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From: Márcio V. d. S. <mv...@us...> - 2007-07-21 15:14:10
|
Update of /cvsroot/tail/Tail/src/java/net/sf/tail/indicator/simple In directory sc8-pr-cvs10.sourceforge.net:/tmp/cvs-serv20967/src/java/net/sf/tail/indicator/simple Modified Files: MaxPriceIndicator.java TradeIndicator.java VolumeIndicator.java PreviousPriceIndicator.java ClosePriceIndicator.java ConstantIndicator.java OpenPriceIndicator.java AmountIndicator.java MinPriceIndicator.java VariationIndicator.java Log Message: Aperfeiçoado o gráfico e criado testes para o dataset Index: PreviousPriceIndicator.java =================================================================== RCS file: /cvsroot/tail/Tail/src/java/net/sf/tail/indicator/simple/PreviousPriceIndicator.java,v retrieving revision 1.2 retrieving revision 1.3 diff -C2 -d -r1.2 -r1.3 *** PreviousPriceIndicator.java 17 May 2007 23:06:56 -0000 1.2 --- PreviousPriceIndicator.java 21 Jul 2007 15:13:45 -0000 1.3 *************** *** 15,17 **** --- 15,21 ---- return data.getTick(index).getPreviousPrice(); } + + public String getName() { + return getClass().getName(); + } } Index: VolumeIndicator.java =================================================================== RCS file: /cvsroot/tail/Tail/src/java/net/sf/tail/indicator/simple/VolumeIndicator.java,v retrieving revision 1.2 retrieving revision 1.3 diff -C2 -d -r1.2 -r1.3 *** VolumeIndicator.java 17 May 2007 23:06:56 -0000 1.2 --- VolumeIndicator.java 21 Jul 2007 15:13:45 -0000 1.3 *************** *** 15,17 **** --- 15,21 ---- return data.getTick(index).getVolume(); } + + public String getName() { + return getClass().getName(); + } } \ No newline at end of file Index: OpenPriceIndicator.java =================================================================== RCS file: /cvsroot/tail/Tail/src/java/net/sf/tail/indicator/simple/OpenPriceIndicator.java,v retrieving revision 1.3 retrieving revision 1.4 diff -C2 -d -r1.3 -r1.4 *** OpenPriceIndicator.java 17 May 2007 23:06:56 -0000 1.3 --- OpenPriceIndicator.java 21 Jul 2007 15:13:45 -0000 1.4 *************** *** 15,17 **** --- 15,20 ---- return data.getTick(index).getOpenPrice(); } + public String getName() { + return getClass().getName(); + } } \ No newline at end of file Index: MinPriceIndicator.java =================================================================== RCS file: /cvsroot/tail/Tail/src/java/net/sf/tail/indicator/simple/MinPriceIndicator.java,v retrieving revision 1.3 retrieving revision 1.4 diff -C2 -d -r1.3 -r1.4 *** MinPriceIndicator.java 17 May 2007 23:06:56 -0000 1.3 --- MinPriceIndicator.java 21 Jul 2007 15:13:45 -0000 1.4 *************** *** 15,17 **** --- 15,22 ---- return data.getTick(index).getMinPrice(); } + + + public String getName() { + return getClass().getName(); + } } Index: VariationIndicator.java =================================================================== RCS file: /cvsroot/tail/Tail/src/java/net/sf/tail/indicator/simple/VariationIndicator.java,v retrieving revision 1.3 retrieving revision 1.4 diff -C2 -d -r1.3 -r1.4 *** VariationIndicator.java 17 May 2007 23:06:56 -0000 1.3 --- VariationIndicator.java 21 Jul 2007 15:13:45 -0000 1.4 *************** *** 15,17 **** --- 15,21 ---- return data.getTick(index).getVariation(); } + + public String getName() { + return getClass().getName(); + } } Index: ClosePriceIndicator.java =================================================================== RCS file: /cvsroot/tail/Tail/src/java/net/sf/tail/indicator/simple/ClosePriceIndicator.java,v retrieving revision 1.3 retrieving revision 1.4 diff -C2 -d -r1.3 -r1.4 *** ClosePriceIndicator.java 17 May 2007 23:06:56 -0000 1.3 --- ClosePriceIndicator.java 21 Jul 2007 15:13:45 -0000 1.4 *************** *** 15,17 **** --- 15,23 ---- return data.getTick(index).getClosePrice(); } + + public String getName() { + return getClass().getName(); + } + + } Index: ConstantIndicator.java =================================================================== RCS file: /cvsroot/tail/Tail/src/java/net/sf/tail/indicator/simple/ConstantIndicator.java,v retrieving revision 1.3 retrieving revision 1.4 diff -C2 -d -r1.3 -r1.4 *** ConstantIndicator.java 17 May 2007 23:06:56 -0000 1.3 --- ConstantIndicator.java 21 Jul 2007 15:13:45 -0000 1.4 *************** *** 14,16 **** --- 14,20 ---- return value; } + + public String getName() { + return getClass().getName() + "Value:"+value; + } } Index: TradeIndicator.java =================================================================== RCS file: /cvsroot/tail/Tail/src/java/net/sf/tail/indicator/simple/TradeIndicator.java,v retrieving revision 1.2 retrieving revision 1.3 diff -C2 -d -r1.2 -r1.3 *** TradeIndicator.java 17 May 2007 23:06:56 -0000 1.2 --- TradeIndicator.java 21 Jul 2007 15:13:45 -0000 1.3 *************** *** 15,17 **** --- 15,21 ---- return data.getTick(index).getTrades(); } + + public String getName() { + return getClass().getName(); + } } \ No newline at end of file Index: AmountIndicator.java =================================================================== RCS file: /cvsroot/tail/Tail/src/java/net/sf/tail/indicator/simple/AmountIndicator.java,v retrieving revision 1.2 retrieving revision 1.3 diff -C2 -d -r1.2 -r1.3 *** AmountIndicator.java 17 May 2007 23:06:56 -0000 1.2 --- AmountIndicator.java 21 Jul 2007 15:13:45 -0000 1.3 *************** *** 15,17 **** --- 15,21 ---- return data.getTick(index).getAmount(); } + + public String getName() { + return getClass().getSimpleName(); + } } \ No newline at end of file Index: MaxPriceIndicator.java =================================================================== RCS file: /cvsroot/tail/Tail/src/java/net/sf/tail/indicator/simple/MaxPriceIndicator.java,v retrieving revision 1.3 retrieving revision 1.4 diff -C2 -d -r1.3 -r1.4 *** MaxPriceIndicator.java 17 May 2007 23:06:56 -0000 1.3 --- MaxPriceIndicator.java 21 Jul 2007 15:13:45 -0000 1.4 *************** *** 15,17 **** --- 15,22 ---- return data.getTick(index).getMaxPrice(); } + + + public String getName() { + return getClass().getName(); + } } |
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From: Márcio V. d. S. <mv...@us...> - 2007-07-21 15:14:10
|
Update of /cvsroot/tail/Tail/.settings In directory sc8-pr-cvs10.sourceforge.net:/tmp/cvs-serv20967/.settings Modified Files: org.eclipse.jdt.core.prefs org.eclipse.jdt.ui.prefs Log Message: Aperfeiçoado o gráfico e criado testes para o dataset Index: org.eclipse.jdt.core.prefs =================================================================== RCS file: /cvsroot/tail/Tail/.settings/org.eclipse.jdt.core.prefs,v retrieving revision 1.2 retrieving revision 1.3 diff -C2 -d -r1.2 -r1.3 *** org.eclipse.jdt.core.prefs 14 May 2007 15:47:09 -0000 1.2 --- org.eclipse.jdt.core.prefs 21 Jul 2007 15:13:46 -0000 1.3 *************** *** 1,3 **** ! #Mon May 14 12:44:23 GMT-03:00 2007 eclipse.preferences.version=1 org.eclipse.jdt.core.compiler.codegen.inlineJsrBytecode=enabled --- 1,3 ---- ! #Thu Jul 05 18:32:31 BRT 2007 eclipse.preferences.version=1 org.eclipse.jdt.core.compiler.codegen.inlineJsrBytecode=enabled *************** *** 41,44 **** --- 41,45 ---- org.eclipse.jdt.core.formatter.blank_lines_before_new_chunk=1 org.eclipse.jdt.core.formatter.blank_lines_before_package=0 + org.eclipse.jdt.core.formatter.blank_lines_between_import_groups=1 org.eclipse.jdt.core.formatter.blank_lines_between_type_declarations=1 org.eclipse.jdt.core.formatter.brace_position_for_annotation_type_declaration=end_of_line *************** *** 54,60 **** --- 55,66 ---- org.eclipse.jdt.core.formatter.brace_position_for_type_declaration=end_of_line org.eclipse.jdt.core.formatter.comment.clear_blank_lines=false + org.eclipse.jdt.core.formatter.comment.clear_blank_lines_in_block_comment=false + org.eclipse.jdt.core.formatter.comment.clear_blank_lines_in_javadoc_comment=false + org.eclipse.jdt.core.formatter.comment.format_block_comments=true org.eclipse.jdt.core.formatter.comment.format_comments=true org.eclipse.jdt.core.formatter.comment.format_header=false org.eclipse.jdt.core.formatter.comment.format_html=true + org.eclipse.jdt.core.formatter.comment.format_javadoc_comments=true + org.eclipse.jdt.core.formatter.comment.format_line_comments=true org.eclipse.jdt.core.formatter.comment.format_source_code=true org.eclipse.jdt.core.formatter.comment.indent_parameter_description=true *************** *** 231,234 **** --- 237,241 ---- org.eclipse.jdt.core.formatter.insert_space_before_opening_paren_in_while=insert