tail-cvs — cvs commits

[Tail-cvs] Tail/src/test/net/sf/tail/indicator/oscilator StochasticOscilatorFastTest.java, 1.1

[Márcio V. d. S. <mv...@us...>]

Update of /cvsroot/tail/Tail/src/test/net/sf/tail/indicator/oscilator
In directory sc8-pr-cvs10.sourceforge.net:/tmp/cvs-serv2571/src/test/net/sf/tail/indicator/oscilator

Added Files:
	StochasticOscilatorFastTest.java 
Log Message:
extraindo novos Indicadores

--- NEW FILE: StochasticOscilatorFastTest.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.simple.ClosePriceIndicator;
import net.sf.tail.indicator.simple.MaxPriceIndicator;
import net.sf.tail.indicator.simple.MinPriceIndicator;

import org.junit.Before;
import org.junit.Test;

public class StochasticOscilatorFastTest {

	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 testStochasticOscilatorParam14() {
		StochasticOscilatorFast sof = new StochasticOscilatorFast(new ClosePriceIndicator(data), 
				new MinPriceIndicator(data), new MaxPriceIndicator(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() {
		StochasticOscilatorFast sof = new StochasticOscilatorFast(new ClosePriceIndicator(data), 
				new MinPriceIndicator(data), new MaxPriceIndicator(data), 14);
		assertEquals(57.81, sof.getValue(13), 0.01);
	}

	@Test(expected = IndexOutOfBoundsException.class)
	public void testWrongIndex() {
		StochasticOscilatorFast sof = new StochasticOscilatorFast(new ClosePriceIndicator(data), 
				new MinPriceIndicator(data), new MaxPriceIndicator(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(StochasticOscilatorFastTest.class);
	}
}

[Tail-cvs] Tail/src/test/net/sf/tail SampleTimeSeries.java,1.5

[Márcio V. d. S. <mv...@us...>]

Update of /cvsroot/tail/Tail/src/test/net/sf/tail
In directory sc8-pr-cvs10.sourceforge.net:/tmp/cvs-serv2571/src/test/net/sf/tail

Modified Files:
	SampleTimeSeries.java 
Log Message:
extraindo novos Indicadores

Index: SampleTimeSeries.java
===================================================================
RCS file: /cvsroot/tail/Tail/src/test/net/sf/tail/SampleTimeSeries.java,v
retrieving revision 1.4
retrieving revision 1.5
diff -C2 -d -r1.4 -r1.5
*** SampleTimeSeries.java	17 May 2007 17:22:17 -0000	1.4
--- SampleTimeSeries.java	17 May 2007 23:04:58 -0000	1.5
***************
*** 15,25 ****
  		}
  	}
! 	
  	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);
  		}
--- 15,24 ----
  		}
  	}
! 
  	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);
  		}

[Tail-cvs] Tail/src/test/net/sf/tail/reader CedroTimeSeriesLoaderTest.java, 1.9

[Márcio V. d. S. <mv...@us...>]

Update of /cvsroot/tail/Tail/src/test/net/sf/tail/reader
In directory sc8-pr-cvs10.sourceforge.net:/tmp/cvs-serv2571/src/test/net/sf/tail/reader

Modified Files:
	CedroTimeSeriesLoaderTest.java 
Log Message:
extraindo novos Indicadores

Index: CedroTimeSeriesLoaderTest.java
===================================================================
RCS file: /cvsroot/tail/Tail/src/test/net/sf/tail/reader/CedroTimeSeriesLoaderTest.java,v
retrieving revision 1.8
retrieving revision 1.9
diff -C2 -d -r1.8 -r1.9
*** CedroTimeSeriesLoaderTest.java	17 May 2007 20:16:11 -0000	1.8
--- CedroTimeSeriesLoaderTest.java	17 May 2007 23:04:57 -0000	1.9
***************
*** 18,34 ****
  public class CedroTimeSeriesLoaderTest {
  	private CedroTimeSeriesLoader ctsl;
  	private TimeSeries ts;
! 	
  	@Before
! 	public  void setUp() throws Exception {
! 		ctsl = new CedroTimeSeriesLoader();	
  		ts = ctsl.load(new FileInputStream("BaseBovespa/tests/Cedro-ReaderTest.csv"));
  	}
! 	
! 	private Timestamp getTimeStamp(int year,int month,int day){
  		Date date = null;
  		SimpleDateFormat simpleDate = new SimpleDateFormat("dd/M/yyyy");
  		try {
! 			date = simpleDate.parse(day+"/"+month+"/"+year);
  		} catch (ParseException e) {
  			e.printStackTrace();
--- 18,35 ----
  public class CedroTimeSeriesLoaderTest {
  	private CedroTimeSeriesLoader ctsl;
+ 
  	private TimeSeries ts;
! 
  	@Before
! 	public void setUp() throws Exception {
! 		ctsl = new CedroTimeSeriesLoader();
  		ts = ctsl.load(new FileInputStream("BaseBovespa/tests/Cedro-ReaderTest.csv"));
  	}
! 
! 	private Timestamp getTimeStamp(int year, int month, int day) {
  		Date date = null;
  		SimpleDateFormat simpleDate = new SimpleDateFormat("dd/M/yyyy");
  		try {
! 			date = simpleDate.parse(day + "/" + month + "/" + year);
  		} catch (ParseException e) {
  			e.printStackTrace();
***************
*** 36,68 ****
  		return new Timestamp(date.getTime());
  	}
! 	
  	@Test
  	public void testLine3() throws Exception {
  
! 		Timestamp timestamp = getTimeStamp(2007,5,2);
! 		Tick tick = new Tick(timestamp,71.70,72.06,72.75,71.70,0.99,72.81,108200.00,7854215.00,152);	
  		assertEquals(tick, ts.getTick(2));
  	}
  	@Test
  	public void testeLine2() throws Exception {
  
  		Timestamp timestamp = getTimeStamp(2007, 4, 30);
! 		Tick tick = new Tick(timestamp,73.09,72.81,73.10,72.20,1.00,73.09,83200.00,6045660.00,103);
! 		assertEquals(tick, ts.getTick(1));		
  	}
! 	
  	@Test
  	public void testLine1() throws Exception {
  
  		Timestamp timestamp = getTimeStamp(2007, 4, 27);
! 		Tick tick = new Tick(timestamp,71.00,73.09,73.29,68.76,1.02,71.40,59100.00,4180018.00,141);
  		assertEquals(tick, ts.getTick(0));
! 	
  	}
  
!   //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(CedroTimeSeriesLoaderTest.class);
  	}
  }
--- 37,71 ----
  		return new Timestamp(date.getTime());
  	}
! 
  	@Test
  	public void testLine3() throws Exception {
  
! 		Timestamp timestamp = getTimeStamp(2007, 5, 2);
! 		Tick tick = new Tick(timestamp, 71.70, 72.06, 72.75, 71.70, 0.99, 72.81, 108200.00, 7854215.00, 152);
  		assertEquals(tick, ts.getTick(2));
  	}
+ 
  	@Test
  	public void testeLine2() throws Exception {
  
  		Timestamp timestamp = getTimeStamp(2007, 4, 30);
! 		Tick tick = new Tick(timestamp, 73.09, 72.81, 73.10, 72.20, 1.00, 73.09, 83200.00, 6045660.00, 103);
! 		assertEquals(tick, ts.getTick(1));
  	}
! 
  	@Test
  	public void testLine1() throws Exception {
  
  		Timestamp timestamp = getTimeStamp(2007, 4, 27);
! 		Tick tick = new Tick(timestamp, 71.00, 73.09, 73.29, 68.76, 1.02, 71.40, 59100.00, 4180018.00, 141);
  		assertEquals(tick, ts.getTick(0));
! 
  	}
  
! 	// 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(CedroTimeSeriesLoaderTest.class);
  	}
  }

[Tail-cvs] Tail/src/test/net/sf/tail/indicator/oscilator - New directory

[Márcio V. d. S. <mv...@us...>]

Update of /cvsroot/tail/Tail/src/test/net/sf/tail/indicator/oscilator
In directory sc8-pr-cvs10.sourceforge.net:/tmp/cvs-serv2553/src/test/net/sf/tail/indicator/oscilator

Log Message:
Directory /cvsroot/tail/Tail/src/test/net/sf/tail/indicator/oscilator added to the repository

[Tail-cvs] Tail/src/java/net/sf/tail/indicator/tracker WilliamsRIndicator.java, 1.5

[Thies <tg...@us...>]

Update of /cvsroot/tail/Tail/src/java/net/sf/tail/indicator/tracker
In directory sc8-pr-cvs10.sourceforge.net:/tmp/cvs-serv32631/src/java/net/sf/tail/indicator/tracker

Modified Files:
	WilliamsRIndicator.java 
Log Message:
Novo construtor com o parâmetro TimeSerie

Index: WilliamsRIndicator.java
===================================================================
RCS file: /cvsroot/tail/Tail/src/java/net/sf/tail/indicator/tracker/WilliamsRIndicator.java,v
retrieving revision 1.4
retrieving revision 1.5
diff -C2 -d -r1.4 -r1.5
*** WilliamsRIndicator.java	17 May 2007 22:45:34 -0000	1.4
--- WilliamsRIndicator.java	17 May 2007 22:58:07 -0000	1.5
***************
*** 2,5 ****
--- 2,7 ----
  
  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;
***************
*** 12,15 ****
--- 14,22 ----
  	private MinPriceIndicator minPriceIndicator;
  	
+ 	public WilliamsRIndicator(TimeSeries timeSeries, int timeFrame)
+ 	{
+ 		this(new ClosePriceIndicator(timeSeries), timeFrame, new MaxPriceIndicator(timeSeries), new MinPriceIndicator(timeSeries));
+ 	}
+ 	
  	public WilliamsRIndicator(Indicator<? extends Number> indicator, int timeFrame, MaxPriceIndicator maxPriceIndicator, MinPriceIndicator minPriceIndicator) {
  		this.indicator = indicator;

[Tail-cvs] Tail/src/test/net/sf/tail/indicator HighestValueIndicatorTest.java, 1.1 LowestValueIndicatorTest.java, 1.1

[Carlos <ma...@us...>]

Update of /cvsroot/tail/Tail/src/test/net/sf/tail/indicator
In directory sc8-pr-cvs10.sourceforge.net:/tmp/cvs-serv27230/src/test/net/sf/tail/indicator

Added Files:
	HighestValueIndicatorTest.java LowestValueIndicatorTest.java 
Log Message:
Classes de teste para o HighestValue e LowestValue.

