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From: Márcio V. d. S. <mv...@us...> - 2007-05-19 14:18:14
|
Update of /cvsroot/tail/Tail/src/java/net/sf/tail In directory sc8-pr-cvs10.sourceforge.net:/tmp/cvs-serv18186/src/java/net/sf/tail Modified Files: OperationType.java Log Message: format do eclipse Index: OperationType.java =================================================================== RCS file: /cvsroot/tail/Tail/src/java/net/sf/tail/OperationType.java,v retrieving revision 1.1 retrieving revision 1.2 diff -C2 -d -r1.1 -r1.2 *** OperationType.java 19 May 2007 12:37:56 -0000 1.1 --- OperationType.java 19 May 2007 14:18:14 -0000 1.2 *************** *** 3,6 **** public enum OperationType { BUY, SELL; - } --- 3,5 ---- |
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From: Márcio V. d. S. <mv...@us...> - 2007-05-19 14:17:48
|
Update of /cvsroot/tail/Tail/src/java/net/sf/tail In directory sc8-pr-cvs10.sourceforge.net:/tmp/cvs-serv17810/src/java/net/sf/tail Modified Files: Operation.java Trade.java Log Message: overrided o método equals Index: Operation.java =================================================================== RCS file: /cvsroot/tail/Tail/src/java/net/sf/tail/Operation.java,v retrieving revision 1.1 retrieving revision 1.2 diff -C2 -d -r1.1 -r1.2 *** Operation.java 19 May 2007 12:37:56 -0000 1.1 --- Operation.java 19 May 2007 14:17:47 -0000 1.2 *************** *** 5,9 **** private OperationType type; private int index; ! public Operation(int index, OperationType type) { this.type = type; --- 5,9 ---- private OperationType type; private int index; ! public Operation(int index, OperationType type) { this.type = type; *************** *** 14,20 **** return type; } ! public int getIndex() { return index; } } --- 14,31 ---- return type; } ! public int getIndex() { return index; } + + @Override + public boolean equals(Object obj) { + if (obj instanceof Operation) { + Operation o = (Operation) obj; + return type.equals(o.getType()) && + (index == o.getIndex()); + } + return false; + } + } Index: Trade.java =================================================================== RCS file: /cvsroot/tail/Tail/src/java/net/sf/tail/Trade.java,v retrieving revision 1.1 retrieving revision 1.2 diff -C2 -d -r1.1 -r1.2 *** Trade.java 19 May 2007 12:37:57 -0000 1.1 --- Trade.java 19 May 2007 14:17:47 -0000 1.2 *************** *** 20,22 **** --- 20,32 ---- } + @Override + public boolean equals(Object obj) { + if(obj instanceof Trade){ + Trade t = (Trade)obj; + return entry.equals(t.getEntry()) && + exit.equals(t.getExit()); + } + return false; + } + } |
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From: Márcio V. d. S. <mv...@us...> - 2007-05-19 14:16:52
|
Update of /cvsroot/tail/Tail/src/test/net/sf/tail/runner In directory sc8-pr-cvs10.sourceforge.net:/tmp/cvs-serv17390/src/test/net/sf/tail/runner Modified Files: HistoryRunnerTest.java Log Message: Criado teste para a classe HistoryRunner Index: HistoryRunnerTest.java =================================================================== RCS file: /cvsroot/tail/Tail/src/test/net/sf/tail/runner/HistoryRunnerTest.java,v retrieving revision 1.1 retrieving revision 1.2 diff -C2 -d -r1.1 -r1.2 *** HistoryRunnerTest.java 19 May 2007 13:23:22 -0000 1.1 --- HistoryRunnerTest.java 19 May 2007 14:16:51 -0000 1.2 *************** *** 1,5 **** package net.sf.tail.runner; ! import static org.junit.Assert.*; import org.junit.Before; --- 1,15 ---- package net.sf.tail.runner; ! import static org.junit.Assert.assertEquals; ! ! import java.util.List; ! ! import net.sf.tail.Indicator; ! import net.sf.tail.Operation; ! import net.sf.tail.OperationType; ! import net.sf.tail.Strategy; ! import net.sf.tail.Trade; ! import net.sf.tail.sample.SampleIndicator; ! import net.sf.tail.strategy.IndicatorOverIndicatorStrategy; import org.junit.Before; *************** *** 8,18 **** public class HistoryRunnerTest { @Before public void setUp() throws Exception { } @Test public void testRun() { ! fail("Not yet implemented"); } --- 18,49 ---- public class HistoryRunnerTest { + private Indicator<Double> first; + + private Indicator<Double> second; + + private Strategy strategy; + @Before public void setUp() throws Exception { + first = new SampleIndicator(new double[] {4,7,9,6,3,2,3,3}); + second = new SampleIndicator(new double[] {3,6,10,8,2,1,4,4}); + strategy = new IndicatorOverIndicatorStrategy(first, second); } @Test public void testRun() { ! HistoryRunner historyRunner = new HistoryRunner(8); ! List<Trade> trades = historyRunner.run(strategy); ! assertEquals(2, trades.size()); ! Operation entry = new Operation(2,OperationType.BUY); ! Operation exit = new Operation(4,OperationType.SELL); ! Trade trade = new Trade(entry,exit); ! assertEquals(trade, trades.get(0)); ! ! entry = new Operation(6,OperationType.BUY); ! exit = new Operation(7,OperationType.SELL); ! trade = new Trade(entry,exit); ! assertEquals(trade, trades.get(1)); ! } |
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From: Márcio V. d. S. <mv...@us...> - 2007-05-19 14:16:52
|
Update of /cvsroot/tail/Tail/src/java/net/sf/tail/runner In directory sc8-pr-cvs10.sourceforge.net:/tmp/cvs-serv17390/src/java/net/sf/tail/runner Modified Files: HistoryRunner.java Log Message: Criado teste para a classe HistoryRunner Index: HistoryRunner.java =================================================================== RCS file: /cvsroot/tail/Tail/src/java/net/sf/tail/runner/HistoryRunner.java,v retrieving revision 1.2 retrieving revision 1.3 diff -C2 -d -r1.2 -r1.3 *** HistoryRunner.java 19 May 2007 13:23:17 -0000 1.2 --- HistoryRunner.java 19 May 2007 14:16:51 -0000 1.3 *************** *** 27,35 **** Trade t = new Trade(entry, exit); trades.add(t); } else if(i + 1 == seriesSize){ ! exit = new Operation(seriesSize, OperationType.SELL); Trade t = new Trade(entry, exit); trades.add(t); } } --- 27,37 ---- Trade t = new Trade(entry, exit); trades.add(t); + break; } else if(i + 1 == seriesSize){ ! exit = new Operation(i, OperationType.SELL); Trade t = new Trade(entry, exit); trades.add(t); + break; } } |
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From: Márcio V. d. S. <mv...@us...> - 2007-05-19 13:23:49
|
