tail-cvs

[Márcio V. d. S. <mv...@us...>]

Update of /cvsroot/tail/Tail/src/test/net/sf/tail/analysis/criteria
In directory sc8-pr-cvs10.sourceforge.net:/tmp/cvs-serv18250/src/test/net/sf/tail/analysis/criteria

Modified Files:
	NumberOfTradesCriterionTest.java BuyAndHoldCriterionTest.java 
	AverageProfitCriterionTest.java 
	MaximumDrawDownCriterionTest.java 
	RewardRiskRatioCriterionTest.java 
	VersusBuyAndHoldCriterionTest.java 
	NumberOfTicksCriterionTest.java 
Log Message:
criada assinatura summarize e implementado o método em todos os critérios

Index: MaximumDrawDownCriterionTest.java
===================================================================
RCS file: /cvsroot/tail/Tail/src/test/net/sf/tail/analysis/criteria/MaximumDrawDownCriterionTest.java,v
retrieving revision 1.6
retrieving revision 1.7
diff -C2 -d -r1.6 -r1.7
*** MaximumDrawDownCriterionTest.java	26 Jul 2007 20:48:55 -0000	1.6
--- MaximumDrawDownCriterionTest.java	9 Aug 2007 15:21:25 -0000	1.7
***************
*** 4,7 ****
--- 4,8 ----
  
  import java.util.ArrayList;
+ import java.util.LinkedList;
  import java.util.List;
  
***************
*** 9,12 ****
--- 10,15 ----
  import net.sf.tail.OperationType;
  import net.sf.tail.Trade;
+ import net.sf.tail.analysis.evaluator.Decision;
+ import net.sf.tail.analysis.evaluator.DummyDecision;
  import net.sf.tail.sample.SampleTimeSeries;
  
***************
*** 69,71 ****
--- 72,100 ----
  		assertEquals(0.5d, mdd.calculate(series, trades));
  	}
+ 	
+ 	@Test
+ 	public void testSummarize() {
+ 		SampleTimeSeries series = new SampleTimeSeries(new double[] { 1, 2, 3, 6, 5, 20, 3 });
+ 		List<Decision> decisions = new LinkedList<Decision>();
+ 		
+ 		List<Trade> tradesToDummy1 = new LinkedList<Trade>();
+ 		tradesToDummy1.add(new Trade(new Operation(0, OperationType.BUY), new Operation(1, OperationType.SELL)));
+ 		Decision dummy1 = new DummyDecision(tradesToDummy1);
+ 		decisions.add(dummy1);
+ 		
+ 		List<Trade> tradesToDummy2 = new LinkedList<Trade>();
+ 		tradesToDummy2.add(new Trade(new Operation(3, OperationType.BUY), new Operation(4, OperationType.SELL)));
+ 		Decision dummy2 = new DummyDecision(tradesToDummy2);
+ 		decisions.add(dummy2);
+ 		
+ 		List<Trade> tradesToDummy3 = new LinkedList<Trade>();
+ 		tradesToDummy3.add(new Trade(new Operation(5, OperationType.BUY), new Operation(6, OperationType.SELL)));
+ 		Decision dummy3 = new DummyDecision(tradesToDummy3);
+ 		decisions.add(dummy3);
+ 		
+ 		MaximumDrawDownCriterion mdd = new MaximumDrawDownCriterion();
+ 
+ 		assertEquals(1.75d, mdd.summarize(series, decisions));
+ 
+ 	}
  }
\ No newline at end of file

Index: NumberOfTicksCriterionTest.java
===================================================================
RCS file: /cvsroot/tail/Tail/src/test/net/sf/tail/analysis/criteria/NumberOfTicksCriterionTest.java,v
retrieving revision 1.1
retrieving revision 1.2
diff -C2 -d -r1.1 -r1.2
*** NumberOfTicksCriterionTest.java	7 Aug 2007 19:18:27 -0000	1.1
--- NumberOfTicksCriterionTest.java	9 Aug 2007 15:21:25 -0000	1.2
***************
*** 4,7 ****
--- 4,8 ----
  
  import java.util.ArrayList;
+ import java.util.LinkedList;
  import java.util.List;
  
***************
*** 10,13 ****
--- 11,16 ----
  import net.sf.tail.OperationType;
  import net.sf.tail.Trade;
+ import net.sf.tail.analysis.evaluator.Decision;
+ import net.sf.tail.analysis.evaluator.DummyDecision;
  import net.sf.tail.sample.SampleTimeSeries;
  