org.eclipse.jdt.core.formatter.insert_space_before_parenthesized_expression_in_return=insert + org.eclipse.jdt.core.formatter.insert_space_before_parenthesized_expression_in_throw=insert org.eclipse.jdt.core.formatter.insert_space_before_postfix_operator=do not insert org.eclipse.jdt.core.formatter.insert_space_before_prefix_operator=do not insert *************** *** 251,254 **** --- 258,263 ---- org.eclipse.jdt.core.formatter.keep_then_statement_on_same_line=false org.eclipse.jdt.core.formatter.lineSplit=120 + org.eclipse.jdt.core.formatter.never_indent_block_comments_on_first_column=false + org.eclipse.jdt.core.formatter.never_indent_line_comments_on_first_column=false org.eclipse.jdt.core.formatter.number_of_blank_lines_at_beginning_of_method_body=0 org.eclipse.jdt.core.formatter.number_of_empty_lines_to_preserve=1 *************** *** 257,258 **** --- 266,268 ---- org.eclipse.jdt.core.formatter.tabulation.size=4 org.eclipse.jdt.core.formatter.use_tabs_only_for_leading_indentations=false + org.eclipse.jdt.core.formatter.wrap_before_binary_operator=true Index: org.eclipse.jdt.ui.prefs =================================================================== RCS file: /cvsroot/tail/Tail/.settings/org.eclipse.jdt.ui.prefs,v retrieving revision 1.2 retrieving revision 1.3 diff -C2 -d -r1.2 -r1.3 *** org.eclipse.jdt.ui.prefs 14 May 2007 15:47:09 -0000 1.2 --- org.eclipse.jdt.ui.prefs 21 Jul 2007 15:13:46 -0000 1.3 *************** *** 1,5 **** ! #Mon May 14 12:44:23 GMT-03:00 2007 eclipse.preferences.version=1 formatter_profile=_TailCodeFormatter ! formatter_settings_version=10 internal.default.compliance=default --- 1,5 ---- ! #Thu Jul 05 18:32:31 BRT 2007 eclipse.preferences.version=1 formatter_profile=_TailCodeFormatter ! formatter_settings_version=11 internal.default.compliance=default |
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From: Márcio V. d. S. <mv...@us...> - 2007-07-21 15:14:10
|
Update of /cvsroot/tail/Tail/src/test/net/sf/tail/sample In directory sc8-pr-cvs10.sourceforge.net:/tmp/cvs-serv20967/src/test/net/sf/tail/sample Modified Files: SampleIndicator.java Log Message: Aperfeiçoado o gráfico e criado testes para o dataset Index: SampleIndicator.java =================================================================== RCS file: /cvsroot/tail/Tail/src/test/net/sf/tail/sample/SampleIndicator.java,v retrieving revision 1.1 retrieving revision 1.2 diff -C2 -d -r1.1 -r1.2 *** SampleIndicator.java 19 May 2007 13:23:18 -0000 1.1 --- SampleIndicator.java 21 Jul 2007 15:13:46 -0000 1.2 *************** *** 1,4 **** --- 1,6 ---- package net.sf.tail.sample; + import java.util.Arrays; + import net.sf.tail.Indicator; *************** *** 10,13 **** --- 12,20 ---- this.values = values; } + + public void addValue(double value){ + values = Arrays.copyOf(values, values.length + 1); + values[values.length - 1] = value; + } public Double getValue(int index) { *************** *** 15,17 **** --- 22,27 ---- } + public String getName() { + return toString(); + } } |
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From: Márcio V. d. S. <mv...@us...> - 2007-07-21 15:14:08
|
Update of /cvsroot/tail/Tail/src/java/net/sf/tail/indicator/tracker/bollingerbands In directory sc8-pr-cvs10.sourceforge.net:/tmp/cvs-serv20967/src/java/net/sf/tail/indicator/tracker/bollingerbands Modified Files: BollingerBandsUpperIndicator.java BollingerBandsMiddleIndicator.java BollingerBandsLowerIndicator.java Log Message: Aperfeiçoado o gráfico e criado testes para o dataset Index: BollingerBandsMiddleIndicator.java =================================================================== RCS file: /cvsroot/tail/Tail/src/java/net/sf/tail/indicator/tracker/bollingerbands/BollingerBandsMiddleIndicator.java,v retrieving revision 1.4 retrieving revision 1.5 diff -C2 -d -r1.4 -r1.5 *** BollingerBandsMiddleIndicator.java 7 Jul 2007 18:45:23 -0000 1.4 --- BollingerBandsMiddleIndicator.java 21 Jul 2007 15:13:46 -0000 1.5 *************** *** 25,33 **** } - @Override - public String toString() { - String[] name = getClass().getName().split("\\."); - return name[name.length - 1]; - } } --- 25,31 ---- } + public String getName() { + return getClass().getSimpleName() + "deviation:"+indicator.getName(); + } } Index: BollingerBandsLowerIndicator.java =================================================================== RCS file: /cvsroot/tail/Tail/src/java/net/sf/tail/indicator/tracker/bollingerbands/BollingerBandsLowerIndicator.java,v retrieving revision 1.4 retrieving revision 1.5 diff -C2 -d -r1.4 -r1.5 *** BollingerBandsLowerIndicator.java 31 May 2007 16:45:41 -0000 1.4 --- BollingerBandsLowerIndicator.java 21 Jul 2007 15:13:46 -0000 1.5 *************** *** 29,31 **** --- 29,35 ---- return bbm.getValue(index).doubleValue() - 2 * indicator.getValue(index).doubleValue(); } + + public String getName() { + return getClass().getSimpleName() + "deviation:"+indicator.getName() + "series" + bbm.getName(); + } } Index: BollingerBandsUpperIndicator.java =================================================================== RCS file: /cvsroot/tail/Tail/src/java/net/sf/tail/indicator/tracker/bollingerbands/BollingerBandsUpperIndicator.java,v retrieving revision 1.4 retrieving revision 1.5 diff -C2 -d -r1.4 -r1.5 *** BollingerBandsUpperIndicator.java 31 May 2007 16:45:41 -0000 1.4 --- BollingerBandsUpperIndicator.java 21 Jul 2007 15:13:46 -0000 1.5 *************** *** 28,30 **** --- 28,35 ---- return bbm.getValue(index).doubleValue() + 2 * indicator.getValue(index).doubleValue(); } + + + public String getName() { + return getClass().getSimpleName() + "deviation:"+indicator.getName()+ "series" + bbm.getName(); + } } |
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From: Márcio V. d. S. <mv...@us...> - 2007-07-21 15:14:03
|
Update of /cvsroot/tail/Tail/src/test/net/sf/tail/indicator/simple In directory sc8-pr-cvs10.sourceforge.net:/tmp/cvs-serv20967/src/test/net/sf/tail/indicator/simple Modified Files: TradeIndicatorTest.java Log Message: Aperfeiçoado o gráfico e criado testes para o dataset Index: TradeIndicatorTest.java =================================================================== RCS file: /cvsroot/tail/Tail/src/test/net/sf/tail/indicator/simple/TradeIndicatorTest.java,v retrieving revision 1.11 retrieving revision 1.12 diff -C2 -d -r1.11 -r1.12 *** TradeIndicatorTest.java 19 Jul 2007 18:14:52 -0000 1.11 --- TradeIndicatorTest.java 21 Jul 2007 15:13:46 -0000 1.12 *************** *** 8,14 **** import org.junit.Test; - /* - * TODO: Renomear para NumberOfTradesIndicator - */ public class TradeIndicatorTest { private TradeIndicator tradeIndicator; --- 8,11 ---- |
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From: Márcio V. d. S. <mv...@us...> - 2007-07-21 15:14:03
|
Update of /cvsroot/tail/Tail/src/java/net/sf/tail/flow In directory sc8-pr-cvs10.sourceforge.net:/tmp/cvs-serv20967/src/java/net/sf/tail/flow Modified Files: CashFlow.java Log Message: Aperfeiçoado o gráfico e criado testes para o dataset Index: CashFlow.java =================================================================== RCS file: /cvsroot/tail/Tail/src/java/net/sf/tail/flow/CashFlow.java,v retrieving revision 1.1 retrieving revision 1.2 diff -C2 -d -r1.1 -r1.2 *** CashFlow.java 16 Jun 2007 18:20:36 -0000 1.1 --- CashFlow.java 21 Jul 2007 15:13:46 -0000 1.2 *************** *** 72,76 **** } - //TODO: Mesmo método do CachedIndicator, deixar duplicado o código? private void increaseLength(int index) { if (values.size() <= index) { --- 72,75 ---- |
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From: Márcio V. d. S. <mv...@us...> - 2007-07-21 15:14:03