Update of /cvsroot/tail/Tail/src/test/net/sf/tail/indicator/simple In directory sc8-pr-cvs10.sourceforge.net:/tmp/cvs-serv29470/src/test/net/sf/tail/indicator/simple Modified Files: TradeIndicatorTest.java PreviousPriceIndicatorTest.java OpenPriceIndicatorTest.java VariationPriceIndicatorTest.java AmountIndicatorTest.java ClosePriceIndicatorTest.java MinPriceIndicatorTest.java VolumeIndicatorTest.java MaxPriceIndicatorTest.java Log Message: criado sample indicator Index: VolumeIndicatorTest.java =================================================================== RCS file: /cvsroot/tail/Tail/src/test/net/sf/tail/indicator/simple/VolumeIndicatorTest.java,v retrieving revision 1.3 retrieving revision 1.4 diff -C2 -d -r1.3 -r1.4 *** VolumeIndicatorTest.java 19 May 2007 13:13:29 -0000 1.3 --- VolumeIndicatorTest.java 19 May 2007 13:23:18 -0000 1.4 *************** *** 3,8 **** import static org.junit.Assert.assertEquals; import junit.framework.JUnit4TestAdapter; ! import net.sf.tail.SampleTimeSeries; import net.sf.tail.TimeSeries; import org.junit.Before; --- 3,9 ---- import static org.junit.Assert.assertEquals; import junit.framework.JUnit4TestAdapter; ! import net.sf.tail.TimeSeries; + import net.sf.tail.sample.SampleTimeSeries; import org.junit.Before; Index: AmountIndicatorTest.java =================================================================== RCS file: /cvsroot/tail/Tail/src/test/net/sf/tail/indicator/simple/AmountIndicatorTest.java,v retrieving revision 1.3 retrieving revision 1.4 diff -C2 -d -r1.3 -r1.4 *** AmountIndicatorTest.java 19 May 2007 13:13:29 -0000 1.3 --- AmountIndicatorTest.java 19 May 2007 13:23:18 -0000 1.4 *************** *** 3,8 **** import static org.junit.Assert.assertEquals; import junit.framework.JUnit4TestAdapter; ! import net.sf.tail.SampleTimeSeries; import net.sf.tail.TimeSeries; import org.junit.Before; --- 3,9 ---- import static org.junit.Assert.assertEquals; import junit.framework.JUnit4TestAdapter; ! import net.sf.tail.TimeSeries; + import net.sf.tail.sample.SampleTimeSeries; import org.junit.Before; Index: MaxPriceIndicatorTest.java =================================================================== RCS file: /cvsroot/tail/Tail/src/test/net/sf/tail/indicator/simple/MaxPriceIndicatorTest.java,v retrieving revision 1.6 retrieving revision 1.7 diff -C2 -d -r1.6 -r1.7 *** MaxPriceIndicatorTest.java 19 May 2007 13:13:29 -0000 1.6 --- MaxPriceIndicatorTest.java 19 May 2007 13:23:18 -0000 1.7 *************** *** 3,8 **** import static org.junit.Assert.assertEquals; import junit.framework.JUnit4TestAdapter; ! import net.sf.tail.SampleTimeSeries; import net.sf.tail.TimeSeries; import org.junit.Before; --- 3,9 ---- import static org.junit.Assert.assertEquals; import junit.framework.JUnit4TestAdapter; ! import net.sf.tail.TimeSeries; + import net.sf.tail.sample.SampleTimeSeries; import org.junit.Before; Index: TradeIndicatorTest.java =================================================================== RCS file: /cvsroot/tail/Tail/src/test/net/sf/tail/indicator/simple/TradeIndicatorTest.java,v retrieving revision 1.6 retrieving revision 1.7 diff -C2 -d -r1.6 -r1.7 *** TradeIndicatorTest.java 19 May 2007 13:13:29 -0000 1.6 --- TradeIndicatorTest.java 19 May 2007 13:23:17 -0000 1.7 *************** *** 3,8 **** import static org.junit.Assert.assertEquals; import junit.framework.JUnit4TestAdapter; ! import net.sf.tail.SampleTimeSeries; import net.sf.tail.TimeSeries; import org.junit.Before; --- 3,9 ---- import static org.junit.Assert.assertEquals; import junit.framework.JUnit4TestAdapter; ! import net.sf.tail.TimeSeries; + import net.sf.tail.sample.SampleTimeSeries; import org.junit.Before; Index: OpenPriceIndicatorTest.java =================================================================== RCS file: /cvsroot/tail/Tail/src/test/net/sf/tail/indicator/simple/OpenPriceIndicatorTest.java,v retrieving revision 1.6 retrieving revision 1.7 diff -C2 -d -r1.6 -r1.7 *** OpenPriceIndicatorTest.java 19 May 2007 13:13:29 -0000 1.6 --- OpenPriceIndicatorTest.java 19 May 2007 13:23:18 -0000 1.7 *************** *** 3,8 **** import static org.junit.Assert.assertEquals; import junit.framework.JUnit4TestAdapter; ! import net.sf.tail.SampleTimeSeries; import net.sf.tail.TimeSeries; import org.junit.Before; --- 3,9 ---- import static org.junit.Assert.assertEquals; import junit.framework.JUnit4TestAdapter; ! import net.sf.tail.TimeSeries; + import net.sf.tail.sample.SampleTimeSeries; import org.junit.Before; Index: VariationPriceIndicatorTest.java =================================================================== RCS file: /cvsroot/tail/Tail/src/test/net/sf/tail/indicator/simple/VariationPriceIndicatorTest.java,v retrieving revision 1.4 retrieving revision 1.5 diff -C2 -d -r1.4 -r1.5 *** VariationPriceIndicatorTest.java 19 May 2007 13:13:29 -0000 1.4 --- VariationPriceIndicatorTest.java 19 May 2007 13:23:18 -0000 1.5 *************** *** 1,11 **** package net.sf.tail.indicator.simple; - import static org.junit.Assert.assertEquals; - import junit.framework.JUnit4TestAdapter; - import net.sf.tail.SampleTimeSeries; import net.sf.tail.TimeSeries; import org.junit.Before; import org.junit.Test; public class VariationPriceIndicatorTest { --- 1,12 ---- package net.sf.tail.indicator.simple; import net.sf.tail.TimeSeries; + import net.sf.tail.sample.SampleTimeSeries; import org.junit.Before; + + import static org.junit.Assert.assertEquals; import org.junit.Test; + import junit.framework.JUnit4TestAdapter; public class VariationPriceIndicatorTest { Index: MinPriceIndicatorTest.java =================================================================== RCS file: /cvsroot/tail/Tail/src/test/net/sf/tail/indicator/simple/MinPriceIndicatorTest.java,v retrieving revision 1.6 retrieving revision 1.7 diff -C2 -d -r1.6 -r1.7 *** MinPriceIndicatorTest.java 19 May 2007 13:13:29 -0000 1.6 --- MinPriceIndicatorTest.java 19 May 2007 13:23:18 -0000 1.7 *************** *** 3,8 **** import static org.junit.Assert.assertEquals; import junit.framework.JUnit4TestAdapter; ! import net.sf.tail.SampleTimeSeries; import net.sf.tail.TimeSeries; import org.junit.Before; --- 3,9 ---- import static org.junit.Assert.assertEquals; import junit.framework.JUnit4TestAdapter; ! import net.sf.tail.TimeSeries; + import net.sf.tail.sample.SampleTimeSeries; import org.junit.Before; Index: ClosePriceIndicatorTest.java =================================================================== RCS file: /cvsroot/tail/Tail/src/test/net/sf/tail/indicator/simple/ClosePriceIndicatorTest.java,v retrieving revision 1.6 retrieving revision 1.7 diff -C2 -d -r1.6 -r1.7 *** ClosePriceIndicatorTest.java 19 May 2007 13:13:29 -0000 1.6 --- ClosePriceIndicatorTest.java 19 May 2007 13:23:18 -0000 1.7 *************** *** 3,8 **** import static org.junit.Assert.assertEquals; import junit.framework.JUnit4TestAdapter; ! import net.sf.tail.SampleTimeSeries; import net.sf.tail.TimeSeries; import org.junit.Before; --- 3,9 ---- import static org.junit.Assert.assertEquals; import junit.framework.JUnit4TestAdapter; ! import net.sf.tail.TimeSeries; + import net.sf.tail.sample.SampleTimeSeries; import org.junit.Before; Index: PreviousPriceIndicatorTest.java =================================================================== RCS file: /cvsroot/tail/Tail/src/test/net/sf/tail/indicator/simple/PreviousPriceIndicatorTest.java,v retrieving revision 1.6 retrieving revision 1.7 diff -C2 -d -r1.6 -r1.7 *** PreviousPriceIndicatorTest.java 19 May 2007 13:13:29 -0000 1.6 --- PreviousPriceIndicatorTest.java 19 May 2007 13:23:18 -0000 1.7 *************** *** 3,8 **** import static org.junit.Assert.assertEquals; import junit.framework.JUnit4TestAdapter; ! import net.sf.tail.SampleTimeSeries; import net.sf.tail.TimeSeries; import org.junit.Before; --- 3,9 ---- import static org.junit.Assert.assertEquals; import junit.framework.JUnit4TestAdapter; ! import net.sf.tail.TimeSeries; + import net.sf.tail.sample.SampleTimeSeries; import org.junit.Before; |