***************
*** 35,37 ****
--- 38,60 ----
  		assertEquals(4d, buyAndHold.calculate(series, trades));
  	}
+ 	
+ 
+ 	@Test
+ 	public void testSummarize() {
+ 		SampleTimeSeries series = new SampleTimeSeries(new double[] { 100, 105, 110, 100, 95, 105 });
+ 		List<Decision> decisions = new LinkedList<Decision>();
+ 		
+ 		List<Trade> tradesToDummy1 = new LinkedList<Trade>();
+ 		tradesToDummy1.add(new Trade(new Operation(0, OperationType.BUY), new Operation(2, OperationType.SELL)));
+ 		Decision dummy1 = new DummyDecision(tradesToDummy1);
+ 		decisions.add(dummy1);
+ 		
+ 		List<Trade> tradesToDummy2 = new LinkedList<Trade>();
+ 		tradesToDummy2.add(new Trade(new Operation(3, OperationType.BUY), new Operation(5, OperationType.SELL)));
+ 		Decision dummy2 = new DummyDecision(tradesToDummy2);
+ 		decisions.add(dummy2);
+ 		
+ 		AnalysisCriterion buyAndHold = new NumberOfTicksCriterion();
+ 		assertEquals(4d, buyAndHold.summarize(series, decisions));
+ 	}
  }

Index: NumberOfTradesCriterionTest.java
===================================================================
RCS file: /cvsroot/tail/Tail/src/test/net/sf/tail/analysis/criteria/NumberOfTradesCriterionTest.java,v
retrieving revision 1.1
retrieving revision 1.2
diff -C2 -d -r1.1 -r1.2
*** NumberOfTradesCriterionTest.java	7 Aug 2007 19:18:27 -0000	1.1
--- NumberOfTradesCriterionTest.java	9 Aug 2007 15:21:25 -0000	1.2
***************
*** 4,7 ****
--- 4,8 ----
  
  import java.util.ArrayList;
+ import java.util.LinkedList;
  import java.util.List;
  
***************
*** 10,13 ****
--- 11,16 ----
  import net.sf.tail.OperationType;
  import net.sf.tail.Trade;
+ import net.sf.tail.analysis.evaluator.Decision;
+ import net.sf.tail.analysis.evaluator.DummyDecision;
  import net.sf.tail.sample.SampleTimeSeries;
  
***************
*** 35,37 ****
--- 38,59 ----
  		assertEquals(2d, buyAndHold.calculate(series, trades));
  	}
+ 	
+ 	@Test
+ 	public void testSummarize() {
+ 		SampleTimeSeries series = new SampleTimeSeries(new double[] { 100, 105, 110, 100, 95, 105 });
+ 		List<Decision> decisions = new LinkedList<Decision>();
+ 		
+ 		List<Trade> tradesToDummy1 = new LinkedList<Trade>();
+ 		tradesToDummy1.add(new Trade(new Operation(0, OperationType.BUY), new Operation(2, OperationType.SELL)));
+ 		Decision dummy1 = new DummyDecision(tradesToDummy1);
+ 		decisions.add(dummy1);
+ 		
+ 		List<Trade> tradesToDummy2 = new LinkedList<Trade>();
+ 		tradesToDummy2.add(new Trade(new Operation(3, OperationType.BUY), new Operation(5, OperationType.SELL)));
+ 		Decision dummy2 = new DummyDecision(tradesToDummy2);
+ 		decisions.add(dummy2);
+ 	
+ 		AnalysisCriterion buyAndHold = new NumberOfTradesCriterion();
+ 		assertEquals(2d, buyAndHold.summarize(series, decisions),0.01);
+ 	}
  }

Index: VersusBuyAndHoldCriterionTest.java
===================================================================
RCS file: /cvsroot/tail/Tail/src/test/net/sf/tail/analysis/criteria/VersusBuyAndHoldCriterionTest.java,v
retrieving revision 1.1
retrieving revision 1.2
diff -C2 -d -r1.1 -r1.2
*** VersusBuyAndHoldCriterionTest.java	7 Aug 2007 18:53:23 -0000	1.1
--- VersusBuyAndHoldCriterionTest.java	9 Aug 2007 15:21:25 -0000	1.2
***************
*** 4,7 ****
--- 4,8 ----
  
  import java.util.ArrayList;
+ import java.util.LinkedList;
  import java.util.List;
  
***************
*** 10,13 ****
--- 11,16 ----
  import net.sf.tail.OperationType;
  import net.sf.tail.Trade;
+ import net.sf.tail.analysis.evaluator.Decision;
+ import net.sf.tail.analysis.evaluator.DummyDecision;
  import net.sf.tail.sample.SampleTimeSeries;
  