--- NEW FILE: HighestValueIndicatorTest.java ---
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.HighestValueIndicator;

import org.junit.Before;
import org.junit.Test;

public class HighestValueIndicatorTest {

    private TimeSeries data;

    @Before
    public  void prepare() throws Exception {
        data = new SampleTimeSeries(new double[] { 1, 2, 3, 4, 3, 4, 5, 6, 4, 3, 3, 4, 3, 2 });
    }

    @Test
    public void testAverageGain5() throws Exception {
		HighestValueIndicator highestValue = new HighestValueIndicator(new ClosePriceIndicator(data), 5);

		assertEquals(4d, highestValue.getValue(5), 0.01);
		assertEquals(5d, highestValue.getValue(6), 0.01);
		assertEquals(6d, highestValue.getValue(7), 0.01);
		assertEquals(6d, highestValue.getValue(8), 0.01);
		assertEquals(6d, highestValue.getValue(9), 0.01);
		assertEquals(6d, highestValue.getValue(10), 0.01);
		assertEquals(6d, highestValue.getValue(11), 0.01);
		assertEquals(6d, highestValue.getValue(12), 0.01);
		assertEquals(4d, highestValue.getValue(13), 0.01);

    }
    
	@Test
	public void test10daysJumping() {
		HighestValueIndicator highestValue = new HighestValueIndicator(new ClosePriceIndicator(data), 5);
		assertEquals(6, highestValue.getValue(12), 0.01);
	}

	@Test(expected = IndexOutOfBoundsException.class)
	public void testWrongIndex() {
		HighestValueIndicator highestValue = new HighestValueIndicator(new ClosePriceIndicator(data), 5);
		assertEquals(3d, highestValue.getValue(300));
	}

	//	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(RSIIndicatorTest.class);
	}
}

--- NEW FILE: LowestValueIndicatorTest.java ---
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.LowestValueIndicator;

import org.junit.Before;
import org.junit.Test;

public class LowestValueIndicatorTest {

    private TimeSeries data;

    @Before
    public  void prepare() throws Exception {
        data = new SampleTimeSeries(new double[] { 1, 2, 3, 4, 3, 4, 5, 6, 4, 3, 2, 4, 3, 1 });
    }

    @Test
    public void testAverageGain5() throws Exception {
		LowestValueIndicator lowestValue = new LowestValueIndicator(new ClosePriceIndicator(data), 5);

		assertEquals(1d, lowestValue.getValue(5), 0.01);
		assertEquals(2d, lowestValue.getValue(6), 0.01);
		assertEquals(3d, lowestValue.getValue(7), 0.01);
		assertEquals(3d, lowestValue.getValue(8), 0.01);
		assertEquals(3d, lowestValue.getValue(9), 0.01);
		assertEquals(2d, lowestValue.getValue(10), 0.01);
		assertEquals(2d, lowestValue.getValue(11), 0.01);
		assertEquals(2d, lowestValue.getValue(12), 0.01);
		assertEquals(1d, lowestValue.getValue(13), 0.01);

    }
    
	@Test
	public void test10daysJumping() {
		LowestValueIndicator lowestValue = new LowestValueIndicator(new ClosePriceIndicator(data), 5);
		assertEquals(2d, lowestValue.getValue(10), 0.01);
	}

	@Test(expected = IndexOutOfBoundsException.class)
	public void testWrongIndex() {
		LowestValueIndicator lowestValue = new LowestValueIndicator(new ClosePriceIndicator(data), 5);
		assertEquals(3d, lowestValue.getValue(300));
	}

	//	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(RSIIndicatorTest.class);
	}
}

[Tail-cvs] Tail/src/java/net/sf/tail/indicator/tracker HighestValueIndicator.java, 1.1 LowestValueIndicator.java, 1.1 WilliamsRIndicator.java, 1.4

[Carlos <ma...@us...>]

Update of /cvsroot/tail/Tail/src/java/net/sf/tail/indicator/tracker
In directory sc8-pr-cvs10.sourceforge.net:/tmp/cvs-serv27199/src/java/net/sf/tail/indicator/tracker

Modified Files:
	WilliamsRIndicator.java 
Added Files:
	HighestValueIndicator.java LowestValueIndicator.java 
Log Message:
Refatoracao do Williams R e criado dois indicators (HighestValue e LowestValue), pois eles serao necessarios em varios outros indicadores.

Index: WilliamsRIndicator.java
===================================================================
RCS file: /cvsroot/tail/Tail/src/java/net/sf/tail/indicator/tracker/WilliamsRIndicator.java,v
retrieving revision 1.3
retrieving revision 1.4
diff -C2 -d -r1.3 -r1.4
*** WilliamsRIndicator.java	17 May 2007 21:30:54 -0000	1.3
--- WilliamsRIndicator.java	17 May 2007 22:45:34 -0000	1.4
***************
*** 20,54 ****
   
  	public Double getValue(int index) {
! 		double highestHighPrice = getHighestHighPrice(index);
! 		double lowestLowPrice = getLowestLowPrice(index);
  		
  		return ((highestHighPrice - indicator.getValue(index).doubleValue()) / (highestHighPrice - lowestLowPrice)) * -100d;
  	}
- 	
- 	private Double getHighestHighPrice(int index)
- 	{
- 		int start = Math.max(0, index - timeFrame + 1);
- 		Double highest = maxPriceIndicator.getValue(start);
- 		for (int i = start + 1; i <= index; i++) {
- 			if(highest.doubleValue() < maxPriceIndicator.getValue(i).doubleValue())
- 				highest = maxPriceIndicator.getValue(i);
- 		}
- 		return highest;
- 	}
- 	
- 	/*
- 	 * TODO - Pensar em otimização ou maior número de indicadores ?
- 	 * 
- 	 */
- 	private Double getLowestLowPrice(int index)
- 	{
- 		int start = Math.max(0, index - timeFrame + 1);
- 		Double lowest = minPriceIndicator.getValue(start);
- 		for (int i = start + 1; i <= index; i++) {
- 			if(lowest.doubleValue() > minPriceIndicator.getValue(i).doubleValue())
- 				lowest = minPriceIndicator.getValue(i);
- 		}
- 		return lowest;
- 	}
  }
  
--- 20,31 ----
   
  	public Double getValue(int index) {
! 		HighestValueIndicator highestHigh = new HighestValueIndicator(maxPriceIndicator, timeFrame);
! 		LowestValueIndicator lowestMin = new LowestValueIndicator(minPriceIndicator, timeFrame);
! 		
! 		double highestHighPrice = highestHigh.getValue(index);
! 		double lowestLowPrice = lowestMin.getValue(index);
  		
  		return ((highestHighPrice - indicator.getValue(index).doubleValue()) / (highestHighPrice - lowestLowPrice)) * -100d;
  	}
  }
  

--- NEW FILE: HighestValueIndicator.java ---
package net.sf.tail.indicator.tracker;

import net.sf.tail.Indicator;

public class HighestValueIndicator implements Indicator<Double> {

	private final Indicator<? extends Number> indicator;
	private final int timeFrame;
	
	public HighestValueIndicator(Indicator<? extends Number> indicator, int timeFrame) {
		this.indicator = indicator;
		this.timeFrame = timeFrame;
	}
	
	public Double getValue(int index) {
		int start = Math.max(0, index - timeFrame + 1);
		Double highest = (Double) indicator.getValue(start);
		for (int i = start + 1; i <= index; i++) {
			if(highest.doubleValue() < indicator.getValue(i).doubleValue())
				highest = (Double) indicator.getValue(i);
		}
		return highest;
	}
}

--- NEW FILE: LowestValueIndicator.java ---
package net.sf.tail.indicator.tracker;

import net.sf.tail.Indicator;

public class LowestValueIndicator implements Indicator<Double> {

	private final Indicator<? extends Number> indicator;
	private final int timeFrame;
	
	public LowestValueIndicator(Indicator<? extends Number> indicator, int timeFrame) {
		this.indicator = indicator;
		this.timeFrame = timeFrame;
	}

	public Double getValue(int index) {
		int start = Math.max(0, index - timeFrame + 1);
		Double lowest = (Double) indicator.getValue(start);
		for (int i = start + 1; i <= index; i++) {
			if(lowest.doubleValue() > indicator.getValue(i).doubleValue())
				lowest = (Double) indicator.getValue(i);
		}
		return lowest;
	}
}

[Tail-cvs] Tail/src/test/net/sf/tail/indicator/bollingerbands BollingerBandsMiddleIndicatorTest.java, 1.1 BollingerBandsUpperIndicatorTest.java, 1.1 BollingerBandsLowerIndicatorTest.java, 1.1

[Thies <tg...@us...>]

Update of /cvsroot/tail/Tail/src/test/net/sf/tail/indicator/bollingerbands
In directory sc8-pr-cvs10.sourceforge.net:/tmp/cvs-serv25903/src/test/net/sf/tail/indicator/bollingerbands

Added Files:
	BollingerBandsMiddleIndicatorTest.java 
	BollingerBandsUpperIndicatorTest.java 
	BollingerBandsLowerIndicatorTest.java 
Log Message:
BollingerBandsIndicator e testes

--- NEW FILE: BollingerBandsMiddleIndicatorTest.java ---
package net.sf.tail.indicator.bollingerbands;

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;
import org.junit.Test;

public class BollingerBandsMiddleIndicatorTest {
	private TimeSeries data;
	
	@Before
	public  void setUp() throws Exception {
		data = new SampleTimeSeries(new double[] { 1, 2, 3, 4, 3, 4, 5, 4, 3, 3, 4, 3, 2 });
	}
	
	@Test
	public void testBollingerBandsMiddleUsingSMA() throws Exception {
		SMAIndicator sma = new SMAIndicator(new ClosePriceIndicator(data), 3);
		BollingerBandsMiddleIndicator bbmSMA = new BollingerBandsMiddleIndicator(sma);
		
		for (int i = 0; i < data.getSize(); i++) {
			assertEquals(sma.getValue(i), bbmSMA.getValue(i));
		}
		
	}
	
	@Test(expected = IndexOutOfBoundsException.class)
	public void testWrongIndex() {
		SMAIndicator sma = new SMAIndicator(new ClosePriceIndicator(data), 3);
		BollingerBandsMiddleIndicator bbmSMA = new BollingerBandsMiddleIndicator(sma);
		
		bbmSMA.getValue(data.getSize());
	}
	
	//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(BollingerBandsMiddleIndicatorTest.class);
	}
}

--- NEW FILE: BollingerBandsLowerIndicatorTest.java ---
package net.sf.tail.indicator.bollingerbands;

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.StandardDeviationIndicator;
import net.sf.tail.indicator.tracker.bollingerbands.BollingerBandsLowerIndicator;
import net.sf.tail.indicator.tracker.bollingerbands.BollingerBandsMiddleIndicator;

import org.junit.Before;
import org.junit.Test;

public class BollingerBandsLowerIndicatorTest {

	private TimeSeries data;
	
	@Before
	public  void setUp() throws Exception {
		data = new SampleTimeSeries(new double[] { 1, 2, 3, 4, 3, 4, 5, 4, 3, 3, 4, 3, 2 });
	}
	
	@Test
	public void testBollingerBandsLowerUsingSMAAndStandardDeviation() throws Exception {
		int timeFrame = 3;
		ClosePriceIndicator closePrice = new ClosePriceIndicator(data);
		SMAIndicator sma = new SMAIndicator(closePrice, timeFrame);
		BollingerBandsMiddleIndicator bbmSMA = new BollingerBandsMiddleIndicator(sma);
		StandardDeviationIndicator standardDeviation = new StandardDeviationIndicator(closePrice, timeFrame);
		BollingerBandsLowerIndicator bblSMA = new BollingerBandsLowerIndicator(bbmSMA, standardDeviation);
		
		for (int i = 0; i < data.getSize(); i++) {
			assertEquals(sma.getValue(i) - 2 * standardDeviation.getValue(i), bblSMA.getValue(i));
		}
	}
	
