tail-cvs

[Márcio V. d. S. <mv...@us...>]

Update of /cvsroot/tail/Tail/src/test/net/sf/tail/indicator/helper
In directory sc8-pr-cvs10.sourceforge.net:/tmp/cvs-serv2946/src/test/net/sf/tail/indicator/helper

Added Files:
	StandardDeviationIndicatorTest.java 
	AverageLossIndicatorTest.java AverageGainIndicatorTest.java 
	HighestValueIndicatorTest.java LowestValueIndicatorTest.java 
Log Message:
Refatoração de testes

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

import static org.junit.Assert.assertEquals;
import junit.framework.JUnit4TestAdapter;
import net.sf.tail.TimeSeries;
import net.sf.tail.indicator.helper.StandardDeviationIndicator;
import net.sf.tail.indicator.simple.ClosePriceIndicator;
import net.sf.tail.sample.SampleTimeSeries;

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

public class StandardDeviationIndicatorTest {
	private TimeSeries data;

	@Before
	public void setUp() throws Exception {
		data = new SampleTimeSeries(new double[] { 1, 2, 3, 4, 3, 4, 5, 4, 3, 0, 9 });
	}

	@Test
	public void testStandardDeviationUsingTimeFrame4UsingClosePrice() throws Exception {
		StandardDeviationIndicator sdv = new StandardDeviationIndicator(new ClosePriceIndicator(data), 4);

		assertEquals(0d, sdv.getValue(0), 0.1);
		assertEquals(Math.sqrt(0.5), sdv.getValue(1), 0.1);
		assertEquals(Math.sqrt(2.0), sdv.getValue(2), 0.1);
		assertEquals(Math.sqrt(5.0), sdv.getValue(3), 0.1);
		assertEquals(Math.sqrt(2.0), sdv.getValue(4), 0.1);
		assertEquals(1, sdv.getValue(5), 0.1);
		assertEquals(Math.sqrt(2.0), sdv.getValue(6), 0.1);
		assertEquals(Math.sqrt(2.0), sdv.getValue(7), 0.1);
		assertEquals(Math.sqrt(2.0), sdv.getValue(8), 0.1);
		assertEquals(Math.sqrt(14.0), sdv.getValue(9), 0.1);
		assertEquals(Math.sqrt(42.0), sdv.getValue(10), 0.1);

	}

	@Test
	public void testFirstValueShouldBeZero() throws Exception {
		StandardDeviationIndicator sdv = new StandardDeviationIndicator(new ClosePriceIndicator(data), 4);

		assertEquals(0, sdv.getValue(0), 0.1);
	}

	@Test
	public void testStandardDeviationValueIndicatorValueWhenTimeFraseIs1ShouldBeZero() {
		StandardDeviationIndicator sdv = new StandardDeviationIndicator(new ClosePriceIndicator(data), 1);
		assertEquals(0d, sdv.getValue(3), 0.1);
		assertEquals(0d, sdv.getValue(8), 0.1);
	}

	@Test
	public void testStandardDeviationUsingTimeFrame2UsingClosePrice() throws Exception {
		StandardDeviationIndicator sdv = new StandardDeviationIndicator(new ClosePriceIndicator(data), 2);

		assertEquals(0d, sdv.getValue(0), 0.1);
		assertEquals(Math.sqrt(0.5), sdv.getValue(1), 0.1);
		assertEquals(Math.sqrt(0.5), sdv.getValue(2), 0.1);
		assertEquals(Math.sqrt(0.5), sdv.getValue(3), 0.1);
		assertEquals(Math.sqrt(4.5), sdv.getValue(9), 0.1);
		assertEquals(Math.sqrt(40.5), sdv.getValue(10), 0.1);
	}

	@Test(expected = IndexOutOfBoundsException.class)
	public void testIndexGreatterThanTheIndicatorLenghtShouldThrowException() {
		StandardDeviationIndicator quoteSDV = new StandardDeviationIndicator(new ClosePriceIndicator(data), 3);
		quoteSDV.getValue(13);
	}

	public static junit.framework.Test suite() {
		return new JUnit4TestAdapter(StandardDeviationIndicatorTest.class);
	}
}

