parseDouble(reader.get(9)); ! DefaultTick tick = new DefaultTick(date, open, close, high, low, change, previous, volumeAmount, volumeFinancier, ! (int) quantity); ticks.add(0, tick); } --- 49,59 ---- double high = java.lang.Double.parseDouble(reader.get(3)); double low = java.lang.Double.parseDouble(reader.get(4)); ! //double change = java.lang.Double.parseDouble(reader.get(5)); ! //double previous = java.lang.Double.parseDouble(reader.get(6)); ! //double volumeAmount = java.lang.Double.parseDouble(reader.get(7)); ! //double volumeFinancier = java.lang.Double.parseDouble(reader.get(8)); ! //double quantity = java.lang.Double.parseDouble(reader.get(9)); ! DefaultTick tick = new DefaultTick(date, open, close, high, low); ticks.add(0, tick); } |
From: Márcio V. d. S. <mv...@us...> - 2008-03-07 16:11:26
|
Update of /cvsroot/tail/Tail/src/test/net/sf/tail/io/reader In directory sc8-pr-cvs10.sourceforge.net:/tmp/cvs-serv5655/src/test/net/sf/tail/io/reader Added Files: GoogleTimeSeriesLoaderTest.java Log Message: --- NEW FILE: GoogleTimeSeriesLoaderTest.java --- package net.sf.tail.io.reader; import static org.junit.Assert.assertEquals; import java.io.FileInputStream; import net.sf.tail.TimeSeries; import net.sf.tail.tick.DefaultTick; import org.joda.time.DateTime; import org.junit.Before; import org.junit.Test; public class GoogleTimeSeriesLoaderTest { private GoogleTimeSeriesLoader ctsl; private TimeSeries ts; private DateTime date; @Before public void setUp() throws Exception { date = new DateTime(); ctsl = new GoogleTimeSeriesLoader(); // TODO: isso deveria ser um InputStream harcoded, e nao um // vindo de um FileInputStream // alem disso, o metodo load deveria ficar em um test ts = ctsl.load(new FileInputStream("BaseBovespa/tests/MMM.csv"), ""); } @Test public void testLine3() throws Exception { date = date.withDate(2000, 1, 26).withTime(0, 0, 0, 0); DefaultTick tick = new DefaultTick(date, 47.94, 48.16, 48.75, 47.66, 0d, 0d, 0d, 7020800, 0); assertEquals(tick, ts.getTick(2)); } @Test public void testLine2() throws Exception { date = date.withDate(2000, 1, 25).withTime(0, 0, 0, 0); DefaultTick tick = new DefaultTick(date, 47.44, 45.69, 47.44, 45.12, 0d, 0d, 0d, 3691200, 0); assertEquals(tick, ts.getTick(1)); } } |
From: Thies <tg...@us...> - 2007-12-10 21:52:37
|
Update of /cvsroot/tail/Tail/src/java/net/sf/tail/report/xls In directory sc8-pr-cvs10.sourceforge.net:/tmp/cvs-serv11391/src/java/net/sf/tail/report/xls Modified Files: WorkbookGenerator.java Log Message: Refatoração Index: WorkbookGenerator.java =================================================================== RCS file: /cvsroot/tail/Tail/src/java/net/sf/tail/report/xls/WorkbookGenerator.java,v retrieving revision 1.4 retrieving revision 1.5 diff -C2 -d -r1.4 -r1.5 *** WorkbookGenerator.java 10 Dec 2007 20:34:22 -0000 1.4 --- WorkbookGenerator.java 10 Dec 2007 21:52:40 -0000 1.5 *************** *** 45,49 **** List<AnalysisCriterion> criteria2 = new ArrayList<AnalysisCriterion>(); ! criteria2 = criteria; criteria2.add(0, report.getApplyedCriterion()); --- 45,51 ---- List<AnalysisCriterion> criteria2 = new ArrayList<AnalysisCriterion>(); ! for (AnalysisCriterion analysisCriterion : criteria) { ! criteria2.add(analysisCriterion); ! } criteria2.add(0, report.getApplyedCriterion()); |
From: Thies <tg...@us...> - 2007-12-10 20:34:20
|
Update of /cvsroot/tail/Tail/src/java/net/sf/tail/report/xls In directory sc8-pr-cvs10.sourceforge.net:/tmp/cvs-serv14185/src/java/net/sf/tail/report/xls Modified Files: WorkbookGenerator.java ReportXlsGenerator.java TimeSeriesXlsGenerator.java SliceXlsGenerator.java Log Message: Adicionada a opcao de nao gerar os gráficos Index: TimeSeriesXlsGenerator.java =================================================================== RCS file: /cvsroot/tail/Tail/src/java/net/sf/tail/report/xls/TimeSeriesXlsGenerator.java,v retrieving revision 1.10 retrieving revision 1.11 diff -C2 -d -r1.10 -r1.11 *** TimeSeriesXlsGenerator.java 5 Dec 2007 23:22:45 -0000 1.10 --- TimeSeriesXlsGenerator.java 10 Dec 2007 20:34:22 -0000 1.11 *************** *** 11,14 **** --- 11,15 ---- import net.sf.tail.tick.DefaultTick; + import org.apache.log4j.Level; import org.apache.log4j.Logger; import org.apache.poi.hssf.usermodel.HSSFCell; *************** *** 35,38 **** --- 36,40 ---- this.sheet = workbook.createSheet("Time Series"); stylist = new CellStylist(workbook); + LOG.setLevel(Level.WARN); } Index: SliceXlsGenerator.java =================================================================== RCS file: /cvsroot/tail/Tail/src/java/net/sf/tail/report/xls/SliceXlsGenerator.java,v retrieving revision 1.17 retrieving revision 1.18 diff -C2 -d -r1.17 -r1.18 *** SliceXlsGenerator.java 21 Nov 2007 21:55:20 -0000 1.17 --- SliceXlsGenerator.java 10 Dec 2007 20:34:22 -0000 1.18 *************** *** 14,17 **** --- 14,18 ---- import net.sf.tail.report.Report; + import org.apache.log4j.Level; import org.apache.log4j.Logger; import org.apache.poi.hssf.usermodel.HSSFCell; *************** *** 42,45 **** --- 43,47 ---- this.workbook = workbook; this.stylist = new CellStylist(workbook); + LOG.setLevel(Level.WARN); } *************** *** 53,63 **** } ! public List<HSSFSheet> generate(Decision decision, List<AnalysisCriterion> criteria, Period period, File chart) ! throws IOException { LOG.info("Initializing XLS Decision for " + decision.getFileName()); long time = System.currentTimeMillis(); int row = INDEX_FIRST_ROW; - List<HSSFSheet> sheets = new LinkedList<HSSFSheet>(); HSSFSheet sheet = workbook.createSheet(decision.getFileName()); --- 55,77 ---- } ! public HSSFSheet generate(Decision decision, List<AnalysisCriterion> criteria, Period period, File chart) ! throws IOException { ! ! HSSFSheet sheet = generate(decision, criteria, period); ! ! stylist.drawImage(chart, sheet, 1, 7); ! ! stylist.rearrangeSheet(sheet, criteria.size() + 6); ! ! ! return sheet; ! } ! ! public HSSFSheet generate(Decision decision, List<AnalysisCriterion> criteria, Period period) ! throws IOException { LOG.info("Initializing XLS Decision for " + decision.getFileName()); long time = System.currentTimeMillis(); int row = INDEX_FIRST_ROW; HSSFSheet sheet = workbook.createSheet(decision.getFileName()); *************** *** 65,69 **** String title = "Slice Report"; row = generateTitle(row, title, style, sheet); ! style = stylist.createSubTitleCellStyle(); String[] subtitle = new String[4]; --- 79,83 ---- String title = "Slice Report"; row = generateTitle(row, title, style, sheet); ! style = stylist.createSubTitleCellStyle(); String[] subtitle = new String[4]; *************** *** 73,77 **** subtitle[3] = decision.getActualSlice().getPeriodName(); row = generateSubTitle(row, subtitle, style, sheet); ! style = stylist.createInfoCellStyle(); String[] info = new String[4]; --- 87,91 ---- subtitle[3] = decision.getActualSlice().getPeriodName(); row = generateSubTitle(row, subtitle, style, sheet); ! style = stylist.createInfoCellStyle(); String[] info = new String[4]; *************** *** 81,87 **** info[3] = decision.getCriterion().getName(); row = generateInfo(row, info, style, sheet); ! row = 24; ! style = stylist.createHeaderCellStyle(); row = generateHeader(row, workbook, sheet, criteria, style); --- 95,101 ---- info[3] = decision.getCriterion().getName(); row = generateInfo(row, info, style, sheet); ! row = 24; ! style = stylist.createHeaderCellStyle(); row = generateHeader(row, workbook, sheet, criteria, style); *************** *** 94,111 **** generateSummaryRow(row, workbook, sheet, decision, criteria, style); - stylist.drawImage(chart, sheet, 1, 7); - - stylist.rearrangeSheet(sheet, criteria.size() + 6); - - sheets.add(sheet); - LOG.info("Decision "+ decision.getFileName() +" generated (" + (System.currentTimeMillis() - time) + " miliseconds)"); ! return sheets; } public List<HSSFSheet> generate(Report report, List<AnalysisCriterion> criteria, Period period, List<File> charts) throws IOException { List<HSSFSheet> sheets = new LinkedList<HSSFSheet>(); for (int i = 0; i < report.getDecisions().size(); i++) { ! sheets.addAll(this.generate(report.getDecisions().get(i), criteria, period, charts.get(i))); } return sheets; --- 108,124 ---- generateSummaryRow(row, workbook, sheet, decision, criteria, style); LOG.info("Decision "+ decision.getFileName() +" generated (" + (System.currentTimeMillis() - time) + " miliseconds)"); ! return sheet; } + + public List<HSSFSheet> generate(Report report, List<AnalysisCriterion> criteria, Period period, List<File> charts) throws IOException { List<HSSFSheet> sheets = new LinkedList<HSSFSheet>(); for (int i = 0; i < report.getDecisions().size(); i++) { ! if(charts.size() > 0) ! sheets.add(this.generate(report.getDecisions().get(i), criteria, period, charts.get(i))); ! else ! sheets.add(this.generate(report.getDecisions().get(i), criteria, period)); } return sheets; *************** *** 121,125 **** return firstRow; } ! private int generateSubTitle(int firstRow, String[] title, HSSFCellStyle style, HSSFSheet sheet) { HSSFRow rowHeader = sheet.createRow((short) firstRow++); --- 134,138 ---- return firstRow; } ! private int generateSubTitle(int firstRow, String[] title, HSSFCellStyle style, HSSFSheet sheet) { HSSFRow rowHeader = sheet.createRow((short) firstRow++); *************** *** 134,138 **** return firstRow; } ! private int generateInfo(int firstRow, String[] title, HSSFCellStyle style, HSSFSheet sheet) { HSSFRow rowHeader = sheet.createRow((short) firstRow); --- 147,151 ---- return firstRow; } ! private int generateInfo(int firstRow, String[] title, HSSFCellStyle style, HSSFSheet sheet) { HSSFRow rowHeader = sheet.createRow((short) firstRow); *************** *** 147,151 **** return firstRow+2; } ! private int generateHeader(int firtRow, HSSFWorkbook workbook, HSSFSheet sheet, List<AnalysisCriterion> criteria, HSSFCellStyle style) { --- 160,164 ---- return firstRow+2; } ! private int generateHeader(int firtRow, HSSFWorkbook workbook, HSSFSheet sheet, List<AnalysisCriterion> criteria, HSSFCellStyle style) { *************** *** 210,214 **** even = !even; } ! LOG.info("Ending Internal rows of the Decision " + decision.getFileName() + " (" + (System.currentTimeMillis() - time) + " miliseconds)"); return firtRow; --- 223,227 ---- even = !even; } ! LOG.info("Ending Internal rows of the Decision " + decision.getFileName() + " (" + (System.currentTimeMillis() - time) + " miliseconds)"); return firtRow; Index: WorkbookGenerator.java =================================================================== RCS file: /cvsroot/tail/Tail/src/java/net/sf/tail/report/xls/WorkbookGenerator.java,v retrieving revision 1.3 retrieving revision 1.4 diff -C2 -d -r1.3 -r1.4 *** WorkbookGenerator.java 17 Oct 2007 21:40:53 -0000 1.3 --- WorkbookGenerator.java 10 Dec 2007 20:34:22 -0000 1.4 *************** *** 12,15 **** --- 12,16 ---- import net.sf.tail.report.Report; + import org.apache.log4j.Level; import org.apache.log4j.Logger; import org.apache.poi.hssf.usermodel.HSSFWorkbook; *************** *** 19,22 **** --- 20,26 ---- private static final Logger LOG = Logger.getLogger(WorkbookGenerator.class); + public WorkbookGenerator() { + LOG.setLevel(Level.WARN); + } public HSSFWorkbook generate(Report report, Period period, List<File> charts) throws IOException { *************** *** 28,39 **** public HSSFWorkbook generate(Report report, List<AnalysisCriterion> criteria, Period period, List<File> charts) ! throws IOException { long time = System.currentTimeMillis(); LOG.info("Initializing the generation of the XLS"); List<File> chartFile = new ArrayList<File>(); ! chartFile.add(charts.remove(0)); HSSFWorkbook workbook = new HSSFWorkbook(); ! XLSReportGenerator reportXls = new ReportXlsGenerator(workbook); XLSReportGenerator slicerXls = new SliceXlsGenerator(workbook); TimeSeriesXlsGenerator seriesXls = new TimeSeriesXlsGenerator(workbook); --- 32,44 ---- public HSSFWorkbook generate(Report report, List<AnalysisCriterion> criteria, Period period, List<File> charts) ! throws IOException { long time = System.currentTimeMillis(); LOG.info("Initializing the generation of the XLS"); List<File> chartFile = new ArrayList<File>(); ! if(charts.size() > 0) ! chartFile.add(charts.remove(0)); HSSFWorkbook workbook = new HSSFWorkbook(); ! ReportXlsGenerator reportXls = new ReportXlsGenerator(workbook); XLSReportGenerator slicerXls = new SliceXlsGenerator(workbook); TimeSeriesXlsGenerator seriesXls = new TimeSeriesXlsGenerator(workbook); *************** *** 44,48 **** seriesXls.generate(report); ! reportXls.generate(report, criteria, period, chartFile); slicerXls.generate(report, criteria2, period, charts); --- 49,56 ---- seriesXls.generate(report); ! if(chartFile.size() > 0) ! reportXls.generate(report, criteria, period, chartFile); ! else ! reportXls.generate(report, criteria, period); slicerXls.generate(report, criteria2, period, charts); Index: ReportXlsGenerator.java =================================================================== RCS file: /cvsroot/tail/Tail/src/java/net/sf/tail/report/xls/ReportXlsGenerator.java,v retrieving revision 1.16 retrieving revision 1.17 diff -C2 -d -r1.16 -r1.17 *** ReportXlsGenerator.java 21 Nov 2007 21:55:20 -0000 1.16 --- ReportXlsGenerator.java 10 Dec 2007 20:34:22 -0000 1.17 *************** *** 12,15 **** --- 12,16 ---- import net.sf.tail.report.Report; + import org.apache.log4j.Level; import org.apache.log4j.Logger; import org.apache.poi.hssf.usermodel.HSSFCell; *************** *** 36,39 **** --- 37,41 ---- this.workbook = workbook; stylist = new CellStylist(workbook); + LOG.setLevel(Level.WARN); } *************** *** 48,52 **** public List<HSSFSheet> generate(Report report, List<AnalysisCriterion> criteria, Period period, List<File> charts) ! throws IOException { LOG.info("Initializing XLS Report"); long time = System.currentTimeMillis(); --- 50,68 ---- public List<HSSFSheet> generate(Report report, List<AnalysisCriterion> criteria, Period period, List<File> charts) ! throws IOException { ! ! List<HSSFSheet> sheets = generate(report, criteria, period); ! ! for (HSSFSheet sheet : sheets) { ! ! stylist.drawImage(charts.get(0), sheet, 1, 4); ! ! stylist.rearrangeSheet(sheet, criteria.size() + 5); ! } ! return sheets; ! } ! ! public List<HSSFSheet> generate(Report report, List<AnalysisCriterion> criteria, Period period) ! throws IOException { LOG.info("Initializing XLS Report"); long time = System.currentTimeMillis(); *************** *** 59,63 **** String title = "WalkForward Report"; row = generateTitle(row, title, style, sheet); ! style = stylist.createSubTitleCellStyle(); String[] subtitle = new String[4]; --- 75,79 ---- String title = "WalkForward Report"; row = generateTitle(row, title, style, sheet); ! style = stylist.createSubTitleCellStyle(); String[] subtitle = new String[4]; *************** *** 67,71 **** subtitle[3] = report.getSlicer().getSeries().getPeriodName(); row = generateSubTitle(row, subtitle, style, sheet); ! style = stylist.createInfoCellStyle(); String[] info = new String[4]; --- 83,87 ---- subtitle[3] = report.getSlicer().getSeries().getPeriodName(); row = generateSubTitle(row, subtitle, style, sheet); ! style = stylist.createInfoCellStyle(); String[] info = new String[4]; *************** *** 75,81 **** info[3] = report.getDecisions().get(0).getStrategy().getClass().getSimpleName() + " Criteria: " + report.getApplyedCriterion().getName(); row = generateInfo(row, info, style, sheet); ! row = 24; ! style = stylist.createHeaderCellStyle(); row = generateHeader(row, sheet, report, criteria, style); --- 91,97 ---- info[3] = report.getDecisions().get(0).getStrategy().getClass().getSimpleName() + " Criteria: " + report.getApplyedCriterion().getName(); row = generateInfo(row, info, style, sheet); ! row = 24; ! style = stylist.createHeaderCellStyle(); row = generateHeader(row, sheet, report, criteria, style); *************** *** 90,98 **** style = stylist.createSummaryCellStyle(); generateSummaryRow(row, sheet, report, criteria, style); - - stylist.drawImage(charts.get(0), sheet, 1, 4); - - stylist.rearrangeSheet(sheet, criteria.size() + 5); - sheets.add(sheet); LOG.info("XLS Report generated (" + (System.currentTimeMillis() - time) + " miliseconds)"); --- 106,109 ---- *************** *** 109,113 **** return firstRow; } ! private int generateSubTitle(int firstRow, String[] title, HSSFCellStyle style, HSSFSheet sheet) { HSSFRow rowHeader = sheet.createRow((short) firstRow++); --- 120,124 ---- return firstRow; } ! private int generateSubTitle(int firstRow, String[] title, HSSFCellStyle style, HSSFSheet sheet) { HSSFRow rowHeader = sheet.createRow((short) firstRow++); *************** *** 122,126 **** return firstRow; } ! private int generateInfo(int firstRow, String[] title, HSSFCellStyle style, HSSFSheet sheet) { HSSFRow rowHeader = sheet.createRow((short) firstRow); --- 133,137 ---- return firstRow; } ! private int generateInfo(int firstRow, String[] title, HSSFCellStyle style, HSSFSheet sheet) { HSSFRow rowHeader = sheet.createRow((short) firstRow); *************** *** 135,139 **** return firstRow+2; } ! private int generateHeader(int firtRow, HSSFSheet sheet, Report report, List<AnalysisCriterion> criteria, HSSFCellStyle style) { --- 146,150 ---- return firstRow+2; } ! private int generateHeader(int firtRow, HSSFSheet sheet, Report report, List<AnalysisCriterion> criteria, HSSFCellStyle style) { |
From: Thies <tg...@us...> - 2007-12-05 23:23:08
|