	@Test(expected = IndexOutOfBoundsException.class)
	public void testWrongIndex() {
		int timeFrame = 3;
		ClosePriceIndicator closePrice = new ClosePriceIndicator(data);
		SMAIndicator sma = new SMAIndicator(closePrice, timeFrame);
		BollingerBandsMiddleIndicator bbmSMA = new BollingerBandsMiddleIndicator(sma);
		StandardDeviationIndicator standardDeviation = new StandardDeviationIndicator(closePrice, timeFrame);
		BollingerBandsLowerIndicator bblSMA = new BollingerBandsLowerIndicator(bbmSMA, standardDeviation);
		
		bblSMA.getValue(data.getSize());
	}
	
	public static junit.framework.Test suite() {
		return new JUnit4TestAdapter(BollingerBandsLowerIndicatorTest.class);
	}
}

--- NEW FILE: BollingerBandsUpperIndicatorTest.java ---
package net.sf.tail.indicator.bollingerbands;

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.StandardDeviationIndicator;
import net.sf.tail.indicator.tracker.bollingerbands.BollingerBandsMiddleIndicator;
import net.sf.tail.indicator.tracker.bollingerbands.BollingerBandsUpperIndicator;

import org.junit.Before;
import org.junit.Test;

public class BollingerBandsUpperIndicatorTest {
	
	private TimeSeries data;
	
	@Before
	public  void setUp() throws Exception {
		data = new SampleTimeSeries(new double[] { 1, 2, 3, 4, 3, 4, 5, 4, 3, 3, 4, 3, 2 });
	}
	
	@Test
	public void testBollingerBandsUpperUsingSMAAndStandardDeviation() throws Exception {
		int timeFrame = 3;
		ClosePriceIndicator closePrice = new ClosePriceIndicator(data);
		SMAIndicator sma = new SMAIndicator(closePrice, timeFrame);
		BollingerBandsMiddleIndicator bbmSMA = new BollingerBandsMiddleIndicator(sma);
		StandardDeviationIndicator standardDeviation = new StandardDeviationIndicator(closePrice, timeFrame);
		BollingerBandsUpperIndicator bbuSMA = new BollingerBandsUpperIndicator(bbmSMA, standardDeviation);
		
		for (int i = 0; i < data.getSize(); i++) {
			assertEquals(sma.getValue(i) + 2 * standardDeviation.getValue(i), bbuSMA.getValue(i));
		}
	}
	
	@Test(expected = IndexOutOfBoundsException.class)
	public void testWrongIndex() {
		int timeFrame = 3;
		ClosePriceIndicator closePrice = new ClosePriceIndicator(data);
		SMAIndicator sma = new SMAIndicator(closePrice, timeFrame);
		BollingerBandsMiddleIndicator bbmSMA = new BollingerBandsMiddleIndicator(sma);
		StandardDeviationIndicator standardDeviation = new StandardDeviationIndicator(closePrice, timeFrame);
		BollingerBandsUpperIndicator bbuSMA = new BollingerBandsUpperIndicator(bbmSMA, standardDeviation);
		
		bbuSMA.getValue(data.getSize());
	}
	
	public static junit.framework.Test suite() {
		return new JUnit4TestAdapter(BollingerBandsUpperIndicatorTest.class);
	}
	
}

[Tail-cvs] Tail/src/java/net/sf/tail/indicator/tracker/bollingerbands - New directory

[Thies <tg...@us...>]

Update of /cvsroot/tail/Tail/src/java/net/sf/tail/indicator/tracker/bollingerbands
In directory sc8-pr-cvs10.sourceforge.net:/tmp/cvs-serv25883/src/java/net/sf/tail/indicator/tracker/bollingerbands

Log Message:
Directory /cvsroot/tail/Tail/src/java/net/sf/tail/indicator/tracker/bollingerbands added to the repository

[Tail-cvs] Tail/src/test/net/sf/tail/indicator/bollingerbands - New directory

[Thies <tg...@us...>]

Update of /cvsroot/tail/Tail/src/test/net/sf/tail/indicator/bollingerbands
In directory sc8-pr-cvs10.sourceforge.net:/tmp/cvs-serv25883/src/test/net/sf/tail/indicator/bollingerbands

Log Message:
Directory /cvsroot/tail/Tail/src/test/net/sf/tail/indicator/bollingerbands added to the repository

[Tail-cvs] Tail/src/java/net/sf/tail/indicator/tracker StandardDeviationIndicator.java, 1.2

[Thies <tg...@us...>]

Update of /cvsroot/tail/Tail/src/java/net/sf/tail/indicator/tracker
In directory sc8-pr-cvs10.sourceforge.net:/tmp/cvs-serv2147/src/java/net/sf/tail/indicator/tracker

Modified Files:
	StandardDeviationIndicator.java 
Log Message:
Ajustado o StandardDeviationIndicator para a pattern Decorator

Index: StandardDeviationIndicator.java
===================================================================
RCS file: /cvsroot/tail/Tail/src/java/net/sf/tail/indicator/tracker/StandardDeviationIndicator.java,v
retrieving revision 1.1
retrieving revision 1.2
diff -C2 -d -r1.1 -r1.2
*** StandardDeviationIndicator.java	17 May 2007 21:29:16 -0000	1.1
--- StandardDeviationIndicator.java	17 May 2007 21:47:24 -0000	1.2
***************
*** 3,14 ****
  import net.sf.tail.Indicator;
  
! public class StandardDeviationIndicator extends CachedIndicator<Double> {
  
  	public StandardDeviationIndicator(Indicator<? extends Number> indicator, int timeFrame)
  	{
! 		super(indicator, timeFrame);
  	}
! 	@Override
! 	protected Double calculate(int index) {
  		SMAIndicator sma = new SMAIndicator(indicator, timeFrame);
  		
--- 3,18 ----
  import net.sf.tail.Indicator;
  
! public class StandardDeviationIndicator implements Indicator<Double> {
  
+ 	private Indicator<? extends Number> indicator;
+ 	private int timeFrame;
+ 	
  	public StandardDeviationIndicator(Indicator<? extends Number> indicator, int timeFrame)
  	{
! 		this.indicator = indicator;
! 		this.timeFrame = timeFrame;
  	}
! 	
! 	public Double getValue(int index) {
  		SMAIndicator sma = new SMAIndicator(indicator, timeFrame);
  		
***************
*** 23,26 ****
--- 27,32 ----
  	
  
+ 	
+ 
  
  	

[Tail-cvs] Tail/src/java/net/sf/tail/indicator/tracker AverageLossIndicator.java, 1.2 SMAIndicator.java, 1.8 CachedIndicator.java, 1.5 WilliamsRIndicator.java, 1.3 EMAIndicator.java, 1.10 RSIIndicator.java, 1.10 AverageGainIndicator.java, 1.2

[Márcio V. d. S. <mv...@us...>]

Update of /cvsroot/tail/Tail/src/java/net/sf/tail/indicator/tracker
In directory sc8-pr-cvs10.sourceforge.net:/tmp/cvs-serv27559/src/java/net/sf/tail/indicator/tracker

Modified Files:
	AverageLossIndicator.java SMAIndicator.java 
	CachedIndicator.java WilliamsRIndicator.java EMAIndicator.java 
	RSIIndicator.java AverageGainIndicator.java 
Log Message:
transformando template method em decorator (caso CachedIndicator)

Index: EMAIndicator.java
===================================================================
RCS file: /cvsroot/tail/Tail/src/java/net/sf/tail/indicator/tracker/EMAIndicator.java,v
retrieving revision 1.9
retrieving revision 1.10
diff -C2 -d -r1.9 -r1.10
*** EMAIndicator.java	14 May 2007 12:08:21 -0000	1.9
--- EMAIndicator.java	17 May 2007 21:30:55 -0000	1.10
***************
*** 3,10 ****
  import net.sf.tail.Indicator;
  
! public class EMAIndicator extends CachedIndicator<Double> {
  
  	public EMAIndicator(Indicator<? extends Number> indicator, int timeFrame) {
! 		super(indicator, timeFrame);
  	}
  	
--- 3,14 ----
  import net.sf.tail.Indicator;
  
! public class EMAIndicator implements Indicator<Double> {
  
+ 	private final Indicator<? extends Number> indicator;
+ 	private final int timeFrame;
+ 	
  	public EMAIndicator(Indicator<? extends Number> indicator, int timeFrame) {
! 		this.indicator = indicator;
! 		this.timeFrame = timeFrame;
  	}
  	
***************
*** 13,18 ****
  	}
  	
! 	protected Double calculate(int index) {
! 		
  		if(index + 1 < timeFrame)
  			return new SMAIndicator(indicator,timeFrame).getValue(index);
--- 17,21 ----
  	}
  	
! 	public Double getValue(int index) {
  		if(index + 1 < timeFrame)
  			return new SMAIndicator(indicator,timeFrame).getValue(index);

Index: AverageLossIndicator.java
===================================================================
RCS file: /cvsroot/tail/Tail/src/java/net/sf/tail/indicator/tracker/AverageLossIndicator.java,v
retrieving revision 1.1
retrieving revision 1.2
diff -C2 -d -r1.1 -r1.2
*** AverageLossIndicator.java	17 May 2007 17:52:05 -0000	1.1
--- AverageLossIndicator.java	17 May 2007 21:30:54 -0000	1.2
***************
*** 3,13 ****
  import net.sf.tail.Indicator;
  
! public class AverageLossIndicator extends CachedIndicator<Double> {
  
  	public AverageLossIndicator(Indicator<? extends Number> indicator, int timeFrame) {
! 		super(indicator, timeFrame);
  	}
  
! 	protected Double calculate(int index) {
  		double result = 0;
  		for (int i = Math.max(1, index - timeFrame + 1); i <= index; i++) {
--- 3,17 ----
  import net.sf.tail.Indicator;
  
! public class AverageLossIndicator implements Indicator<Double> {
  
+ 	private final Indicator<? extends Number> indicator;
+ 	private final int timeFrame;
+ 	
  	public AverageLossIndicator(Indicator<? extends Number> indicator, int timeFrame) {
! 		this.indicator = indicator;
! 		this.timeFrame = timeFrame;
  	}
  
! 	public Double getValue(int index) {
  		double result = 0;
  		for (int i = Math.max(1, index - timeFrame + 1); i <= index; i++) {

Index: RSIIndicator.java
===================================================================
RCS file: /cvsroot/tail/Tail/src/java/net/sf/tail/indicator/tracker/RSIIndicator.java,v
retrieving revision 1.9
retrieving revision 1.10
diff -C2 -d -r1.9 -r1.10
*** RSIIndicator.java	17 May 2007 17:52:05 -0000	1.9
--- RSIIndicator.java	17 May 2007 21:30:55 -0000	1.10
***************
*** 3,13 ****
  import net.sf.tail.Indicator;
  
! public class RSIIndicator extends CachedIndicator<Double> {
  
  	public RSIIndicator(Indicator<? extends Number> indicator, int timeFrame) {
! 		super(indicator, timeFrame);
  	}
  
! 	protected Double calculate(int index) {
  		return 100d - 100d / (1 + rs(index));
  	}
--- 3,17 ----
  import net.sf.tail.Indicator;
  
! public class RSIIndicator implements Indicator<Double> {
  
+ 	private final Indicator<? extends Number> indicator;
+ 	private final int timeFrame;
+ 	
  	public RSIIndicator(Indicator<? extends Number> indicator, int timeFrame) {
! 		this.indicator = indicator;
! 		this.timeFrame = timeFrame;
  	}
  