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

import static org.junit.Assert.assertEquals;
import junit.framework.JUnit4TestAdapter;
import net.sf.tail.TimeSeries;
import net.sf.tail.indicator.RSIIndicatorTest;
import net.sf.tail.indicator.helper.AverageLossIndicator;
import net.sf.tail.indicator.simple.ClosePriceIndicator;
import net.sf.tail.sample.SampleTimeSeries;

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

public class AverageLossIndicatorTest {

	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 testAverageLossUsingTimeFrame5UsingClosePrice() throws Exception {
		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);

	}

	@Test
	public void testAverageLossShouldWorkJumpingIndexes() {
		AverageLossIndicator averageLoss = new AverageLossIndicator(new ClosePriceIndicator(data), 5);
		assertEquals(2d / 5d, averageLoss.getValue(10), 0.01);
		assertEquals(3d / 5d, averageLoss.getValue(12), 0.01);
	}

	@Test
	public void testAverageLossMustReturnZeroWhenTheDataDoesntGain() {
		AverageLossIndicator averageLoss = new AverageLossIndicator(new ClosePriceIndicator(data), 4);
		assertEquals(0, averageLoss.getValue(3), 0.01);
	}

	@Test
	public void testAverageLossWhenTimeFrameIsGreaterThanIndex() {
		AverageLossIndicator averageLoss = new AverageLossIndicator(new ClosePriceIndicator(data), 1000);
		assertEquals(5d/data.getSize(), averageLoss.getValue(12), 0.01);
	}

	@Test
	public void testAverageGainWhenIndexIsZeroMustBeZero() {
		AverageLossIndicator averageLoss = new AverageLossIndicator(new ClosePriceIndicator(data), 10);
		assertEquals(0, averageLoss.getValue(0), 0.01);
	}
	
	@Test(expected = IndexOutOfBoundsException.class)
	public void testIndexGreatterThanTheIndicatorLenghtShouldThrowException() {
		AverageLossIndicator averageLoss = new AverageLossIndicator(new ClosePriceIndicator(data), 5);
		assertEquals(3d, averageLoss.getValue(300));
	}

	public static junit.framework.Test suite() {
		return new JUnit4TestAdapter(RSIIndicatorTest.class);
	}
}

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

import net.sf.tail.TimeSeries;
import net.sf.tail.indicator.RSIIndicatorTest;
import net.sf.tail.indicator.helper.AverageGainIndicator;
import net.sf.tail.indicator.simple.ClosePriceIndicator;
import net.sf.tail.sample.SampleTimeSeries;

import static org.junit.Assert.assertEquals;
import org.junit.Before;
import org.junit.Test;

import junit.framework.JUnit4TestAdapter;

public class AverageGainIndicatorTest {

	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 testAverageGainUsingTimeFrame5UsingClosePrice() throws Exception {
		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);
	}

	@Test
	public void testAverageGainShouldWorkJumpingIndexes() {
		AverageGainIndicator averageGain = new AverageGainIndicator(new ClosePriceIndicator(data), 5);
		assertEquals(2d / 5d, averageGain.getValue(10), 0.01);
		assertEquals(1d / 5d, averageGain.getValue(12), 0.01);
	}

	@Test
	public void testAverageGainMustReturnZeroWhenTheDataDoesntGain() {
		AverageGainIndicator averageGain = new AverageGainIndicator(new ClosePriceIndicator(data), 3);
		assertEquals(0, averageGain.getValue(9), 0.01);
	}

	@Test
	public void testAverageGainWhenTimeFrameIsGreaterThanIndicatorDataShouldBeCalculatedWithDataSize() {
		AverageGainIndicator averageGain = new AverageGainIndicator(new ClosePriceIndicator(data), 1000);
		assertEquals(6d/data.getSize(), averageGain.getValue(12), 0.01);
	}

	@Test
	public void testAverageGainWhenIndexIsZeroMustBeZero() {
		AverageGainIndicator averageGain = new AverageGainIndicator(new ClosePriceIndicator(data), 10);
		assertEquals(0, averageGain.getValue(0), 0.01);
	}
	
	@Test(expected = IndexOutOfBoundsException.class)
	public void testIndexGreatterThanTheIndicatorLenghtShouldThrowException() {
		AverageGainIndicator averageGain = new AverageGainIndicator(new ClosePriceIndicator(data), 5);
		assertEquals(3d, averageGain.getValue(300));
	}

	public static junit.framework.Test suite() {
		return new JUnit4TestAdapter(RSIIndicatorTest.class);
	}
}

