tail-cvs

[Márcio V. d. S. <mv...@us...>]

Update of /cvsroot/tail/Tail/src/test/net/sf/tail/analysis/walk
In directory sc8-pr-cvs10.sourceforge.net:/tmp/cvs-serv23296/src/test/net/sf/tail/analysis/walk

Modified Files:
	WalkForwardTest.java 
Log Message:
refatoração de código e conserto de alguns testes

Index: WalkForwardTest.java
===================================================================
RCS file: /cvsroot/tail/Tail/src/test/net/sf/tail/analysis/walk/WalkForwardTest.java,v
retrieving revision 1.5
retrieving revision 1.6
diff -C2 -d -r1.5 -r1.6
*** WalkForwardTest.java	4 Aug 2007 02:34:18 -0000	1.5
--- WalkForwardTest.java	4 Aug 2007 17:07:16 -0000	1.6
***************
*** 14,24 ****
  import net.sf.tail.TimeSeries;
  import net.sf.tail.Walker;
  import net.sf.tail.analysis.criteria.TotalProfitCriterion;
  import net.sf.tail.analysis.evaluator.BestStrategyEvaluator;
  import net.sf.tail.analysis.evaluator.Decision;
- import net.sf.tail.analysis.splitter.EnumSplitter;
  import net.sf.tail.sample.SampleTimeSeries;
  import net.sf.tail.strategy.FakeStrategy;
  
  import org.junit.Before;
  import org.junit.Test;
--- 14,26 ----
  import net.sf.tail.TimeSeries;
  import net.sf.tail.Walker;
+ import net.sf.tail.analysis.SplittedTimeSeries;
  import net.sf.tail.analysis.criteria.TotalProfitCriterion;
  import net.sf.tail.analysis.evaluator.BestStrategyEvaluator;
  import net.sf.tail.analysis.evaluator.Decision;
  import net.sf.tail.sample.SampleTimeSeries;
  import net.sf.tail.strategy.FakeStrategy;
  
+ import org.joda.time.DateTime;
+ import org.joda.time.Period;
  import org.junit.Before;
  import org.junit.Test;
***************
*** 39,45 ****
  	{
  		double[] data = new double[] {5d, 1d, 8d, 3d, 12d, 20d, 4d, 3d, 30d, 20d, 15d, 32d, 18d, 15d };
  		this.strategies = new HashSet<Strategy>();
  		this.criteria = new TotalProfitCriterion();
! 		this.series = new SampleTimeSeries(data);
  		this.evaluator = new BestStrategyEvaluator();
  		
--- 41,53 ----
  	{
  		double[] data = new double[] {5d, 1d, 8d, 3d, 12d, 20d, 4d, 3d, 30d, 20d, 15d, 32d, 18d, 15d };
+ 		
+ 		DateTime date = new DateTime(0);
+ 		DateTime[] dates = new DateTime[] {
+ 				date.withYear(2000),date.withYear(2000),date.withYear(2000),date.withYear(2000),date.withYear(2000),
+ 				date.withYear(2001),date.withYear(2001),date.withYear(2001),date.withYear(2001),date.withYear(2001),
+ 				date.withYear(2002),date.withYear(2002),date.withYear(2002),date.withYear(2002)};
  		this.strategies = new HashSet<Strategy>();
  		this.criteria = new TotalProfitCriterion();
! 		this.series = new SampleTimeSeries(data,dates);
  		this.evaluator = new BestStrategyEvaluator();
  		
***************
*** 116,120 ****
  	{
  		Walker walk = new WalkForward(evaluator);
! 		List<Decision> values = walk.walk(strategies, series, EnumSplitter.BY_YEAR_MEMORIZED/*5*/, criteria);
  		assertEquals(20d/30, values.get(0).evaluateCriterion());
  		assertEquals(15d/32, values.get(1).evaluateCriterion());
--- 124,131 ----
  	{
  		Walker walk = new WalkForward(evaluator);
! 		Period period = new Period().withYears(1);
! 		SplittedTimeSeries splittedSeries = new SplittedTimeSeries(series,period);
! 		
! 		List<Decision> values = walk.walk(strategies, splittedSeries, criteria);
  		assertEquals(20d/30, values.get(0).evaluateCriterion());
  		assertEquals(15d/32, values.get(1).evaluateCriterion());