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From: Márcio V. d. S. <mv...@us...> - 2007-05-19 13:23:48
|
Update of /cvsroot/tail/Tail/src/java/net/sf/tail/runner In directory sc8-pr-cvs10.sourceforge.net:/tmp/cvs-serv29470/src/java/net/sf/tail/runner Modified Files: HistoryRunner.java Log Message: criado sample indicator Index: HistoryRunner.java =================================================================== RCS file: /cvsroot/tail/Tail/src/java/net/sf/tail/runner/HistoryRunner.java,v retrieving revision 1.1 retrieving revision 1.2 diff -C2 -d -r1.1 -r1.2 *** HistoryRunner.java 18 May 2007 19:25:24 -0000 1.1 --- HistoryRunner.java 19 May 2007 13:23:17 -0000 1.2 *************** *** 10,14 **** public class HistoryRunner implements Runner { ! private int seriesSize; --- 10,14 ---- public class HistoryRunner implements Runner { ! private int seriesSize; *************** *** 19,29 **** public List<Trade> run(Strategy strategy) { List<Trade> trades = new ArrayList<Trade>(); - Operation entry = null; - Operation exit = null; for (int i = 0; i < seriesSize; i++) { ! entry = strategy.shouldEnter(i); if (entry != null) { for (i++; i < seriesSize; i++) { ! exit = strategy.shouldExit(entry, i); if (exit != null) { Trade t = new Trade(entry, exit); --- 19,27 ---- public List<Trade> run(Strategy strategy) { List<Trade> trades = new ArrayList<Trade>(); for (int i = 0; i < seriesSize; i++) { ! Operation entry = strategy.shouldEnter(i); if (entry != null) { for (i++; i < seriesSize; i++) { ! Operation exit = strategy.shouldExit(entry, i); if (exit != null) { Trade t = new Trade(entry, exit); |
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From: Márcio V. d. S. <mv...@us...> - 2007-05-19 13:23:24
|
Update of /cvsroot/tail/Tail/src/test/net/sf/tail/indicator/cache In directory sc8-pr-cvs10.sourceforge.net:/tmp/cvs-serv29470/src/test/net/sf/tail/indicator/cache Modified Files: CachedIndicatorTest.java Log Message: criado sample indicator Index: CachedIndicatorTest.java =================================================================== RCS file: /cvsroot/tail/Tail/src/test/net/sf/tail/indicator/cache/CachedIndicatorTest.java,v retrieving revision 1.2 retrieving revision 1.3 diff -C2 -d -r1.2 -r1.3 *** CachedIndicatorTest.java 19 May 2007 13:13:30 -0000 1.2 --- CachedIndicatorTest.java 19 May 2007 13:23:22 -0000 1.3 *************** *** 1,17 **** package net.sf.tail.indicator.cache; - import static org.junit.Assert.assertEquals; - import java.util.Arrays; - import junit.framework.JUnit4TestAdapter; - import net.sf.tail.SampleTimeSeries; import net.sf.tail.TimeSeries; import net.sf.tail.indicator.simple.ClosePriceIndicator; import net.sf.tail.indicator.tracker.SMAIndicator; import org.junit.Before; import org.junit.Test; public class CachedIndicatorTest { --- 1,18 ---- package net.sf.tail.indicator.cache; import java.util.Arrays; import net.sf.tail.TimeSeries; + import net.sf.tail.indicator.cache.CachedIndicator; import net.sf.tail.indicator.simple.ClosePriceIndicator; import net.sf.tail.indicator.tracker.SMAIndicator; + import net.sf.tail.sample.SampleTimeSeries; + import static org.junit.Assert.assertEquals; import org.junit.Before; import org.junit.Test; + import junit.framework.JUnit4TestAdapter; + public class CachedIndicatorTest { |
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From: Márcio V. d. S. <mv...@us...> - 2007-05-19 13:23:24
|
Update of /cvsroot/tail/Tail/src/test/net/sf/tail/indicator In directory sc8-pr-cvs10.sourceforge.net:/tmp/cvs-serv29470/src/test/net/sf/tail/indicator Modified Files: AverageGainIndicatorTest.java EMAIndicatorTest.java AverageLossIndicatorTest.java RSIIndicatorTest.java SMAIndicatorTest.java StandardDeviationIndicatorTest.java HighestValueIndicatorTest.java LowestValueIndicatorTest.java Log Message: criado sample indicator Index: AverageLossIndicatorTest.java =================================================================== RCS file: /cvsroot/tail/Tail/src/test/net/sf/tail/indicator/AverageLossIndicatorTest.java,v retrieving revision 1.6 retrieving revision 1.7 diff -C2 -d -r1.6 -r1.7 *** AverageLossIndicatorTest.java 19 May 2007 13:13:30 -0000 1.6 --- AverageLossIndicatorTest.java 19 May 2007 13:23:21 -0000 1.7 *************** *** 1,14 **** package net.sf.tail.indicator; - import static org.junit.Assert.assertEquals; - import junit.framework.JUnit4TestAdapter; - import net.sf.tail.SampleTimeSeries; import net.sf.tail.TimeSeries; import net.sf.tail.indicator.simple.ClosePriceIndicator; import net.sf.tail.indicator.tracker.AverageLossIndicator; import org.junit.Before; import org.junit.Test; public class AverageLossIndicatorTest { --- 1,15 ---- package net.sf.tail.indicator; import net.sf.tail.TimeSeries; import net.sf.tail.indicator.simple.ClosePriceIndicator; import net.sf.tail.indicator.tracker.AverageLossIndicator; + import net.sf.tail.sample.SampleTimeSeries; + import static org.junit.Assert.assertEquals; import org.junit.Before; import org.junit.Test; + import junit.framework.JUnit4TestAdapter; + public class AverageLossIndicatorTest { Index: AverageGainIndicatorTest.java =================================================================== RCS file: /cvsroot/tail/Tail/src/test/net/sf/tail/indicator/AverageGainIndicatorTest.java,v retrieving revision 1.6 retrieving revision 1.7 diff -C2 -d -r1.6 -r1.7 *** AverageGainIndicatorTest.java 19 May 2007 13:13:30 -0000 1.6 --- AverageGainIndicatorTest.java 19 May 2007 13:23:21 -0000 1.7 *************** *** 1,14 **** package net.sf.tail.indicator; - import static org.junit.Assert.assertEquals; - import junit.framework.JUnit4TestAdapter; - import net.sf.tail.SampleTimeSeries; import net.sf.tail.TimeSeries; import net.sf.tail.indicator.simple.ClosePriceIndicator; import net.sf.tail.indicator.tracker.AverageGainIndicator; import org.junit.Before; import org.junit.Test; public class AverageGainIndicatorTest { --- 1,15 ---- package net.sf.tail.indicator; import net.sf.tail.TimeSeries; import net.sf.tail.indicator.simple.ClosePriceIndicator; import net.sf.tail.indicator.tracker.AverageGainIndicator; + import net.sf.tail.sample.SampleTimeSeries; + import static org.junit.Assert.assertEquals; import org.junit.Before; import org.junit.Test; + import junit.framework.JUnit4TestAdapter; + public class AverageGainIndicatorTest { Index: LowestValueIndicatorTest.java =================================================================== RCS file: /cvsroot/tail/Tail/src/test/net/sf/tail/indicator/LowestValueIndicatorTest.java,v retrieving revision 1.4 retrieving revision 1.5 diff -C2 -d -r1.4 -r1.5 *** LowestValueIndicatorTest.java 19 May 2007 12:51:26 -0000 1.4 --- LowestValueIndicatorTest.java 19 May 2007 13:23:22 -0000 1.5 *************** *** 3,10 **** import static org.junit.Assert.assertEquals; import junit.framework.JUnit4TestAdapter; - import net.sf.tail.SampleTimeSeries; import net.sf.tail.TimeSeries; import net.sf.tail.indicator.simple.ClosePriceIndicator; import net.sf.tail.indicator.tracker.LowestValueIndicator; import org.junit.Before; --- 3,10 ---- import static org.junit.Assert.assertEquals; import junit.framework.JUnit4TestAdapter; import net.sf.tail.TimeSeries; import net.sf.tail.indicator.simple.ClosePriceIndicator; import net.sf.tail.indicator.tracker.LowestValueIndicator; + import net.sf.tail.sample.SampleTimeSeries; import org.junit.Before; *************** *** 21,25 **** @Test ! public void testLowestValue5() throws Exception { LowestValueIndicator lowestValue = new LowestValueIndicator(new ClosePriceIndicator(data), 5); --- 21,25 ---- @Test ! public void testAverageGain5() throws Exception { LowestValueIndicator lowestValue = new LowestValueIndicator(new ClosePriceIndicator(data), 5); Index: RSIIndicatorTest.java =================================================================== RCS file: /cvsroot/tail/Tail/src/test/net/sf/tail/indicator/RSIIndicatorTest.java,v retrieving revision 1.5 retrieving revision 1.6 diff -C2 -d -r1.5 -r1.6 *** RSIIndicatorTest.java 17 May 2007 23:04:57 -0000 1.5 --- RSIIndicatorTest.java 19 May 2007 13:23:21 -0000 1.6 *************** *** 3,10 **** import static org.junit.Assert.assertEquals; import junit.framework.JUnit4TestAdapter; - import net.sf.tail.SampleTimeSeries; import net.sf.tail.TimeSeries; import net.sf.tail.indicator.simple.ClosePriceIndicator; import net.sf.tail.indicator.tracker.RSIIndicator; import org.junit.Before; --- 3,10 ---- import static org.junit.Assert.assertEquals; import junit.framework.JUnit4TestAdapter; import net.sf.tail.TimeSeries; import net.sf.tail.indicator.simple.ClosePriceIndicator; import net.sf.tail.indicator.tracker.RSIIndicator; + import net.sf.tail.sample.SampleTimeSeries; import org.junit.Before; Index: StandardDeviationIndicatorTest.java =================================================================== RCS file: /cvsroot/tail/Tail/src/test/net/sf/tail/indicator/StandardDeviationIndicatorTest.java,v retrieving revision 1.2 retrieving revision 1.3 diff -C2 -d -r1.2 -r1.3 *** StandardDeviationIndicatorTest.java 18 May 2007 01:07:44 -0000 1.2 --- StandardDeviationIndicatorTest.java 19 May 2007 13:23:21 -0000 1.3 *************** *** 3,10 **** import static org.junit.Assert.assertEquals; import junit.framework.JUnit4TestAdapter; - import net.sf.tail.SampleTimeSeries; import net.sf.tail.TimeSeries; import net.sf.tail.indicator.simple.ClosePriceIndicator; import net.sf.tail.indicator.tracker.StandardDeviationIndicator; import org.junit.Before; --- 3,10 ---- import static org.junit.Assert.assertEquals; import junit.framework.JUnit4TestAdapter; import net.sf.tail.TimeSeries; import net.sf.tail.indicator.simple.ClosePriceIndicator; import net.sf.tail.indicator.tracker.StandardDeviationIndicator; + import net.sf.tail.sample.SampleTimeSeries; import org.junit.Before; Index: SMAIndicatorTest.java =================================================================== RCS file: /cvsroot/tail/Tail/src/test/net/sf/tail/indicator/SMAIndicatorTest.java,v retrieving revision 1.6 retrieving revision 1.7 diff -C2 -d -r1.6 -r1.7 *** SMAIndicatorTest.java 18 May 2007 01:07:44 -0000 1.6 --- SMAIndicatorTest.java 19 May 2007 13:23:21 -0000 1.7 *************** *** 3,10 **** import static org.junit.Assert.assertEquals; import junit.framework.JUnit4TestAdapter; - import net.sf.tail.SampleTimeSeries; import net.sf.tail.TimeSeries; import net.sf.tail.indicator.simple.ClosePriceIndicator; import net.sf.tail.indicator.tracker.SMAIndicator; import org.junit.Before; --- 3,10 ---- import static org.junit.Assert.assertEquals; import junit.framework.JUnit4TestAdapter; import net.sf.tail.TimeSeries; import net.sf.tail.indicator.simple.ClosePriceIndicator; import net.sf.tail.indicator.tracker.SMAIndicator; + import net.sf.tail.sample.SampleTimeSeries; import org.junit.Before; Index: EMAIndicatorTest.java =================================================================== RCS file: /cvsroot/tail/Tail/src/test/net/sf/tail/indicator/EMAIndicatorTest.java,v retrieving revision 1.7 retrieving revision 1.8 diff -C2 -d -r1.7 -r1.8 *** EMAIndicatorTest.java 19 May 2007 13:13:30 -0000 1.7 --- EMAIndicatorTest.java 19 May 2007 13:23:21 -0000 1.8 *************** *** 1,15 **** package net.sf.tail.indicator; - import static org.junit.Assert.assertEquals; - import junit.framework.JUnit4TestAdapter; - import net.sf.tail.SampleTimeSeries; import net.sf.tail.TimeSeries; import net.sf.tail.indicator.simple.ClosePriceIndicator; import net.sf.tail.indicator.tracker.EMAIndicator; import net.sf.tail.indicator.tracker.SMAIndicator; import org.junit.Before; import org.junit.Test; public class EMAIndicatorTest { --- 1,17 ---- package net.sf.tail.indicator; import net.sf.tail.TimeSeries; import net.sf.tail.indicator.simple.ClosePriceIndicator; import net.sf.tail.indicator.tracker.EMAIndicator; import net.sf.tail.indicator.tracker.SMAIndicator; + import net.sf.tail.sample.SampleTimeSeries; import org.junit.Before; import org.junit.Test; + import static org.junit.Assert.assertEquals; + + import junit.framework.JUnit4TestAdapter; + public class EMAIndicatorTest { Index: HighestValueIndicatorTest.java =================================================================== RCS file: /cvsroot/tail/Tail/src/test/net/sf/tail/indicator/HighestValueIndicatorTest.java,v retrieving revision 1.4 retrieving revision 1.5 diff -C2 -d -r1.4 -r1.5 *** HighestValueIndicatorTest.java 19 May 2007 12:51:26 -0000 1.4 --- HighestValueIndicatorTest.java 19 May 2007 13:23:21 -0000 1.5 *************** *** 3,10 **** import static org.junit.Assert.assertEquals; import junit.framework.JUnit4TestAdapter; - import