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

import static org.junit.Assert.assertEquals;
import junit.framework.JUnit4TestAdapter;
import net.sf.tail.TimeSeries;
import net.sf.tail.indicator.RSIIndicatorTest;
import net.sf.tail.indicator.helper.HighestValueIndicator;
import net.sf.tail.indicator.simple.ClosePriceIndicator;
import net.sf.tail.sample.SampleTimeSeries;

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

public class HighestValueIndicatorTest {

	private TimeSeries data;

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

	@Test
	public void testHighestValueUsingTimeFrame5UsingClosePrice() throws Exception {
		HighestValueIndicator highestValue = new HighestValueIndicator(new ClosePriceIndicator(data), 5);

		assertEquals(4d, highestValue.getValue(4), 0.01);
		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(4d, highestValue.getValue(12), 0.01);

	}

	@Test
	public void testFirstHighestValueIndicatorValueShouldBeEqualsToFirstDataValue() {
		HighestValueIndicator highestValue = new HighestValueIndicator(new ClosePriceIndicator(data), 5);
		assertEquals(1d, highestValue.getValue(0), 0.01);
	}

	@Test
	public void testHighestValueIndicatorWhenTimeFrameIsGreaterThanIndex() {
		HighestValueIndicator highestValue = new HighestValueIndicator(new ClosePriceIndicator(data), 500);
		assertEquals(6d, highestValue.getValue(12), 0.01);
	}
	
	@Test
	public void testHighestValueShouldWorkJumpingIndexes() {
		HighestValueIndicator highestValue = new HighestValueIndicator(new ClosePriceIndicator(data), 5);
		assertEquals(5d, highestValue.getValue(6), 0.01);
		assertEquals(4, highestValue.getValue(12), 0.01);
	}

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

	public static junit.framework.Test suite() {
		return new JUnit4TestAdapter(RSIIndicatorTest.class);
	}
}

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

import static org.junit.Assert.assertEquals;
import junit.framework.JUnit4TestAdapter;
import net.sf.tail.TimeSeries;
import net.sf.tail.indicator.RSIIndicatorTest;
import net.sf.tail.indicator.helper.LowestValueIndicator;
import net.sf.tail.indicator.simple.ClosePriceIndicator;
import net.sf.tail.sample.SampleTimeSeries;

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

public class LowestValueIndicatorTest {

	private TimeSeries data;

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

	@Test
	public void testLowestValueIndicatorUsingTimeFrame5UsingClosePrice() throws Exception {
		LowestValueIndicator lowestValue = new LowestValueIndicator(new ClosePriceIndicator(data), 5);

		assertEquals(1d, lowestValue.getValue(4), 0.01);
		assertEquals(2d, lowestValue.getValue(5), 0.01);
		assertEquals(3d, 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);

	}

	@Test
	public void testLowestValueShouldWorkJumpingIndexes() {
		LowestValueIndicator lowestValue = new LowestValueIndicator(new ClosePriceIndicator(data), 5);
		assertEquals(2d, lowestValue.getValue(10), 0.01);
		assertEquals(3d, lowestValue.getValue(6), 0.01);
	}

	@Test
	public void testLowestValueIndicatorValueShouldBeEqualsToFirstDataValue() {
		LowestValueIndicator lowestValue = new LowestValueIndicator(new ClosePriceIndicator(data), 5);
		assertEquals(1d, lowestValue.getValue(0), 0.01);
	}

	@Test
	public void testLowestValueIndicatorWhenTimeFrameIsGreaterThanIndex() {
		LowestValueIndicator lowestValue = new LowestValueIndicator(new ClosePriceIndicator(data), 500);
		assertEquals(1d, lowestValue.getValue(12), 0.01);
	}
	
	@Test(expected = IndexOutOfBoundsException.class)
	public void testIndexGreatterThanTheIndicatorLenghtShouldThrowException() {
		LowestValueIndicator lowestValue = new LowestValueIndicator(new ClosePriceIndicator(data), 5);
		assertEquals(3d, lowestValue.getValue(300));
	}

	public static junit.framework.Test suite() {
		return new JUnit4TestAdapter(RSIIndicatorTest.class);
	}
}