tail-cvs

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

Update of /cvsroot/tail/Tail/src/java/net/sf/tail/flow
In directory sc8-pr-cvs10.sourceforge.net:/tmp/cvs-serv10088/src/java/net/sf/tail/flow

Modified Files:
	CashFlow.java 
Log Message:
MaximumDrawDown e CashFlow acertados para utilizar o getBegin() e getEnd() do timeSeries

Index: CashFlow.java
===================================================================
RCS file: /cvsroot/tail/Tail/src/java/net/sf/tail/flow/CashFlow.java,v
retrieving revision 1.2
retrieving revision 1.3
diff -C2 -d -r1.2 -r1.3
*** CashFlow.java	21 Jul 2007 15:13:46 -0000	1.2
--- CashFlow.java	8 Aug 2007 21:48:47 -0000	1.3
***************
*** 22,31 ****
  	public double getValue(int index)
  	{
! 		increaseLength(index);
  		
! 		if(values.get(index) != null)
! 			return values.get(index);
  		
! 		if(index == 0)
  		{
  			values.add(0, 1d);
--- 22,32 ----
  	public double getValue(int index)
  	{
! 		int indexValue = index - timeSeries.getBegin();
! 		increaseLength(indexValue);
  		
! 		if(values.get(indexValue) != null)
! 			return values.get(indexValue);
  		
! 		if(index == timeSeries.getBegin())
  		{
  			values.add(0, 1d);
***************
*** 36,41 ****
  		if(trade == null)
  		{
! 			values.add(index, getValue(index - 1));
! 			return values.get(index);
  		}
  		else
--- 37,42 ----
  		if(trade == null)
  		{
! 			values.add(indexValue, getValue(index - 1));
! 			return values.get(indexValue);
  		}
  		else
***************
*** 44,48 ****
  			Double value = getValue(trade.getEntry().getIndex()) * profit;
  			
! 			values.add(index, value);
  			return value;
  		}
--- 45,49 ----
  			Double value = getValue(trade.getEntry().getIndex()) * profit;
  			
! 			values.add(indexValue, value);
  			return value;
  		}
***************
*** 69,75 ****
--- 70,83 ----
  			}
  		}
+ //		for (int i = 0; i < timeSeries.getSize(); i++) {
+ //			while (trades.get(i).getExit().getIndex() >= i) {
+ //				if(trades.get(i).getEntry().getIndex() <= i)
+ //					return trades.get(i);
+ //			}
+ //		}
  		return null;
  	}
  	
+ 	
  	private void increaseLength(int index) {
  		if (values.size() <= index) {