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Update of /cvsroot/tail/Tail/src/java/net/sf/tail/indicator/oscilator In directory sc8-pr-cvs10.sourceforge.net:/tmp/cvs-serv20967/src/java/net/sf/tail/indicator/oscilator Modified Files: StochasticOscilatorK.java StochasticOscilatorD.java Log Message: Aperfeiçoado o gráfico e criado testes para o dataset Index: StochasticOscilatorD.java =================================================================== RCS file: /cvsroot/tail/Tail/src/java/net/sf/tail/indicator/oscilator/StochasticOscilatorD.java,v retrieving revision 1.3 retrieving revision 1.4 diff -C2 -d -r1.3 -r1.4 *** StochasticOscilatorD.java 31 May 2007 16:45:41 -0000 1.3 --- StochasticOscilatorD.java 21 Jul 2007 15:13:46 -0000 1.4 *************** *** 30,33 **** } ! } --- 30,36 ---- } ! ! public String getName() { ! return getClass().getSimpleName()+" "+indicator.getName(); ! } } Index: StochasticOscilatorK.java =================================================================== RCS file: /cvsroot/tail/Tail/src/java/net/sf/tail/indicator/oscilator/StochasticOscilatorK.java,v retrieving revision 1.3 retrieving revision 1.4 diff -C2 -d -r1.3 -r1.4 *** StochasticOscilatorK.java 31 May 2007 16:45:41 -0000 1.3 --- StochasticOscilatorK.java 21 Jul 2007 15:13:46 -0000 1.4 *************** *** 27,31 **** - // TODO - ver a complexidade dos construtores. public StochasticOscilatorK(TimeSeries timeSeries, int timeFrame) { this(new ClosePriceIndicator(timeSeries), timeFrame, new MaxPriceIndicator(timeSeries), new MinPriceIndicator( --- 27,30 ---- *************** *** 42,49 **** public Double getValue(int index) { - /* - * TODO - Pensar em otimização ou maior número de indicadores ? - * - */ HighestValueIndicator highestHigh = new HighestValueIndicator(maxPriceIndicator, timeFrame); LowestValueIndicator lowestMin = new LowestValueIndicator(minPriceIndicator, timeFrame); --- 41,44 ---- *************** *** 55,57 **** --- 50,55 ---- } + public String getName() { + return getClass().getName()+" timeFrame:"+timeFrame; + } } |
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From: Márcio V. d. S. <mv...@us...> - 2007-07-21 15:14:03
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Update of /cvsroot/tail/Tail/src/test/net/sf/tail/graphics In directory sc8-pr-cvs10.sourceforge.net:/tmp/cvs-serv20967/src/test/net/sf/tail/graphics Added Files: SeriesDatasetTest.java Log Message: Aperfeiçoado o gráfico e criado testes para o dataset --- NEW FILE: SeriesDatasetTest.java --- package net.sf.tail.graphics; import static junit.framework.Assert.assertEquals; import java.util.GregorianCalendar; import java.util.LinkedList; import java.util.List; import net.sf.tail.DefaultTimeSeries; import net.sf.tail.Indicator; import net.sf.tail.Operation; import net.sf.tail.OperationType; import net.sf.tail.Tick; import net.sf.tail.TimeSeries; import net.sf.tail.Trade; import net.sf.tail.sample.SampleIndicator; import org.junit.Before; import org.junit.Test; public class SeriesDatasetTest { TimeSeries series; List<Indicator<? extends Number>> indicators; List<Trade> trades; List<Tick> ticks; private SampleIndicator indicator1; private SampleIndicator indicator2; @Before public void setUp() throws Exception { ticks = new LinkedList<Tick>(); ticks.add(new Tick(new GregorianCalendar(2007,6,6),1d)); ticks.add(new Tick(new GregorianCalendar(2007,6,7),2d)); ticks.add(new Tick(new GregorianCalendar(2007,6,8),3d)); ticks.add(new Tick(new GregorianCalendar(2007,6,9),4d)); series = new DefaultTimeSeries(ticks); indicators = new LinkedList<Indicator<? extends Number>>(); trades = new LinkedList<Trade>(); indicator1 = new SampleIndicator(new double[]{2d,3d,4d,5d}); indicator2 = new SampleIndicator(new double[]{5d,4d,3d,2d}); indicators.add(indicator1); indicators.add(indicator2); Operation entry = new Operation(0,OperationType.BUY); Operation exit = new Operation(1,OperationType.SELL); trades.add(new Trade(entry,exit)); entry = new Operation(2,OperationType.BUY); exit = new Operation(3,OperationType.SELL); trades.add(new Trade(entry,exit)); } @Test public void testDefaultConstructor(){ SeriesDataset dataset = new SeriesDataset(series,indicators,0,3); assertEquals(indicators.size(), dataset.getRowCount()); assertEquals(series.getSize(), dataset.getColumnCount()); assertEquals(4d, dataset.getValue(1, 1)); } @Test public void testTradesConstructor(){ SeriesDataset dataset = new SeriesDataset(series,indicators,0,3,trades); assertEquals(indicators.size()+trades.size(), dataset.getRowCount()); assertEquals(series.getSize(), dataset.getColumnCount()); assertEquals(2d, dataset.getValue(3, 1)); } @Test public void testMoveRightWhenIndicatorDontHaveMoreDataUnmappedShouldDoNothing(){ SeriesDataset dataset = new SeriesDataset(series,indicators,0,3,trades); dataset.moveRight(); assertEquals(indicators.size()+trades.size(), dataset.getRowCount()); assertEquals(series.getSize(), dataset.getColumnCount()); assertEquals(2d, dataset.getValue(3, 1)); } @Test public void testMoveLeftWhenIndicatorDontHaveMoreDataUnmappedShouldDoNothing(){ SeriesDataset dataset = new SeriesDataset(series,indicators,0,3,trades); dataset.moveLeft(); assertEquals(indicators.size()+trades.size(), dataset.getRowCount()); assertEquals(series.getSize(), dataset.getColumnCount()); assertEquals(2d, dataset.getValue(3, 1)); } @Test public void testMoveRight(){ SeriesDataset dataset = new SeriesDataset(series,indicators,0,3,trades); ticks.add(new Tick(new GregorianCalendar(2007,6,10),4d)); indicator1.addValue(15d); indicator2.addValue(30d); dataset.moveRight(); assertEquals(indicators.size()+trades.size(), dataset.getRowCount()); assertEquals(series.getSize() - 1, dataset.getColumnCount()); assertEquals(3d, dataset.getValue(1, 1)); } @Test public void testMoveLeft(){ SeriesDataset dataset = new SeriesDataset(series,indicators,0,3,trades); ticks.add(new Tick(new GregorianCalendar(2007,6,10),4d)); indicator1.addValue(15d); indicator2.addValue(30d); dataset.moveRight(); dataset.moveLeft(); assertEquals(indicators.size()+trades.size(), dataset.getRowCount()); assertEquals(series.getSize() - 1, dataset.getColumnCount()); assertEquals(4d, dataset.getValue(1, 1)); } } |
Update of /cvsroot/tail/Tail/src/java/net/sf/tail/indicator/helper In directory sc8-pr-cvs10.sourceforge.net:/tmp/cvs-serv20967/src/java/net/sf/tail/indicator/helper Modified Files: HighestValueIndicator.java CrossIndicator.java AverageLossIndicator.java LowestValueIndicator.java AverageGainIndicator.java StandardDeviationIndicator.java Log Message: Aperfeiçoado o gráfico e criado testes para o dataset Index: LowestValueIndicator.java =================================================================== RCS file: /cvsroot/tail/Tail/src/java/net/sf/tail/indicator/helper/LowestValueIndicator.java,v retrieving revision 1.1 retrieving revision 1.2 diff -C2 -d -r1.1 -r1.2 *** LowestValueIndicator.java 31 May 2007 16:45:39 -0000 1.1 --- LowestValueIndicator.java 21 Jul 2007 15:13:45 -0000 1.2 *************** *** 23,25 **** --- 23,29 ---- return lowest; } + + public String getName() { + return getClass().getName()+" timeFrame:"+timeFrame; + } } Index: AverageLossIndicator.java =================================================================== RCS file: /cvsroot/tail/Tail/src/java/net/sf/tail/indicator/helper/AverageLossIndicator.java,v retrieving revision 1.2 retrieving revision 1.3 diff -C2 -d -r1.2 -r1.3 *** AverageLossIndicator.java 7 Jul 2007 18:45:23 -0000 1.2 --- AverageLossIndicator.java 21 Jul 2007 15:13:45 -0000 1.3 *************** *** 22,25 **** return result / Math.min(timeFrame, index + 1); } ! } --- 22,28 ---- return result / Math.min(timeFrame, index + 1); } ! ! public String getName() { ! return getClass().getSimpleName() + " timeFrame = "+timeFrame; ! } } Index: HighestValueIndicator.java =================================================================== RCS file: /cvsroot/tail/Tail/src/java/net/sf/tail/indicator/helper/HighestValueIndicator.java,v retrieving revision 1.2 retrieving revision 1.3 diff -C2 -d -r1.2 -r1.3 *** HighestValueIndicator.java 7 Jul 2007 18:45:23 -0000 1.2 --- HighestValueIndicator.java 21 Jul 2007 15:13:45 -0000 1.3 *************** *** 23,26 **** return highest; } ! } --- 23,29 ---- return highest; } ! ! public String getName() { ! return getClass().getName()+" timeFrame:"+timeFrame; ! } } Index: CrossIndicator.java =================================================================== RCS file: /cvsroot/tail/Tail/src/java/net/sf/tail/indicator/helper/CrossIndicator.java,v retrieving revision 1.2 retrieving revision 1.3 diff -C2 -d -r1.2 -r1.3 *** CrossIndicator.java 7 Jul 2007 18:45:23 -0000 1.2 --- CrossIndicator.java 21 Jul 2007 15:13:45 -0000 1.3 *************** *** 43,45 **** --- 43,48 ---- + public String getName() { + return getClass().getName()+ " "+low.getName()+" "+up.getName(); + } } Index: AverageGainIndicator.java =================================================================== RCS file: /cvsroot/tail/Tail/src/java/net/sf/tail/indicator/helper/AverageGainIndicator.java,v retrieving revision 1.2 retrieving revision 1.3 diff -C2 -d -r1.2 -r1.3 *** AverageGainIndicator.java 7 Jul 2007 18:45:23 -0000 1.2 --- AverageGainIndicator.java 21 Jul 2007 15:13:45 -0000 1.3 *************** *** 22,26 **** return result / Math.min(timeFrame, index + 1); } ! } --- 22,29 ---- return result / Math.min(timeFrame, index + 1); } ! ! public String getName() { ! return getClass().getSimpleName() + " timeFrame:"+timeFrame; ! } } Index: StandardDeviationIndicator.java =================================================================== RCS file: /cvsroot/tail/Tail/src/java/net/sf/tail/indicator/helper/StandardDeviationIndicator.java,v retrieving revision 1.1 retrieving revision 1.2 diff -C2 -d -r1.1 -r1.2 *** StandardDeviationIndicator.java 31 May 2007 16:45:36 -0000 1.1 --- StandardDeviationIndicator.java 21 Jul 2007 15:13:45 -0000 1.2 *************** *** 29,31 **** --- 29,34 ---- } + public String getName() { + return getClass().getName()+" timeFrame:"+timeFrame; + } } |