! 	public Double getValue(int index) {
  		return 100d - 100d / (1 + rs(index));
  	}

Index: SMAIndicator.java
===================================================================
RCS file: /cvsroot/tail/Tail/src/java/net/sf/tail/indicator/tracker/SMAIndicator.java,v
retrieving revision 1.7
retrieving revision 1.8
diff -C2 -d -r1.7 -r1.8
*** SMAIndicator.java	14 May 2007 12:08:21 -0000	1.7
--- SMAIndicator.java	17 May 2007 21:30:54 -0000	1.8
***************
*** 3,13 ****
  import net.sf.tail.Indicator;
  
! public class SMAIndicator extends CachedIndicator<Double> {
  
  	public SMAIndicator(Indicator<? extends Number> indicator, int timeFrame) {
! 		super(indicator, timeFrame);
  	}
  
! 	protected Double calculate(int index) {
  		double sum = 0.0;
  		for (int i = Math.max(0, index - timeFrame + 1); i <= index; i++) {
--- 3,17 ----
  import net.sf.tail.Indicator;
  
! public class SMAIndicator implements Indicator<Double> {
  
+ 	private final Indicator<? extends Number> indicator;
+ 	private final int timeFrame;
+ 	
  	public SMAIndicator(Indicator<? extends Number> indicator, int timeFrame) {
! 		this.indicator = indicator;
! 		this.timeFrame = timeFrame;
  	}
  
! 	public Double getValue(int index) {
  		double sum = 0.0;
  		for (int i = Math.max(0, index - timeFrame + 1); i <= index; i++) {

Index: AverageGainIndicator.java
===================================================================
RCS file: /cvsroot/tail/Tail/src/java/net/sf/tail/indicator/tracker/AverageGainIndicator.java,v
retrieving revision 1.1
retrieving revision 1.2
diff -C2 -d -r1.1 -r1.2
*** AverageGainIndicator.java	17 May 2007 17:52:05 -0000	1.1
--- AverageGainIndicator.java	17 May 2007 21:30:55 -0000	1.2
***************
*** 3,13 ****
  import net.sf.tail.Indicator;
  
! public class AverageGainIndicator extends CachedIndicator<Double> {
  
  	public AverageGainIndicator(Indicator<? extends Number> indicator, int timeFrame) {
! 		super(indicator, timeFrame);
  	}
  
! 	protected Double calculate(int index) {
  		double result = 0;
  		for (int i = Math.max(1, index - timeFrame + 1); i <= index; i++) {
--- 3,17 ----
  import net.sf.tail.Indicator;
  
! public class AverageGainIndicator implements Indicator<Double> {
  
+ 	private final Indicator<? extends Number> indicator;
+ 	private final int timeFrame;
+ 	
  	public AverageGainIndicator(Indicator<? extends Number> indicator, int timeFrame) {
! 		this.indicator = indicator;
! 		this.timeFrame = timeFrame;
  	}
  
! 	public Double getValue(int index) {
  		double result = 0;
  		for (int i = Math.max(1, index - timeFrame + 1); i <= index; i++) {

Index: WilliamsRIndicator.java
===================================================================
RCS file: /cvsroot/tail/Tail/src/java/net/sf/tail/indicator/tracker/WilliamsRIndicator.java,v
retrieving revision 1.2
retrieving revision 1.3
diff -C2 -d -r1.2 -r1.3
*** WilliamsRIndicator.java	17 May 2007 20:48:43 -0000	1.2
--- WilliamsRIndicator.java	17 May 2007 21:30:54 -0000	1.3
***************
*** 5,21 ****
  import net.sf.tail.indicator.simple.MinPriceIndicator;
  
! public class WilliamsRIndicator extends CachedIndicator<Double>{
  	
  	private MaxPriceIndicator maxPriceIndicator;
  	private MinPriceIndicator minPriceIndicator;
  	
  	public WilliamsRIndicator(Indicator<? extends Number> indicator, int timeFrame, MaxPriceIndicator maxPriceIndicator, MinPriceIndicator minPriceIndicator) {
! 		super(indicator, timeFrame);
  		this.maxPriceIndicator = maxPriceIndicator;
  		this.minPriceIndicator = minPriceIndicator;
  	}
! 	
! 	@Override
! 	protected Double calculate(int index) {
  		double highestHighPrice = getHighestHighPrice(index);
  		double lowestLowPrice = getLowestLowPrice(index);
--- 5,23 ----
  import net.sf.tail.indicator.simple.MinPriceIndicator;
  
! public class WilliamsRIndicator implements Indicator<Double> {
  	
+ 	private final Indicator<? extends Number> indicator;
+ 	private final int timeFrame;
  	private MaxPriceIndicator maxPriceIndicator;
  	private MinPriceIndicator minPriceIndicator;
  	
  	public WilliamsRIndicator(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) {
  		double highestHighPrice = getHighestHighPrice(index);
  		double lowestLowPrice = getLowestLowPrice(index);

Index: CachedIndicator.java
===================================================================
RCS file: /cvsroot/tail/Tail/src/java/net/sf/tail/indicator/tracker/CachedIndicator.java,v
retrieving revision 1.4
retrieving revision 1.5
diff -C2 -d -r1.4 -r1.5
*** CachedIndicator.java	17 May 2007 20:16:11 -0000	1.4
--- CachedIndicator.java	17 May 2007 21:30:54 -0000	1.5
***************
*** 7,42 ****
  import net.sf.tail.Indicator;
  
! public abstract class CachedIndicator<T> implements Indicator {
  
  
  	protected final Indicator<? extends Number> indicator;
  
! 	protected final int timeFrame;
  
! 	protected List<T> results;
  
  	public CachedIndicator(Indicator<? extends Number> indicator, int timeFrame) {
  		this.indicator = indicator;
  		this.timeFrame = timeFrame;
! 		results = new ArrayList<T>();
  	}
  
! 	public T getValue(int index) {
  		increaseLength(index);
  
  		if (results.get(index) == null) {
! 			results.set(index, calculate(index));
  		}
  		return results.get(index);
- 
  	}
  
  	private void increaseLength(int index) {
  		if (results.size() <= index) {
! 			results.addAll(Collections.<T> nCopies(index - results.size() + 1, null));
  		}
  	}
  
! 	protected abstract T calculate(int index);
  
  }
--- 7,46 ----
  import net.sf.tail.Indicator;
  
! public class CachedIndicator implements Indicator {
  
  
  	protected final Indicator<? extends Number> indicator;
  
! 	protected int timeFrame = 0;
  
! 	protected List<Number> results;
  
  	public CachedIndicator(Indicator<? extends Number> indicator, int timeFrame) {
  		this.indicator = indicator;
  		this.timeFrame = timeFrame;
! 		results = new ArrayList<Number>();
  	}
  
! 	public CachedIndicator(Indicator<? extends Number> indicator) {
! 		this.indicator = indicator;
! 		results = new ArrayList<Number>();
! 	}	
! 	
! 	public Number getValue(int index) {
  		increaseLength(index);
  
  		if (results.get(index) == null) {
! 			results.set(index, indicator.getValue(index));
  		}
  		return results.get(index);
  	}
  
  	private void increaseLength(int index) {
  		if (results.size() <= index) {
! 			results.addAll(Collections.<Number> nCopies(index - results.size() + 1, null));
  		}
  	}
  
! 
  
  }

[Tail-cvs] Tail/src/test/net/sf/tail/indicator CachedIndicatorTest.java, 1.1

[Márcio V. d. S. <mv...@us...>]

Update of /cvsroot/tail/Tail/src/test/net/sf/tail/indicator
In directory sc8-pr-cvs10.sourceforge.net:/tmp/cvs-serv27559/src/test/net/sf/tail/indicator

Added Files:
	CachedIndicatorTest.java 
Log Message:
transformando template method em decorator (caso CachedIndicator)

--- NEW FILE: CachedIndicatorTest.java ---
package net.sf.tail.indicator;


import java.util.Arrays;

import net.sf.tail.SampleTimeSeries;
import net.sf.tail.TimeSeries;
import net.sf.tail.indicator.simple.ClosePriceIndicator;
import net.sf.tail.indicator.tracker.CachedIndicator;
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 {

    private TimeSeries data;

    @Before
    public  void prepare() throws Exception {
        data = new SampleTimeSeries(new double[] { 1, 2, 3, 4, 3, 4, 5, 4, 3, 3, 4, 3, 2 });
    }

    @Test
    public void testCachedIndicatorShouldBeEqualsSMAIndicator() throws Exception {
        SMAIndicator sma = new SMAIndicator(new ClosePriceIndicator(data), 3);
        CachedIndicator cache = new CachedIndicator(sma);
        
        for (int i = 0; i < 10; i++) {
        	assertEquals(sma.getValue(i) , cache.getValue(i));
		}
    }
    
    @Test
	public void testIfCacheWorks() {
    	SMAIndicator sma = new SMAIndicator(new ClosePriceIndicator(data), 3);
        CachedIndicator cache = new CachedIndicator(sma);
        cache.getValue(4);
        assertEquals(sma.getValue(4) , cache.getValue(4));
	}

    @Test
	public void testIncreaseArrayMethod() {
    	double[] d = new double[200];
        Arrays.fill(d, 10);
        TimeSeries dataMax = new SampleTimeSeries(d );
		SMAIndicator quoteSMA = new SMAIndicator(new ClosePriceIndicator(dataMax), 100);
		CachedIndicator cache = new CachedIndicator(quoteSMA);
		assertEquals(10d, cache.getValue(105));
	}
    
	@Test(expected = IndexOutOfBoundsException.class)
	public void testWrongIndex() {
		SMAIndicator quoteSMA = new SMAIndicator(new ClosePriceIndicator(data), 3);
		CachedIndicator cache = new CachedIndicator(quoteSMA);
		cache.getValue(13);
	}
	
	//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(CachedIndicatorTest.class);
	}
}

[Tail-cvs] Tail/src/java/net/sf/tail Tick.java,1.7

[Márcio V. d. S. <mv...@us...>]

Update of /cvsroot/tail/Tail/src/java/net/sf/tail
In directory sc8-pr-cvs10.sourceforge.net:/tmp/cvs-serv27559/src/java/net/sf/tail

Modified Files:
	Tick.java 
Log Message:
transformando template method em decorator (caso CachedIndicator)

Index: Tick.java
===================================================================
RCS file: /cvsroot/tail/Tail/src/java/net/sf/tail/Tick.java,v
retrieving revision 1.6
retrieving revision 1.7
diff -C2 -d -r1.6 -r1.7
*** Tick.java	17 May 2007 20:50:17 -0000	1.6
--- Tick.java	17 May 2007 21:30:54 -0000	1.7
***************
*** 35,39 ****
  		this.trades = trades;
  	}
! 	
  	public Tick(double openPrice, double closePrice, double maxPrice, double minPrice)
  	{
--- 35,39 ----
  		this.trades = trades;
  	}
! 
  	public Tick(double openPrice, double closePrice, double maxPrice, double minPrice)
  	{
***************
*** 91,95 ****
  		return false;
  	}
! 	
  	public double getVariation() {
  		return variation;
--- 91,95 ----
  		return false;
  	}
! 
  	public double getVariation() {
  		return variation;

[Tail-cvs] Tail/src/java/net/sf/tail/indicator/tracker WilliamsRIndicator.java, 1.2

[Márcio V. d. S. <mv...@us...>]

