tail-cvs

[Márcio V. d. S. <mv...@us...>]

Update of /cvsroot/tail/Tail/src/java/net/sf/tail/analysis/evaluator
In directory sc8-pr-cvs10.sourceforge.net:/tmp/cvs-serv29411/src/java/net/sf/tail/analysis/evaluator

Modified Files:
	BestStrategyEvaluator.java 
Added Files:
	Decision.java 
Log Message:
Refatoração do Walker e Evaluator para usar novo objeto: Decision.

Index: BestStrategyEvaluator.java
===================================================================
RCS file: /cvsroot/tail/Tail/src/java/net/sf/tail/analysis/evaluator/BestStrategyEvaluator.java,v
retrieving revision 1.3
retrieving revision 1.4
diff -C2 -d -r1.3 -r1.4
*** BestStrategyEvaluator.java	5 Jul 2007 21:53:17 -0000	1.3
--- BestStrategyEvaluator.java	26 Jul 2007 19:33:29 -0000	1.4
***************
*** 1,5 ****
  package net.sf.tail.analysis.evaluator;
  
- import java.util.List;
  import java.util.Set;
  
--- 1,4 ----
***************
*** 7,35 ****
  import net.sf.tail.ConstrainedTimeSeries;
  import net.sf.tail.Evaluator;
- import net.sf.tail.OperationType;
- import net.sf.tail.Runner;
  import net.sf.tail.Strategy;
- import net.sf.tail.Trade;
- import net.sf.tail.runner.HistoryRunner;
  
  public class BestStrategyEvaluator implements Evaluator {
  
! 	public Strategy evaluate(Set<Strategy> strategies, ConstrainedTimeSeries series, AnalysisCriterion criterion) {
! 		Runner runner = new HistoryRunner(OperationType.BUY);
! 
  		double bestStrategyValue = Double.MIN_VALUE;
  		Strategy bestStrategy = strategies.iterator().next();
  
  		for (Strategy strategy : strategies) {
! 
! 			List<Trade> trades = runner.run(strategy, series.getBegin(), series.getBegin() + series.getSize());
! 			double value = criterion.calculate(series, trades);
! 			if (value > bestStrategyValue) {
! 				bestStrategy = strategy;
! 				bestStrategyValue = value;
  			}
  
  		}
! 		return bestStrategy;
  	}
  
--- 6,27 ----
  import net.sf.tail.ConstrainedTimeSeries;
  import net.sf.tail.Evaluator;
  import net.sf.tail.Strategy;
  
  public class BestStrategyEvaluator implements Evaluator {
  
! 	public Decision evaluate(Set<Strategy> strategies, ConstrainedTimeSeries series, AnalysisCriterion criterion) {
  		double bestStrategyValue = Double.MIN_VALUE;
  		Strategy bestStrategy = strategies.iterator().next();
+ 		Decision bestDecision = new Decision(bestStrategy, series, criterion);
  
  		for (Strategy strategy : strategies) {
! 			Decision decision = new Decision(strategy, series, criterion);
! 			double value = decision.evaluateCriterion();
! 			if (value > bestDecision.evaluateCriterion()) {
! 				bestDecision = decision;
  			}
  
  		}
! 		return bestDecision;
  	}
  

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

import java.util.List;

import net.sf.tail.AnalysisCriterion;
import net.sf.tail.ConstrainedTimeSeries;
import net.sf.tail.OperationType;
import net.sf.tail.Runner;
import net.sf.tail.Strategy;
import net.sf.tail.Trade;
import net.sf.tail.runner.HistoryRunner;

public class Decision {

	private AnalysisCriterion criterion;

	private ConstrainedTimeSeries constrainedSerie;

	private Strategy strategy;

	private Runner runner;

	public Decision(Strategy bestStrategy, ConstrainedTimeSeries constrainedSerie, AnalysisCriterion criterion) {
		this.strategy = bestStrategy;
		this.constrainedSerie = constrainedSerie;
		this.criterion = criterion;
		this.runner = new HistoryRunner(OperationType.BUY);
	}

	public double evaluateCriterion() {
		List<Trade> trades = runner.run(strategy, constrainedSerie.getBegin(), constrainedSerie.getBegin()
				+ constrainedSerie.getSize());
		return criterion.calculate(constrainedSerie, trades);
	}

	public Strategy getStrategy() {
		return strategy;
	}

	public Decision applyFor(ConstrainedTimeSeries nextSeries) {
		return new Decision(this.strategy, nextSeries, this.criterion);
	}
}