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From: Márcio V. d. S. <mv...@us...> - 2007-07-21 15:14:03
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Update of /cvsroot/tail/Tail/src/test/net/sf/tail In directory sc8-pr-cvs10.sourceforge.net:/tmp/cvs-serv20967/src/test/net/sf/tail Modified Files: TradeTest.java Log Message: Aperfeiçoado o gráfico e criado testes para o dataset Index: TradeTest.java =================================================================== RCS file: /cvsroot/tail/Tail/src/test/net/sf/tail/TradeTest.java,v retrieving revision 1.3 retrieving revision 1.4 diff -C2 -d -r1.3 -r1.4 *** TradeTest.java 7 Jul 2007 18:45:24 -0000 1.3 --- TradeTest.java 21 Jul 2007 15:13:47 -0000 1.4 *************** *** 78,82 **** @Test public void shouldNotEnterTwice() { - // TODO: Será que esse é o comportamento esperado mesmo? assertTrue(trade.enter(0)); assertFalse(trade.enter(0)); --- 78,81 ---- *************** *** 85,89 **** @Test public void shouldNotExitTwice() { - // TODO: Será que esse é o comportamento esperado mesmo? assertTrue(trade.enter(0)); assertTrue(trade.exit(1)); --- 84,87 ---- |
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From: Márcio V. d. S. <mv...@us...> - 2007-07-21 15:14:03
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Update of /cvsroot/tail/Tail/src/test/net/sf/tail/strategy In directory sc8-pr-cvs10.sourceforge.net:/tmp/cvs-serv20967/src/test/net/sf/tail/strategy Modified Files: JustBuyOnceStrategyTest.java Log Message: Aperfeiçoado o gráfico e criado testes para o dataset Index: JustBuyOnceStrategyTest.java =================================================================== RCS file: /cvsroot/tail/Tail/src/test/net/sf/tail/strategy/JustBuyOnceStrategyTest.java,v retrieving revision 1.5 retrieving revision 1.6 diff -C2 -d -r1.5 -r1.6 *** JustBuyOnceStrategyTest.java 7 Jul 2007 18:45:24 -0000 1.5 --- JustBuyOnceStrategyTest.java 21 Jul 2007 15:13:46 -0000 1.6 *************** *** 39,43 **** Operation buy = new Operation(0,OperationType.BUY); - // TODO: Discutir... assertTrue(strategy.shouldOperate(trade, 0)); assertEquals(buy, trade.getEntry()); --- 39,42 ---- |
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From: Márcio V. d. S. <mv...@us...> - 2007-07-21 15:14:03
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Update of /cvsroot/tail/Tail/src/java/net/sf/tail In directory sc8-pr-cvs10.sourceforge.net:/tmp/cvs-serv20967/src/java/net/sf/tail Modified Files: Tick.java Indicator.java Log Message: Aperfeiçoado o gráfico e criado testes para o dataset Index: Indicator.java =================================================================== RCS file: /cvsroot/tail/Tail/src/java/net/sf/tail/Indicator.java,v retrieving revision 1.4 retrieving revision 1.5 diff -C2 -d -r1.4 -r1.5 *** Indicator.java 31 May 2007 16:45:40 -0000 1.4 --- Indicator.java 21 Jul 2007 15:13:46 -0000 1.5 *************** *** 13,15 **** --- 13,16 ---- public interface Indicator<T> { public T getValue(int index); + public String getName(); } Index: Tick.java =================================================================== RCS file: /cvsroot/tail/Tail/src/java/net/sf/tail/Tick.java,v retrieving revision 1.12 retrieving revision 1.13 diff -C2 -d -r1.12 -r1.13 *** Tick.java 14 Jun 2007 20:07:21 -0000 1.12 --- Tick.java 21 Jul 2007 15:13:46 -0000 1.13 *************** *** 36,39 **** --- 36,45 ---- this.closePrice = closePrice; } + + public Tick(Calendar data,double closePrice) { + super(); + this.closePrice = closePrice; + this.data = data; + } public Tick(Calendar data, double openPrice, double closePrice, double maxPrice, double minPrice, double variation, |
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From: Thies <tg...@us...> - 2007-07-19 21:51:56
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Update of /cvsroot/tail/Tail/src/config In directory sc8-pr-cvs10.sourceforge.net:/tmp/cvs-serv16312/src/config Modified Files: log4j.xml Log Message: Atualizado configuração do log4j, utilizando o log no Walker e WalkForward Index: log4j.xml =================================================================== RCS file: /cvsroot/tail/Tail/src/config/log4j.xml,v retrieving revision 1.2 retrieving revision 1.3 diff -C2 -d -r1.2 -r1.3 *** log4j.xml 10 Jun 2007 19:28:40 -0000 1.2 --- log4j.xml 19 Jul 2007 21:51:52 -0000 1.3 *************** *** 10,20 **** </appender> ! <category name="net.sf.tail"> ! <priority value="DEBUG" /> ! <appender-ref ref="stdout" /> ! </category> <root> ! <priority value="INFO" /> <appender-ref ref="stdout" /> </root> --- 10,17 ---- </appender> ! <root> ! <priority value="DEBUG" /> <appender-ref ref="stdout" /> </root> |
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From: Thies <tg...@us...> - 2007-07-19 21:51:56
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Update of /cvsroot/tail/Tail/src/java/net/sf/tail/analysis/walk In directory sc8-pr-cvs10.sourceforge.net:/tmp/cvs-serv16312/src/java/net/sf/tail/analysis/walk Modified Files: Walker.java WalkForward.java Log Message: Atualizado configuração do log4j, utilizando o log no Walker e WalkForward Index: WalkForward.java =================================================================== RCS file: /cvsroot/tail/Tail/src/java/net/sf/tail/analysis/walk/WalkForward.java,v retrieving revision 1.5 retrieving revision 1.6 diff -C2 -d -r1.5 -r1.6 *** WalkForward.java 19 Jul 2007 17:37:35 -0000 1.5 --- WalkForward.java 19 Jul 2007 21:51:53 -0000 1.6 *************** *** 29,32 **** --- 29,33 ---- public double walkForward(Set<Set<Strategy>> strategiesSet, TimeSeries series, int interval, AnalysisCriterion criterion) { + LOG.info("Running sets of strategies: " + strategiesSet); Walker walker = new Walker(evaluator); Runner runner = new HistoryRunner(OperationType.BUY); *************** *** 43,46 **** --- 44,48 ---- if (bestStrategySet == null || criterion.isBetter(values, bestValues)) { + LOG.debug("Changing better set of strategy to " + strategies); bestValues = values; bestStrategySet = strategies; *************** *** 48,55 **** } Strategy bestStrategy = evaluator.evaluate(bestStrategySet, constrainedSeries.get(constrainedSeries.size() - 2), criterion); ConstrainedTimeSeries lastInterval = constrainedSeries.get(constrainedSeries.size() - 1); List<Trade> trades = runner.run(bestStrategy, lastInterval.getBegin(), lastInterval.getBegin() + lastInterval.getSize()); ! return criterion.calculate(lastInterval, trades); } --- 50,58 ---- } + Strategy bestStrategy = evaluator.evaluate(bestStrategySet, constrainedSeries.get(constrainedSeries.size() - 2), criterion); ConstrainedTimeSeries lastInterval = constrainedSeries.get(constrainedSeries.size() - 1); List<Trade> trades = runner.run(bestStrategy, lastInterval.getBegin(), lastInterval.getBegin() + lastInterval.getSize()); ! LOG.info("Elected best strategy: " + bestStrategy); return criterion.calculate(lastInterval, trades); } Index: Walker.java =================================================================== RCS file: /cvsroot/tail/Tail/src/java/net/sf/tail/analysis/walk/Walker.java,v retrieving revision 1.2 retrieving revision 1.3 diff -C2 -d -r1.2 -r1.3 *** Walker.java 12 Jul 2007 17:59:23 -0000 1.2 --- Walker.java 19 Jul 2007 21:51:53 -0000 1.3 *************** *** 27,37 **** public List<Double> walk(Set<Strategy> strategies, List<ConstrainedTimeSeries> constrainedSeries, int interval, AnalysisCriterion criterion) { ! ! // tem de picotar o timeseries e ir chamando o walker pra cada ! // pedaco do time series usando sempre a melhor estrategia ! // do "periodo" passado no proximo periodo ! // e recalculando a melhor estatratgia List<Double> values = new ArrayList<Double>(); Strategy bestStrategy = evaluator.evaluate(strategies, constrainedSeries.get(0), criterion); Runner runner = new HistoryRunner(OperationType.BUY); --- 27,36 ---- public List<Double> walk(Set<Strategy> strategies, List<ConstrainedTimeSeries> constrainedSeries, int interval, AnalysisCriterion criterion) { ! ! LOG.info("Running strategies " + strategies); List<Double> values = new ArrayList<Double>(); + Strategy bestStrategy = evaluator.evaluate(strategies, constrainedSeries.get(0), criterion); + LOG.info("First best strategy calculated: " + bestStrategy); Runner runner = new HistoryRunner(OperationType.BUY); *************** *** 43,46 **** --- 42,46 ---- values.add(value); bestStrategy = evaluator.evaluate(strategies, constrainedSerie, criterion); + LOG.debug("Best strategy at period " + i + ": " + bestStrategy); } |