***************
*** 28,31 ****
--- 31,53 ----
  
  	@Test
+ 	public void testSummarize() {
+ 		SampleTimeSeries series = new SampleTimeSeries(new double[] { 100, 105, 110, 100, 95, 105 });
+ 		List<Decision> decisions = new LinkedList<Decision>();
+ 		
+ 		List<Trade> tradesToDummy1 = new LinkedList<Trade>();
+ 		tradesToDummy1.add(new Trade(new Operation(0, OperationType.BUY), new Operation(2, OperationType.SELL)));
+ 		Decision dummy1 = new DummyDecision(tradesToDummy1);
+ 		decisions.add(dummy1);
+ 		
+ 		List<Trade> tradesToDummy2 = new LinkedList<Trade>();
+ 		tradesToDummy2.add(new Trade(new Operation(3, OperationType.BUY), new Operation(5, OperationType.SELL)));
+ 		Decision dummy2 = new DummyDecision(tradesToDummy2);
+ 		decisions.add(dummy2);
+ 	
+ 		AnalysisCriterion buyAndHold = new VersusBuyAndHoldCriterion();
+ 		assertEquals(1.10 * 1.05 / 1.05, buyAndHold.summarize(series, decisions),0.01);
+ 	}
+ 	
+ 	@Test
  	public void testCalculateOnlyWithLossTrades() {
  		SampleTimeSeries series = new SampleTimeSeries(new double[] { 100, 95, 100, 80, 85, 70 });

Index: AverageProfitCriterionTest.java
===================================================================
RCS file: /cvsroot/tail/Tail/src/test/net/sf/tail/analysis/criteria/AverageProfitCriterionTest.java,v
retrieving revision 1.8
retrieving revision 1.9
diff -C2 -d -r1.8 -r1.9
*** AverageProfitCriterionTest.java	7 Aug 2007 17:45:32 -0000	1.8
--- AverageProfitCriterionTest.java	9 Aug 2007 15:21:25 -0000	1.9
***************
*** 4,7 ****
--- 4,8 ----
  
  import java.util.ArrayList;
+ import java.util.LinkedList;
  import java.util.List;
  
***************
*** 10,13 ****
--- 11,16 ----
  import net.sf.tail.OperationType;
  import net.sf.tail.Trade;
+ import net.sf.tail.analysis.evaluator.Decision;
+ import net.sf.tail.analysis.evaluator.DummyDecision;
  import net.sf.tail.sample.SampleTimeSeries;
  
***************
*** 35,38 ****
--- 38,59 ----
  	}
  
+ 	@Test
+ 	public void testSummarize() {
+ 		series = new SampleTimeSeries(100d, 105d, 110d, 100d, 95d, 105d);
+ 		List<Decision> decisions = new LinkedList<Decision>();
+ 		
+ 		List<Trade> tradesToDummy1 = new LinkedList<Trade>();
+ 		tradesToDummy1.add(new Trade(new Operation(0, OperationType.BUY), new Operation(2, OperationType.SELL)));
+ 		Decision dummy1 = new DummyDecision(tradesToDummy1);
+ 		decisions.add(dummy1);
+ 		
+ 		List<Trade> tradesToDummy2 = new LinkedList<Trade>();
+ 		tradesToDummy2.add(new Trade(new Operation(3, OperationType.BUY), new Operation(5, OperationType.SELL)));
+ 		Decision dummy2 = new DummyDecision(tradesToDummy2);
+ 		decisions.add(dummy2);
+ 		
+ 		AnalysisCriterion averageProfit = new AverageProfitCriterion();
+ 		assertEquals(1.03, averageProfit.summarize(series, decisions),0.01);
+ 	}
  	
  	@Test

Index: RewardRiskRatioCriterionTest.java
===================================================================
RCS file: /cvsroot/tail/Tail/src/test/net/sf/tail/analysis/criteria/RewardRiskRatioCriterionTest.java,v
retrieving revision 1.9
retrieving revision 1.10
diff -C2 -d -r1.9 -r1.10
*** RewardRiskRatioCriterionTest.java	26 Jul 2007 20:48:55 -0000	1.9
--- RewardRiskRatioCriterionTest.java	9 Aug 2007 15:21:25 -0000	1.10
***************
*** 5,8 ****
--- 5,9 ----
  
  import java.util.ArrayList;
+ import java.util.LinkedList;
  import java.util.List;
  