Update of /cvsroot/tail/TailS/src/java/net/sf/tails/swing/frame/report In directory sc8-pr-cvs10.sourceforge.net:/tmp/cvs-serv22602/src/java/net/sf/tails/swing/frame/report Modified Files: NewReportFrame.java Log Message: Refatoração nos scripts Index: NewReportFrame.java =================================================================== RCS file: /cvsroot/tail/TailS/src/java/net/sf/tails/swing/frame/report/NewReportFrame.java,v retrieving revision 1.40 retrieving revision 1.41 diff -C2 -d -r1.40 -r1.41 *** NewReportFrame.java 3 Dec 2007 18:25:22 -0000 1.40 --- NewReportFrame.java 5 Dec 2007 23:23:09 -0000 1.41 *************** *** 40,43 **** --- 40,44 ---- import net.sf.tail.analysis.StockAnalysis; import net.sf.tail.report.Report; + import net.sf.tail.strategiesSet.RubyStrategiesSet; import net.sf.tails.dsl.CodeSnippetLoader; import net.sf.tails.dsl.TailSTokenMarker; *************** *** 428,432 **** String script = loader.loadFileByName(value); // TODO: Acertas os parametros assim que a tela for finalizada ! stockAnalysis.addReport(reportNameField.getText(), script); index.loadReport(stockAnalysis); index.appendConsoleArea("Report " + reportNameField.getText() + " added succesfully."); --- 429,433 ---- String script = loader.loadFileByName(value); // TODO: Acertas os parametros assim que a tela for finalizada ! stockAnalysis.addReport(reportNameField.getText(), new RubyStrategiesSet(script, stockAnalysis.getSlicer())); index.loadReport(stockAnalysis); index.appendConsoleArea("Report " + reportNameField.getText() + " added succesfully."); *************** *** 459,463 **** try { ! stockAnalysis.addReport(reportNameField.getText(), customStrategyTextArea.getText()); index.loadReport(stockAnalysis); index.appendConsoleArea("Report " + reportNameField.getText() + " added succesfully."); --- 460,464 ---- try { ! stockAnalysis.addReport(reportNameField.getText(), new RubyStrategiesSet( customStrategyTextArea.getText(),stockAnalysis.getSlicer())); index.loadReport(stockAnalysis); index.appendConsoleArea("Report " + reportNameField.getText() + " added succesfully."); |
From: Thies <tg...@us...> - 2007-12-05 23:23:06
|
Update of /cvsroot/tail/TailS/src/test/net/sf/tails/swing/helper In directory sc8-pr-cvs10.sourceforge.net:/tmp/cvs-serv22602/src/test/net/sf/tails/swing/helper Modified Files: CompleteHtmlGeneratorExecutor.java CompleteXlsGeneratorExecutor.java Log Message: Refatoração nos scripts Index: CompleteXlsGeneratorExecutor.java =================================================================== RCS file: /cvsroot/tail/TailS/src/test/net/sf/tails/swing/helper/CompleteXlsGeneratorExecutor.java,v retrieving revision 1.5 retrieving revision 1.6 diff -C2 -d -r1.5 -r1.6 *** CompleteXlsGeneratorExecutor.java 21 Nov 2007 21:55:11 -0000 1.5 --- CompleteXlsGeneratorExecutor.java 5 Dec 2007 23:23:09 -0000 1.6 *************** *** 30,33 **** --- 30,34 ---- import net.sf.tail.runner.HistoryRunnerFactory; import net.sf.tail.series.FullyMemorizedSlicer; + import net.sf.tail.strategiesSet.JavaStrategiesSet; import net.sf.tail.strategy.IndicatorCrossedIndicatorStrategy; import net.sf.tails.swing.frame.Index; *************** *** 59,63 **** TimeSeriesSlicer slicer = new FullyMemorizedSlicer(timeSeries, new Period().withMonths(10)); ! Report r = w.walk(strategies,slicer , new TotalProfitCriterion()); CompleteReportGenerator report = new CompleteReportGenerator(new Index()); --- 60,64 ---- TimeSeriesSlicer slicer = new FullyMemorizedSlicer(timeSeries, new Period().withMonths(10)); ! Report r = w.walk(new JavaStrategiesSet(strategies),slicer , new TotalProfitCriterion()); CompleteReportGenerator report = new CompleteReportGenerator(new Index()); Index: CompleteHtmlGeneratorExecutor.java =================================================================== RCS file: /cvsroot/tail/TailS/src/test/net/sf/tails/swing/helper/CompleteHtmlGeneratorExecutor.java,v retrieving revision 1.7 retrieving revision 1.8 diff -C2 -d -r1.7 -r1.8 *** CompleteHtmlGeneratorExecutor.java 21 Nov 2007 21:55:11 -0000 1.7 --- CompleteHtmlGeneratorExecutor.java 5 Dec 2007 23:23:09 -0000 1.8 *************** *** 28,31 **** --- 28,32 ---- import net.sf.tail.runner.HistoryRunnerFactory; import net.sf.tail.series.FullyMemorizedSlicer; + import net.sf.tail.strategiesSet.JavaStrategiesSet; import net.sf.tail.strategy.IndicatorCrossedIndicatorStrategy; import net.sf.tails.swing.frame.Index; *************** *** 57,61 **** ! Report r = w.walk(strategies, new FullyMemorizedSlicer(timeSeries, new Period().withMonths(1), new DateTime( 2000, 1, 1, 0, 0, 0, 0)), new TotalProfitCriterion()); --- 58,62 ---- ! Report r = w.walk(new JavaStrategiesSet(strategies), new FullyMemorizedSlicer(timeSeries, new Period().withMonths(1), new DateTime( 2000, 1, 1, 0, 0, 0, 0)), new TotalProfitCriterion()); |
From: Thies <tg...@us...> - 2007-12-05 23:23:06
|
Update of /cvsroot/tail/TailS In directory sc8-pr-cvs10.sourceforge.net:/tmp/cvs-serv22602 Modified Files: .classpath Log Message: Refatoração nos scripts Index: .classpath =================================================================== RCS file: /cvsroot/tail/TailS/.classpath,v retrieving revision 1.19 retrieving revision 1.20 diff -C2 -d -r1.19 -r1.20 *** .classpath 12 Nov 2007 21:48:01 -0000 1.19 --- .classpath 5 Dec 2007 23:23:09 -0000 1.20 *************** *** 29,32 **** --- 29,33 ---- <classpathentry kind="lib" path="lib/jython.jar"/> <classpathentry kind="lib" path="lib/jython-engine-1.0-jdk14.jar"/> + <classpathentry kind="lib" path="lib/jcalendar.jar"/> <classpathentry kind="src" path="dsl"/> <classpathentry combineaccessrules="false" kind="src" path="/Tail"/> |
From: Thies <tg...@us...> - 2007-12-05 23:22:47
|
Update of /cvsroot/tail/Tail/src/java/net/sf/tail/dsl/ruby In directory sc8-pr-cvs10.sourceforge.net:/tmp/cvs-serv22072/src/java/net/sf/tail/dsl/ruby Modified Files: RubyDSL.java Log Message: Refatoração nos scripts Index: RubyDSL.java =================================================================== RCS file: /cvsroot/tail/Tail/src/java/net/sf/tail/dsl/ruby/RubyDSL.java,v retrieving revision 1.9 retrieving revision 1.10 diff -C2 -d -r1.9 -r1.10 *** RubyDSL.java 1 Dec 2007 12:29:31 -0000 1.9 --- RubyDSL.java 5 Dec 2007 23:22:46 -0000 1.10 *************** *** 34,43 **** } ! public Indicator<?> evalIndicator(String code) throws ScriptException { ScriptEngine engine = factory.getEngineByName("jruby"); engine.put("series", series); ! ! engine.eval(header + code); Invocable invocable = (Invocable)engine; Indicator<?> indicator = invocable.getInterface(Indicator.class); --- 34,47 ---- } ! public Indicator<?> evalIndicator(String code) { ScriptEngine engine = factory.getEngineByName("jruby"); engine.put("series", series); ! ! try { ! engine.eval(header + code); ! } catch (ScriptException e) { ! throw new RuntimeException(e); ! } Invocable invocable = (Invocable)engine; Indicator<?> indicator = invocable.getInterface(Indicator.class); *************** *** 45,49 **** } ! public Set<Strategy> evalStrategies(String code) throws ScriptException { ScriptEngine engine = factory.getEngineByName("jruby"); --- 49,53 ---- } ! public Set<Strategy> evalStrategies(String code) { ScriptEngine engine = factory.getEngineByName("jruby"); *************** *** 52,57 **** engine.put("series", series); engine.put("close", new ClosePriceIndicator(series)); ! engine.eval(header + code ); ! return strategies; --- 56,64 ---- engine.put("series", series); engine.put("close", new ClosePriceIndicator(series)); ! try { ! engine.eval(header + code ); ! } catch (ScriptException e) { ! throw new RuntimeException(e); ! } return strategies; *************** *** 69,73 **** e.printStackTrace(); } ! return text; } --- 76,80 ---- e.printStackTrace(); } ! return text; } |
From: Thies <tg...@us...> - 2007-12-05 23:22:47
|