net.sf.tail.SampleTimeSeries; import net.sf.tail.TimeSeries; import net.sf.tail.indicator.simple.ClosePriceIndicator; import net.sf.tail.indicator.tracker.HighestValueIndicator; import org.junit.Before; --- 3,10 ---- import static org.junit.Assert.assertEquals; import junit.framework.JUnit4TestAdapter; import net.sf.tail.TimeSeries; import net.sf.tail.indicator.simple.ClosePriceIndicator; import net.sf.tail.indicator.tracker.HighestValueIndicator; + import net.sf.tail.sample.SampleTimeSeries; import org.junit.Before; *************** *** 21,25 **** @Test ! public void testHighestValue5() throws Exception { HighestValueIndicator highestValue = new HighestValueIndicator(new ClosePriceIndicator(data), 5); --- 21,25 ---- @Test ! public void testAverageGain5() throws Exception { HighestValueIndicator highestValue = new HighestValueIndicator(new ClosePriceIndicator(data), 5); *************** *** 37,41 **** @Test ! public void test12daysJumping() { HighestValueIndicator highestValue = new HighestValueIndicator(new ClosePriceIndicator(data), 5); assertEquals(4, highestValue.getValue(12), 0.01); --- 37,41 ---- @Test ! public void test10daysJumping() { HighestValueIndicator highestValue = new HighestValueIndicator(new ClosePriceIndicator(data), 5); assertEquals(4, highestValue.getValue(12), 0.01); |
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From: Márcio V. d. S. <mv...@us...> - 2007-05-19 13:23:24
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Update of /cvsroot/tail/Tail/src/test/net/sf/tail/indicator/bollingerbands In directory sc8-pr-cvs10.sourceforge.net:/tmp/cvs-serv29470/src/test/net/sf/tail/indicator/bollingerbands Modified Files: BollingerBandsUpperIndicatorTest.java BollingerBandsMiddleIndicatorTest.java BollingerBandsLowerIndicatorTest.java Log Message: criado sample indicator Index: BollingerBandsMiddleIndicatorTest.java =================================================================== RCS file: /cvsroot/tail/Tail/src/test/net/sf/tail/indicator/bollingerbands/BollingerBandsMiddleIndicatorTest.java,v retrieving revision 1.2 retrieving revision 1.3 diff -C2 -d -r1.2 -r1.3 *** BollingerBandsMiddleIndicatorTest.java 18 May 2007 01:07:45 -0000 1.2 --- BollingerBandsMiddleIndicatorTest.java 19 May 2007 13:23:19 -0000 1.3 *************** *** 3,11 **** import static org.junit.Assert.assertEquals; import junit.framework.JUnit4TestAdapter; - import net.sf.tail.SampleTimeSeries; import net.sf.tail.TimeSeries; import net.sf.tail.indicator.simple.ClosePriceIndicator; import net.sf.tail.indicator.tracker.SMAIndicator; import net.sf.tail.indicator.tracker.bollingerbands.BollingerBandsMiddleIndicator; import org.junit.Before; --- 3,11 ---- import static org.junit.Assert.assertEquals; import junit.framework.JUnit4TestAdapter; import net.sf.tail.TimeSeries; import net.sf.tail.indicator.simple.ClosePriceIndicator; import net.sf.tail.indicator.tracker.SMAIndicator; import net.sf.tail.indicator.tracker.bollingerbands.BollingerBandsMiddleIndicator; + import net.sf.tail.sample.SampleTimeSeries; import org.junit.Before; Index: BollingerBandsLowerIndicatorTest.java =================================================================== RCS file: /cvsroot/tail/Tail/src/test/net/sf/tail/indicator/bollingerbands/BollingerBandsLowerIndicatorTest.java,v retrieving revision 1.2 retrieving revision 1.3 diff -C2 -d -r1.2 -r1.3 *** BollingerBandsLowerIndicatorTest.java 18 May 2007 01:07:45 -0000 1.2 --- BollingerBandsLowerIndicatorTest.java 19 May 2007 13:23:21 -0000 1.3 *************** *** 3,7 **** import static org.junit.Assert.assertEquals; import junit.framework.JUnit4TestAdapter; - import net.sf.tail.SampleTimeSeries; import net.sf.tail.TimeSeries; import net.sf.tail.indicator.simple.ClosePriceIndicator; --- 3,6 ---- *************** *** 10,13 **** --- 9,13 ---- import net.sf.tail.indicator.tracker.bollingerbands.BollingerBandsLowerIndicator; import net.sf.tail.indicator.tracker.bollingerbands.BollingerBandsMiddleIndicator; + import net.sf.tail.sample.SampleTimeSeries; import org.junit.Before; Index: BollingerBandsUpperIndicatorTest.java =================================================================== RCS file: /cvsroot/tail/Tail/src/test/net/sf/tail/indicator/bollingerbands/BollingerBandsUpperIndicatorTest.java,v retrieving revision 1.2 retrieving revision 1.3 diff -C2 -d -r1.2 -r1.3 *** BollingerBandsUpperIndicatorTest.java 18 May 2007 01:07:45 -0000 1.2 --- BollingerBandsUpperIndicatorTest.java 19 May 2007 13:23:18 -0000 1.3 *************** *** 3,7 **** import static org.junit.Assert.assertEquals; import junit.framework.JUnit4TestAdapter; - import net.sf.tail.SampleTimeSeries; import net.sf.tail.TimeSeries; import net.sf.tail.indicator.simple.ClosePriceIndicator; --- 3,6 ---- *************** *** 10,13 **** --- 9,13 ---- import net.sf.tail.indicator.tracker.bollingerbands.BollingerBandsMiddleIndicator; import net.sf.tail.indicator.tracker.bollingerbands.BollingerBandsUpperIndicator; + import net.sf.tail.sample.SampleTimeSeries; import org.junit.Before; |
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From: Márcio V. d. S. <mv...@us...> - 2007-05-19 13:23:24
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Update of /cvsroot/tail/Tail/src/test/net/sf/tail/runner In directory sc8-pr-cvs10.sourceforge.net:/tmp/cvs-serv29470/src/test/net/sf/tail/runner Added Files: HistoryRunnerTest.java Log Message: criado sample indicator --- NEW FILE: HistoryRunnerTest.java --- package net.sf.tail.runner; import static org.junit.Assert.*; import org.junit.Before; import org.junit.Test; public class HistoryRunnerTest { @Before public void setUp() throws Exception { } @Test public void testRun() { fail("Not yet implemented"); } } |
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From: Márcio V. d. S. <mv...@us...> - 2007-05-19 13:23:24
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Update of /cvsroot/tail/Tail/src/test/net/sf/tail In directory sc8-pr-cvs10.sourceforge.net:/tmp/cvs-serv29470/src/test/net/sf/tail Removed Files: SampleTimeSeries.java Log Message: criado sample indicator --- SampleTimeSeries.java DELETED --- |
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From: Márcio V. d. S. <mv...@us...> - 2007-05-19 13:23:24
