tail-cvs

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

Update of /cvsroot/tail/Tail/src/test/net/sf/tail/analysis/criteria
In directory sc8-pr-cvs10.sourceforge.net:/tmp/cvs-serv4460/src/test/net/sf/tail/analysis/criteria

Modified Files:
	RewardRiskRatioCriterionTest.java 
Log Message:
Novos testes

Index: RewardRiskRatioCriterionTest.java
===================================================================
RCS file: /cvsroot/tail/Tail/src/test/net/sf/tail/analysis/criteria/RewardRiskRatioCriterionTest.java,v
retrieving revision 1.5
retrieving revision 1.6
diff -C2 -d -r1.5 -r1.6
*** RewardRiskRatioCriterionTest.java	23 Jun 2007 13:18:22 -0000	1.5
--- RewardRiskRatioCriterionTest.java	28 Jun 2007 17:36:46 -0000	1.6
***************
*** 2,10 ****
  
  import static org.junit.Assert.assertEquals;
  
  import java.util.ArrayList;
  import java.util.List;
  
- import net.sf.tail.AnalysisCriterion;
  import net.sf.tail.Operation;
  import net.sf.tail.OperationType;
--- 2,10 ----
  
  import static org.junit.Assert.assertEquals;
+ import static org.junit.Assert.assertTrue;
  
  import java.util.ArrayList;
  import java.util.List;
  
  import net.sf.tail.Operation;
  import net.sf.tail.OperationType;
***************
*** 17,37 ****
  public class RewardRiskRatioCriterionTest {
  
! 	private List<Trade> trades;
! 
  	@Before
! 	public void setUp() throws Exception {
! 		trades = new ArrayList<Trade>();
  		trades.add(new Trade(new Operation(0, OperationType.BUY), new Operation(1, OperationType.SELL)));
  		trades.add(new Trade(new Operation(2, OperationType.BUY), new Operation(4, OperationType.SELL)));
  		trades.add(new Trade(new Operation(5, OperationType.BUY), new Operation(7, OperationType.SELL)));
! 	}
! 
! 	@Test
! 	public void testRewardRiskRatioCriterionIndicatorOfQextendsNumberListOfTradeInt() {
  		SampleTimeSeries series = new SampleTimeSeries(new double[] { 100, 105, 95, 100, 90, 95, 80, 120 });
! 		AnalysisCriterion rrc = new RewardRiskRatioCriterion();
  		 
  		assertEquals(((105d / 100) * (90d / 95d) * (120d / 95)) / (((105d / 100) * (100d / 95)) - (105d / 100 * 90d / 95 * 80d / 95))  , rrc.calculate(series, trades), 0.01);
  	}
  
  }
--- 17,62 ----
  public class RewardRiskRatioCriterionTest {
  
! 	private RewardRiskRatioCriterion rrc;
! 	
  	@Before
! 	public void setUp()
! 	{
! 		this.rrc = new RewardRiskRatioCriterion();
! 	}
! 	
! 	@Test
! 	public void testRewardRiskRatioCriterion() {
! 		List<Trade> trades = new ArrayList<Trade>();
  		trades.add(new Trade(new Operation(0, OperationType.BUY), new Operation(1, OperationType.SELL)));
  		trades.add(new Trade(new Operation(2, OperationType.BUY), new Operation(4, OperationType.SELL)));
  		trades.add(new Trade(new Operation(5, OperationType.BUY), new Operation(7, OperationType.SELL)));
! 		
! 		
  		SampleTimeSeries series = new SampleTimeSeries(new double[] { 100, 105, 95, 100, 90, 95, 80, 120 });
! 		
  		 
  		assertEquals(((105d / 100) * (90d / 95d) * (120d / 95)) / (((105d / 100) * (100d / 95)) - (105d / 100 * 90d / 95 * 80d / 95))  , rrc.calculate(series, trades), 0.01);
  	}
+ 	@Test
+ 	public void testRewardRiskRatioCriterionOnlyWithGain()
+ 	{
+ 		SampleTimeSeries series = new SampleTimeSeries(new double[] { 1, 2, 3, 6, 8, 20, 3 });
+ 		List<Trade> trades = new ArrayList<Trade>();
+ 		trades.add(new Trade(new Operation(0, OperationType.BUY), new Operation(1, OperationType.SELL)));
+ 		trades.add(new Trade(new Operation(2, OperationType.BUY), new Operation(5, OperationType.SELL)));
+ 		
+ 		assertTrue(Double.isInfinite(rrc.calculate(series, trades)));
+ 		
+ 	}
+ 	
+ 	@Test
+ 	public void testRewardRiskRatioCriterionWithNoTrades()
+ 	{
+ 		SampleTimeSeries series = new SampleTimeSeries(new double[] { 1, 2, 3, 6, 8, 20, 3 });
+ 		List<Trade> trades = new ArrayList<Trade>();
+ 				
+ 		assertTrue(Double.isInfinite(rrc.calculate(series, trades)));
+ 		
+ 	}
  
  }