Update of /cvsroot/tail/Tail/src/java/net/sf/tail/analysis In directory sc8-pr-cvs10.sourceforge.net:/tmp/cvs-serv22072/src/java/net/sf/tail/analysis Modified Files: StockAnalysis.java Log Message: Refatoração nos scripts Index: StockAnalysis.java =================================================================== RCS file: /cvsroot/tail/Tail/src/java/net/sf/tail/analysis/StockAnalysis.java,v retrieving revision 1.17 retrieving revision 1.18 diff -C2 -d -r1.17 -r1.18 *** StockAnalysis.java 26 Nov 2007 22:23:36 -0000 1.17 --- StockAnalysis.java 5 Dec 2007 23:22:46 -0000 1.18 *************** *** 4,32 **** import java.util.ArrayList; import java.util.List; - import java.util.ResourceBundle; - import java.util.Set; - - import javax.script.ScriptException; - import javax.swing.JOptionPane; import net.sf.tail.AnalysisCriterion; ! import net.sf.tail.Strategy; import net.sf.tail.TimeSeriesSlicer; import net.sf.tail.analysis.evaluator.StrategyEvaluatorFactory; import net.sf.tail.analysis.walk.WalkForward; - import net.sf.tail.dsl.ruby.RubyDSL; import net.sf.tail.report.Report; import net.sf.tail.runner.RunnerFactory; import net.sf.tail.series.SerializableTimeSeries; - import org.apache.log4j.Logger; - public class StockAnalysis implements Serializable { - private static final ResourceBundle fileBundle = ResourceBundle.getBundle("net.sf.tail.i18n.Files"); - private static final long serialVersionUID = 8039932898223937322L; - - private transient static Logger LOG = Logger.getLogger(StockAnalysis.class); private TimeSeriesSlicer slicer; --- 4,20 ---- import java.util.ArrayList; import java.util.List; import net.sf.tail.AnalysisCriterion; ! import net.sf.tail.StrategiesSet; import net.sf.tail.TimeSeriesSlicer; import net.sf.tail.analysis.evaluator.StrategyEvaluatorFactory; import net.sf.tail.analysis.walk.WalkForward; import net.sf.tail.report.Report; import net.sf.tail.runner.RunnerFactory; import net.sf.tail.series.SerializableTimeSeries; public class StockAnalysis implements Serializable { private static final long serialVersionUID = 8039932898223937322L; private TimeSeriesSlicer slicer; *************** *** 42,47 **** private WalkForward walker; - private transient RubyDSL dsl; - private StrategyEvaluatorFactory evaluatorFactory; --- 30,33 ---- *************** *** 58,111 **** reports = new ArrayList<Report>(); additionalCriteria = new ArrayList<AnalysisCriterion>(); - - createDSL(); - } - private void createDSL() { - try { - String dslHeader = RubyDSL.read(fileBundle.getString("RUBY_UTILS_FILE")); - dsl = new RubyDSL(dslHeader, this.getStock()); - } catch (Exception e) { - JOptionPane.showMessageDialog(null, "File not found: rubyDSLutils.rb .", "Error", 2); - } } ! public Report addReport(String reportName, String strategiesScript) { ! Report report = createReport(reportName, strategiesScript); ! ! reports.add(report); ! return report; ! } ! ! private Report createReport(String reportName, String strategiesScript) { ! ! Set<Strategy> strategies = null; ! try { ! strategies = dsl.evalStrategies(strategiesScript); ! } catch (ScriptException e) { ! LOG.error(e.getMessage()); ! throw new RuntimeException(e); ! } ! Report report = walker.walk(strategies, slicer, applyedCriterion); ! report.setName(reportName); ! report.setStrategiesScript(strategiesScript); ! ! for (AnalysisCriterion criterion : additionalCriteria) { ! report.addSummarizedCriteria(criterion); ! } ! return report; ! } - public Report addReport(String reportName, Set<Strategy> strategies) { - Report report = createReport(reportName, strategies); - reports.add(report); return report; } ! private Report createReport(String reportName, Set<Strategy> strategies) { ! Report report = walker.walk(strategies, slicer, applyedCriterion); report.setName(reportName); ! for (AnalysisCriterion criterion : additionalCriteria) { report.addSummarizedCriteria(criterion); --- 44,62 ---- reports = new ArrayList<Report>(); additionalCriteria = new ArrayList<AnalysisCriterion>(); } ! public Report addReport(String reportName, StrategiesSet strategiesSet) { ! Report report = createReport(reportName, strategiesSet); reports.add(report); return report; } ! private Report createReport(String reportName, StrategiesSet strategiesSet) { ! ! Report report = walker.walk(strategiesSet, slicer, applyedCriterion); report.setName(reportName); ! for (AnalysisCriterion criterion : additionalCriteria) { report.addSummarizedCriteria(criterion); *************** *** 150,154 **** List<Report> newReports = new ArrayList<Report>(); for (int i = 0; i < reports.size(); i++) { ! Report newReport = createReport(reports.get(i).getName(), reports.get(i).getStrategiesScript()); newReports.add(newReport); } --- 101,105 ---- List<Report> newReports = new ArrayList<Report>(); for (int i = 0; i < reports.size(); i++) { ! Report newReport = createReport(reports.get(i).getName(), reports.get(i).getTechnic().getStrategiesSet()); newReports.add(newReport); } *************** *** 164,168 **** return additionalCriteria; } ! @Override public int hashCode() { --- 115,119 ---- return additionalCriteria; } ! @Override public int hashCode() { |
From: Thies <tg...@us...> - 2007-12-05 23:22:47
|
Update of /cvsroot/tail/Tail/src/java/net/sf/tail In directory sc8-pr-cvs10.sourceforge.net:/tmp/cvs-serv22072/src/java/net/sf/tail Modified Files: Walker.java Added Files: StrategiesSet.java Log Message: Refatoração nos scripts --- NEW FILE: StrategiesSet.java --- package net.sf.tail; import java.util.Set; public interface StrategiesSet { Set<Strategy> getStrategies(); } Index: Walker.java =================================================================== RCS file: /cvsroot/tail/Tail/src/java/net/sf/tail/Walker.java,v retrieving revision 1.10 retrieving revision 1.11 diff -C2 -d -r1.10 -r1.11 *** Walker.java 25 Aug 2007 12:30:01 -0000 1.10 --- Walker.java 5 Dec 2007 23:22:46 -0000 1.11 *************** *** 1,11 **** package net.sf.tail; - import java.util.Set; - import net.sf.tail.report.Report; public interface Walker { ! Report walk(Set<Strategy> strategies, TimeSeriesSlicer splittedSeries, AnalysisCriterion criterion); } \ No newline at end of file --- 1,9 ---- package net.sf.tail; import net.sf.tail.report.Report; public interface Walker { ! Report walk(StrategiesSet strategies, TimeSeriesSlicer splittedSeries, AnalysisCriterion criterion); } \ No newline at end of file |
From: Thies <tg...@us...> - 2007-12-05 23:22:45
|
Update of /cvsroot/tail/Tail/src/java/net/sf/tail/analysis/walk In directory sc8-pr-cvs10.sourceforge.net:/tmp/cvs-serv22072/src/java/net/sf/tail/analysis/walk Modified Files: WalkForward.java Log Message: Refatoração nos scripts Index: WalkForward.java =================================================================== RCS file: /cvsroot/tail/Tail/src/java/net/sf/tail/analysis/walk/WalkForward.java,v retrieving revision 1.24 retrieving revision 1.25 diff -C2 -d -r1.24 -r1.25 *** WalkForward.java 28 Nov 2007 16:04:43 -0000 1.24 --- WalkForward.java 5 Dec 2007 23:22:46 -0000 1.25 *************** *** 3,10 **** import java.util.LinkedList; import java.util.List; - import java.util.Set; import net.sf.tail.AnalysisCriterion; ! import net.sf.tail.Strategy; import net.sf.tail.StrategyEvaluator; import net.sf.tail.TimeSeriesSlicer; --- 3,9 ---- import java.util.LinkedList; import java.util.List; import net.sf.tail.AnalysisCriterion; ! import net.sf.tail.StrategiesSet; import net.sf.tail.StrategyEvaluator; import net.sf.tail.TimeSeriesSlicer; *************** *** 25,28 **** --- 24,28 ---- private StrategyEvaluatorFactory evaluatorFactory; private RunnerFactory runnerFactory; + *************** *** 33,42 **** } ! 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); --- 33,42 ---- } ! public Report walk(StrategiesSet strategiesSet, TimeSeriesSlicer slicer, AnalysisCriterion criterion) { LOG.info("Running strategies"); List<Decision> decisions = new LinkedList<Decision>(); ! StrategyEvaluator evaluator = evaluatorFactory.create(runnerFactory, strategiesSet.getStrategies(), slicer, criterion); Decision lastDecision = evaluator.evaluate(0); *************** *** 53,57 **** } ! return new Report(strategies, criterion, slicer, decisions); } --- 53,57 ---- } ! return new Report(strategiesSet, criterion, slicer, decisions); } |
From: Thies <tg...@us...> - 2007-12-05 23:22:45
|
Update of /cvsroot/tail/Tail/src/test/net/sf/tail In directory sc8-pr-cvs10.sourceforge.net:/tmp/cvs-serv22072/src/test/net/sf/tail Modified Files: ReportXmlSerializerTest.java EMAWalkTest.java StockAnalysisXmlSerializerTest.java EMACompleteTest.java Log Message: Refatoração nos scripts Index: EMACompleteTest.java =================================================================== RCS file: /cvsroot/tail/Tail/src/test/net/sf/tail/EMACompleteTest.java,v retrieving revision 1.22 retrieving revision 1.23 diff -C2 -d -r1.22 -r1.23 *** EMACompleteTest.java 21 Nov 2007 21:55:19 -0000 1.22 --- EMACompleteTest.java 5 Dec 2007 23:22:45 -0000 1.23 *************** *** 30,33 **** --- 30,34 ---- import net.sf.tail.runner.HistoryRunnerFactory; import net.sf.tail.series.FullyMemorizedSlicer; + import net.sf.tail.strategiesSet.JavaStrategiesSet; import net.sf.tail.strategy.IndicatorCrossedIndicatorStrategy; *************** *** 55,59 **** 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()); --- 56,60 ---- Walker w = new WalkForward(new HigherValueEvaluatorFactory(),new HistoryRunnerFactory()); ! Report r = w.walk(new JavaStrategiesSet(strategies) ,slicer, criterion); List<AnalysisCriterion> criteria = new LinkedList<AnalysisCriterion>(); criteria.add(new NumberOfTradesCriterion()); Index: EMAWalkTest.java =================================================================== RCS file: /cvsroot/tail/Tail/src/test/net/sf/tail/EMAWalkTest.java,v retrieving revision 1.22 retrieving revision 1.23 diff -C2 -d -r1.22 -r1.23 *** EMAWalkTest.java 21 Nov 2007 21:55:19 -0000 1.22 --- EMAWalkTest.java 5 Dec 2007 23:22:45 -0000 1.23 *************** *** 20,23 **** --- 20,24 ---- import