tail-cvs

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

Update of /cvsroot/tail/Tail/src/java/net/sf/tail/analysis/criteria
In directory sc8-pr-cvs10.sourceforge.net:/tmp/cvs-serv26367/src/java/net/sf/tail/analysis/criteria

Modified Files:
	BuyAndHoldCriterion.java VersusBuyAndHoldCriterion.java 
	NumberOfTicksCriterion.java 
Log Message:
Criterio VersusBuyAndHold agora compara qualquer outro critério com o BuyAndHold. Também foi acertado o critério NumberOfTicks

Index: NumberOfTicksCriterion.java
===================================================================
RCS file: /cvsroot/tail/Tail/src/java/net/sf/tail/analysis/criteria/NumberOfTicksCriterion.java,v
retrieving revision 1.6
retrieving revision 1.7
diff -C2 -d -r1.6 -r1.7
*** NumberOfTicksCriterion.java	4 Sep 2007 13:09:14 -0000	1.6
--- NumberOfTicksCriterion.java	3 Oct 2007 18:57:44 -0000	1.7
***************
*** 13,21 ****
  
  	public double calculate(TimeSeries series, List<Trade> trades) {
  		int nTicks = 0;
  		for (Trade trade : trades) {
  			nTicks += trade.getExit().getIndex() - trade.getEntry().getIndex();
  		}
! 		return nTicks;
  	}
  
--- 13,25 ----
  
  	public double calculate(TimeSeries series, List<Trade> trades) {
+ 		if(trades.size() == 0)
+ 			return 0d;
+ 		
  		int nTicks = 0;
+ 		
  		for (Trade trade : trades) {
  			nTicks += trade.getExit().getIndex() - trade.getEntry().getIndex();
  		}
! 		return nTicks + 1;
  	}
  

Index: VersusBuyAndHoldCriterion.java
===================================================================
RCS file: /cvsroot/tail/Tail/src/java/net/sf/tail/analysis/criteria/VersusBuyAndHoldCriterion.java,v
retrieving revision 1.6
retrieving revision 1.7
diff -C2 -d -r1.6 -r1.7
*** VersusBuyAndHoldCriterion.java	4 Sep 2007 13:09:14 -0000	1.6
--- VersusBuyAndHoldCriterion.java	3 Oct 2007 18:57:44 -0000	1.7
***************
*** 6,9 ****
--- 6,11 ----
  
  import net.sf.tail.AnalysisCriterion;
+ import net.sf.tail.Operation;
+ import net.sf.tail.OperationType;
  import net.sf.tail.TimeSeries;
  import net.sf.tail.Trade;
***************
*** 12,21 ****
  public class VersusBuyAndHoldCriterion implements AnalysisCriterion {
  
! 	private AnalysisCriterion totalProfit = new TotalProfitCriterion();
! 
! 	private AnalysisCriterion buyAndHold = new BuyAndHoldCriterion();
  
  	public double calculate(TimeSeries series, List<Trade> trades) {
! 		return totalProfit.calculate(series, trades) / buyAndHold.calculate(series, trades);
  	}
  
--- 14,28 ----
  public class VersusBuyAndHoldCriterion implements AnalysisCriterion {
  
! 	private AnalysisCriterion criterion;
  
+ 	public VersusBuyAndHoldCriterion(AnalysisCriterion criterion) {
+ 		this.criterion = criterion;
+ 	}
+ 	
  	public double calculate(TimeSeries series, List<Trade> trades) {
! 		List<Trade> fakeTrades = new ArrayList<Trade>();
! 		fakeTrades.add(new Trade(new Operation(series.getBegin(), OperationType.BUY), new Operation(series.getEnd(), OperationType.SELL)));
! 		
! 		return criterion.calculate(series, trades) / criterion.calculate(series, fakeTrades);
  	}
  

Index: BuyAndHoldCriterion.java
===================================================================
RCS file: /cvsroot/tail/Tail/src/java/net/sf/tail/analysis/criteria/BuyAndHoldCriterion.java,v
retrieving revision 1.6
retrieving revision 1.7
diff -C2 -d -r1.6 -r1.7
*** BuyAndHoldCriterion.java	4 Sep 2007 13:09:14 -0000	1.6
--- BuyAndHoldCriterion.java	3 Oct 2007 18:57:44 -0000	1.7
***************
*** 2,9 ****
  
  import java.util.ArrayList;
- import java.util.LinkedList;
  import java.util.List;
  
  import net.sf.tail.AnalysisCriterion;
  import net.sf.tail.TimeSeries;
  import net.sf.tail.Trade;
--- 2,9 ----
  
  import java.util.ArrayList;
  import java.util.List;
  
  import net.sf.tail.AnalysisCriterion;
+ import net.sf.tail.OperationType;
  import net.sf.tail.TimeSeries;
  import net.sf.tail.Trade;
***************
*** 17,31 ****
  
  	public double summarize(TimeSeries series, List<Decision> decisions) {
! 		List<Trade> trades = new LinkedList<Trade>();
! 
! 		for (Decision decision : decisions) {
! 			trades.addAll(decision.getTrades());
! 		}
! 		return calculate(series, trades);
  	}
  	public double calculate(TimeSeries series, Trade trade) {
! 		List<Trade> trades = new ArrayList<Trade>();
! 		trades.add(trade);
! 		return calculate(series, trades);
  		
  	}
--- 17,28 ----
  
  	public double summarize(TimeSeries series, List<Decision> decisions) {
! 		
! 		return calculate(series, new ArrayList<Trade>());
  	}
  	public double calculate(TimeSeries series, Trade trade) {
! 		if(trade.getEntry().getType() == OperationType.BUY)
! 			return series.getTick(trade.getExit().getIndex()).getClosePrice() / series.getTick(trade.getEntry().getIndex()).getClosePrice();
! 		else
! 			return series.getTick(trade.getEntry().getIndex()).getClosePrice() / series.getTick(trade.getExit().getIndex()).getClosePrice();
  		
  	}