tail-cvs

[Danilo S. <dt...@us...>]

Update of /cvsroot/tail/Tail/src/test/net/sf/tail/analysis/evaluator
In directory sc8-pr-cvs10.sourceforge.net:/tmp/cvs-serv20260/src/test/net/sf/tail/analysis/evaluator

Added Files:
	BestStrategyEvaluatorTest.java 
Log Message:
Refatora‹o do Walker para Evaluator e cria‹o dos testes.

--- NEW FILE: BestStrategyEvaluatorTest.java ---
package net.sf.tail.analysis.evaluator;

import static org.junit.Assert.assertEquals;

import java.util.HashSet;

import net.sf.tail.ConstrainedTimeSeries;
import net.sf.tail.Operation;
import net.sf.tail.OperationType;
import net.sf.tail.Strategy;
import net.sf.tail.analysis.criteria.TotalProfitCriterion;
import net.sf.tail.sample.SampleTimeSeries;
import net.sf.tail.strategy.AlwaysOperateStrategy;
import net.sf.tail.strategy.FakeStrategy;

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

public class BestStrategyEvaluatorTest {

	private Operation[] enter;
	private Operation[] exit;
	private AlwaysOperateStrategy alwaysStrategy;
	private FakeStrategy buyAndHoldStrategy;
	private HashSet<Strategy> strategies;

	@Before
	public void setUp() {
		enter = new Operation[] { new Operation(0, OperationType.BUY),
								  null,
								  null,
								  null
		};
		exit = new Operation[] {  null,
								  null,
								  null,
								  new Operation(4, OperationType.SELL)
		};
		alwaysStrategy = new AlwaysOperateStrategy();
		buyAndHoldStrategy = new FakeStrategy(enter, exit);
		strategies = new HashSet<Strategy>();
		strategies.add(alwaysStrategy);
		strategies.add(buyAndHoldStrategy);
	}
	
	@Test public void
	bestShouldBeAlwaysOperateOnProfit() {
		SampleTimeSeries series = new SampleTimeSeries(new double[] {6.0, 9.0, 6.0, 6.0});
		ConstrainedTimeSeries constrainedSeries = new ConstrainedTimeSeries(series, 0, 4);
		
		BestStrategyEvaluator evaluator = new BestStrategyEvaluator();
		Strategy choosen = evaluator.evaluate(strategies, constrainedSeries, new TotalProfitCriterion());
		
		assertEquals(alwaysStrategy, choosen);
	}

	@Test public void
	bestShouldBeBuyAndHoldOnLoss() {
		SampleTimeSeries series = new SampleTimeSeries(new double[] {6.0, 3.0, 6.0, 6.0});
		ConstrainedTimeSeries constrainedSeries = new ConstrainedTimeSeries(series, 0, 4);
		
		BestStrategyEvaluator evaluator = new BestStrategyEvaluator();
		Strategy choosen = evaluator.evaluate(strategies, constrainedSeries, new TotalProfitCriterion());
		
		assertEquals(buyAndHoldStrategy, choosen);
	}
}