net.sf.tail.runner.HistoryRunnerFactory; import net.sf.tail.series.FullyMemorizedSlicer; + import net.sf.tail.strategiesSet.JavaStrategiesSet; import net.sf.tail.strategy.IndicatorCrossedIndicatorStrategy; *************** *** 49,53 **** // /tmp/petr4 Walker forward = new WalkForward(new HigherValueEvaluatorFactory(), new HistoryRunnerFactory()); ! Report report = forward.walk(strategies, slicer, new TotalProfitCriterion()); ReportHTMLGenerator generator = new ReportHTMLGenerator(); // talvez tenha de colocar outros criterions --- 50,54 ---- // /tmp/petr4 Walker forward = new WalkForward(new HigherValueEvaluatorFactory(), new HistoryRunnerFactory()); ! Report report = forward.walk(new JavaStrategiesSet( strategies), slicer, new TotalProfitCriterion()); ReportHTMLGenerator generator = new ReportHTMLGenerator(); // talvez tenha de colocar outros criterions Index: StockAnalysisXmlSerializerTest.java =================================================================== RCS file: /cvsroot/tail/Tail/src/test/net/sf/tail/StockAnalysisXmlSerializerTest.java,v retrieving revision 1.11 retrieving revision 1.12 diff -C2 -d -r1.11 -r1.12 *** StockAnalysisXmlSerializerTest.java 21 Nov 2007 21:55:19 -0000 1.11 --- StockAnalysisXmlSerializerTest.java 5 Dec 2007 23:22:45 -0000 1.12 *************** *** 25,28 **** --- 25,29 ---- import net.sf.tail.series.FullyMemorizedSlicer; import net.sf.tail.series.SerializableTimeSeries; + import net.sf.tail.strategiesSet.JavaStrategiesSet; import net.sf.tail.strategy.IndicatorCrossedIndicatorStrategy; *************** *** 56,60 **** stockAnalysis.addCriterion(new AverageProfitCriterion()); stockAnalysis.addCriterion(new NumberOfTicksCriterion()); ! stockAnalysis.addReport("", strategies); --- 57,61 ---- stockAnalysis.addCriterion(new AverageProfitCriterion()); stockAnalysis.addCriterion(new NumberOfTicksCriterion()); ! stockAnalysis.addReport("", new JavaStrategiesSet( strategies)); *************** *** 68,72 **** } ! stockAnalysis.addReport("", strategies); strategies = new HashSet<Strategy>(); --- 69,73 ---- } ! stockAnalysis.addReport("", new JavaStrategiesSet( strategies)); strategies = new HashSet<Strategy>(); *************** *** 79,83 **** } ! stockAnalysis.addReport("", strategies); StockAnalysisSerializer serializer = new StockAnalysisSerializer(); --- 80,84 ---- } ! stockAnalysis.addReport("", new JavaStrategiesSet( strategies)); StockAnalysisSerializer serializer = new StockAnalysisSerializer(); Index: ReportXmlSerializerTest.java =================================================================== RCS file: /cvsroot/tail/Tail/src/test/net/sf/tail/ReportXmlSerializerTest.java,v retrieving revision 1.9 retrieving revision 1.10 diff -C2 -d -r1.9 -r1.10 *** ReportXmlSerializerTest.java 21 Nov 2007 21:55:19 -0000 1.9 --- ReportXmlSerializerTest.java 5 Dec 2007 23:22:45 -0000 1.10 *************** *** 20,23 **** --- 20,24 ---- import net.sf.tail.runner.HistoryRunnerFactory; import net.sf.tail.series.RegularSlicer; + import net.sf.tail.strategiesSet.JavaStrategiesSet; import net.sf.tail.strategy.IndicatorCrossedIndicatorStrategy; *************** *** 52,56 **** Walker w = new WalkForward(new HigherValueEvaluatorFactory(), new HistoryRunnerFactory()); ! Report r = w.walk(strategies, slicer, criterion); ReportSerializer serializer = new ReportSerializer(); String xml = serializer.toXML(r); --- 53,57 ---- Walker w = new WalkForward(new HigherValueEvaluatorFactory(), new HistoryRunnerFactory()); ! Report r = w.walk(new JavaStrategiesSet( strategies), slicer, criterion); ReportSerializer serializer = new ReportSerializer(); String xml = serializer.toXML(r); |
From: Thies <tg...@us...> - 2007-12-05 23:22:45
|
Update of /cvsroot/tail/Tail/src/java/net/sf/tail/strategiesSet In directory sc8-pr-cvs10.sourceforge.net:/tmp/cvs-serv22072/src/java/net/sf/tail/strategiesSet Added Files: RubyStrategiesSet.java JavaStrategiesSet.java Log Message: Refatoração nos scripts --- NEW FILE: JavaStrategiesSet.java --- package net.sf.tail.strategiesSet; import java.util.Set; import net.sf.tail.StrategiesSet; import net.sf.tail.Strategy; public class JavaStrategiesSet implements StrategiesSet { private Set<Strategy> strategies; public JavaStrategiesSet(Set<Strategy> strategies) { this.strategies = strategies; } public Set<Strategy> getStrategies() { return strategies; } @Override public int hashCode() { final int prime = 31; int result = 1; result = prime * result + ((strategies == null) ? 0 : strategies.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 JavaStrategiesSet other = (JavaStrategiesSet) obj; if (strategies == null) { if (other.strategies != null) return false; } else if (!strategies.equals(other.strategies)) return false; return true; } } --- NEW FILE: RubyStrategiesSet.java --- package net.sf.tail.strategiesSet; import java.util.ResourceBundle; import java.util.Set; import net.sf.tail.StrategiesSet; import net.sf.tail.Strategy; import net.sf.tail.TimeSeriesSlicer; import net.sf.tail.dsl.ruby.RubyDSL; public class RubyStrategiesSet implements StrategiesSet { private String dslHeader; private Set<Strategy> strategies; private String script; private static final ResourceBundle fileBundle = ResourceBundle.getBundle("net.sf.tail.i18n.ruby"); public RubyStrategiesSet(String script, TimeSeriesSlicer slicer) { this.dslHeader = fileBundle.getString("RUBY_UTILS_FILE"); RubyDSL dsl = new RubyDSL(RubyDSL.read(dslHeader), slicer.getSeries()); this.script = script; this.strategies = dsl.evalStrategies(script); } public String getScript() { return script; } @Override public String toString() { return script; } public Set<Strategy> getStrategies() { return strategies; } @Override public int hashCode() { final int prime = 31; int result = 1; result = prime * result + ((dslHeader == null) ? 0 : dslHeader.hashCode()); result = prime * result + ((script == null) ? 0 : script.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 RubyStrategiesSet other = (RubyStrategiesSet) obj; if (script == null) { if (other.script != null) return false; } else if (!script.equals(other.script)) return false; return true; } } |
From: Thies <tg...@us...> - 2007-12-05 23:22:45
|
Update of /cvsroot/tail/Tail/src/java/net/sf/tail/series In directory sc8-pr-cvs10.sourceforge.net:/tmp/cvs-serv22072/src/java/net/sf/tail/series Modified Files: RegularSlicer.java FullyMemorizedSlicer.java Log Message: Refatoração nos scripts Index: RegularSlicer.java =================================================================== RCS file: /cvsroot/tail/Tail/src/java/net/sf/tail/series/RegularSlicer.java,v retrieving revision 1.4 retrieving revision 1.5 diff -C2 -d -r1.4 -r1.5 *** RegularSlicer.java 8 Oct 2007 19:15:28 -0000 1.4 --- RegularSlicer.java 5 Dec 2007 23:22:45 -0000 1.5 *************** *** 2,5 **** --- 2,6 ---- import net.sf.tail.TimeSeries; + import net.sf.tail.TimeSeriesSlicer; import org.joda.time.DateTime; *************** *** 16,19 **** this(series, period, series.getTick(0).getDate()); } ! } --- 17,23 ---- this(series, period, series.getTick(0).getDate()); } ! @Override ! public TimeSeriesSlicer applyForSeries(TimeSeries series) { ! return new RegularSlicer(series, this.period); ! } } Index: FullyMemorizedSlicer.java =================================================================== RCS file: /cvsroot/tail/Tail/src/java/net/sf/tail/series/FullyMemorizedSlicer.java,v retrieving revision 1.2 retrieving revision 1.3 diff -C2 -d -r1.2 -r1.3 *** FullyMemorizedSlicer.java 3 Oct 2007 23:07:58 -0000 1.2 --- FullyMemorizedSlicer.java 5 Dec 2007 23:22:45 -0000 1.3 *************** *** 2,5 **** --- 2,6 ---- import net.sf.tail.TimeSeries; + import net.sf.tail.TimeSeriesSlicer; import org.joda.time.DateTime; *************** *** 16,18 **** --- 17,23 ---- this(series, period, series.getTick(0).getDate()); } + @Override + public TimeSeriesSlicer applyForSeries(TimeSeries series) { + return new FullyMemorizedSlicer(series, this.period); + } } |
From: Thies <tg...@us...> - 2007-12-05 23:22:45
|