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Update of /cvsroot/tail/Tail/src/test/net/sf/tail/sample In directory sc8-pr-cvs10.sourceforge.net:/tmp/cvs-serv29470/src/test/net/sf/tail/sample Added Files: SampleTimeSeries.java SampleIndicator.java Log Message: criado sample indicator --- NEW FILE: SampleTimeSeries.java --- package net.sf.tail.sample; import java.sql.Timestamp; import java.util.ArrayList; import java.util.List; import net.sf.tail.Tick; import net.sf.tail.TimeSeries; public class SampleTimeSeries implements TimeSeries { private List<Tick> ticks; public SampleTimeSeries(double[] data) { ticks = new ArrayList<Tick>(); for (double d : data) { ticks.add(new Tick(d)); } } public SampleTimeSeries() { ticks = new ArrayList<Tick>(); for (double i = 0d; i < 10; i++) { Tick tick = new Tick(new Timestamp(System.currentTimeMillis()), i, i + 1, i + 2, i + 3, i + 4, i + 5, i + 6, i + 7, (int) (i + 8)); ticks.add(tick); } } public Tick getTick(int i) { return ticks.get(i); } public int getSize() { return ticks.size(); } } --- NEW FILE: SampleIndicator.java --- package net.sf.tail.sample; import net.sf.tail.Indicator; public class SampleIndicator implements Indicator<Double> { private double[] values; public SampleIndicator(double[] values) { this.values = values; } public Double getValue(int index) { return values[index]; } } |
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From: Márcio V. d. S. <mv...@us...> - 2007-05-19 13:23:24
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Update of /cvsroot/tail/Tail/src/test/net/sf/tail/strategy In directory sc8-pr-cvs10.sourceforge.net:/tmp/cvs-serv29470/src/test/net/sf/tail/strategy Modified Files: IndicatorOverIndicatorStrategyTest.java Log Message: criado sample indicator Index: IndicatorOverIndicatorStrategyTest.java =================================================================== RCS file: /cvsroot/tail/Tail/src/test/net/sf/tail/strategy/IndicatorOverIndicatorStrategyTest.java,v retrieving revision 1.1 retrieving revision 1.2 diff -C2 -d -r1.1 -r1.2 *** IndicatorOverIndicatorStrategyTest.java 19 May 2007 12:37:57 -0000 1.1 --- IndicatorOverIndicatorStrategyTest.java 19 May 2007 13:23:22 -0000 1.2 *************** *** 6,9 **** --- 6,10 ---- import net.sf.tail.OperationType; import net.sf.tail.Strategy; + import net.sf.tail.sample.SampleIndicator; import org.junit.After; *************** *** 19,35 **** @Before public void setUp() throws Exception { ! first = new Indicator<Double>() { ! double values[] = {4,7,9,6,3,2}; ! public Double getValue(int index) { ! return values[index]; ! } ! }; ! // mudar para SAmpleIndicator (no pacote de testes mesmo) ! second = new Indicator<Double>() { ! double values[] = {3,6,10,8,2,1}; ! public Double getValue(int index) { ! return values[index]; ! } ! }; } --- 20,27 ---- @Before public void setUp() throws Exception { ! ! first = new SampleIndicator(new double[] {4,7,9,6,3,2}); ! second = new SampleIndicator(new double[] {3,6,10,8,2,1}); ! } |
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From: Márcio V. d. S. <mv...@us...> - 2007-05-19 13:23:08
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Update of /cvsroot/tail/Tail/src/test/net/sf/tail/sample In directory sc8-pr-cvs10.sourceforge.net:/tmp/cvs-serv29328/src/test/net/sf/tail/sample Log Message: Directory /cvsroot/tail/Tail/src/test/net/sf/tail/sample added to the repository |
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From: Márcio V. d. S. <mv...@us...> - 2007-05-19 13:23:08
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Update of /cvsroot/tail/Tail/src/test/net/sf/tail/runner In directory sc8-pr-cvs10.sourceforge.net:/tmp/cvs-serv29328/src/test/net/sf/tail/runner Log Message: Directory /cvsroot/tail/Tail/src/test/net/sf/tail/runner added to the repository |
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From: Thies <tg...@us...> - 2007-05-19 13:13:32
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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-serv25214/src/test/net/sf/tail/indicator/cache Modified Files: CachedIndicatorTest.java Log Message: stochasticOscilatorK, stochasticOscilatorD, seus testes e imports arrumados Index: CachedIndicatorTest.java =================================================================== RCS file: /cvsroot/tail/Tail/src/test/net/sf/tail/indicator/cache/CachedIndicatorTest.java,v retrieving revision 1.1 retrieving revision 1.2 diff -C2 -d -r1.1 -r1.2 *** CachedIndicatorTest.java 18 May 2007 01:07:45 -0000 1.1 --- CachedIndicatorTest.java 19 May 2007 13:13:30 -0000 1.2 *************** *** 1,18 **** package net.sf.tail.indicator.cache; import java.util.Arrays; import net.sf.tail.SampleTimeSeries; import net.sf.tail.TimeSeries; - import net.sf.tail.indicator.cache.CachedIndicator; import net.sf.tail.indicator.simple.ClosePriceIndicator; import net.sf.tail.indicator.tracker.SMAIndicator; - import static org.junit.Assert.assertEquals; import org.junit.Before; import org.junit.Test; - import junit.framework.JUnit4TestAdapter; - public class CachedIndicatorTest { --- 1,17 ---- package net.sf.tail.indicator.cache; + import static org.junit.Assert.assertEquals; + import java.util.Arrays; + import junit.framework.JUnit4TestAdapter; import net.sf.tail.SampleTimeSeries; import net.sf.tail.TimeSeries; import net.sf.tail.indicator.simple.ClosePriceIndicator; import net.sf.tail.indicator.tracker.SMAIndicator; import org.junit.Before; import org.junit.Test; public class CachedIndicatorTest { |
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From: Thies <tg...@us...> - 2007-05-19 13:13:32
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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-serv25214/src/java/net/sf/tail/indicator/oscilator Added Files: StochasticOscilatorK.java StochasticOscilatorD.java Removed Files: StochasticOscilatorFast.java Log Message: stochasticOscilatorK, stochasticOscilatorD, seus testes e imports arrumados --- NEW FILE: StochasticOscilatorD.java --- package net.sf.tail.indicator.oscilator; import net.sf.tail.Indicator; import net.sf.tail.indicator.tracker.SMAIndicator; public class StochasticOscilatorD implements Indicator<Double>{ private Indicator<? extends Number> indicator; public StochasticOscilatorD(StochasticOscilatorK sof) { indicator = new SMAIndicator(sof, 3); } public StochasticOscilatorD(Indicator<? extends Number> indicator) { this.indicator = indicator; } public Double getValue(int index) { return indicator.getValue(index).doubleValue(); } } --- NEW FILE: StochasticOscilatorK.java --- package net.sf.tail.indicator.oscilator; import net.sf.tail.Indicator; import net.sf.tail.TimeSeries; import net.sf.tail.indicator.simple.ClosePriceIndicator; import net.sf.tail.indicator.simple.MaxPriceIndicator; import net.sf.tail.indicator.simple.MinPriceIndicator; import net.sf.tail.indicator.tracker.HighestValueIndicator; import net.sf.tail.indicator.tracker.LowestValueIndicator; public class StochasticOscilatorK implements Indicator<Double> { private final Indicator<? extends Number> indicator; private final int timeFrame; private MaxPriceIndicator maxPriceIndicator; private MinPriceIndicator minPriceIndicator; // TODO - ver a complexidade dos construtores. public StochasticOscilatorK(TimeSeries timeSeries, int timeFrame) { this(new ClosePriceIndicator(timeSeries), timeFrame, new MaxPriceIndicator(timeSeries), new MinPriceIndicator( timeSeries)); } public StochasticOscilatorK(Indicator<? extends Number> indicator, int timeFrame, MaxPriceIndicator maxPriceIndicator, MinPriceIndicator minPriceIndicator) { this.indicator = indicator; this.timeFrame = timeFrame; this.maxPriceIndicator = maxPriceIndicator; this.minPriceIndicator = minPriceIndicator; } 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); double highestHighPrice = highestHigh.getValue(index); double lowestLowPrice = lowestMin.getValue(index); return ((indicator.getValue(index).doubleValue() - lowestLowPrice) / (highestHighPrice - lowestLowPrice)) * 100d; } } --- StochasticOscilatorFast.java DELETED --- |