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From: Márcio V. d. S. <mv...@us...> - 2007-07-19 20:45:08
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Update of /cvsroot/tail/Tail/src/test/net/sf/tail/analysis/walk In directory sc8-pr-cvs10.sourceforge.net:/tmp/cvs-serv20832/src/test/net/sf/tail/analysis/walk Added Files: WalkForwardTest.java Log Message: Teste WalkForward --- NEW FILE: WalkForwardTest.java --- package net.sf.tail.analysis.walk; import static org.junit.Assert.assertEquals; import java.util.HashSet; import java.util.Set; import net.sf.tail.AnalysisCriterion; import net.sf.tail.Evaluator; import net.sf.tail.Operation; import net.sf.tail.OperationType; import net.sf.tail.Strategy; import net.sf.tail.TimeSeries; import net.sf.tail.analysis.criteria.TotalProfitCriterion; import net.sf.tail.analysis.evaluator.BestStrategyEvaluator; import net.sf.tail.sample.SampleTimeSeries; import net.sf.tail.strategy.FakeStrategy; import org.junit.Before; import org.junit.Test; public class WalkForwardTest { private AnalysisCriterion criteria; private TimeSeries series; private Evaluator evaluator; private Operation[] enter; private Operation[] exit; private Set<Strategy> strategies1; private Set<Strategy> strategies2; private Set<Set<Strategy>> strategiesSet; @Before public void setUp() { double[] data = new double[] {5d, 1d, 8d, 3d, 12d, 20d, 4d, 3d, 30d, 20d, 15d, 32d, 18d, 15d }; this.strategies1 = new HashSet<Strategy>(); this.strategies2 = new HashSet<Strategy>(); this.criteria = new TotalProfitCriterion(); this.series = new SampleTimeSeries(data); this.evaluator = new BestStrategyEvaluator(); this.strategiesSet = new HashSet<Set<Strategy>>(); enter = new Operation[] { new Operation(0, OperationType.BUY), null, null, null, null, null, new Operation(6, OperationType.BUY), null, null, null, null, new Operation(11, OperationType.BUY), null, null }; exit = new Operation[] { null, null, null, new Operation(3, OperationType.SELL), null, null, null, null, new Operation(8, OperationType.SELL), null, null, null, null, null }; strategies1.add(new FakeStrategy(enter, exit)); enter = new Operation[] { new Operation(0, OperationType.BUY), null, null, null, null, null, null, null, new Operation(8, OperationType.BUY), null, new Operation(10, OperationType.BUY), null, null, null }; exit = new Operation[] { null, null, new Operation(2, OperationType.SELL), null, null, null, null, null, null, null, null, null, null, null }; strategies1.add(new FakeStrategy(enter, exit)); strategiesSet.add(strategies1); enter = new Operation[] { new Operation(0, OperationType.BUY), null, null, null, null, null, null, null, new Operation(8, OperationType.BUY), null, null, new Operation(11, OperationType.BUY), null, null }; exit = new Operation[] { null, null, null, new Operation(3, OperationType.SELL), null, null, null, null, null, null, null, null, null, null }; strategies2.add(new FakeStrategy(enter, exit)); enter = new Operation[] { new Operation(0, OperationType.BUY), null, null, null, null, null, new Operation(6, OperationType.BUY), null, null, null, new Operation(10, OperationType.BUY), null, null, null }; exit = new Operation[] { null, null, new Operation(2, OperationType.SELL), null, null, null, null, null, new Operation(8, OperationType.SELL), null, null, null, null, null }; strategies2.add(new FakeStrategy(enter, exit)); strategiesSet.add(strategies2); } @Test public void testWalkForward() { WalkForward walk = new WalkForward(evaluator); Double value = walk.walkForward(strategiesSet, series, 5, criteria); assertEquals(15d/15, value); } } |
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From: Márcio V. d. S. <mv...@us...> - 2007-07-19 18:16:12
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Update of /cvsroot/tail/Tail/src/java/net/sf/tail/analysis/criteria In directory sc8-pr-cvs10.sourceforge.net:/tmp/cvs-serv24800/src/java/net/sf/tail/analysis/criteria Modified Files: TotalProfitCriterion.java Log Message: Alterado nomes de atributos. Index: TotalProfitCriterion.java =================================================================== RCS file: /cvsroot/tail/Tail/src/java/net/sf/tail/analysis/criteria/TotalProfitCriterion.java,v retrieving revision 1.8 retrieving revision 1.9 diff -C2 -d -r1.8 -r1.9 *** TotalProfitCriterion.java 19 Jul 2007 17:37:36 -0000 1.8 --- TotalProfitCriterion.java 19 Jul 2007 18:16:13 -0000 1.9 *************** *** 32,44 **** public boolean isBetter(List<Double> first, List<Double> second) { ! double firstSum = 0, secondSum = 0; for (int i = 0; i < first.size(); i++) { ! firstSum *= first.get(i); ! secondSum *= second.get(i); } ! return (firstSum > secondSum); } --- 32,44 ---- public boolean isBetter(List<Double> first, List<Double> second) { ! double firstProduct = 1, secondProduct = 1; for (int i = 0; i < first.size(); i++) { ! firstProduct *= first.get(i); ! secondProduct *= second.get(i); } ! return (firstProduct > secondProduct); } |
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From: Márcio V. d. S. <mv...@us...> - 2007-07-19 18:15:20
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Update of /cvsroot/tail/Tail/src/test/net/sf/tail/analysis/criteria In directory sc8-pr-cvs10.sourceforge.net:/tmp/cvs-serv24382/src/test/net/sf/tail/analysis/criteria Modified Files: AverageProfitCriterionTest.java MaximumDrawDownCriterionTest.java RewardRiskRatioCriterionTest.java TotalProfitCriterionTest.java Log Message: Testes do isBetter incluidos. Index: TotalProfitCriterionTest.java =================================================================== RCS file: /cvsroot/tail/Tail/src/test/net/sf/tail/analysis/criteria/TotalProfitCriterionTest.java,v retrieving revision 1.3 retrieving revision 1.4 diff -C2 -d -r1.3 -r1.4 *** TotalProfitCriterionTest.java 16 Jun 2007 18:20:35 -0000 1.3 --- TotalProfitCriterionTest.java 19 Jul 2007 18:15:19 -0000 1.4 *************** *** 2,5 **** --- 2,6 ---- import static org.junit.Assert.assertEquals; + import static org.junit.Assert.assertTrue; import java.util.ArrayList; *************** *** 58,60 **** --- 59,81 ---- } + @Test + public void testIsBetter(){ + AnalysisCriterion criterion = new TotalProfitCriterion(); + List<Double> list1 = new ArrayList<Double>(); + List<Double> list2 = new ArrayList<Double>(); + + list1.add(1.3d); + list1.add(1.5d); + list1.add(1.3d); + list1.add(1.3d); + list1.add(1.3d); + + list2.add(1.4d); + list2.add(1.2d); + list2.add(1.3d); + list2.add(1.4d); + list2.add(1.3d); + + assertTrue(criterion.isBetter(list1, list2)); + } } Index: RewardRiskRatioCriterionTest.java =================================================================== RCS file: /cvsroot/tail/Tail/src/test/net/sf/tail/analysis/criteria/RewardRiskRatioCriterionTest.java,v retrieving revision 1.6 retrieving revision 1.7 diff -C2 -d -r1.6 -r1.7 *** RewardRiskRatioCriterionTest.java 28 Jun 2007 17:36:46 -0000 1.6 --- RewardRiskRatioCriterionTest.java 19 Jul 2007 18:15:19 -0000 1.7 *************** *** 7,10 **** --- 7,11 ---- import java.util.List; + import net.sf.tail.AnalysisCriterion; import net.sf.tail.Operation; import net.sf.tail.OperationType; *************** *** 59,62 **** --- 60,84 ---- } + + @Test + public void testIsBetter(){ + AnalysisCriterion criterion = new RewardRiskRatioCriterion(); + List<Double> list1 = new ArrayList<Double>(); + List<Double> list2 = new ArrayList<Double>(); + + list1.add(5.1d); + list1.add(6.2d); + list1.add(7.3d); + list1.add(8.4d); + list1.add(11.5d); + + list2.add(7.0d); + list2.add(4.1d); + list2.add(6.2d); + list2.add(8.3d); + list2.add(10.4d); + + assertTrue(criterion.isBetter(list1, list2)); + } } Index: MaximumDrawDownCriterionTest.java =================================================================== RCS file: /cvsroot/tail/Tail/src/test/net/sf/tail/analysis/criteria/MaximumDrawDownCriterionTest.java,v retrieving revision 1.3 retrieving revision 1.4 diff -C2 -d -r1.3 -r1.4 *** MaximumDrawDownCriterionTest.java 23 Jun 2007 13:18:22 -0000 1.3 --- MaximumDrawDownCriterionTest.java 19 Jul 2007 18:15:19 -0000 1.4 *************** *** 2,10 **** import static org.junit.Assert.assertEquals; import java.util.ArrayList; import java.util.List; ! import junit.framework.JUnit4TestAdapter; import net.sf.tail.Operation; import net.sf.tail.OperationType; --- 2,11 ---- import static org.junit.Assert.assertEquals; + import static org.junit.Assert.assertTrue; import java.util.ArrayList; import java.util.List; ! import net.sf.tail.AnalysisCriterion; import net.sf.tail.Operation; import net.sf.tail.OperationType; *************** *** 71,76 **** } ! public static junit.framework.Test suite() { ! return new JUnit4TestAdapter(MaximumDrawDownCriterionTest.class); } } --- 72,94 ---- } ! @Test ! public void testIsBetter(){ ! AnalysisCriterion criterion = new MaximumDrawDownCriterion(); ! List<Double> list1 = new ArrayList<Double>(); ! List<Double> list2 = new ArrayList<Double>(); ! ! list1.add(5.1d); ! list1.add(6.2d); ! list1.add(7.3d); ! list1.add(8.4d); ! list1.add(9.5d); ! ! list2.add(7.0d); ! list2.add(4.1d); ! list2.add(6.2d); ! list2.add(9.3d); ! list2.add(10.4d); ! ! assertTrue(criterion.isBetter(list1, list2)); } } Index: AverageProfitCriterionTest.java =================================================================== RCS file: /cvsroot/tail/Tail/src/test/net/sf/tail/analysis/criteria/AverageProfitCriterionTest.java,v retrieving revision 1.3 retrieving revision 1.4 diff -C2 -d -r1.3 -r1.4 *** AverageProfitCriterionTest.java 16 Jun 2007 18:20:35 -0000 1.3 --- AverageProfitCriterionTest.java 19 Jul 2007 18:15:19 -0000 1.4 *************** *** 2,5 **** --- 2,6 ---- import static org.junit.Assert.assertEquals; + import static org.junit.Assert.assertTrue; import java.util.ArrayList; *************** *** 51,54 **** --- 52,76 ---- assertEquals(Double.NaN, averageProfit.calculate(series,trades)); } + + @Test + public void testIsBetter(){ + AnalysisCriterion criterion = new AverageProfitCriterion(); + List<Double> list1 = new ArrayList<Double>(); + List<Double> list2 = new ArrayList<Double>(); + + list1.add(1.4d); + list1.add(1.2d); + list1.add(1.3d); + list1.add(1.4d); + list1.add(1.3d); + + list2.add(1.3d); + list2.add(1.3d); + list2.add(1.3d); + list2.add(1.3d); + list2.add(1.3d); + + assertTrue(criterion.isBetter(list1, list2)); + } } |
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From: Márcio V. d. S. <mv...@us...> - 2007-07-19 18:14:54
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Update of /cvsroot/tail/Tail/src/test/net/sf/tail/indicator/cache In directory sc8-pr-cvs10.sourceforge.net:/tmp/cvs-serv23961/src/test/net/sf/tail/indicator/cache Modified Files: CachedIndicatorTest.java Log Message: Reitrados os metodos de compatibilidade de junit. Index: CachedIndicatorTest.java =================================================================== RCS file: /cvsroot/tail/Tail/src/test/net/sf/tail/indicator/cache/CachedIndicatorTest.java,v retrieving revision 1.5 retrieving revision 1.6 diff -C2 -d -r1.5 -r1.6 *** CachedIndicatorTest.java 7 Jul 2007 18:45:24 -0000 1.5 --- CachedIndicatorTest.java 19 Jul 2007 18:14:52 -0000 1.6 *************** *** 5,9 **** import java.util.Arrays; - import junit.framework.JUnit4TestAdapter; import net.sf.tail.TimeSeries; import net.sf.tail.indicator.simple.ClosePriceIndicator; --- 5,8 ---- *************** *** 57,63 **** cache.getValue(13); } - - public static junit.framework.Test suite() { - return new JUnit4TestAdapter(CachedIndicatorTest.class); - } } --- 56,58 ---- |
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From: Márcio V. d. S. <mv...@us...> - 2007-07-19 18:14:54
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Update of /cvsroot/tail/Tail/src/test/net/sf/tail/indicator/simple In directory sc8-pr-cvs10.sourceforge.net:/tmp/cvs-serv23961/src/test/net/sf/tail/indicator/simple Modified Files: TradeIndicatorTest.java PreviousPriceIndicatorTest.java MaxPriceIndicatorTest.java ClosePriceIndicatorTest.java ConstantIndicatorTest.java MinPriceIndicatorTest.java AmountIndicatorTest.java VolumeIndicatorTest.java OpenPriceIndicatorTest.java VariationPriceIndicatorTest.java Log Message: Reitrados os metodos de compatibilidade de junit. Index: VolumeIndicatorTest.java =================================================================== RCS file: /cvsroot/tail/Tail/src/test/net/sf/tail/indicator/simple/VolumeIndicatorTest.java,v retrieving revision 1.6 retrieving revision 1.7 diff -C2 -d -r1.6 -r1.7 *** VolumeIndicatorTest.java 7 Jul 2007 18:45:23 -0000 1.6 --- VolumeIndicatorTest.java 19 Jul 2007 18:14:52 -0000 1.7 *************** *** 2,6 **** import static org.junit.Assert.assertEquals; - import junit.framework.JUnit4TestAdapter; import net.sf.tail.TimeSeries; import net.sf.tail.sample.SampleTimeSeries; --- 2,5 ---- *************** *** 31,37 **** volumeIndicator.getValue(10); } - - public static junit.framework.Test suite() { - return new JUnit4TestAdapter(VolumeIndicatorTest.class); - } } --- 30,32 ---- Index: AmountIndicatorTest.java =================================================================== RCS file: /cvsroot/tail/Tail/src/test/net/sf/tail/indicator/simple/AmountIndicatorTest.java,v retrieving revision 1.6 retrieving revision 1.7 diff -C2 -d -r1.6 -r1.7 *** AmountIndicatorTest.java 7 Jul 2007 18:45:23 -0000 1.6 --- AmountIndicatorTest.java 19 Jul 2007 18:14:52 -0000 1.7 *************** *** 2,6 **** import static org.junit.Assert.assertEquals; - import junit.framework.JUnit4TestAdapter; import net.sf.tail.TimeSeries; import net.sf.tail.sample.SampleTimeSeries; --- 2,5 ---- *************** *** 32,38 **** amountIndicator.getValue(10); } - - public static junit.framework.Test suite() { - return new JUnit4TestAdapter(AmountIndicatorTest.class); - } } --- 31,33 ---- Index: MaxPriceIndicatorTest.java =================================================================== RCS file: /cvsroot/tail/Tail/src/test/net/sf/tail/indicator/simple/MaxPriceIndicatorTest.java,v retrieving revision 1.9 retrieving revision 1.10 diff -C2 -d -r1.9 -r1.10 *** MaxPriceIndicatorTest.java 7 Jul 2007 18:45:23 -0000 1.9 --- MaxPriceIndicatorTest.java 19 Jul 2007 18:14:52 -0000 1.10 *************** *** 2,6 **** import static org.junit.Assert.assertEquals; - import junit.framework.JUnit4TestAdapter; import net.sf.tail.TimeSeries; import net.sf.tail.sample.SampleTimeSeries; --- 2,5 ---- *************** *** 32,38 **** maxPriceIndicator.getValue(10); } - - public static junit.framework.Test suite() { - return new JUnit4TestAdapter(MaxPriceIndicatorTest.class); - } } --- 31,33 ---- Index: TradeIndicatorTest.java =================================================================== RCS file: /cvsroot/tail/Tail/src/test/net/sf/tail/indicator/simple/TradeIndicatorTest.java,v retrieving revision 1.10 retrieving revision 1.11 diff -C2 -d -r1.10 -r1.11 *** TradeIndicatorTest.java 7 Jul 2007 18:45:23 -0000 1.10 --- TradeIndicatorTest.java 19 Jul 2007 18:14:52 -0000 1.11 *************** *** 2,6 **** import static org.junit.Assert.assertEquals; - import junit.framework.JUnit4TestAdapter; import net.sf.tail.TimeSeries; import net.sf.tail.sample.SampleTimeSeries; --- 2,5 ---- *************** *** 35,41 **** tradeIndicator.getValue(10); } - - public static junit.framework.Test suite() { - return new JUnit4TestAdapter(TradeIndicatorTest.class); - } } --- 34,36 ---- Index: ConstantIndicatorTest.java =================================================================== RCS file: /cvsroot/tail/Tail/src/test/net/sf/tail/indicator/simple/ConstantIndicatorTest.java,v retrieving revision 1.4 retrieving revision 1.5 diff -C2 -d -r1.4 -r1.5 *** ConstantIndicatorTest.java 31 May 2007 16:45:40 -0000 1.4 --- ConstantIndicatorTest.java 19 Jul 2007 18:14:52 -0000 1.5 *************** *** 2,6 **** import static org.junit.Assert.assertEquals; - import junit.framework.JUnit4TestAdapter; import org.junit.Before; --- 2,5 ---- *************** *** 23,29 **** assertEquals(30.33, constantIndicator.getValue(30)); } - - public static junit.framework.Test suite() { - return new JUnit4TestAdapter(ConstantIndicatorTest.class); - } } --- 22,24 ---- Index: OpenPriceIndicatorTest.java =================================================================== RCS