Update of /cvsroot/tail/Tail/src/java/net/sf/tail/report In directory sc8-pr-cvs10.sourceforge.net:/tmp/cvs-serv22072/src/java/net/sf/tail/report Modified Files: Report.java Added Files: Technic.java Log Message: Refatoração nos scripts --- NEW FILE: Technic.java --- package net.sf.tail.report; import net.sf.tail.StrategiesSet; import net.sf.tail.TimeSeriesSlicer; public class Technic { private StrategiesSet strategiesSet; private TimeSeriesSlicer slicer; public Technic(StrategiesSet strategiesSet, TimeSeriesSlicer slicer) { this.strategiesSet = strategiesSet; this.slicer = slicer; } public TimeSeriesSlicer getSlicer() { return slicer; } public StrategiesSet getStrategiesSet() { return strategiesSet; } @Override public int hashCode() { final int prime = 31; int result = 1; result = prime * result + ((slicer == null) ? 0 : slicer.hashCode()); result = prime * result + ((strategiesSet == null) ? 0 : strategiesSet.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 Technic other = (Technic) obj; if (slicer == null) { if (other.slicer != null) return false; } else if (!slicer.equals(other.slicer)) return false; if (strategiesSet == null) { if (other.strategiesSet != null) return false; } else if (!strategiesSet.equals(other.strategiesSet)) return false; return true; } } Index: Report.java =================================================================== RCS file: /cvsroot/tail/Tail/src/java/net/sf/tail/report/Report.java,v retrieving revision 1.27 retrieving revision 1.28 diff -C2 -d -r1.27 -r1.28 *** Report.java 28 Nov 2007 23:42:33 -0000 1.27 --- Report.java 5 Dec 2007 23:22:45 -0000 1.28 *************** *** 3,12 **** import java.util.ArrayList; import java.util.List; - import java.util.Set; import net.sf.tail.AnalysisCriterion; import net.sf.tail.Operation; import net.sf.tail.OperationType; ! import net.sf.tail.Strategy; import net.sf.tail.TimeSeriesSlicer; import net.sf.tail.Trade; --- 3,11 ---- import java.util.ArrayList; import java.util.List; import net.sf.tail.AnalysisCriterion; import net.sf.tail.Operation; import net.sf.tail.OperationType; ! import net.sf.tail.StrategiesSet; import net.sf.tail.TimeSeriesSlicer; import net.sf.tail.Trade; *************** *** 15,21 **** public class Report { ! private transient List<Decision> decisions; ! private TimeSeriesSlicer slicer; private AnalysisCriterion applyedCriterion; --- 14,20 ---- public class Report { ! private Technic technic; ! private transient List<Decision> decisions; private AnalysisCriterion applyedCriterion; *************** *** 24,47 **** private List<Number> additionalCriteriaValue; ! private List<AnalysisCriterion> additionalCriteria; ! private String name; - - private transient List<Trade> trades; ! private String strategiesScript; ! public Report(Set<Strategy> strategies, AnalysisCriterion criterion, TimeSeriesSlicer slicer, List<Decision> decisions) { this.applyedCriterion = criterion; this.decisions = decisions; - this.slicer = slicer; additionalCriteria = new ArrayList<AnalysisCriterion>(); additionalCriteriaValue = new ArrayList<Number>(); criterionValue = criterion.summarize(slicer.getSeries(), decisions); } public Number addSummarizedCriteria(AnalysisCriterion criterion) { ! Number result = criterion.summarize(slicer.getSeries(), decisions); additionalCriteria.add(criterion); additionalCriteriaValue.add(result); --- 23,45 ---- private List<Number> additionalCriteriaValue; ! private List<AnalysisCriterion> additionalCriteria; ! private String name; ! private transient List<Trade> trades; ! public Report(StrategiesSet strategiesSet, AnalysisCriterion criterion, TimeSeriesSlicer slicer, ! List<Decision> decisions) { this.applyedCriterion = criterion; this.decisions = decisions; additionalCriteria = new ArrayList<AnalysisCriterion>(); additionalCriteriaValue = new ArrayList<Number>(); criterionValue = criterion.summarize(slicer.getSeries(), decisions); + this.technic = new Technic(strategiesSet, slicer); } public Number addSummarizedCriteria(AnalysisCriterion criterion) { ! Number result = criterion.summarize(technic.getSlicer().getSeries(), decisions); additionalCriteria.add(criterion); additionalCriteriaValue.add(result); *************** *** 54,58 **** public TimeSeriesSlicer getSlicer() { ! return slicer; } --- 52,56 ---- public TimeSeriesSlicer getSlicer() { ! return technic.getSlicer(); } *************** *** 66,71 **** public List<Trade> getAllTrades() { ! if (trades == null) ! { List<Trade> trades = new ArrayList<Trade>(); for (Decision decision : decisions) { --- 64,68 ---- public List<Trade> getAllTrades() { ! if (trades == null) { List<Trade> trades = new ArrayList<Trade>(); for (Decision decision : decisions) { *************** *** 83,95 **** if (trade.getExit().getIndex() <= index) partialTrades.add(new Trade(trade.getEntry(), trade.getExit())); ! else if (trade.getEntry().getIndex() < index) ! { Trade artificialTrade; ! if(trade.getEntry().getType() == OperationType.BUY) ! { artificialTrade = new Trade(trade.getEntry(), new Operation(index, OperationType.SELL)); ! } ! else ! { artificialTrade = new Trade(trade.getEntry(), new Operation(index, OperationType.BUY)); } --- 80,88 ---- if (trade.getExit().getIndex() <= index) partialTrades.add(new Trade(trade.getEntry(), trade.getExit())); ! else if (trade.getEntry().getIndex() < index) { Trade artificialTrade; ! if (trade.getEntry().getType() == OperationType.BUY) { artificialTrade = new Trade(trade.getEntry(), new Operation(index, OperationType.SELL)); ! } else { artificialTrade = new Trade(trade.getEntry(), new Operation(index, OperationType.BUY)); } *************** *** 101,104 **** --- 94,138 ---- } + public String getSlicePeriodName() { + return technic.getSlicer().getSeries().getName() + ": " + technic.getSlicer().getSeries().getPeriodName(); + } + + public String getName() { + return name; + } + + public String getFileName() { + return this.getClass().getSimpleName() + + technic.getSlicer().getSeries().getTick(technic.getSlicer().getSeries().getBegin()).getDate() + .toString("hhmmddMMyyyy"); + } + + public List<AnalysisCriterion> getAdditionalCriteria() { + return additionalCriteria; + } + + public Number getValue(AnalysisCriterion criteria) { + if (additionalCriteria.contains(criteria)) { + int index = additionalCriteria.indexOf(criteria); + return additionalCriteriaValue.get(index); + } + if (applyedCriterion.equals(criteria)) { + return criterionValue; + } + return criteria.summarize(technic.getSlicer().getSeries(), decisions); + } + + public void setName(String name) { + this.name = name; + } + + public Technic getTechnic() { + return technic; + } + + public String getScript() { + return technic.getStrategiesSet().toString(); + } + @Override public int hashCode() { *************** *** 106,113 **** int result = 1; result = prime * result + ((additionalCriteria == null) ? 0 : additionalCriteria.hashCode()); result = prime * result + ((applyedCriterion == null) ? 0 : applyedCriterion.hashCode()); result = prime * result + ((criterionValue == null) ? 0 : criterionValue.hashCode()); result = prime * result + ((name == null) ? 0 : name.hashCode()); ! result = prime * result + ((slicer == null) ? 0 : slicer.hashCode()); return result; } --- 140,150 ---- int result = 1; result = prime * result + ((additionalCriteria == null) ? 0 : additionalCriteria.hashCode()); + result = prime * result + ((additionalCriteriaValue == null) ? 0 : additionalCriteriaValue.hashCode()); result = prime * result + ((applyedCriterion == null) ? 0 : applyedCriterion.hashCode()); result = prime * result + ((criterionValue == null) ? 0 : criterionValue.hashCode()); + result = prime * result + ((decisions == null) ? 0 : decisions.hashCode()); result = prime * result + ((name == null) ? 0 : name.hashCode()); ! result = prime * result + ((technic == null) ? 0 : technic.hashCode()); ! result = prime * result + ((trades == null) ? 0 : trades.hashCode()); return result; } *************** *** 127,130 **** --- 164,172 ---- } else if (!additionalCriteria.equals(other.additionalCriteria)) return false; + if (additionalCriteriaValue == null) { + if (other.additionalCriteriaValue != null) + return false; + } else if (!additionalCriteriaValue.equals(other.additionalCriteriaValue)) + return false; if (applyedCriterion == null) { if (other.applyedCriterion != null) *************** *** 142,191 **** } else if (!name.equals(other.name)) return false; ! if (slicer == null) { ! if (other.slicer != null) return false; ! } else if (!slicer.equals(other.slicer)) return false; return true; } - public String getSlicePeriodName() { - return slicer.getSeries().getName() + ": " + slicer.getSeries().getPeriodName(); - } - - public String getName() { - return name; - } - - public String getFileName() { - return this.getClass().getSimpleName() - + slicer.getSeries().getTick(slicer.getSeries().getBegin()).getDate().toString("hhmmddMMyyyy"); - } - - public List<AnalysisCriterion> getAdditionalCriteria() { - return additionalCriteria; - } - - public Number getValue(AnalysisCriterion criteria){ - if(additionalCriteria.contains(criteria)){ - int index = additionalCriteria.indexOf(criteria); - return additionalCriteriaValue.get(index); - } - if (applyedCriterion.equals(criteria)) { - return criterionValue; - } - return criteria.summarize(slicer.getSeries(), decisions); - } - public void setName(String name) { - this.name = name; - } - - public String getStrategiesScript() { - return strategiesScript; - } - - public void setStrategiesScript(String strategiesScript) { - this.strategiesScript = strategiesScript; - } } --- 184,200 ---- } else if (!name.equals(other.name)) return false; ! if (technic == null) { ! if (other.technic != null) return false; ! } else if (!technic.equals(other.technic)) ! return false; ! if (trades == null) { ! if (other.trades != null) ! return false; ! } else if (!trades.equals(other.trades)) return false; return true; } } |