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From: Thies <tg...@us...> - 2007-05-19 13:13:32
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Update of /cvsroot/tail/Tail/src/test/net/sf/tail/indicator/oscilator In directory sc8-pr-cvs10.sourceforge.net:/tmp/cvs-serv25214/src/test/net/sf/tail/indicator/oscilator Added Files: StochasticOscilatorDTest.java StochasticOscilatorKTest.java Removed Files: StochasticOscilatorFastTest.java Log Message: stochasticOscilatorK, stochasticOscilatorD, seus testes e imports arrumados --- NEW FILE: StochasticOscilatorKTest.java --- package net.sf.tail.indicator.oscilator; import static org.junit.Assert.assertEquals; import java.util.ArrayList; import java.util.List; import junit.framework.JUnit4TestAdapter; import net.sf.tail.DefaultTimeSeries; import net.sf.tail.Tick; import net.sf.tail.TimeSeries; import org.junit.Before; import org.junit.Test; public class StochasticOscilatorKTest { private TimeSeries data; @Before public void setUp() { List<Tick> ticks = new ArrayList<Tick>(); ticks.add(new Tick(44.98, 119.13, 119.50, 116.00)); ticks.add(new Tick(45.05, 116.75, 119.94, 116.00)); ticks.add(new Tick(45.11, 113.50, 118.44, 111.63)); ticks.add(new Tick(45.19, 111.56, 114.19, 110.06)); ticks.add(new Tick(45.12, 112.25, 112.81, 109.63)); ticks.add(new Tick(45.15, 110.00, 113.44, 109.13)); ticks.add(new Tick(45.13, 113.50, 115.81, 110.38)); ticks.add(new Tick(45.12, 117.13, 117.50, 114.06)); ticks.add(new Tick(45.15, 115.63, 118.44, 114.81)); ticks.add(new Tick(45.24, 114.13, 116.88, 113.13)); ticks.add(new Tick(45.43, 118.81, 119.00, 116.19)); ticks.add(new Tick(45.43, 117.38, 119.75, 117.00)); ticks.add(new Tick(45.58, 119.13, 119.13, 116.88)); ticks.add(new Tick(45.58, 115.38, 119.44, 114.56)); data = new DefaultTimeSeries(ticks); } @Test public void testStochasticOscilatorKParam14() { StochasticOscilatorK sof = new StochasticOscilatorK(data, 14); assertEquals(313d / 3.50, sof.getValue(0), 0.01); assertEquals(1000d / 10.81, sof.getValue(12), 0.01); assertEquals(57.81, sof.getValue(13), 0.01); } @Test public void test13daysJumping() { StochasticOscilatorK sof = new StochasticOscilatorK(data, 14); assertEquals(57.81, sof.getValue(13), 0.01); } @Test(expected = IndexOutOfBoundsException.class) public void testWrongIndex() { StochasticOscilatorK sof = new StochasticOscilatorK(data, 14); sof.getValue(1300); } // Método adicionado por causa da compatibilidade do Eclipse 3.1.2(Rede // Linux) // e o JUnit4 public static junit.framework.Test suite() { return new JUnit4TestAdapter(StochasticOscilatorKTest.class); } } --- NEW FILE: StochasticOscilatorDTest.java --- package net.sf.tail.indicator.oscilator; import static org.junit.Assert.assertEquals; import java.util.ArrayList; import java.util.List; import junit.framework.JUnit4TestAdapter; import net.sf.tail.DefaultTimeSeries; import net.sf.tail.Tick; import net.sf.tail.TimeSeries; import net.sf.tail.indicator.tracker.SMAIndicator; import org.junit.Before; import org.junit.Test; public class StochasticOscilatorDTest { private TimeSeries data; @Before public void setUp() { List<Tick> ticks = new ArrayList<Tick>(); ticks.add(new Tick(44.98, 119.13, 119.50, 116.00)); ticks.add(new Tick(45.05, 116.75, 119.94, 116.00)); ticks.add(new Tick(45.11, 113.50, 118.44, 111.63)); ticks.add(new Tick(45.19, 111.56, 114.19, 110.06)); ticks.add(new Tick(45.12, 112.25, 112.81, 109.63)); ticks.add(new Tick(45.15, 110.00, 113.44, 109.13)); ticks.add(new Tick(45.13, 113.50, 115.81, 110.38)); ticks.add(new Tick(45.12, 117.13, 117.50, 114.06)); ticks.add(new Tick(45.15, 115.63, 118.44, 114.81)); ticks.add(new Tick(45.24, 114.13, 116.88, 113.13)); ticks.add(new Tick(45.43, 118.81, 119.00, 116.19)); ticks.add(new Tick(45.43, 117.38, 119.75, 117.00)); ticks.add(new Tick(45.58, 119.13, 119.13, 116.88)); ticks.add(new Tick(45.58, 115.38, 119.44, 114.56)); data = new DefaultTimeSeries(ticks); } @Test public void testStochasticOscilatorDParam14UsingSMA3AndGenericConstructer() { StochasticOscilatorK sof = new StochasticOscilatorK(data, 14); SMAIndicator sma = new SMAIndicator(sof, 3); StochasticOscilatorD sos = new StochasticOscilatorD(sma); assertEquals(sma.getValue(0), sos.getValue(0), 0.01); assertEquals(sma.getValue(1), sos.getValue(1), 0.01); assertEquals(sma.getValue(2), sos.getValue(2), 0.01); } @Test public void testStochasticOscilatorDParam14UsingSMA3() { StochasticOscilatorK sof = new StochasticOscilatorK(data, 14); StochasticOscilatorD sos = new StochasticOscilatorD(sof); SMAIndicator sma = new SMAIndicator(sof, 3); assertEquals(sma.getValue(0), sos.getValue(0), 0.01); assertEquals(sma.getValue(1), sos.getValue(1), 0.01); assertEquals(sma.getValue(2), sos.getValue(2), 0.01); } @Test public void test13daysJumping() { StochasticOscilatorK sof = new StochasticOscilatorK(data, 14); StochasticOscilatorD sos = new StochasticOscilatorD(sof); SMAIndicator sma = new SMAIndicator(sof, 3); assertEquals(sma.getValue(13), sos.getValue(13), 0.01); } @Test(expected = IndexOutOfBoundsException.class) public void testWrongIndex() { StochasticOscilatorK sof = new StochasticOscilatorK(data, 14); StochasticOscilatorD sos = new StochasticOscilatorD(sof); sos.getValue(14); } // Método adicionado por causa da compatibilidade do Eclipse 3.1.2(Rede // Linux) // e o JUnit4 public static junit.framework.Test suite() { return new JUnit4TestAdapter(StochasticOscilatorDTest.class); } } --- StochasticOscilatorFastTest.java DELETED --- |
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From: Márcio V. d. S. <mv...@us...> - 2007-05-19 12:37:57