Update of /cvsroot/tail/Tail/src/java/net/sf/tail/indicator/tracker
In directory sc8-pr-cvs10.sourceforge.net:/tmp/cvs-serv10230/src/java/net/sf/tail/indicator/tracker

Modified Files:
	WilliamsRIndicator.java 
Log Message:
refatoração dos testes

Index: WilliamsRIndicator.java
===================================================================
RCS file: /cvsroot/tail/Tail/src/java/net/sf/tail/indicator/tracker/WilliamsRIndicator.java,v
retrieving revision 1.1
retrieving revision 1.2
diff -C2 -d -r1.1 -r1.2
*** WilliamsRIndicator.java	17 May 2007 19:59:19 -0000	1.1
--- WilliamsRIndicator.java	17 May 2007 20:48:43 -0000	1.2
***************
*** 35,38 ****
--- 35,42 ----
  	}
  	
+ 	/*
+ 	 * TODO - Pensar em otimização ou maior número de indicadores ?
+ 	 * 
+ 	 */
  	private Double getLowestLowPrice(int index)
  	{

[Tail-cvs] Tail/src/test/net/sf/tail/reader CedroTimeSeriesLoaderTest.java, 1.8

[Márcio V. d. S. <mv...@us...>]

Update of /cvsroot/tail/Tail/src/test/net/sf/tail/reader
In directory sc8-pr-cvs10.sourceforge.net:/tmp/cvs-serv31504/src/test/net/sf/tail/reader

Modified Files:
	CedroTimeSeriesLoaderTest.java 
Log Message:
refatoração dos testes

Index: CedroTimeSeriesLoaderTest.java
===================================================================
RCS file: /cvsroot/tail/Tail/src/test/net/sf/tail/reader/CedroTimeSeriesLoaderTest.java,v
retrieving revision 1.7
retrieving revision 1.8
diff -C2 -d -r1.7 -r1.8
*** CedroTimeSeriesLoaderTest.java	17 May 2007 16:59:55 -0000	1.7
--- CedroTimeSeriesLoaderTest.java	17 May 2007 20:16:11 -0000	1.8
***************
*** 2,11 ****
--- 2,16 ----
  
  import static org.junit.Assert.assertEquals;
+ 
  import java.io.FileInputStream;
  import java.sql.Timestamp;
+ import java.text.ParseException;
  import java.text.SimpleDateFormat;
  import java.util.Date;
+ 
  import junit.framework.JUnit4TestAdapter;
+ import net.sf.tail.Tick;
  import net.sf.tail.TimeSeries;
+ 
  import org.junit.Before;
  import org.junit.Test;
***************
*** 21,96 ****
  	}
  	
  	@Test
  	public void testLine3() throws Exception {
! 		
! 		// TODO: Duplicado em todos os testes (dtsato)
! 		SimpleDateFormat simpleDate = new SimpleDateFormat("dd/M/yyyy");
! 		Date date = null;
!         date = simpleDate.parse("2/5/2007");
! 		Timestamp timestamp = new Timestamp(date.getTime());
! 		double[] values = {71.70,72.06,72.75,71.70,0.99,72.81,108200.00,7854215.00,152.00};
! 		
! 		verifyTick(values, timestamp, 2);
! 				
! 		
! 		
  	}
  	@Test
  	public void testeLine2() throws Exception {
! 		
! 		Date date = null;
! 		SimpleDateFormat simpleDate = new SimpleDateFormat("dd/M/yyyy");
! 		
! 		date = simpleDate.parse("30/4/2007");
! 				
! 		Timestamp timestamp = new Timestamp(date.getTime());
! 		
! 		double[] valores = {73.09,72.81,73.10,72.20,1.00,73.09,83200.00,6045660.00,103.00};
! 		
! 		verifyTick(valores, timestamp, 1);
! 		
  	}
  	
  	@Test
  	public void testLine1() throws Exception {
! 		
! 		Date date = null;
! 		SimpleDateFormat simpleDate = new SimpleDateFormat("dd/M/yyyy");
! 		
! 		
! 		date = simpleDate.parse("27/4/2007");
  	
- 		Timestamp timestamp = new Timestamp(date.getTime());
- 		
- 		double[] valores = {71.00,73.09,73.29,68.76,1.02,71.40,59100.00,4180018.00,141.00};
- 		
- 		verifyTick(valores, timestamp, 0);
- 		
  	}
! 	
! 	/*
! 	 * TODO: Isso me parece estranho. Primeiro que tem muita coisa duplicada.
! 	 * E segundo que ele precisa ficar fazendo assertEquals com cada coisa do Tick.
! 	 * Me pareceria mais intuitivo um assertEquals entre ticks. Se o equals daqui
! 	 * não fizer sentido como equals() da aplicação, temos que pensar num jeito
! 	 * de usar uma versão do tick para testes. Talvez criar um TickComparator na
! 	 * estrutura de testes que verifica cada campo. Isso pode ser reaproveitado
! 	 * em vários outros testes. (dtsato)
! 	 * 
! 	 */
! 	private void verifyTick(double[] values, Timestamp timestamp, int index) {
! 		assertEquals(timestamp, ts.getTick(index).getData());
! 		
! 		assertEquals(values[0], ts.getTick(index).getOpenPrice());
! 		assertEquals(values[1], ts.getTick(index).getClosePrice());
! 		assertEquals(values[2], ts.getTick(index).getMaxPrice());
! 		assertEquals(values[3], ts.getTick(index).getMinPrice());
! 		assertEquals(values[4], ts.getTick(index).getChange());
! 		assertEquals(values[5], ts.getTick(index).getPreviousPrice());
! 		assertEquals(values[6], ts.getTick(index).getVolumeAmount());
! 		assertEquals(values[7], ts.getTick(index).getVolumeFinancier());
! 		assertEquals((int)values[8], ts.getTick(index).getTrades());
! 	}
! 	
    //Método adicionado por causa da compatibilidade do Eclipse 3.1.2(Rede Linux) 
  	//e o JUnit4
--- 26,64 ----
  	}
  	
+ 	private Timestamp getTimeStamp(int year,int month,int day){
+ 		Date date = null;
+ 		SimpleDateFormat simpleDate = new SimpleDateFormat("dd/M/yyyy");
+ 		try {
+ 			date = simpleDate.parse(day+"/"+month+"/"+year);
+ 		} catch (ParseException e) {
+ 			e.printStackTrace();
+ 		}
+ 		return new Timestamp(date.getTime());
+ 	}
+ 	
  	@Test
  	public void testLine3() throws Exception {
! 
! 		Timestamp timestamp = getTimeStamp(2007,5,2);
! 		Tick tick = new Tick(timestamp,71.70,72.06,72.75,71.70,0.99,72.81,108200.00,7854215.00,152);	
! 		assertEquals(tick, ts.getTick(2));
  	}
  	@Test
  	public void testeLine2() throws Exception {
! 
! 		Timestamp timestamp = getTimeStamp(2007, 4, 30);
! 		Tick tick = new Tick(timestamp,73.09,72.81,73.10,72.20,1.00,73.09,83200.00,6045660.00,103);
! 		assertEquals(tick, ts.getTick(1));		
  	}
  	
  	@Test
  	public void testLine1() throws Exception {
! 
! 		Timestamp timestamp = getTimeStamp(2007, 4, 27);
! 		Tick tick = new Tick(timestamp,71.00,73.09,73.29,68.76,1.02,71.40,59100.00,4180018.00,141);
! 		assertEquals(tick, ts.getTick(0));
  	
  	}
! 
    //Método adicionado por causa da compatibilidade do Eclipse 3.1.2(Rede Linux) 
  	//e o JUnit4

[Tail-cvs] Tail/src/test/net/sf/tail/indicator/simple VolumeIndicatorTest.java, 1.1 AmountIndicatorTest.java, 1.1 TradeIndicatorTest.java, 1.4 PreviousPriceIndicatorTest.java, 1.4 OpenPriceIndicatorTest.java, 1.4 ClosePriceIndicatorTest.java, 1.4 VariationPriceIndicatorTest.java, 1.2 MinPriceIndicatorTest.java, 1.4 MaxPriceIndicatorTest.java, 1.4 VolumeFinancierIndicatorTest.java, NONE VolumeAmountIndicatorTest.java, NONE

[Márcio V. d. S. <mv...@us...>]

Update of /cvsroot/tail/Tail/src/test/net/sf/tail/indicator/simple
In directory sc8-pr-cvs10.sourceforge.net:/tmp/cvs-serv31504/src/test/net/sf/tail/indicator/simple

Modified Files:
	TradeIndicatorTest.java PreviousPriceIndicatorTest.java 
	OpenPriceIndicatorTest.java ClosePriceIndicatorTest.java 
	VariationPriceIndicatorTest.java MinPriceIndicatorTest.java 
	MaxPriceIndicatorTest.java 
Added Files:
	VolumeIndicatorTest.java AmountIndicatorTest.java 
Removed Files:
	VolumeFinancierIndicatorTest.java 
	VolumeAmountIndicatorTest.java 
Log Message:
refatoração dos testes

--- NEW FILE: VolumeIndicatorTest.java ---
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 VolumeIndicatorTest {
private VolumeIndicator volumeIndicator;
	
	TimeSeries timeSeries;

	@Before
	public void setUp(){
		timeSeries = new SampleTimeSeries();
		volumeIndicator = new VolumeIndicator(timeSeries);
	}
	
	@Test
	public void testIndicatorShouldRetrieveTickVolume()
	{
		for (int i = 0; i < 10; i++) {
			assertEquals(volumeIndicator.getValue(i), timeSeries.getTick(i).getVolume());
		}		
	}
	@Test(expected = IndexOutOfBoundsException.class)
	public void testWrongIndex()
	{
		volumeIndicator.getValue(10);
	}
	//	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(VolumeIndicatorTest.class);
	}
}

--- VolumeFinancierIndicatorTest.java DELETED ---

--- NEW FILE: AmountIndicatorTest.java ---
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 AmountIndicatorTest {
private AmountIndicator amountIndicator;
	
	TimeSeries timeSeries;

	@Before
	public void setUp(){
		timeSeries = new SampleTimeSeries();
		amountIndicator = new AmountIndicator(timeSeries);
		
	}
	
	@Test
	public void testIndicatorShouldRetrieveTickAmountPrice()
	{
		for (int i = 0; i < 10; i++) {
			assertEquals(amountIndicator.getValue(i), timeSeries.getTick(i).getAmount());
		}		
	}
	@Test(expected = IndexOutOfBoundsException.class)
	public void testWrongIndex()
	{
		amountIndicator.getValue(10);
	}
	//	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(AmountIndicatorTest.class);
	}
}

Index: MaxPriceIndicatorTest.java
===================================================================
RCS file: /cvsroot/tail/Tail/src/test/net/sf/tail/indicator/simple/MaxPriceIndicatorTest.java,v
retrieving revision 1.3
retrieving revision 1.4
diff -C2 -d -r1.3 -r1.4
*** MaxPriceIndicatorTest.java	17 May 2007 17:22:17 -0000	1.3
--- MaxPriceIndicatorTest.java	17 May 2007 20:16:11 -0000	1.4
***************
*** 23,30 ****
  	
  	@Test
! 	public void testMax()
  	{
  		for (int i = 0; i < 10; i++) {
! 			assertEquals(maxPriceIndicator.getValue(i), (double)(i + 2));
  		}		
  	}
--- 23,30 ----
  	