From: Thies <tg...@us...> - 2007-12-05 23:22:45
|
Update of /cvsroot/tail/Tail/src/test/net/sf/tail/analysis In directory sc8-pr-cvs10.sourceforge.net:/tmp/cvs-serv22072/src/test/net/sf/tail/analysis Modified Files: StockAnalysisTest.java Log Message: Refatoração nos scripts Index: StockAnalysisTest.java =================================================================== RCS file: /cvsroot/tail/Tail/src/test/net/sf/tail/analysis/StockAnalysisTest.java,v retrieving revision 1.11 retrieving revision 1.12 diff -C2 -d -r1.11 -r1.12 *** StockAnalysisTest.java 21 Nov 2007 21:55:21 -0000 1.11 --- StockAnalysisTest.java 5 Dec 2007 23:22:46 -0000 1.12 *************** *** 24,27 **** --- 24,28 ---- import net.sf.tail.series.RegularSlicer; import net.sf.tail.series.SerializableTimeSeries; + import net.sf.tail.strategiesSet.JavaStrategiesSet; import net.sf.tail.strategy.FakeStrategy; *************** *** 70,74 **** walker = new WalkForward(new HigherValueEvaluatorFactory(), new HistoryRunnerFactory()); ! report = walker.walk(strategies, slicer, applyedCriterion); report.setName(""); this.stockAnalysis = new StockAnalysis(stock, applyedCriterion, slicer, new HigherValueEvaluatorFactory(), new HistoryRunnerFactory()); --- 71,75 ---- walker = new WalkForward(new HigherValueEvaluatorFactory(), new HistoryRunnerFactory()); ! report = walker.walk(new JavaStrategiesSet( strategies), slicer, applyedCriterion); report.setName(""); this.stockAnalysis = new StockAnalysis(stock, applyedCriterion, slicer, new HigherValueEvaluatorFactory(), new HistoryRunnerFactory()); *************** *** 77,86 **** @Test public void testCreateReport() { ! assertEquals(report, stockAnalysis.addReport("", strategies)); } @Test public void testAddCriterionAndCriteria() { ! stockAnalysis.addReport("", strategies); stockAnalysis.addCriterion(new NumberOfTicksCriterion()); assertEquals(1, stockAnalysis.getAdditionalCriteria().size()); --- 78,87 ---- @Test public void testCreateReport() { ! assertEquals(report, stockAnalysis.addReport("", new JavaStrategiesSet( strategies))); } @Test public void testAddCriterionAndCriteria() { ! stockAnalysis.addReport("", new JavaStrategiesSet( strategies)); stockAnalysis.addCriterion(new NumberOfTicksCriterion()); assertEquals(1, stockAnalysis.getAdditionalCriteria().size()); *************** *** 135,139 **** assertFalse((new StockAnalysis(null, applyedCriterion, slicer, new HigherValueEvaluatorFactory(), new HistoryRunnerFactory()).equals(analysis))); ! analysis.addReport("Teste", strategies); StockAnalysis analysis2 = new StockAnalysis(stock, applyedCriterion, slicer, new HigherValueEvaluatorFactory(), new HistoryRunnerFactory()); StockAnalysis analysis3 = new StockAnalysis(null, null, null, null, null); --- 136,140 ---- assertFalse((new StockAnalysis(null, applyedCriterion, slicer, new HigherValueEvaluatorFactory(), new HistoryRunnerFactory()).equals(analysis))); ! analysis.addReport("Teste", new JavaStrategiesSet( strategies)); StockAnalysis analysis2 = new StockAnalysis(stock, applyedCriterion, slicer, new HigherValueEvaluatorFactory(), new HistoryRunnerFactory()); StockAnalysis analysis3 = new StockAnalysis(null, null, null, null, null); |
From: Thies <tg...@us...> - 2007-12-05 23:22:45
|
Update of /cvsroot/tail/Tail/src/test/net/sf/tail/io In directory sc8-pr-cvs10.sourceforge.net:/tmp/cvs-serv22072/src/test/net/sf/tail/io Modified Files: SerializerTest.java Log Message: Refatoração nos scripts Index: SerializerTest.java =================================================================== RCS file: /cvsroot/tail/Tail/src/test/net/sf/tail/io/SerializerTest.java,v retrieving revision 1.14 retrieving revision 1.15 diff -C2 -d -r1.14 -r1.15 *** SerializerTest.java 21 Nov 2007 21:55:20 -0000 1.14 --- SerializerTest.java 5 Dec 2007 23:22:46 -0000 1.15 *************** *** 17,20 **** --- 17,21 ---- import net.sf.tail.series.FullyMemorizedSlicer; import net.sf.tail.series.SerializableTimeSeries; + import net.sf.tail.strategiesSet.RubyStrategiesSet; import org.joda.time.Period; *************** *** 63,75 **** String script = "(4..10).each{|numero| strategies.add(cross(ema(numero), close))}"; ! stockAnalysis.addReport("", script); script = "(4..10).each{|numero|strategies.add(notSoFast(cross( parabolicSAR(numero), close), 3))}"; ! stockAnalysis.addReport("", script); script = "(4..10).each{|numero| strategies.add(notSoFast(cross(sma(numero), close), 3))}"; ! stockAnalysis.addReport("", script); StockAnalysisSerializer serializer = new StockAnalysisSerializer(); --- 64,76 ---- String script = "(4..10).each{|numero| strategies.add(cross(ema(numero), close))}"; ! stockAnalysis.addReport("", new RubyStrategiesSet(script,slicer)); script = "(4..10).each{|numero|strategies.add(notSoFast(cross( parabolicSAR(numero), close), 3))}"; ! stockAnalysis.addReport("", new RubyStrategiesSet(script,slicer)); script = "(4..10).each{|numero| strategies.add(notSoFast(cross(sma(numero), close), 3))}"; ! stockAnalysis.addReport("", new RubyStrategiesSet(script,slicer)); StockAnalysisSerializer serializer = new StockAnalysisSerializer(); |
From: Thies <tg...@us...> - 2007-12-05 23:22:45
|
Update of /cvsroot/tail/Tail/src/java/net/sf/tail/analysis/evaluator In directory sc8-pr-cvs10.sourceforge.net:/tmp/cvs-serv22072/src/java/net/sf/tail/analysis/evaluator Modified Files: HigherValueEvaluator.java Log Message: Refatoração nos scripts Index: HigherValueEvaluator.java =================================================================== RCS file: /cvsroot/tail/Tail/src/java/net/sf/tail/analysis/evaluator/HigherValueEvaluator.java,v retrieving revision 1.3 retrieving revision 1.4 diff -C2 -d -r1.3 -r1.4 *** HigherValueEvaluator.java 28 Nov 2007 16:04:43 -0000 1.3 --- HigherValueEvaluator.java 5 Dec 2007 23:22:45 -0000 1.4 *************** *** 51,54 **** --- 51,55 ---- Decision bestDecision = new Decision(bestStrategy, slicer,slicePosition, criterion, runner.run(slicePosition), runner); + while (iter.hasNext()) { Strategy strategy = iter.next(); |
From: Thies <tg...@us...> - 2007-12-05 23:22:45
|
Update of /cvsroot/tail/Tail/src/java/net/sf/tail/report/xls In directory sc8-pr-cvs10.sourceforge.net:/tmp/cvs-serv22072/src/java/net/sf/tail/report/xls Modified Files: TimeSeriesXlsGenerator.java Log Message: Refatoração nos scripts Index: TimeSeriesXlsGenerator.java =================================================================== RCS file: /cvsroot/tail/Tail/src/java/net/sf/tail/report/xls/TimeSeriesXlsGenerator.java,v retrieving revision 1.9 retrieving revision 1.10 diff -C2 -d -r1.9 -r1.10 *** TimeSeriesXlsGenerator.java 3 Dec 2007 18:24:20 -0000 1.9 --- TimeSeriesXlsGenerator.java 5 Dec 2007 23:22:45 -0000 1.10 *************** *** 83,87 **** line = new ArrayList<String>(); line.add("Script:"); ! line.add(report.getStrategiesScript()); row = generateLine(flag, line, styles); --- 83,87 ---- line = new ArrayList<String>(); line.add("Script:"); ! line.add(report.getScript()); row = generateLine(flag, line, styles); |
From: Thies <tg...@us...> - 2007-12-05 23:22:45
|
Update of /cvsroot/tail/Tail/src/test/net/sf/tail/report/xls In directory sc8-pr-cvs10.sourceforge.net:/tmp/cvs-serv22072/src/test/net/sf/tail/report/xls Modified Files: WorkbookGeneratorTest.java ReportXlsGeneratorTest.java TImeSeriesXlsGeneratorTest.java SliceXlsGeneratorTest.java Log Message: Refatoração nos scripts Index: WorkbookGeneratorTest.java =================================================================== RCS file: /cvsroot/tail/Tail/src/test/net/sf/tail/report/xls/WorkbookGeneratorTest.java,v retrieving revision 1.4 retrieving revision 1.5 diff -C2 -d -r1.4 -r1.5 *** WorkbookGeneratorTest.java 21 Nov 2007 21:55:20 -0000 1.4 --- WorkbookGeneratorTest.java 5 Dec 2007 23:22:45 -0000 1.5 *************** *** 25,28 **** --- 25,29 ---- import net.sf.tail.sample.SampleTimeSeries; import net.sf.tail.series.FullyMemorizedSlicer; + import net.sf.tail.strategiesSet.JavaStrategiesSet; import net.sf.tail.strategy.FakeStrategy; import net.sf.tail.strategy.IndicatorCrossedIndicatorStrategy; *************** *** 89,93 **** } charts.add(file); ! report = new Report(strategies, new TotalProfitCriterion(), slicer, decisions); book = Workbook.generate(report, period, charts); --- 90,94 ---- } charts.add(file); ! report = new Report(new JavaStrategiesSet( strategies), new TotalProfitCriterion(), slicer, decisions); book = Workbook.generate(report, period, charts); Index: SliceXlsGeneratorTest.java =================================================================== RCS file: /cvsroot/tail/Tail/src/test/net/sf/tail/report/xls/SliceXlsGeneratorTest.java,v retrieving revision 1.5 retrieving revision 1.6 diff -C2 -d -r1.5 -r1.6 *** SliceXlsGeneratorTest.java 21 Nov 2007 21:55:20 -0000 1.5 --- SliceXlsGeneratorTest.java 5 Dec 2007 23:22:45 -0000 1.6 *************** *** 25,28 **** --- 25,29 ---- import net.sf.tail.sample.SampleTimeSeries; import net.sf.tail.series.FullyMemorizedSlicer; + import net.sf.tail.strategiesSet.JavaStrategiesSet; import net.sf.tail.strategy.FakeStrategy; import net.sf.tail.strategy.IndicatorCrossedIndicatorStrategy; *************** *** 91,95 **** } ! report = new Report(strategies, new TotalProfitCriterion(), slicer, decisions); sheet = XLSSlicerSeries.generate(report, period, charts); --- 92,96 ---- } ! report = new Report(new JavaStrategiesSet( strategies), new TotalProfitCriterion(), slicer, decisions); sheet = XLSSlicerSeries.generate(report, period, charts); Index: ReportXlsGeneratorTest.java =================================================================== RCS file: /cvsroot/tail/Tail/src/test/net/sf/tail/report/xls/ReportXlsGeneratorTest.java,v retrieving revision 1.5 retrieving revision 1.6 diff -C2 -d -r1.5 -r1.6 *** ReportXlsGeneratorTest.java 21 Nov 2007 21:55:20 -0000 1.5 --- ReportXlsGeneratorTest.java 5 Dec 2007 23:22:45 -0000 1.6 *************** *** 25,28 **** --- 25,29 ---- import net.sf.tail.sample.SampleTimeSeries; import net.sf.tail.series.FullyMemorizedSlicer; + import net.sf.tail.strategiesSet.JavaStrategiesSet; import net.sf.tail.strategy.FakeStrategy; import net.sf.tail.strategy.IndicatorCrossedIndicatorStrategy; *************** *** 90,94 **** } ! report = new Report(strategies, new TotalProfitCriterion(), slicer, decisions); sheet = XLSReportSeries.generate(report, period, charts); --- 91,95 ---- } ! report = new Report(new JavaStrategiesSet( strategies), new TotalProfitCriterion(), slicer, decisions); sheet = XLSReportSeries.generate(report, period, charts); Index: TImeSeriesXlsGeneratorTest.java =================================================================== RCS file: /cvsroot/tail/Tail/src/test/net/sf/tail/report/xls/TImeSeriesXlsGeneratorTest.java,v retrieving revision 1.4 retrieving revision 1.5 diff -C2 -d -r1.4 -r1.5 *** TImeSeriesXlsGeneratorTest.java 3 Dec 2007 18:24:20 -0000 1.4 --- TImeSeriesXlsGeneratorTest.java 5 Dec 2007 23:22:45 -0000 1.5 *************** *** 21,24 **** --- 21,25 ---- import net.sf.tail.sample.SampleTimeSeries; import net.sf.tail.series.FullyMemorizedSlicer; + import net.sf.tail.strategiesSet.JavaStrategiesSet; import net.sf.tail.strategy.FakeStrategy; import net.sf.tail.strategy.IndicatorCrossedIndicatorStrategy; *************** *** 63,67 **** } ! Report report = new Report(strategies, new TotalProfitCriterion(), slicer, decisions); HSSFSheet sheet = XLStimeSeries.generate(report); --- 64,68 ---- } ! Report report = new Report(new JavaStrategiesSet( strategies), new TotalProfitCriterion(), slicer, decisions); HSSFSheet sheet = XLStimeSeries.generate(report); |
From: Thies <tg...@us...> - 2007-12-05 23:22:45
|
Update of /cvsroot/tail/Tail/src/java/net/sf/tail/i18n In directory sc8-pr-cvs10.sourceforge.net:/tmp/cvs-serv22072/src/java/net/sf/tail/i18n Added Files: ruby.properties Log Message: Refatoração nos scripts --- NEW FILE: ruby.properties --- RUBY_UTILS_FILE=dsl/rubyDSLutils.rb |
From: Thies <tg...@us...> - 2007-12-05 23:22:45
|
Update of /cvsroot/tail/Tail/src/test/net/sf/tail/graphics In directory sc8-pr-cvs10.sourceforge.net:/tmp/cvs-serv22072/src/test/net/sf/tail/graphics Modified Files: FasterCriteriaDatasetTest.java CriteriaDatasetTest.java Log Message: Refatoração nos scripts Index: CriteriaDatasetTest.java =================================================================== RCS file: /cvsroot/tail/Tail/src/test/net/sf/tail/graphics/CriteriaDatasetTest.java,v retrieving revision 1.8 retrieving revision 1.9 diff -C2 -d -r1.8 -r1.9 *** CriteriaDatasetTest.java 21 Nov 2007 22:19:51 -0000 1.8 --- CriteriaDatasetTest.java 5 Dec 2007 23:22:46 -0000 1.9 *************** *** 20,23 **** --- 20,24 ---- import net.sf.tail.series.DefaultTimeSeries; import net.sf.tail.series.RegularSlicer; + import net.sf.tail.strategiesSet.JavaStrategiesSet; import net.sf.tail.strategy.IndicatorCrossedIndicatorStrategy; import net.sf.tail.tick.DefaultTick; *************** *** 77,83 **** TimeSeriesSlicer slice = new RegularSlicer(series, new Period().withDays(2)); AnalysisCriterion criterion = new TotalProfitCriterion(); ! Report report1 = walk.walk(strategies, slice, criterion); report1.setName("rep1"); ! Report report2 = walk.walk(strategies2, slice, criterion); report2.setName("rep2"); reports.add(report1); --- 78,84 ---- TimeSeriesSlicer slice = new RegularSlicer(series, new Period().withDays(2)); AnalysisCriterion criterion = new TotalProfitCriterion(); ! Report report1 = walk.walk(new JavaStrategiesSet( strategies), slice, criterion); report1.setName("rep1"); ! Report report2 = walk.walk(new JavaStrategiesSet( strategies2), slice, criterion); report2.setName("rep2"); reports.add(report1); Index: FasterCriteriaDatasetTest.java =================================================================== RCS file: /cvsroot/tail/Tail/src/test/net/sf/tail/graphics/FasterCriteriaDatasetTest.java,v retrieving revision 1.3 retrieving revision 1.4 diff -C2 -d -r1.3 -r1.4 *** FasterCriteriaDatasetTest.java 21 Nov 2007 21:55:20 -0000 1.3 --- FasterCriteriaDatasetTest.java 5 Dec 2007 23:22:46 -0000 1.4 *************** *** 19,22 **** --- 19,23 ---- import net.sf.tail.sample.SampleTimeSeries; import net.sf.tail.series.RegularSlicer; + import net.sf.tail.strategiesSet.JavaStrategiesSet; import net.sf.tail.strategy.IndicatorCrossedIndicatorStrategy; import net.sf.tail.strategy.IndicatorOverIndicatorStrategy; *************** *** 64,70 **** TimeSeriesSlicer slice = new RegularSlicer(series, new Period().withDays(2)); AnalysisCriterion criterion = new TotalProfitCriterion(); ! Report report1 = walk.walk(strategies, slice, criterion); report1.setName("rep1"); ! Report report2 = walk.walk(strategies2, slice, criterion); report2.setName("rep2"); reports.add(report1); --- 65,71 ---- TimeSeriesSlicer slice = new RegularSlicer(series, new Period().withDays(2)); AnalysisCriterion criterion = new TotalProfitCriterion(); ! Report report1 = walk.walk(new JavaStrategiesSet( strategies), slice, criterion); report1.setName("rep1"); ! Report report2 = walk.walk(new JavaStrategiesSet( strategies2), slice, criterion); report2.setName("rep2"); reports.add(report1); *************** *** 110,116 **** TimeSeriesSlicer slice = new RegularSlicer(series, new Period().withDays(2)); AnalysisCriterion criterion = new TotalProfitCriterion(); ! Report report1 = walk.walk(strategies, slice, criterion); report1.setName("rep1"); ! Report report2 = walk.walk(strategies2, slice, criterion); report2.setName("rep2"); reports.add(report1); --- 111,117 ---- TimeSeriesSlicer slice = new RegularSlicer(series, new Period().withDays(2)); AnalysisCriterion criterion = new TotalProfitCriterion(); ! Report report1 = walk.walk(new JavaStrategiesSet( strategies), slice, criterion); report1.setName("rep1"); ! Report report2 = walk.walk(new JavaStrategiesSet( strategies2), slice, criterion); report2.setName("rep2"); reports.add(report1); *************** *** 156,162 **** TimeSeriesSlicer slice = new RegularSlicer(series, new Period().withDays(2)); AnalysisCriterion criterion = new TotalProfitCriterion(); ! Report report1 = walk.walk(strategies, slice, criterion); report1.setName("rep1"); ! Report report2 = walk.walk(strategies2, slice, criterion); report2.setName("rep2"); reports.add(report1); --- 157,163 ---- TimeSeriesSlicer slice = new RegularSlicer(series, new Period().withDays(2)); AnalysisCriterion criterion = new TotalProfitCriterion(); ! Report report1 = walk.walk(new JavaStrategiesSet( strategies), slice, criterion); report1.setName("rep1"); ! Report report2 = walk.walk(new JavaStrategiesSet( strategies2), slice, criterion); report2.setName("rep2"); reports.add(report1); *************** *** 201,207 **** TimeSeriesSlicer slice = new RegularSlicer(series, new Period().withDays(2)); AnalysisCriterion criterion = new TotalProfitCriterion(); ! Report report1 = walk.walk(strategies, slice, criterion); report1.setName("rep1"); ! Report report2 = walk.walk(strategies2, slice, criterion); report2.setName("rep2"); reports.add(report1); --- 202,208 ---- TimeSeriesSlicer slice = new RegularSlicer(series, new Period().withDays(2)); AnalysisCriterion criterion = new TotalProfitCriterion(); ! Report report1 = walk.walk(new JavaStrategiesSet( strategies), slice, criterion); report1.setName("rep1"); ! Report report2 = walk.walk(new JavaStrategiesSet( strategies2), slice, criterion); report2.setName("rep2"); reports.add(report1); |