tail-cvs

[xanaot <xa...@us...>]

Update of /cvsroot/tail/Tail/src/test/net/sf/tail/report/xls
In directory sc8-pr-cvs10.sourceforge.net:/tmp/cvs-serv6542/src/test/net/sf/tail/report/xls

Modified Files:
	CompleteXlsGeneratorExecutor.java 
Log Message:
Refatoracao no Generate xls

Index: CompleteXlsGeneratorExecutor.java
===================================================================
RCS file: /cvsroot/tail/Tail/src/test/net/sf/tail/report/xls/CompleteXlsGeneratorExecutor.java,v
retrieving revision 1.2
retrieving revision 1.3
diff -C2 -d -r1.2 -r1.3
*** CompleteXlsGeneratorExecutor.java	26 Sep 2007 20:51:44 -0000	1.2
--- CompleteXlsGeneratorExecutor.java	1 Oct 2007 23:47:04 -0000	1.3
***************
*** 3,10 ****
--- 3,14 ----
  import java.io.FileInputStream;
  import java.io.FileNotFoundException;
+ import java.io.FileOutputStream;
  import java.io.IOException;
+ import java.util.ArrayList;
  import java.util.HashSet;
+ import java.util.List;
  import java.util.Set;
  
+ import net.sf.tail.AnalysisCriterion;
  import net.sf.tail.Indicator;
  import net.sf.tail.OperationType;
***************
*** 13,21 ****
  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.walk.WalkForward;
  import net.sf.tail.indicator.simple.ClosePriceIndicator;
! import net.sf.tail.indicator.tracker.EMAIndicator;
  import net.sf.tail.io.reader.CedroTimeSeriesLoader;
  import net.sf.tail.report.Report;
--- 17,31 ----
  import net.sf.tail.TimeSeries;
  import net.sf.tail.Walker;
+ import net.sf.tail.analysis.criteria.AverageProfitCriterion;
+ import net.sf.tail.analysis.criteria.BuyAndHoldCriterion;
+ import net.sf.tail.analysis.criteria.NumberOfTicksCriterion;
+ import net.sf.tail.analysis.criteria.RewardRiskRatioCriterion;
  import net.sf.tail.analysis.criteria.TotalProfitCriterion;
+ import net.sf.tail.analysis.criteria.VersusBuyAndHoldCriterion;
  import net.sf.tail.analysis.evaluator.BestStrategyEvaluator;
  import net.sf.tail.analysis.walk.WalkForward;
  import net.sf.tail.indicator.simple.ClosePriceIndicator;
! import net.sf.tail.indicator.tracker.ParabolicSarIndicator;
! import net.sf.tail.indicator.tracker.SMAIndicator;
  import net.sf.tail.io.reader.CedroTimeSeriesLoader;
  import net.sf.tail.report.Report;
***************
*** 23,27 ****
--- 33,39 ----
  import net.sf.tail.series.SlicerByTimePeriod;
  import net.sf.tail.strategy.IndicatorCrossedIndicatorStrategy;
+ import net.sf.tail.strategy.IndicatorOverIndicatorStrategy;
  
+ import org.apache.poi.hssf.usermodel.HSSFWorkbook;
  import org.joda.time.Period;
  
***************
*** 34,38 ****
  		
  		try {
! 			timeSeries = ctsl.load(new FileInputStream("BaseBovespa/15min/ambv4.csv"), "Ambev (ambv4)");
  		} catch (FileNotFoundException e) {
  			e.printStackTrace();
--- 46,50 ----
  		
  		try {
! 			timeSeries = ctsl.load(new FileInputStream("BaseBovespa/diario/petr4Dia.csv"), "Ambev (ambv4)");
  		} catch (FileNotFoundException e) {
  			e.printStackTrace();
***************
*** 45,59 ****
  		
  		
  		for (int i = 4; i < 20; i++) {
! 			Indicator<Double> tracker = new EMAIndicator(close, i);
! 			Strategy strategy = new IndicatorCrossedIndicatorStrategy(close, tracker);
  			strategies.add(strategy);
  		}
  
! 		Report r = w.walk(strategies, new SlicerByTimePeriod(timeSeries, new Period().withMonths(1),
  				SlicerType.MEMORIZED), new TotalProfitCriterion());
  		
  		CompleteXlsGenerator xls = new CompleteXlsGenerator();
! 		xls.generate(r, new Period().withMonths(1));		
  	}
  
--- 57,95 ----
  		
  		
+ //		for (int i = 4; i < 60; i++) {
+ //			Indicator<Double> tracker = new EMAIndicator(close, i);
+ //			Strategy strategy = new IndicatorCrossedIndicatorStrategy(close, tracker);
+ //			strategies.add(strategy);
+ //		}
+ 		
  		for (int i = 4; i < 20; i++) {
! 			Indicator<Double> tracker = new SMAIndicator(close, i);
! 			Strategy strategy = new IndicatorOverIndicatorStrategy(close, tracker);
  			strategies.add(strategy);
  		}
+ 		Indicator<Double> tracker = new ParabolicSarIndicator(timeSeries);
+ 		Strategy strategy = new IndicatorCrossedIndicatorStrategy(close, tracker);
+ 		strategies.add(strategy);
+ 		
+ 		
  
! 		Report r = w.walk(strategies, new SlicerByTimePeriod(timeSeries, new Period().withMonths(10),
  				SlicerType.MEMORIZED), new TotalProfitCriterion());
  		
  		CompleteXlsGenerator xls = new CompleteXlsGenerator();
! 		HSSFWorkbook workbook = new HSSFWorkbook();
! 		
! 		List<AnalysisCriterion> criteria = new ArrayList<AnalysisCriterion>();
! 		criteria.add(new BuyAndHoldCriterion());
! 		criteria.add(new RewardRiskRatioCriterion());
! 		criteria.add(new AverageProfitCriterion());
! 		criteria.add(new NumberOfTicksCriterion());
! 		criteria.add(new VersusBuyAndHoldCriterion());
! 		
! 		workbook = xls.generate(r, criteria, new Period().withMonths(10));
! 		
! 		FileOutputStream fileOut = new FileOutputStream("report.xls");
! 		workbook.write(fileOut);
! 	    fileOut.close();
  	}