  	@Test
! 	public void testIndicatorShouldRetrieveTickMaxPrice()
  	{
  		for (int i = 0; i < 10; i++) {
! 			assertEquals(maxPriceIndicator.getValue(i), timeSeries.getTick(i).getMaxPrice());
  		}		
  	}
***************
*** 32,36 ****
  	public void testWrongIndex()
  	{
! 		assertEquals(maxPriceIndicator.getValue(10), 0.0);
  	}
  	
--- 32,36 ----
  	public void testWrongIndex()
  	{
! 		maxPriceIndicator.getValue(10);
  	}
  	

Index: TradeIndicatorTest.java
===================================================================
RCS file: /cvsroot/tail/Tail/src/test/net/sf/tail/indicator/simple/TradeIndicatorTest.java,v
retrieving revision 1.3
retrieving revision 1.4
diff -C2 -d -r1.3 -r1.4
*** TradeIndicatorTest.java	17 May 2007 17:22:17 -0000	1.3
--- TradeIndicatorTest.java	17 May 2007 20:16:11 -0000	1.4
***************
*** 23,30 ****
  	
  	@Test
! 	public void testTrade()
  	{
  		for (int i = 0; i < 10; i++) {
! 			assertEquals(tradeIndicator.getValue(i), i + 8);
  		}		
  	}
--- 23,30 ----
  	
  	@Test
! 	public void testIndicatorShouldRetrieveTickTrade()
  	{
  		for (int i = 0; i < 10; i++) {
! 			assertEquals(tradeIndicator.getValue(i),timeSeries.getTick(i).getTrades());
  		}		
  	}
***************
*** 32,36 ****
  	public void testWrongIndex()
  	{
! 		assertEquals(tradeIndicator.getValue(10), 0.0);
  	}
  	//	Método adicionado por causa da compatibilidade do Eclipse 3.1.2(Rede Linux) 
--- 32,36 ----
  	public void testWrongIndex()
  	{
! 		tradeIndicator.getValue(10);
  	}
  	//	Método adicionado por causa da compatibilidade do Eclipse 3.1.2(Rede Linux) 

Index: OpenPriceIndicatorTest.java
===================================================================
RCS file: /cvsroot/tail/Tail/src/test/net/sf/tail/indicator/simple/OpenPriceIndicatorTest.java,v
retrieving revision 1.3
retrieving revision 1.4
diff -C2 -d -r1.3 -r1.4
*** OpenPriceIndicatorTest.java	17 May 2007 17:22:17 -0000	1.3
--- OpenPriceIndicatorTest.java	17 May 2007 20:16:11 -0000	1.4
***************
*** 18,30 ****
  	public void setUp(){
  		timeSeries = new SampleTimeSeries();
! 		openPriceIndicator = new OpenPriceIndicator(timeSeries);
! 		
  	}
  	
  	@Test
! 	public void testOpen()
  	{
  		for (int i = 0; i < 10; i++) {
! 			assertEquals(openPriceIndicator.getValue(i), (double)i);
  		}		
  	}
--- 18,29 ----
  	public void setUp(){
  		timeSeries = new SampleTimeSeries();
! 		openPriceIndicator = new OpenPriceIndicator(timeSeries);	
  	}
  	
  	@Test
! 	public void testIndicatorShouldRetrieveTickOpenPrice()
  	{
  		for (int i = 0; i < 10; i++) {
! 			assertEquals(openPriceIndicator.getValue(i), timeSeries.getTick(i).getOpenPrice());
  		}		
  	}
***************
*** 32,36 ****
  	public void testWrongIndex()
  	{
! 		assertEquals(openPriceIndicator.getValue(10), 0.0);
  	}
  	//	Método adicionado por causa da compatibilidade do Eclipse 3.1.2(Rede Linux) 
--- 31,35 ----
  	public void testWrongIndex()
  	{
! 		openPriceIndicator.getValue(10);
  	}
  	//	Método adicionado por causa da compatibilidade do Eclipse 3.1.2(Rede Linux) 

Index: VariationPriceIndicatorTest.java
===================================================================
RCS file: /cvsroot/tail/Tail/src/test/net/sf/tail/indicator/simple/VariationPriceIndicatorTest.java,v
retrieving revision 1.1
retrieving revision 1.2
diff -C2 -d -r1.1 -r1.2
*** VariationPriceIndicatorTest.java	17 May 2007 19:42:16 -0000	1.1
--- VariationPriceIndicatorTest.java	17 May 2007 20:16:11 -0000	1.2
***************
*** 10,17 ****
  import junit.framework.JUnit4TestAdapter;
  
- /*
-  * TODO: Os TODOs dessa classe valem para os outros testes de indicadores
-  * simples. (dtsato)
-  */
  public class VariationPriceIndicatorTest {
  	
--- 10,13 ----
***************
*** 27,41 ****
  	
  	@Test
! 	// TODO: Nomenclatura: testIndicatorShouldRetrieveTickChangePrice
! 	public void testChange()
  	{
- 		/*
- 		 * TODO: Não está legível esse teste. Eu preferia algo assim:
- 		 * timeSeries.getTick(i).getChangePrice()
- 		 * (dtsato)
- 		 * Esse código assume que você sabe como o ts foi instanciado.
- 		 */
  		for (int i = 0; i < 10; i++) {
! 			assertEquals(variationIndicator.getValue(i), (double)(i + 4));
  		}		
  	}
--- 23,31 ----
  	
  	@Test
! 	
! 	public void testIndicatorShouldRetrieveTickVariation()
  	{
  		for (int i = 0; i < 10; i++) {
! 			assertEquals(variationIndicator.getValue(i), timeSeries.getTick(i).getVariation());
  		}		
  	}
***************
*** 43,48 ****
  	public void testWrongIndex()
  	{
! 		// TODO: não precisa do assertEquals se a idéia é soltar a exceção. (dtsato)
! 		assertEquals(variationIndicator.getValue(10), 0.0);
  	}
  	//	Método adicionado por causa da compatibilidade do Eclipse 3.1.2(Rede Linux) 
--- 33,37 ----
  	public void testWrongIndex()
  	{
! 		variationIndicator.getValue(10);
  	}
  	//	Método adicionado por causa da compatibilidade do Eclipse 3.1.2(Rede Linux) 

Index: MinPriceIndicatorTest.java
===================================================================
RCS file: /cvsroot/tail/Tail/src/test/net/sf/tail/indicator/simple/MinPriceIndicatorTest.java,v
retrieving revision 1.3
retrieving revision 1.4
diff -C2 -d -r1.3 -r1.4
*** MinPriceIndicatorTest.java	17 May 2007 17:22:17 -0000	1.3
--- MinPriceIndicatorTest.java	17 May 2007 20:16:11 -0000	1.4
***************
*** 22,29 ****
  	
  	@Test
! 	public void testMin()
  	{
  		for (int i = 0; i < 10; i++) {
! 			assertEquals(minPriceIndicator.getValue(i), (double)(i + 3));
  		}		
  	}
--- 22,29 ----
  	
  	@Test
! 	public void testIndicatorShouldRetrieveTickMinPrice()
  	{
  		for (int i = 0; i < 10; i++) {
! 			assertEquals(minPriceIndicator.getValue(i), timeSeries.getTick(i).getMinPrice());
  		}		
  	}
***************
*** 31,35 ****
  	public void testWrongIndex()
  	{
! 		assertEquals(minPriceIndicator.getValue(10), 0.0);
  	}
  	//	Método adicionado por causa da compatibilidade do Eclipse 3.1.2(Rede Linux) 
--- 31,35 ----
  	public void testWrongIndex()
  	{
! 		minPriceIndicator.getValue(10);
  	}
  	//	Método adicionado por causa da compatibilidade do Eclipse 3.1.2(Rede Linux) 

--- VolumeAmountIndicatorTest.java DELETED ---

Index: ClosePriceIndicatorTest.java
===================================================================
RCS file: /cvsroot/tail/Tail/src/test/net/sf/tail/indicator/simple/ClosePriceIndicatorTest.java,v
retrieving revision 1.3
retrieving revision 1.4
diff -C2 -d -r1.3 -r1.4
*** ClosePriceIndicatorTest.java	17 May 2007 17:22:17 -0000	1.3
--- ClosePriceIndicatorTest.java	17 May 2007 20:16:11 -0000	1.4
***************
*** 23,32 ****
  	
  	@Test
! 	public void testClose()
  	{
  		
  		for (int i = 0; i < 10; i++) {
  			
! 			assertEquals(closePrice.getValue(i), (double)(i + 1));
  		}		
  	}
--- 23,32 ----
  	
  	@Test
! 	public void testIndicatorShouldRetrieveTickClosePrice()
  	{
  		
  		for (int i = 0; i < 10; i++) {
  			
! 			assertEquals(closePrice.getValue(i), timeSeries.getTick(i).getClosePrice());
  		}		
  	}
***************
*** 34,38 ****
  	public void testWrongIndex()
  	{
! 		assertEquals(closePrice.getValue(10), 0.0);
  	}
  	//	Método adicionado por causa da compatibilidade do Eclipse 3.1.2(Rede Linux) 
--- 34,38 ----
  	public void testWrongIndex()
  	{
! 		closePrice.getValue(10);
  	}
  	//	Método adicionado por causa da compatibilidade do Eclipse 3.1.2(Rede Linux) 

Index: PreviousPriceIndicatorTest.java
===================================================================
RCS file: /cvsroot/tail/Tail/src/test/net/sf/tail/indicator/simple/PreviousPriceIndicatorTest.java,v
retrieving revision 1.3
retrieving revision 1.4
diff -C2 -d -r1.3 -r1.4
*** PreviousPriceIndicatorTest.java	17 May 2007 17:22:17 -0000	1.3
--- PreviousPriceIndicatorTest.java	17 May 2007 20:16:11 -0000	1.4
***************
*** 23,30 ****
  	
  	@Test
! 	public void testPrevious()
  	{
  		for (int i = 0; i < 10; i++) {
! 			assertEquals(previousPriceIndicator.getValue(i), (double)(i + 5));
  		}		
  	}
--- 23,30 ----
  	
  	@Test
! 	public void testIndicatorShouldRetrieveTickPreviousPrice()
  	{
  		for (int i = 0; i < 10; i++) {
! 			assertEquals(previousPriceIndicator.getValue(i),timeSeries.getTick(i).getPreviousPrice());
  		}		
  	}
***************
*** 32,36 ****
  	public void testWrongIndex()
  	{
! 		assertEquals(previousPriceIndicator.getValue(10), 0.0);
  	}
  	
--- 32,36 ----
  	public void testWrongIndex()
  	{
! 		previousPriceIndicator.getValue(10);
  	}
  	

[Tail-cvs] Tail/src/java/net/sf/tail/indicator/simple VolumeIndicator.java, 1.1 AmountIndicator.java, 1.1 VariationIndicator.java, 1.2 VolumeAmountIndicator.java, NONE VolumeFinancierIndicator.java, NONE

[Márcio V. d. S. <mv...@us...>]

Update of /cvsroot/tail/Tail/src/java/net/sf/tail/indicator/simple
In directory sc8-pr-cvs10.sourceforge.net:/tmp/cvs-serv31504/src/java/net/sf/tail/indicator/simple

