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-serv1864/src/java/net/sf/tail/flow

Modified Files:
	CashFlow.java 
Log Message:
Refatoração do MaximumDrawDown e CashFlow, testes para acerto dos índices

Index: CashFlow.java
===================================================================
RCS file: /cvsroot/tail/Tail/src/java/net/sf/tail/flow/CashFlow.java,v
retrieving revision 1.3
retrieving revision 1.4
diff -C2 -d -r1.3 -r1.4
*** CashFlow.java	8 Aug 2007 21:48:47 -0000	1.3
--- CashFlow.java	8 Aug 2007 22:50:18 -0000	1.4
***************
*** 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);
--- 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);
***************
*** 34,49 ****
  		}
  		
! 		Trade trade = respectiveTrade(index);
  		if(trade == null)
  		{
! 			values.add(indexValue, getValue(index - 1));
! 			return values.get(indexValue);
  		}
  		else
  		{
! 			Double profit = timeSeries.getTick(index).getClosePrice() / timeSeries.getTick(trade.getEntry().getIndex()).getClosePrice(); 
! 			Double value = getValue(trade.getEntry().getIndex()) * profit;
  			
! 			values.add(indexValue, value);
  			return value;
  		}
--- 33,48 ----
  		}
  		
! 		Trade trade = respectiveTrade(index + timeSeries.getBegin());
  		if(trade == null)
  		{
! 			values.add(index, getValue(index - 1));
! 			return values.get(index);
  		}
  		else
  		{
! 			Double profit = timeSeries.getTick(index + timeSeries.getBegin()).getClosePrice() / timeSeries.getTick(trade.getEntry().getIndex()).getClosePrice(); 
! 			Double value = getValue(trade.getEntry().getIndex() - timeSeries.getBegin()) * profit;
  			
! 			values.add(index, value);
  			return value;
  		}