tail-cvs

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

Update of /cvsroot/tail/Tail/src/test/net/sf/tail/analysis/evaluator
In directory sc8-pr-cvs10.sourceforge.net:/tmp/cvs-serv22319/src/test/net/sf/tail/analysis/evaluator

Added Files:
	DecisionTest.java 
Log Message:
Teste da classe Decision

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

import static org.junit.Assert.assertEquals;
import net.sf.tail.AnalysisCriterion;
import net.sf.tail.ConstrainedTimeSeries;
import net.sf.tail.Operation;
import net.sf.tail.OperationType;
import net.sf.tail.Strategy;
import net.sf.tail.TimeSeries;
import net.sf.tail.analysis.criteria.TotalProfitCriterion;
import net.sf.tail.sample.SampleTimeSeries;
import net.sf.tail.strategy.FakeStrategy;

import org.junit.Test;

public class DecisionTest {

	@Test
	public void testDecisionWithNoValues() {
		
		TimeSeries sample = new SampleTimeSeries(new double[] {});
		ConstrainedTimeSeries constrained = new ConstrainedTimeSeries(sample, 0, sample.getSize());
		Operation[] buy = new Operation[0];
		Operation[] sell = new Operation[0];
		Strategy fakeStrategy = new FakeStrategy(buy, sell);
		AnalysisCriterion criteria = new TotalProfitCriterion();
		
		Decision decision = new Decision(fakeStrategy, constrained, criteria);
		
		assertEquals(1d, decision.evaluateCriterion());
	}

	@Test
	public void testEvaluateCriterion() {
		
		TimeSeries sample = new SampleTimeSeries(new double[] {3d, 5d, 7d, 9d});
		ConstrainedTimeSeries constrained = new ConstrainedTimeSeries(sample, 0, sample.getSize());
		Operation[] buy = new Operation[] {
				new Operation(0, OperationType.BUY),
				null,
				new Operation(2, OperationType.BUY),
				null
		};
		
		Operation[] sell = new Operation[] {
				null,
				new Operation(1, OperationType.SELL),
				null,
				new Operation(3, OperationType.SELL),
		};
		
		Strategy fakeStrategy = new FakeStrategy(buy, sell);
		AnalysisCriterion criteria = new TotalProfitCriterion();
		Decision decision = new Decision(fakeStrategy, constrained, criteria);
		assertEquals(45d/21, decision.evaluateCriterion(), 0.001);
	}
	
	@Test
	public void testEvaluateCriterionNotSelling()
	{
		TimeSeries sample = new SampleTimeSeries(new double[] {3d, 1d, 7d, 9d});
		ConstrainedTimeSeries constrained = new ConstrainedTimeSeries(sample, 0, sample.getSize());
		Operation[] buy = new Operation[] {
				new Operation(0, OperationType.BUY),
				null,
				new Operation(2, OperationType.BUY),
				null
		};
		
		Operation[] sell = new Operation[] {
				null,
				null,
				null,
				null
		};
		
		Strategy fakeStrategy = new FakeStrategy(buy, sell);
		AnalysisCriterion criteria = new TotalProfitCriterion();
		Decision decision = new Decision(fakeStrategy, constrained, criteria);
		assertEquals(3d, decision.evaluateCriterion(), 0.0001);
	}
}