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From: Thies <tg...@us...> - 2007-05-17 22:42:33
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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-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); } } |