file: /cvsroot/tail/Tail/src/test/net/sf/tail/indicator/simple/OpenPriceIndicatorTest.java,v retrieving revision 1.9 retrieving revision 1.10 diff -C2 -d -r1.9 -r1.10 *** OpenPriceIndicatorTest.java 7 Jul 2007 18:45:24 -0000 1.9 --- OpenPriceIndicatorTest.java 19 Jul 2007 18:14:52 -0000 1.10 *************** *** 2,6 **** import static org.junit.Assert.assertEquals; - import junit.framework.JUnit4TestAdapter; import net.sf.tail.TimeSeries; import net.sf.tail.sample.SampleTimeSeries; --- 2,5 ---- *************** *** 31,37 **** openPriceIndicator.getValue(10); } - - public static junit.framework.Test suite() { - return new JUnit4TestAdapter(OpenPriceIndicatorTest.class); - } } --- 30,32 ---- Index: VariationPriceIndicatorTest.java =================================================================== RCS file: /cvsroot/tail/Tail/src/test/net/sf/tail/indicator/simple/VariationPriceIndicatorTest.java,v retrieving revision 1.7 retrieving revision 1.8 diff -C2 -d -r1.7 -r1.8 *** VariationPriceIndicatorTest.java 7 Jul 2007 18:45:23 -0000 1.7 --- VariationPriceIndicatorTest.java 19 Jul 2007 18:14:52 -0000 1.8 *************** *** 2,6 **** import static org.junit.Assert.assertEquals; - import junit.framework.JUnit4TestAdapter; import net.sf.tail.TimeSeries; import net.sf.tail.sample.SampleTimeSeries; --- 2,5 ---- *************** *** 33,39 **** variationIndicator.getValue(10); } - - public static junit.framework.Test suite() { - return new JUnit4TestAdapter(VariationPriceIndicatorTest.class); - } } --- 32,34 ---- Index: MinPriceIndicatorTest.java =================================================================== RCS file: /cvsroot/tail/Tail/src/test/net/sf/tail/indicator/simple/MinPriceIndicatorTest.java,v retrieving revision 1.9 retrieving revision 1.10 diff -C2 -d -r1.9 -r1.10 *** MinPriceIndicatorTest.java 7 Jul 2007 18:45:23 -0000 1.9 --- MinPriceIndicatorTest.java 19 Jul 2007 18:14:52 -0000 1.10 *************** *** 2,6 **** import static org.junit.Assert.assertEquals; - import junit.framework.JUnit4TestAdapter; import net.sf.tail.TimeSeries; import net.sf.tail.sample.SampleTimeSeries; --- 2,5 ---- *************** *** 31,37 **** minPriceIndicator.getValue(10); } - - public static junit.framework.Test suite() { - return new JUnit4TestAdapter(MinPriceIndicatorTest.class); - } } --- 30,32 ---- Index: ClosePriceIndicatorTest.java =================================================================== RCS file: /cvsroot/tail/Tail/src/test/net/sf/tail/indicator/simple/ClosePriceIndicatorTest.java,v retrieving revision 1.9 retrieving revision 1.10 diff -C2 -d -r1.9 -r1.10 *** ClosePriceIndicatorTest.java 7 Jul 2007 18:45:23 -0000 1.9 --- ClosePriceIndicatorTest.java 19 Jul 2007 18:14:52 -0000 1.10 *************** *** 2,6 **** import static org.junit.Assert.assertEquals; - import junit.framework.JUnit4TestAdapter; import net.sf.tail.TimeSeries; import net.sf.tail.sample.SampleTimeSeries; --- 2,5 ---- *************** *** 33,39 **** closePrice.getValue(10); } - - public static junit.framework.Test suite() { - return new JUnit4TestAdapter(ClosePriceIndicatorTest.class); - } } --- 32,34 ---- Index: PreviousPriceIndicatorTest.java =================================================================== RCS file: /cvsroot/tail/Tail/src/test/net/sf/tail/indicator/simple/PreviousPriceIndicatorTest.java,v retrieving revision 1.9 retrieving revision 1.10 diff -C2 -d -r1.9 -r1.10 *** PreviousPriceIndicatorTest.java 7 Jul 2007 18:45:23 -0000 1.9 --- PreviousPriceIndicatorTest.java 19 Jul 2007 18:14:52 -0000 1.10 *************** *** 2,6 **** import static org.junit.Assert.assertEquals; - import junit.framework.JUnit4TestAdapter; import net.sf.tail.TimeSeries; import net.sf.tail.sample.SampleTimeSeries; --- 2,5 ---- *************** *** 32,38 **** previousPriceIndicator.getValue(10); } - - public static junit.framework.Test suite() { - return new JUnit4TestAdapter(PreviousPriceIndicatorTest.class); - } } --- 31,33 ---- |
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From: Márcio V. d. S. <mv...@us...> - 2007-07-19 17:37:38
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Update of /cvsroot/tail/Tail/src/java/net/sf/tail/analysis/criteria In directory sc8-pr-cvs10.sourceforge.net:/tmp/cvs-serv8027/src/java/net/sf/tail/analysis/criteria Modified Files: TotalProfitCriterion.java Log Message: Refatoração WalkForward e Correção do metodo isBetter em totalProfitCriterion. Index: TotalProfitCriterion.java =================================================================== RCS file: /cvsroot/tail/Tail/src/java/net/sf/tail/analysis/criteria/TotalProfitCriterion.java,v retrieving revision 1.7 retrieving revision 1.8 diff -C2 -d -r1.7 -r1.8 *** TotalProfitCriterion.java 12 Jul 2007 17:59:22 -0000 1.7 --- TotalProfitCriterion.java 19 Jul 2007 17:37:36 -0000 1.8 *************** *** 36,41 **** for (int i = 0; i < first.size(); i++) { ! firstSum += first.get(i); ! secondSum += second.get(i); } --- 36,41 ---- for (int i = 0; i < first.size(); i++) { ! firstSum *= first.get(i); ! secondSum *= second.get(i); } |
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From: Márcio V. d. S. <mv...@us...> - 2007-07-19 17:37:38
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Update of /cvsroot/tail/Tail/src/java/net/sf/tail/analysis/walk In directory sc8-pr-cvs10.sourceforge.net:/tmp/cvs-serv8027/src/java/net/sf/tail/analysis/walk Modified Files: WalkForward.java Log Message: Refatoração WalkForward e Correção do metodo isBetter em totalProfitCriterion. Index: WalkForward.java =================================================================== RCS file: /cvsroot/tail/Tail/src/java/net/sf/tail/analysis/walk/WalkForward.java,v retrieving revision 1.4 retrieving revision 1.5 diff -C2 -d -r1.4 -r1.5 *** WalkForward.java 12 Jul 2007 17:59:23 -0000 1.4 --- WalkForward.java 19 Jul 2007 17:37:35 -0000 1.5 *************** *** 38,43 **** List<ConstrainedTimeSeries> constrainedSeries = splitter.split(series, interval); ! for (int i = 0; i < strategiesSet.size(); i++) { ! Set<Strategy> strategies = strategiesSet.iterator().next(); values = walker.walk(strategies, constrainedSeries, interval, criterion); --- 38,42 ---- List<ConstrainedTimeSeries> constrainedSeries = splitter.split(series, interval); ! for (Set<Strategy> strategies : strategiesSet) { values = walker.walk(strategies, constrainedSeries, interval, criterion); |
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From: Carlos <ma...@us...> - 2007-07-12 18:04:01
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Update of /cvsroot/tail/Tail/src/test/net/sf/tail/analysis/walk In directory sc8-pr-cvs10.sourceforge.net:/tmp/cvs-serv12437/src/test/net/sf/tail/analysis/walk Modified Files: WalkerTest.java Log Message: Ajuste do teste para nova versão do Walker. Pois o método walk recebia TimeSeriescomo parâmetro e agora recebe um List<ConstrainedTimeSeries>. Index: WalkerTest.java =================================================================== RCS file: /cvsroot/tail/Tail/src/test/net/sf/tail/analysis/walk/WalkerTest.java,v retrieving revision 1.1 retrieving revision 1.2 diff -C2 -d -r1.1 -r1.2 *** WalkerTest.java 5 Jul 2007 21:55:34 -0000 1.1 --- WalkerTest.java 12 Jul 2007 18:04:00 -0000 1.2 *************** *** 8,11 **** --- 8,12 ---- import net.sf.tail.AnalysisCriterion; + import net.sf.tail.ConstrainedTimeSeries; import net.sf.tail.Evaluator; import net.sf.tail.Operation; *************** *** 13,16 **** --- 14,18 ---- import net.sf.tail.Strategy; import net.sf.tail.TimeSeries; + import net.sf.tail.TimeSeriesSplitter; import net.sf.tail.analysis.criteria.TotalProfitCriterion; import net.sf.tail.analysis.evaluator.BestStrategyEvaluator; *************** *** 31,34 **** --- 33,38 ---- private Operation[] enter; private Operation[] exit; + private TimeSeriesSplitter splitter; + private List<ConstrainedTimeSeries> constrainedSeries; @Before *************** *** 40,43 **** --- 44,50 ---- this.series = new SampleTimeSeries(data); this.evaluator = new BestStrategyEvaluator(); + this.splitter = new TimeSeriesSplitter(); + this.constrainedSeries = this.splitter.split(series, 5); + enter = new Operation[] { new Operation(0, OperationType.BUY), null, *************** *** 112,116 **** { Walker walk = new Walker(evaluator); ! List<Double> values = walk.walk(strategies, series, 5, criteria); assertEquals(20d/30, values.get(0)); assertEquals(15d/32, values.get(1)); --- 119,123 ---- { Walker walk = new Walker(evaluator); ! List<Double> values = walk.walk(strategies, constrainedSeries, 5, criteria); assertEquals(20d/30, values.get(0)); assertEquals(15d/32, values.get(1)); |
