tail-cvs

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

Update of /cvsroot/tail/Tail/src/test/net/sf/tail/strategy
In directory sc8-pr-cvs10.sourceforge.net:/tmp/cvs-serv25694/src/test/net/sf/tail/strategy

Added Files:
	IndicatorCrossedIndicatorStrategyTest.java 
Log Message:
Stochastic comentado, criado a estratégia IndicatorCrossedIndicator e seu teste

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

import static org.junit.Assert.assertEquals;
import static org.junit.Assert.assertNotNull;
import static org.junit.Assert.assertNull;
import junit.framework.JUnit4TestAdapter;
import net.sf.tail.Indicator;
import net.sf.tail.Operation;
import net.sf.tail.OperationType;
import net.sf.tail.Strategy;
import net.sf.tail.sample.SampleIndicator;

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

public class IndicatorCrossedIndicatorStrategyTest {
	private Indicator<Double> first;
	private Indicator<Double> second;
			
	@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});
		
		
	}
	@Test
	public void testCrossedIndicator()
	{
		Strategy s = new IndicatorCrossedIndicatorStrategy(first, second);
		assertNull(s.shouldEnter(0));
		assertNull(s.shouldEnter(1));
		Operation enter = s.shouldEnter(2);
		assertNotNull(enter);
		assertEquals(enter.getType(), OperationType.BUY);
		assertNull(s.shouldEnter(3));
		assertNull(s.shouldEnter(4));
		assertNull(s.shouldExit(enter, 3));
		Operation exit = s.shouldExit(enter, 4);
		assertNotNull(exit);
		assertEquals(exit.getType(), OperationType.SELL);
		assertNull(s.shouldEnter(5));
		
		
	}
	@Test
	public void testEqualIndicatorsShouldEnter()
	{
		Indicator<Double> firstEqual  = new SampleIndicator(new double[] {2,3,4,5,6,7});
		Indicator<Double> secondEqual = new SampleIndicator(new double[] {2,3,4,5,6,7});
		
		Strategy s = new IndicatorCrossedIndicatorStrategy(firstEqual, secondEqual);
				
		for(int i = 0; i < 6; i++)
		{
			assertNull(s.shouldEnter(i));
		}
	}
	
	@Test
	public void testEqualIndicatorsShouldExit()
	{
		Indicator<Double> firstEqual  = new SampleIndicator(new double[] {2,1,4,5,6,7});
		Indicator<Double> secondEqual = new SampleIndicator(new double[] {1,3,4,5,6,7});
		Strategy s = new IndicatorCrossedIndicatorStrategy(firstEqual, secondEqual);
		
		Operation enter = s.shouldEnter(1);
		
		assertNotNull(enter);
		assertEquals(enter.getType(), OperationType.BUY);
		
		for(int i = 2; i < 6; i++)
		{
			assertNull(s.shouldExit(enter, i));
		}
	}
	
	@Test
	public void testEqualIndicatorsShouldEnterEqualsShouldExit()
	{
		Indicator<Double> firstEqual  = new SampleIndicator(new double[] {2,1,4,5,6,7,10});
		Indicator<Double> secondEqual = new SampleIndicator(new double[] {1,3,4,5,6,7,9});
		Strategy s = new IndicatorCrossedIndicatorStrategy(firstEqual, secondEqual);
		
		Operation enter = s.shouldEnter(1);
		
		assertNotNull(enter);
		assertEquals(enter.getType(), OperationType.BUY);
		
		for(int i = 2; i < 6; i++)
		{
			assertNull(s.shouldExit(enter, i));
		}
		Operation exit = s.shouldExit(enter, 6);
		assertNotNull(exit);
		assertEquals(exit.getType(), OperationType.SELL);
	}
	
	@Test
	public void testEqualIndicatorsShouldNotBuy()
	{
		Indicator<Double> firstEqual  = new SampleIndicator(new double[] {2,3,4,5,6,7,10});
		Indicator<Double> secondEqual = new SampleIndicator(new double[] {1,3,4,5,6,7,9});
		Strategy s = new IndicatorCrossedIndicatorStrategy(firstEqual, secondEqual);
				
		for(int i = 0; i < 7; i++)
		{
			assertNull(s.shouldEnter(i));
		}
		
		firstEqual = new SampleIndicator(new double[] {2, 3, 4, 5, 6, 8});
		secondEqual = new SampleIndicator(new double[] {2, 3, 4, 5, 6, 7});
		
		for(int i = 0; i < 6; i++)
		{
			assertNull(s.shouldEnter(i));
		}
	}
	
	public static junit.framework.Test suite() {
		return new JUnit4TestAdapter(IndicatorCrossedIndicatorStrategyTest.class);
	}
	
	
}