Modified Files:
	VariationIndicator.java 
Added Files:
	VolumeIndicator.java AmountIndicator.java 
Removed Files:
	VolumeAmountIndicator.java VolumeFinancierIndicator.java 
Log Message:
refatoração dos testes

--- NEW FILE: AmountIndicator.java ---
package net.sf.tail.indicator.simple;

import net.sf.tail.Indicator;
import net.sf.tail.TimeSeries;

public class AmountIndicator implements Indicator<Double> {

    private TimeSeries data;

    public AmountIndicator(TimeSeries data) {
        this.data = data;
    }

    public Double getValue(int index) {
        return data.getTick(index).getAmount();
    }
}
--- VolumeAmountIndicator.java DELETED ---

Index: VariationIndicator.java
===================================================================
RCS file: /cvsroot/tail/Tail/src/java/net/sf/tail/indicator/simple/VariationIndicator.java,v
retrieving revision 1.1
retrieving revision 1.2
diff -C2 -d -r1.1 -r1.2
*** VariationIndicator.java	17 May 2007 19:40:21 -0000	1.1
--- VariationIndicator.java	17 May 2007 20:16:11 -0000	1.2
***************
*** 13,17 ****
  
      public Double getValue(int index) {
!         return data.getTick(index).getChange();
      }
  }
--- 13,17 ----
  
      public Double getValue(int index) {
!         return data.getTick(index).getVariation();
      }
  }

--- NEW FILE: VolumeIndicator.java ---
package net.sf.tail.indicator.simple;

import net.sf.tail.Indicator;
import net.sf.tail.TimeSeries;

public class VolumeIndicator implements Indicator<Double> {

    private TimeSeries data;

    public VolumeIndicator(TimeSeries data) {
        this.data = data;
    }

    public Double getValue(int index) {
        return data.getTick(index).getVolume();
    }
}
--- VolumeFinancierIndicator.java DELETED ---

[Tail-cvs] Tail/src/test/net/sf/tail/indicator WilliamsRIndicatorTest.java, 1.2 AverageGainIndicatorTest.java, 1.4 AverageLossIndicatorTest.java, 1.3

[Márcio V. d. S. <mv...@us...>]

Update of /cvsroot/tail/Tail/src/test/net/sf/tail/indicator
In directory sc8-pr-cvs10.sourceforge.net:/tmp/cvs-serv31504/src/test/net/sf/tail/indicator

Modified Files:
	WilliamsRIndicatorTest.java AverageGainIndicatorTest.java 
	AverageLossIndicatorTest.java 
Log Message:
refatoração dos testes

Index: AverageLossIndicatorTest.java
===================================================================
RCS file: /cvsroot/tail/Tail/src/test/net/sf/tail/indicator/AverageLossIndicatorTest.java,v
retrieving revision 1.2
retrieving revision 1.3
diff -C2 -d -r1.2 -r1.3
*** AverageLossIndicatorTest.java	17 May 2007 19:05:26 -0000	1.2
--- AverageLossIndicatorTest.java	17 May 2007 20:16:12 -0000	1.3
***************
*** 25,36 ****
      	AverageLossIndicator averageLoss = new AverageLossIndicator(new ClosePriceIndicator(data), 5);
  
! 		assertEquals(1/5, averageLoss.getValue(5), 0.01);
! 		assertEquals(1/5, averageLoss.getValue(6), 0.01);
! 		assertEquals(2/5, averageLoss.getValue(7), 0.01);
! 		assertEquals(3/5, averageLoss.getValue(8), 0.01);
! 		assertEquals(2/5, averageLoss.getValue(9), 0.01);
! 		assertEquals(2/5, averageLoss.getValue(10), 0.01);
! 		assertEquals(3/5, averageLoss.getValue(11), 0.01);
! 		assertEquals(3/5, averageLoss.getValue(12), 0.01);
  
      }
--- 25,36 ----
      	AverageLossIndicator averageLoss = new AverageLossIndicator(new ClosePriceIndicator(data), 5);
  
! 		assertEquals(1d/5d, averageLoss.getValue(5), 0.01);
! 		assertEquals(1d/5d, averageLoss.getValue(6), 0.01);
! 		assertEquals(2d/5d, averageLoss.getValue(7), 0.01);
! 		assertEquals(3d/5d, averageLoss.getValue(8), 0.01);
! 		assertEquals(2d/5d, averageLoss.getValue(9), 0.01);
! 		assertEquals(2d/5d, averageLoss.getValue(10), 0.01);
! 		assertEquals(3d/5d, averageLoss.getValue(11), 0.01);
! 		assertEquals(3d/5d, averageLoss.getValue(12), 0.01);
  
      }
***************
*** 39,43 ****
  	public void test10daysJumping() {
  		AverageLossIndicator averageLoss = new AverageLossIndicator(new ClosePriceIndicator(data), 5);
! 		assertEquals(2/5, averageLoss.getValue(10), 0.01);
  	}
  
--- 39,43 ----
  	public void test10daysJumping() {
  		AverageLossIndicator averageLoss = new AverageLossIndicator(new ClosePriceIndicator(data), 5);
! 		assertEquals(2d/5d, averageLoss.getValue(10), 0.01);
  	}
  

Index: WilliamsRIndicatorTest.java
===================================================================
RCS file: /cvsroot/tail/Tail/src/test/net/sf/tail/indicator/WilliamsRIndicatorTest.java,v
retrieving revision 1.1
retrieving revision 1.2
diff -C2 -d -r1.1 -r1.2
*** WilliamsRIndicatorTest.java	17 May 2007 19:59:52 -0000	1.1
--- WilliamsRIndicatorTest.java	17 May 2007 20:16:12 -0000	1.2
***************
*** 4,13 ****
  
  import java.util.ArrayList;
- import java.util.Arrays;
  import java.util.List;
- 
  import junit.framework.JUnit4TestAdapter;
  import net.sf.tail.DefaultTimeSeries;
- import net.sf.tail.SampleTimeSeries;
  import net.sf.tail.Tick;
  import net.sf.tail.TimeSeries;
--- 4,10 ----
***************
*** 15,21 ****
  import net.sf.tail.indicator.simple.MaxPriceIndicator;
  import net.sf.tail.indicator.simple.MinPriceIndicator;
- import net.sf.tail.indicator.tracker.SMAIndicator;
  import net.sf.tail.indicator.tracker.WilliamsRIndicator;
- 
  import org.junit.Before;
  import org.junit.Test;
--- 12,16 ----

Index: AverageGainIndicatorTest.java
===================================================================
RCS file: /cvsroot/tail/Tail/src/test/net/sf/tail/indicator/AverageGainIndicatorTest.java,v
retrieving revision 1.3
retrieving revision 1.4
diff -C2 -d -r1.3 -r1.4
*** AverageGainIndicatorTest.java	17 May 2007 19:05:26 -0000	1.3
--- AverageGainIndicatorTest.java	17 May 2007 20:16:12 -0000	1.4
***************
*** 25,36 ****
  		AverageGainIndicator averageGain = new AverageGainIndicator(new ClosePriceIndicator(data), 5);
  
! 		assertEquals(4/5, averageGain.getValue(5), 0.01);
! 		assertEquals(4/5, averageGain.getValue(6), 0.01);
! 		assertEquals(3/5, averageGain.getValue(7), 0.01);
! 		assertEquals(2/5, averageGain.getValue(8), 0.01);
! 		assertEquals(2/5, averageGain.getValue(9), 0.01);
! 		assertEquals(2/5, averageGain.getValue(10), 0.01);
! 		assertEquals(1/5, averageGain.getValue(11), 0.01);
! 		assertEquals(1/5, averageGain.getValue(12), 0.01);
  
      }
--- 25,36 ----
  		AverageGainIndicator averageGain = new AverageGainIndicator(new ClosePriceIndicator(data), 5);
  
! 		assertEquals(4d/5d, averageGain.getValue(5), 0.01);
! 		assertEquals(4d/5d, averageGain.getValue(6), 0.01);
! 		assertEquals(3d/5d, averageGain.getValue(7), 0.01);
! 		assertEquals(2d/5d, averageGain.getValue(8), 0.01);
! 		assertEquals(2d/5d, averageGain.getValue(9), 0.01);
! 		assertEquals(2d/5d, averageGain.getValue(10), 0.01);
! 		assertEquals(1d/5d, averageGain.getValue(11), 0.01);
! 		assertEquals(1d/5d, averageGain.getValue(12), 0.01);
  
      }
***************
*** 39,43 ****
  	public void test10daysJumping() {
  		AverageGainIndicator averageGain = new AverageGainIndicator(new ClosePriceIndicator(data), 5);
! 		assertEquals(2/5, averageGain.getValue(10), 0.01);
  	}
  
--- 39,43 ----
  	public void test10daysJumping() {
  		AverageGainIndicator averageGain = new AverageGainIndicator(new ClosePriceIndicator(data), 5);
! 		assertEquals(2d/5d, averageGain.getValue(10), 0.01);
  	}
  

[Tail-cvs] Tail/src/java/net/sf/tail/indicator/tracker CachedIndicator.java, 1.4

[Márcio V. d. S. <mv...@us...>]

Update of /cvsroot/tail/Tail/src/java/net/sf/tail/indicator/tracker
In directory sc8-pr-cvs10.sourceforge.net:/tmp/cvs-serv31504/src/java/net/sf/tail/indicator/tracker

Modified Files:
	CachedIndicator.java 
Log Message:
refatoração dos testes

Index: CachedIndicator.java
===================================================================
RCS file: /cvsroot/tail/Tail/src/java/net/sf/tail/indicator/tracker/CachedIndicator.java,v
retrieving revision 1.3
retrieving revision 1.4
diff -C2 -d -r1.3 -r1.4
*** CachedIndicator.java	15 May 2007 14:52:43 -0000	1.3
--- CachedIndicator.java	17 May 2007 20:16:11 -0000	1.4
***************
*** 16,30 ****
  	protected List<T> results;
  
- 	/*
- 	 * TODO: Não entendi esse construtor nem os parâmetros. Eles não são usados
- 	 * aqui. Concordo em deixar o CachedIndicator como um decorator de Indicator.
- 	 * (dtsato)
- 	 */
- 	
  	public CachedIndicator(Indicator<? extends Number> indicator, int timeFrame) {
  		this.indicator = indicator;
  		this.timeFrame = timeFrame;
  		results = new ArrayList<T>();
- 
  	}
  
--- 16,23 ----

[Tail-cvs] Tail/src/java/net/sf/tail Tick.java,1.5

[Márcio V. d. S. <mv...@us...>]

Update of /cvsroot/tail/Tail/src/java/net/sf/tail
In directory sc8-pr-cvs10.sourceforge.net:/tmp/cvs-serv31504/src/java/net/sf/tail

Modified Files:
	Tick.java 
Log Message:
refatoração dos testes

Index: Tick.java
===================================================================
RCS file: /cvsroot/tail/Tail/src/java/net/sf/tail/Tick.java,v
retrieving revision 1.4
retrieving revision 1.5
diff -C2 -d -r1.4 -r1.5
*** Tick.java	17 May 2007 19:58:52 -0000	1.4
--- Tick.java	17 May 2007 20:16:10 -0000	1.5
***************
*** 10,17 ****
  	private double maxPrice;
  	private double minPrice;
! 	private double change;
  	private double previousPrice;
! 	private double volumeAmount;
! 	private double volumeFinancier;
  	private int trades;
  
