tail-cvs

[Márcio V. d. S. <mv...@us...>]

Update of /cvsroot/tail/Tail/src/test/net/sf/tail/indicator/strategy
In directory sc8-pr-cvs10.sourceforge.net:/tmp/cvs-serv4018/src/test/net/sf/tail/indicator/strategy

Added Files:
	IndicatorOverIndicatorStrategy.java 
	IndicatorOverIndicatorStrategyTest.java 
	StopDecoratorStrategy.java 
Log Message:
começando fase 2 (Strategy, Operation e Runner)

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

import net.sf.tail.Indicator;
import net.sf.tail.Operation;
import net.sf.tail.OperationType;
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);
	}

}

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

}

--- NEW FILE: IndicatorOverIndicatorStrategyTest.java ---
package net.sf.tail.indicator.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 {
	}

}