Update of /cvsroot/tail/Tail/src/test/net/sf/tail/analysis/criteria
In directory sc8-pr-cvs10.sourceforge.net:/tmp/cvs-serv21249/src/test/net/sf/tail/analysis/criteria
Modified Files:
MaximumDrawDownCriterionTest.java
Log Message:
refatorado CashFlow e MaximumDrawDown
Index: MaximumDrawDownCriterionTest.java
===================================================================
RCS file: /cvsroot/tail/Tail/src/test/net/sf/tail/analysis/criteria/MaximumDrawDownCriterionTest.java,v
retrieving revision 1.8
retrieving revision 1.9
diff -C2 -d -r1.8 -r1.9
*** MaximumDrawDownCriterionTest.java 13 Aug 2007 21:45:16 -0000 1.8
--- MaximumDrawDownCriterionTest.java 18 Aug 2007 14:05:33 -0000 1.9
***************
*** 70,77 ****
trades.add(new Trade(new Operation(5, OperationType.SELL), new Operation(6, OperationType.BUY)));
! assertEquals(0.5d, mdd.calculate(series, trades));
}
-
@Test
public void testWithSimpleTrades() {
--- 70,76 ----
trades.add(new Trade(new Operation(5, OperationType.SELL), new Operation(6, OperationType.BUY)));
! assertEquals(.91, mdd.calculate(series, trades));
}
@Test
public void testWithSimpleTrades() {
|