--- 10,17 ----
  	private double maxPrice;
  	private double minPrice;
! 	private double variation;
  	private double previousPrice;
! 	private double amount;
! 	private double volume;
  	private int trades;
  
***************
*** 22,26 ****
  
  	public Tick(Timestamp data, double openPrice, double closePrice, double maxPrice, double minPrice,
! 			double change,double previousPrice,double volumeAmount,double volumeFinancier,int trades) {
  		super();			
  		this.data = data;
--- 22,26 ----
  
  	public Tick(Timestamp data, double openPrice, double closePrice, double maxPrice, double minPrice,
! 			double variation,double previousPrice,double amount,double volume,int trades) {
  		super();			
  		this.data = data;
***************
*** 29,36 ****
  		this.maxPrice = maxPrice;       
  		this.minPrice = minPrice;     
! 		this.change = change;       
  		this.previousPrice = previousPrice;       
! 		this.volumeAmount = volumeAmount;        
! 		this.volumeFinancier = volumeFinancier;
  		this.trades = trades;
  	}
--- 29,36 ----
  		this.maxPrice = maxPrice;       
  		this.minPrice = minPrice;     
! 		this.variation = variation;       
  		this.previousPrice = previousPrice;       
! 		this.amount = amount;        
! 		this.volume = volume;
  		this.trades = trades;
  	}
***************
*** 64,79 ****
  
  
! 	public double getVolumeAmount() {
! 		return volumeAmount;
  	}
  
  
! 	public double getVolumeFinancier() {
! 		return volumeFinancier;
  	}
  
! 
! 	public double getChange() {
! 		return change;
  	}
  
--- 64,93 ----
  
  
! 	public double getAmount() {
! 		return amount;
  	}
  
  
! 	public double getVolume() {
! 		return volume;
  	}
  
! 	@Override
! 	public boolean equals(Object obj) {
! 		Tick tick = (Tick) obj;
! 		return (variation == tick.getVariation()) && 
! 			   (closePrice == tick.getClosePrice()) && 
! 			   (data.equals(tick.getData())) &&
! 			   (maxPrice == tick.getMaxPrice()) &&
! 			   (minPrice == tick.getMinPrice()) &&
! 			   (openPrice == tick.getOpenPrice()) &&
! 			   (previousPrice == getPreviousPrice()) &&
! 			   (trades == tick.getTrades()) &&
! 			   (amount == tick.getAmount()) &&
! 			   (volume == tick.getVolume());
! 	}
! 	
! 	public double getVariation() {
! 		return variation;
  	}
  

[Tail-cvs] Tail/src/test/net/sf/tail/indicator WilliamsRIndicatorTest.java, 1.1

[Thies <tg...@us...>]

Update of /cvsroot/tail/Tail/src/test/net/sf/tail/indicator
In directory sc8-pr-cvs10.sourceforge.net:/tmp/cvs-serv25633/src/test/net/sf/tail/indicator

Added Files:
	WilliamsRIndicatorTest.java 
Log Message:
Classe de teste do Williams % R

--- NEW FILE: WilliamsRIndicatorTest.java ---
package net.sf.tail.indicator;

import static org.junit.Assert.assertEquals;

import java.util.ArrayList;
import java.util.Arrays;
import java.util.List;

import junit.framework.JUnit4TestAdapter;
import net.sf.tail.DefaultTimeSeries;
import net.sf.tail.SampleTimeSeries;
import net.sf.tail.Tick;
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.SMAIndicator;
import net.sf.tail.indicator.tracker.WilliamsRIndicator;

import org.junit.Before;
import org.junit.Test;

public class WilliamsRIndicatorTest {
	private TimeSeries data;
	
	 @Before
	    public  void prepare() throws Exception {
		 		 
		 List<Tick> ticks = new ArrayList<Tick>();
		 ticks.add(new Tick(44.98,45.05, 45.17,44.96));
		 ticks.add(new Tick(45.05,45.10,45.15,44.99));
		 ticks.add(new Tick(45.11,45.19,45.32,45.11));
		 ticks.add(new Tick(45.19,45.14,45.25,45.04));
		 ticks.add(new Tick(45.12,45.15, 45.20,45.10));
		 ticks.add(new Tick(45.15,45.14, 45.20,45.10));
		 ticks.add(new Tick(45.13,45.10,45.16,45.07));
		 ticks.add(new Tick(45.12,45.15,45.22,45.10));
		 ticks.add(new Tick(45.15,45.22,45.27,45.14));
		 ticks.add(new Tick(45.24,45.43,45.45,45.20));
		 ticks.add(new Tick(45.43,45.44,45.50,45.39));
		 ticks.add(new Tick(45.43,45.55,45.60,45.35));
		 ticks.add(new Tick(45.58,45.55,45.61,45.39));
		 		 
		 data = new DefaultTimeSeries(ticks);
	        
	    }


	    @Test
	    public void testWR5() throws Exception {
	        WilliamsRIndicator wr = new WilliamsRIndicator(new ClosePriceIndicator(data), 5, new MaxPriceIndicator(data), new MinPriceIndicator(data));

	        
	        assertEquals(-47.22, wr.getValue(4), 0.01);
	        assertEquals(-54.55, wr.getValue(5), 0.01);
	        assertEquals(-78.57, wr.getValue(6), 0.01);
	        assertEquals(-47.62, wr.getValue(7), 0.01);
	        assertEquals(-25.00, wr.getValue(8), 0.01);
	        assertEquals(-5.26, wr.getValue(9), 0.01);
	        assertEquals(-13.95, wr.getValue(10), 0.01);
	        
	        

	    }
	    
	    @Test
		public void testWR10() {
	    	WilliamsRIndicator wr = new WilliamsRIndicator(new ClosePriceIndicator(data), 10, new MaxPriceIndicator(data), new MinPriceIndicator(data));

	    	
	        assertEquals(-4.08, wr.getValue(9), 0.01);
	        assertEquals(-11.77, wr.getValue(10), 0.01);
	        assertEquals(-8.93, wr.getValue(11), 0.01);
	        assertEquals(-10.53, wr.getValue(12), 0.01);
	      	        
		}
	    
	    @Test
	    public void testValueLessThenTimeFrame()
	    {
	    	WilliamsRIndicator wr = new WilliamsRIndicator(new ClosePriceIndicator(data), 100, new MaxPriceIndicator(data), new MinPriceIndicator(data));
	    	
	    	assertEquals(-100d * (0.12 / 0.21), wr.getValue(0), 0.01);
	        assertEquals(-100d * (0.07 / 0.21), wr.getValue(1), 0.01);
	        assertEquals(-100d * (0.13 / 0.36), wr.getValue(2), 0.01);
	        assertEquals(-100d * (0.18 / 0.36), wr.getValue(3), 0.01);
	    }

	    
		@Test(expected = IndexOutOfBoundsException.class)
		public void testWrongIndex() {
			WilliamsRIndicator wr = new WilliamsRIndicator(new ClosePriceIndicator(data), 100, new MaxPriceIndicator(data), new MinPriceIndicator(data));
			wr.getValue(13);
		}
		
		//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(WilliamsRIndicatorTest.class);
		}
}

[Tail-cvs] Tail/src/java/net/sf/tail/indicator/tracker WilliamsRIndicator.java, 1.1

[Thies <tg...@us...>]

Update of /cvsroot/tail/Tail/src/java/net/sf/tail/indicator/tracker
In directory sc8-pr-cvs10.sourceforge.net:/tmp/cvs-serv25602/src/java/net/sf/tail/indicator/tracker

Added Files:
	WilliamsRIndicator.java 
Log Message:
Indicador Williams % R

--- NEW FILE: WilliamsRIndicator.java ---
package net.sf.tail.indicator.tracker;

import net.sf.tail.Indicator;
import net.sf.tail.indicator.simple.MaxPriceIndicator;
import net.sf.tail.indicator.simple.MinPriceIndicator;

public class WilliamsRIndicator extends CachedIndicator<Double>{
	
	private MaxPriceIndicator maxPriceIndicator;
	private MinPriceIndicator minPriceIndicator;
	
	public WilliamsRIndicator(Indicator<? extends Number> indicator, int timeFrame, MaxPriceIndicator maxPriceIndicator, MinPriceIndicator minPriceIndicator) {
		super(indicator, timeFrame);
		this.maxPriceIndicator = maxPriceIndicator;
		this.minPriceIndicator = minPriceIndicator;
	}
	
	@Override
	protected Double calculate(int index) {
		double highestHighPrice = getHighestHighPrice(index);
		double lowestLowPrice = getLowestLowPrice(index);
		
		return ((highestHighPrice - indicator.getValue(index).doubleValue()) / (highestHighPrice - lowestLowPrice)) * -100d;
	}
	
	private Double getHighestHighPrice(int index)
	{
		int start = Math.max(0, index - timeFrame + 1);
		Double highest = maxPriceIndicator.getValue(start);
		for (int i = start + 1; i <= index; i++) {
			if(highest.doubleValue() < maxPriceIndicator.getValue(i).doubleValue())
				highest = maxPriceIndicator.getValue(i);
		}
		return highest;
	}
	
	private Double getLowestLowPrice(int index)
	{
		int start = Math.max(0, index - timeFrame + 1);
		Double lowest = minPriceIndicator.getValue(start);
		for (int i = start + 1; i <= index; i++) {
			if(lowest.doubleValue() > minPriceIndicator.getValue(i).doubleValue())
				lowest = minPriceIndicator.getValue(i);
		}
		return lowest;
	}
}

[Tail-cvs] Tail/src/java/net/sf/tail Tick.java,1.4

[Thies <tg...@us...>]

Update of /cvsroot/tail/Tail/src/java/net/sf/tail
In directory sc8-pr-cvs10.sourceforge.net:/tmp/cvs-serv25202/src/java/net/sf/tail

Modified Files:
	Tick.java 
Log Message:
Novo construtor com os parâmetros openPrice, closePrice, maxPrice e minPrice

Index: Tick.java
===================================================================
RCS file: /cvsroot/tail/Tail/src/java/net/sf/tail/Tick.java,v
retrieving revision 1.3
retrieving revision 1.4
diff -C2 -d -r1.3 -r1.4
*** Tick.java	12 May 2007 13:21:14 -0000	1.3
--- Tick.java	17 May 2007 19:58:52 -0000	1.4
***************
*** 35,38 ****
--- 35,47 ----
  		this.trades = trades;
  	}
+ 	
+ 	public Tick(double openPrice, double closePrice, double maxPrice, double minPrice)
+ 	{
+ 		super();			
+ 		this.openPrice = openPrice;
+ 		this.closePrice = closePrice;
+ 		this.maxPrice = maxPrice;       
+ 		this.minPrice = minPrice;     
+ 	}
  
  

[Tail-cvs] Tail/BaseBovespa/tests petr4-Teste-Williams%R-parametro-5e10.csv, 1.1

[Thies <tg...@us...>]

Update of /cvsroot/tail/Tail/BaseBovespa/tests
In directory sc8-pr-cvs10.sourceforge.net:/tmp/cvs-serv24370/BaseBovespa/tests

Added Files:
	petr4-Teste-Williams%R-parametro-5e10.csv 
Log Message:
Valores de teste para o Williams % R

--- NEW FILE: petr4-Teste-Williams%R-parametro-5e10.csv ---
(This appears to be a binary file; contents omitted.)