Update of /cvsroot/tail/Tail/src/java/net/sf/tail/analysis/criteria
In directory sc8-pr-cvs10.sourceforge.net:/tmp/cvs-serv10579/src/java/net/sf/tail/analysis/criteria
Modified Files:
TotalProfitCriterion.java MaximumDrawDownCriterion.java
RewardRiskRatioCriterion.java AverageProfitCriterion.java
Log Message:
Feita classe WalkForward e alterações feitas em outras classes para que o cálculo fosse possível. Como dito no e-mail.
Index: TotalProfitCriterion.java
===================================================================
RCS file: /cvsroot/tail/Tail/src/java/net/sf/tail/analysis/criteria/TotalProfitCriterion.java,v
retrieving revision 1.6
retrieving revision 1.7
diff -C2 -d -r1.6 -r1.7
*** TotalProfitCriterion.java 23 Jun 2007 13:17:46 -0000 1.6
--- TotalProfitCriterion.java 12 Jul 2007 17:59:22 -0000 1.7
***************
*** 31,33 ****
--- 31,45 ----
}
+ public boolean isBetter(List<Double> first, List<Double> second) {
+ double firstSum = 0, secondSum = 0;
+
+ for (int i = 0; i < first.size(); i++)
+ {
+ firstSum += first.get(i);
+ secondSum += second.get(i);
+ }
+
+ return (firstSum > secondSum);
+ }
+
}
Index: MaximumDrawDownCriterion.java
===================================================================
RCS file: /cvsroot/tail/Tail/src/java/net/sf/tail/analysis/criteria/MaximumDrawDownCriterion.java,v
retrieving revision 1.7
retrieving revision 1.8
diff -C2 -d -r1.7 -r1.8
*** MaximumDrawDownCriterion.java 23 Jun 2007 13:18:23 -0000 1.7
--- MaximumDrawDownCriterion.java 12 Jul 2007 17:59:22 -0000 1.8
***************
*** 29,31 ****
--- 29,43 ----
return max;
}
+
+ public boolean isBetter(List<Double> first, List<Double> second) {
+ double firstSum = 0, secondSum = 0;
+
+ for (int i = 0; i < first.size(); i++)
+ {
+ firstSum += first.get(i);
+ secondSum += second.get(i);
+ }
+
+ return (firstSum < secondSum);
+ }
}
Index: RewardRiskRatioCriterion.java
===================================================================
RCS file: /cvsroot/tail/Tail/src/java/net/sf/tail/analysis/criteria/RewardRiskRatioCriterion.java,v
retrieving revision 1.6
retrieving revision 1.7
diff -C2 -d -r1.6 -r1.7
*** RewardRiskRatioCriterion.java 16 Jun 2007 18:20:35 -0000 1.6
--- RewardRiskRatioCriterion.java 12 Jul 2007 17:59:22 -0000 1.7
***************
*** 17,19 ****
--- 17,31 ----
}
+ public boolean isBetter(List<Double> first, List<Double> second) {
+ double firstSum = 0, secondSum = 0;
+
+ for (int i = 0; i < first.size(); i++)
+ {
+ firstSum += first.get(i);
+ secondSum += second.get(i);
+ }
+
+ return (firstSum > secondSum);
+ }
+
}
Index: AverageProfitCriterion.java
===================================================================
RCS file: /cvsroot/tail/Tail/src/java/net/sf/tail/analysis/criteria/AverageProfitCriterion.java,v
retrieving revision 1.3
retrieving revision 1.4
diff -C2 -d -r1.3 -r1.4
*** AverageProfitCriterion.java 16 Jun 2007 18:20:35 -0000 1.3
--- AverageProfitCriterion.java 12 Jul 2007 17:59:22 -0000 1.4
***************
*** 17,19 ****
--- 17,31 ----
return Math.pow(totalProfit.calculate(series,trades), 1d/nTicks);
}
+
+ public boolean isBetter(List<Double> first, List<Double> second) {
+ double firstSum = 0, secondSum = 0;
+
+ for (int i = 0; i < first.size(); i++)
+ {
+ firstSum += first.get(i);
+ secondSum += second.get(i);
+ }
+
+ return (firstSum > secondSum);
+ }
}
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