***************
*** 10,13 ****
--- 11,16 ----
  import net.sf.tail.OperationType;
  import net.sf.tail.Trade;
+ import net.sf.tail.analysis.evaluator.Decision;
+ import net.sf.tail.analysis.evaluator.DummyDecision;
  import net.sf.tail.sample.SampleTimeSeries;
  
***************
*** 38,41 ****
--- 41,69 ----
  		assertEquals(((105d / 100) * (90d / 95d) * (120d / 95)) / (((105d / 100) * (100d / 95)) - (105d / 100 * 90d / 95 * 80d / 95))  , rrc.calculate(series, trades), 0.01);
  	}
+ 	
+ 
+ 	@Test
+ 	public void testSummarize() {
+ 		SampleTimeSeries series = new SampleTimeSeries(new double[] { 100, 105, 95, 100, 90, 95, 80, 120 });
+ 		List<Decision> decisions = new LinkedList<Decision>();
+ 		
+ 		List<Trade> tradesToDummy1 = new LinkedList<Trade>();
+ 		tradesToDummy1.add(new Trade(new Operation(0, OperationType.BUY), new Operation(1, OperationType.SELL)));
+ 		Decision dummy1 = new DummyDecision(tradesToDummy1);
+ 		decisions.add(dummy1);
+ 		
+ 		List<Trade> tradesToDummy2 = new LinkedList<Trade>();
+ 		tradesToDummy2.add(new Trade(new Operation(2, OperationType.BUY), new Operation(4, OperationType.SELL)));
+ 		Decision dummy2 = new DummyDecision(tradesToDummy2);
+ 		decisions.add(dummy2);
+ 		
+ 		List<Trade> tradesToDummy3 = new LinkedList<Trade>();
+ 		tradesToDummy3.add(new Trade(new Operation(5, OperationType.BUY), new Operation(7, OperationType.SELL)));
+ 		Decision dummy3 = new DummyDecision(tradesToDummy3);
+ 		decisions.add(dummy3);
+ 		
+ 		assertEquals(((105d / 100) * (90d / 95d) * (120d / 95)) / (((105d / 100) * (100d / 95)) - (105d / 100 * 90d / 95 * 80d / 95))  , rrc.summarize(series, decisions),0.01);
+ 	}
+ 	
  	@Test
  	public void testRewardRiskRatioCriterionOnlyWithGain()

Index: BuyAndHoldCriterionTest.java
===================================================================
RCS file: /cvsroot/tail/Tail/src/test/net/sf/tail/analysis/criteria/BuyAndHoldCriterionTest.java,v
retrieving revision 1.1
retrieving revision 1.2
diff -C2 -d -r1.1 -r1.2
*** BuyAndHoldCriterionTest.java	7 Aug 2007 18:53:24 -0000	1.1
--- BuyAndHoldCriterionTest.java	9 Aug 2007 15:21:25 -0000	1.2
***************
*** 4,7 ****
--- 4,8 ----
  
  import java.util.ArrayList;
+ import java.util.LinkedList;
  import java.util.List;
  
***************
*** 10,13 ****
--- 11,16 ----
  import net.sf.tail.OperationType;
  import net.sf.tail.Trade;
+ import net.sf.tail.analysis.evaluator.Decision;
+ import net.sf.tail.analysis.evaluator.DummyDecision;
  import net.sf.tail.sample.SampleTimeSeries;
  
***************
*** 27,30 ****
--- 30,54 ----
  	}
  
+ 
+ 	@Test
+ 	public void testSummarize() {
+ 		SampleTimeSeries series = new SampleTimeSeries(new double[] { 100, 105, 110, 100, 95, 105 });
+ 		List<Decision> decisions = new LinkedList<Decision>();
+ 		
+ 		List<Trade> tradesToDummy1 = new LinkedList<Trade>();
+ 		tradesToDummy1.add(new Trade(new Operation(0, OperationType.BUY), new Operation(2, OperationType.SELL)));
+ 		Decision dummy1 = new DummyDecision(tradesToDummy1);
+ 		decisions.add(dummy1);
+ 		
+ 		List<Trade> tradesToDummy2 = new LinkedList<Trade>();
+ 		tradesToDummy2.add(new Trade(new Operation(3, OperationType.BUY), new Operation(5, OperationType.SELL)));
+ 		Decision dummy2 = new DummyDecision(tradesToDummy2);
+ 		decisions.add(dummy2);
+ 	
+ 		AnalysisCriterion buyAndHold = new BuyAndHoldCriterion();
+ 		assertEquals(1.05, buyAndHold.summarize(series, decisions),0.01);
+ 	}
+ 	
+ 	
  	@Test
  	public void testCalculateOnlyWithLossTrades() {