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Update of /cvsroot/tail/Tail/src/test/net/sf/tail/strategy In directory sc8-pr-cvs10.sourceforge.net:/tmp/cvs-serv9952/src/test/net/sf/tail/strategy Added Files: IndicatorOverIndicatorStrategyTest.java Log Message: Movendo o pacote strategy do teste para o src --- NEW FILE: IndicatorOverIndicatorStrategyTest.java --- package net.sf.tail.strategy; import static org.junit.Assert.*; import net.sf.tail.Indicator; import net.sf.tail.Operation; import net.sf.tail.OperationType; import net.sf.tail.Strategy; import org.junit.After; import org.junit.Before; import org.junit.Test; public class IndicatorOverIndicatorStrategyTest { private Indicator<Double> first; private Indicator<Double> second; @Before public void setUp() throws Exception { first = new Indicator<Double>() { double values[] = {4,7,9,6,3,2}; public Double getValue(int index) { return values[index]; } }; // mudar para SAmpleIndicator (no pacote de testes mesmo) second = new Indicator<Double>() { double values[] = {3,6,10,8,2,1}; public Double getValue(int index) { return values[index]; } }; } @Test public void testOverIndicators() { Strategy s = new IndicatorOverIndicatorStrategy(first, second); assertEquals(null, s.shouldEnter(0)); assertEquals(null, s.shouldEnter(1)); Operation buy = s.shouldEnter(2); assertNotNull(buy); assertEquals(OperationType.BUY, buy.getType()); assertEquals(null, s.shouldExit(buy, 3)); Operation sell = s.shouldExit(buy, 4); assertNotNull(sell); assertEquals(OperationType.SELL, sell.getType()); } @After public void tearDown() throws Exception { } } |
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From: Márcio V. d. S. <mv...@us...> - 2007-05-19 12:37:57
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Update of /cvsroot/tail/Tail/src/test/net/sf/tail/indicator/strategy In directory sc8-pr-cvs10.sourceforge.net:/tmp/cvs-serv9952/src/test/net/sf/tail/indicator/strategy Removed Files: IndicatorOverIndicatorStrategy.java IndicatorOverIndicatorStrategyTest.java StopDecoratorStrategy.java Log Message: Movendo o pacote strategy do teste para o src --- StopDecoratorStrategy.java DELETED --- --- IndicatorOverIndicatorStrategy.java DELETED --- --- IndicatorOverIndicatorStrategyTest.java DELETED --- |
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From: Márcio V. d. S. <mv...@us...> - 2007-05-19 12:37:56
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Update of /cvsroot/tail/Tail/src/java/net/sf/tail In directory sc8-pr-cvs10.sourceforge.net:/tmp/cvs-serv9952/src/java/net/sf/tail Added Files: Operation.java Strategy.java OperationType.java Trade.java Log Message: Movendo o pacote strategy do teste para o src --- NEW FILE: Operation.java --- package net.sf.tail; public class Operation { private OperationType type; private int index; public Operation(int index, OperationType type) { this.type = type; this.index = index; } public OperationType getType() { return type; } public int getIndex() { return index; } } --- NEW FILE: Trade.java --- package net.sf.tail; public class Trade { private Operation entry; private Operation exit; public Trade(Operation entry, Operation exit) { this.entry = entry; this.exit = exit; } public Operation getEntry() { return entry; } public Operation getExit() { return exit; } } --- NEW FILE: OperationType.java --- package net.sf.tail; public enum OperationType { BUY, SELL; } --- NEW FILE: Strategy.java --- package net.sf.tail; public interface Strategy { Operation shouldEnter(int index); Operation shouldExit(Operation entry, int index); } |
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From: Márcio V. d. S. <mv...@us...> - 2007-05-19 12:37:56
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Update of /cvsroot/tail/Tail/src/java/net/sf/tail/strategy In directory sc8-pr-cvs10.sourceforge.net:/tmp/cvs-serv9952/src/java/net/sf/tail/strategy Added Files: StopDecoratorStrategy.java IndicatorOverIndicatorStrategy.java Log Message: Movendo o pacote strategy do teste para o src --- NEW FILE: StopDecoratorStrategy.java --- package net.sf.tail.strategy; import net.sf.tail.Operation; import net.sf.tail.Strategy; public class StopDecoratorStrategy implements Strategy { private Strategy strategy; private double loss; public StopDecoratorStrategy(double loss, Strategy strategy) { this.strategy = strategy; this.loss= loss; // 0.05? 5? } public Operation shouldEnter(int index) { return strategy.shouldEnter(index); } public Operation shouldExit(Operation entry, int index) { //if( perdi X%) return strategy.shouldExit(entry, index); } public double getLoss() { return loss; } public Strategy getStrategy() { return strategy; } } --- NEW FILE: IndicatorOverIndicatorStrategy.java --- package net.sf.tail.strategy; import net.sf.tail.Indicator; import net.sf.tail.Operation; import net.sf.tail.OperationType; import net.sf.tail.Strategy; public class IndicatorOverIndicatorStrategy implements Strategy { private Indicator<Double> first; private Indicator<Double> second; public IndicatorOverIndicatorStrategy(Indicator<Double> first, Indicator<Double> second) { this.first = first; this.second = second; } public Operation shouldEnter(int index) { if(first.getValue(index).compareTo(second.getValue(index)) < 0) { return new Operation(index, OperationType.BUY); } return null; } public Operation shouldExit(Operation entry, int index) { if(first.getValue(index).compareTo(second.getValue(index)) > 0) { return new Operation(index, OperationType.SELL); } return null; } } |
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From: Márcio V. d. S. <mv...@us...> - 2007-05-19 12:37:56
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Update of /cvsroot/tail/Tail/src/test/net/sf/tail In directory sc8-pr-cvs10.sourceforge.net:/tmp/cvs-serv9952/src/test/net/sf/tail Removed Files: Operation.java OperationType.java Strategy.java Trade.java Log Message: Movendo o pacote strategy do teste para o src --- Operation.java DELETED --- --- Trade.java DELETED --- --- OperationType.java DELETED --- --- Strategy.java DELETED --- |
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From: Márcio V. d. S. <mv...@us...> - 2007-05-19 12:37:47
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Update of /cvsroot/tail/Tail/src/test/net/sf/tail/strategy In directory sc8-pr-cvs10.sourceforge.net:/tmp/cvs-serv9925/src/test/net/sf/tail/strategy Log Message: Directory /cvsroot/tail/Tail/src/test/net/sf/tail/strategy added to the repository |
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From: Márcio V. d. S. <mv...@us...> - 2007-05-19 12:37:46
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Update of /cvsroot/tail/Tail/src/java/net/sf/tail/strategy In directory sc8-pr-cvs10.sourceforge.net:/tmp/cvs-serv9925/src/java/net/sf/tail/strategy Log Message: Directory /cvsroot/tail/Tail/src/java/net/sf/tail/strategy added to the repository |