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From: Carlos <ma...@us...> - 2007-07-12 17:59:28
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Update of /cvsroot/tail/Tail/src/java/net/sf/tail/analysis/criteria In directory sc8-pr-cvs10.sourceforge.net:/tmp/cvs-serv10579/src/java/net/sf/tail/analysis/criteria Modified Files: TotalProfitCriterion.java MaximumDrawDownCriterion.java RewardRiskRatioCriterion.java AverageProfitCriterion.java Log Message: Feita classe WalkForward e alterações feitas em outras classes para que o cálculo fosse possível. Como dito no e-mail. Index: TotalProfitCriterion.java =================================================================== RCS file: /cvsroot/tail/Tail/src/java/net/sf/tail/analysis/criteria/TotalProfitCriterion.java,v retrieving revision 1.6 retrieving revision 1.7 diff -C2 -d -r1.6 -r1.7 *** TotalProfitCriterion.java 23 Jun 2007 13:17:46 -0000 1.6 --- TotalProfitCriterion.java 12 Jul 2007 17:59:22 -0000 1.7 *************** *** 31,33 **** --- 31,45 ---- } + public boolean isBetter(List<Double> first, List<Double> second) { + double firstSum = 0, secondSum = 0; + + for (int i = 0; i < first.size(); i++) + { + firstSum += first.get(i); + secondSum += second.get(i); + } + + return (firstSum > secondSum); + } + } Index: MaximumDrawDownCriterion.java =================================================================== RCS file: /cvsroot/tail/Tail/src/java/net/sf/tail/analysis/criteria/MaximumDrawDownCriterion.java,v retrieving revision 1.7 retrieving revision 1.8 diff -C2 -d -r1.7 -r1.8 *** MaximumDrawDownCriterion.java 23 Jun 2007 13:18:23 -0000 1.7 --- MaximumDrawDownCriterion.java 12 Jul 2007 17:59:22 -0000 1.8 *************** *** 29,31 **** --- 29,43 ---- return max; } + + public boolean isBetter(List<Double> first, List<Double> second) { + double firstSum = 0, secondSum = 0; + + for (int i = 0; i < first.size(); i++) + { + firstSum += first.get(i); + secondSum += second.get(i); + } + + return (firstSum < secondSum); + } } Index: RewardRiskRatioCriterion.java =================================================================== RCS file: /cvsroot/tail/Tail/src/java/net/sf/tail/analysis/criteria/RewardRiskRatioCriterion.java,v retrieving revision 1.6 retrieving revision 1.7 diff -C2 -d -r1.6 -r1.7 *** RewardRiskRatioCriterion.java 16 Jun 2007 18:20:35 -0000 1.6 --- RewardRiskRatioCriterion.java 12 Jul 2007 17:59:22 -0000 1.7 *************** *** 17,19 **** --- 17,31 ---- } + public boolean isBetter(List<Double> first, List<Double> second) { + double firstSum = 0, secondSum = 0; + + for (int i = 0; i < first.size(); i++) + { + firstSum += first.get(i); + secondSum += second.get(i); + } + + return (firstSum > secondSum); + } + } Index: AverageProfitCriterion.java =================================================================== RCS file: /cvsroot/tail/Tail/src/java/net/sf/tail/analysis/criteria/AverageProfitCriterion.java,v retrieving revision 1.3 retrieving revision 1.4 diff -C2 -d -r1.3 -r1.4 *** AverageProfitCriterion.java 16 Jun 2007 18:20:35 -0000 1.3 --- AverageProfitCriterion.java 12 Jul 2007 17:59:22 -0000 1.4 *************** *** 17,19 **** --- 17,31 ---- return Math.pow(totalProfit.calculate(series,trades), 1d/nTicks); } + + public boolean isBetter(List<Double> first, List<Double> second) { + double firstSum = 0, secondSum = 0; + + for (int i = 0; i < first.size(); i++) + { + firstSum += first.get(i); + secondSum += second.get(i); + } + + return (firstSum > secondSum); + } } |
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From: Carlos <ma...@us...> - 2007-07-12 17:59:28
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Update of /cvsroot/tail/Tail/src/java/net/sf/tail/analysis/walk In directory sc8-pr-cvs10.sourceforge.net:/tmp/cvs-serv10579/src/java/net/sf/tail/analysis/walk Modified Files: Walker.java Added Files: WalkForward.java Log Message: Feita classe WalkForward e alterações feitas em outras classes para que o cálculo fosse possível. Como dito no e-mail. --- NEW FILE: WalkForward.java --- package net.sf.tail.analysis.walk; import java.util.ArrayList; import java.util.List; import java.util.Set; import net.sf.tail.AnalysisCriterion; import net.sf.tail.ConstrainedTimeSeries; import net.sf.tail.Evaluator; import net.sf.tail.OperationType; import net.sf.tail.Runner; import net.sf.tail.Strategy; import net.sf.tail.TimeSeries; import net.sf.tail.TimeSeriesSplitter; import net.sf.tail.Trade; import net.sf.tail.runner.HistoryRunner; import org.apache.log4j.Logger; public class WalkForward { private static final Logger LOG = Logger.getLogger(WalkForward.class); private Evaluator evaluator; public WalkForward(Evaluator evaluator) { this.evaluator = evaluator; } public double walkForward(Set<Set<Strategy>> strategiesSet, TimeSeries series, int interval, AnalysisCriterion criterion) { Walker walker = new Walker(evaluator); Runner runner = new HistoryRunner(OperationType.BUY); List<Double> values = new ArrayList<Double>(); List<Double> bestValues = null; Set<Strategy> bestStrategySet = null; TimeSeriesSplitter splitter = new TimeSeriesSplitter(); List<ConstrainedTimeSeries> constrainedSeries = splitter.split(series, interval); for (int i = 0; i < strategiesSet.size(); i++) { Set<Strategy> strategies = strategiesSet.iterator().next(); values = walker.walk(strategies, constrainedSeries, interval, criterion); if (bestStrategySet == null || criterion.isBetter(values, bestValues)) { bestValues = values; bestStrategySet = strategies; } } Strategy bestStrategy = evaluator.evaluate(bestStrategySet, constrainedSeries.get(constrainedSeries.size() - 2), criterion); ConstrainedTimeSeries lastInterval = constrainedSeries.get(constrainedSeries.size() - 1); List<Trade> trades = runner.run(bestStrategy, lastInterval.getBegin(), lastInterval.getBegin() + lastInterval.getSize()); return criterion.calculate(lastInterval, trades); } } Index: Walker.java =================================================================== RCS file: /cvsroot/tail/Tail/src/java/net/sf/tail/analysis/walk/Walker.java,v retrieving revision 1.1 retrieving revision 1.2 diff -C2 -d -r1.1 -r1.2 *** Walker.java 5 Jul 2007 21:53:17 -0000 1.1 --- Walker.java 12 Jul 2007 17:59:23 -0000 1.2 *************** *** 11,16 **** import net.sf.tail.Runner; import net.sf.tail.Strategy; - import net.sf.tail.TimeSeries; - import net.sf.tail.TimeSeriesSplitter; import net.sf.tail.Trade; import net.sf.tail.runner.HistoryRunner; --- 11,14 ---- *************** *** 28,32 **** } ! public List<Double> walk(Set<Strategy> strategies, TimeSeries series, int interval, AnalysisCriterion criterion) { // tem de picotar o timeseries e ir chamando o walker pra cada --- 26,30 ---- } ! public List<Double> walk(Set<Strategy> strategies, List<ConstrainedTimeSeries> constrainedSeries, int interval, AnalysisCriterion criterion) { // tem de picotar o timeseries e ir chamando o walker pra cada *************** *** 34,39 **** // do "periodo" passado no proximo periodo // e recalculando a melhor estatratgia - TimeSeriesSplitter splitter = new TimeSeriesSplitter(); - List<ConstrainedTimeSeries> constrainedSeries = splitter.split(series, interval); List<Double> values = new ArrayList<Double>(); Strategy bestStrategy = evaluator.evaluate(strategies, constrainedSeries.get(0), criterion); --- 32,35 ---- |
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From: Carlos <ma...@us...> - 2007-07-12 17:59:28
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Update of /cvsroot/tail/Tail/src/java/net/sf/tail In directory sc8-pr-cvs10.sourceforge.net:/tmp/cvs-serv10579/src/java/net/sf/tail Modified Files: AnalysisCriterion.java Log Message: Feita classe WalkForward e alterações feitas em outras classes para que o cálculo fosse possível. Como dito no e-mail. Index: AnalysisCriterion.java =================================================================== RCS file: /cvsroot/tail/Tail/src/java/net/sf/tail/AnalysisCriterion.java,v retrieving revision 1.1 retrieving revision 1.2 diff -C2 -d -r1.1 -r1.2 *** AnalysisCriterion.java 16 Jun 2007 18:20:35 -0000 1.1 --- AnalysisCriterion.java 12 Jul 2007 17:59:23 -0000 1.2 *************** *** 8,11 **** --- 8,12 ---- double calculate(TimeSeries series, List<Trade> trades); + boolean isBetter(List<Double> first, List<Double> second); } |