tail-cvs

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

Update of /cvsroot/tail/Tail/src/test/net/sf/tail/report/html
In directory sc8-pr-cvs10.sourceforge.net:/tmp/cvs-serv12544/src/test/net/sf/tail/report/html

Modified Files:
	CompleteHtmlGeneratorExecutor.java 
	CompleteHtmlGeneratorTest.java 
Log Message:
Refatoração dos Slicer

Index: CompleteHtmlGeneratorTest.java
===================================================================
RCS file: /cvsroot/tail/Tail/src/test/net/sf/tail/report/html/CompleteHtmlGeneratorTest.java,v
retrieving revision 1.3
retrieving revision 1.4
diff -C2 -d -r1.3 -r1.4
*** CompleteHtmlGeneratorTest.java	1 Oct 2007 17:11:16 -0000	1.3
--- CompleteHtmlGeneratorTest.java	3 Oct 2007 22:56:47 -0000	1.4
***************
*** 10,14 ****
  import net.sf.tail.Operation;
  import net.sf.tail.OperationType;
! import net.sf.tail.SlicerType;
  import net.sf.tail.Trade;
  import net.sf.tail.analysis.criteria.TotalProfitCriterion;
--- 10,14 ----
  import net.sf.tail.Operation;
  import net.sf.tail.OperationType;
! import net.sf.tail.TimeSeriesSlicer;
  import net.sf.tail.Trade;
  import net.sf.tail.analysis.criteria.TotalProfitCriterion;
***************
*** 17,21 ****
  import net.sf.tail.runner.HistoryRunner;
  import net.sf.tail.sample.SampleTimeSeries;
! import net.sf.tail.series.SlicerByTimePeriod;
  import net.sf.tail.strategy.FakeStrategy;
  
--- 17,21 ----
  import net.sf.tail.runner.HistoryRunner;
  import net.sf.tail.sample.SampleTimeSeries;
! import net.sf.tail.series.FullyMemorizedSlicer;
  import net.sf.tail.strategy.FakeStrategy;
  
***************
*** 47,51 ****
  				new TotalProfitCriterion(), trades, new HistoryRunner(OperationType.BUY));
  		decisions.add(decision);
! 		SlicerByTimePeriod slicer = new SlicerByTimePeriod(series, period, SlicerType.MEMORIZED);
  
  		report = new Report(new TotalProfitCriterion(), slicer, decisions);
--- 47,51 ----
  				new TotalProfitCriterion(), trades, new HistoryRunner(OperationType.BUY));
  		decisions.add(decision);
! 		TimeSeriesSlicer slicer = new FullyMemorizedSlicer(series, period);
  
  		report = new Report(new TotalProfitCriterion(), slicer, decisions);

Index: CompleteHtmlGeneratorExecutor.java
===================================================================
RCS file: /cvsroot/tail/Tail/src/test/net/sf/tail/report/html/CompleteHtmlGeneratorExecutor.java,v
retrieving revision 1.4
retrieving revision 1.5
diff -C2 -d -r1.4 -r1.5
*** CompleteHtmlGeneratorExecutor.java	3 Oct 2007 19:59:55 -0000	1.4
--- CompleteHtmlGeneratorExecutor.java	3 Oct 2007 22:56:47 -0000	1.5
***************
*** 12,16 ****
  import net.sf.tail.Indicator;
  import net.sf.tail.OperationType;
- import net.sf.tail.SlicerType;
  import net.sf.tail.Strategy;
  import net.sf.tail.TimeSeries;
--- 12,15 ----
***************
*** 30,34 ****
  import net.sf.tail.report.Report;
  import net.sf.tail.runner.HistoryRunner;
! import net.sf.tail.series.SlicerByTimePeriod;
  import net.sf.tail.strategy.IndicatorCrossedIndicatorStrategy;
  
--- 29,33 ----
  import net.sf.tail.report.Report;
  import net.sf.tail.runner.HistoryRunner;
! import net.sf.tail.series.FullyMemorizedSlicer;
  import net.sf.tail.strategy.IndicatorCrossedIndicatorStrategy;
  
***************
*** 42,46 ****
  		TimeSeries timeSeries = null;
  		Set<Strategy> strategies = new HashSet<Strategy>();
! 		
  		try {
  			timeSeries = ctsl.load(new FileInputStream("BaseBovespa/diario/petr4Dia.csv"), "Petrobras (petr4)");
--- 41,45 ----
  		TimeSeries timeSeries = null;
  		Set<Strategy> strategies = new HashSet<Strategy>();
! 
  		try {
  			timeSeries = ctsl.load(new FileInputStream("BaseBovespa/diario/petr4Dia.csv"), "Petrobras (petr4)");
***************
*** 53,58 ****
  		Walker w = new WalkForward(new BestStrategyEvaluator(new HistoryRunner(OperationType.BUY)));
  		Indicator<Double> close = new ClosePriceIndicator(timeSeries);
! 		
! 		
  		for (int i = 4; i < 20; i++) {
  			Indicator<Double> tracker = new SMAIndicator(close, i);
--- 52,56 ----
  		Walker w = new WalkForward(new BestStrategyEvaluator(new HistoryRunner(OperationType.BUY)));
  		Indicator<Double> close = new ClosePriceIndicator(timeSeries);
! 
  		for (int i = 4; i < 20; i++) {
  			Indicator<Double> tracker = new SMAIndicator(close, i);
***************
*** 60,71 ****
  			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), new DateTime(2000, 1, 1, 0, 0, 0, 0),
! 				SlicerType.MEMORIZED), new TotalProfitCriterion());
! 		
  		List<AnalysisCriterion> criteria = new ArrayList<AnalysisCriterion>();
  		criteria.add(new BuyAndHoldCriterion());
--- 58,69 ----
  			strategies.add(strategy);
  		}
! 
  		Indicator<Double> tracker = new ParabolicSarIndicator(timeSeries);
  		Strategy strategy = new IndicatorCrossedIndicatorStrategy(close, tracker);
  		strategies.add(strategy);
  
! 		Report r = w.walk(strategies, new FullyMemorizedSlicer(timeSeries, new Period().withMonths(10), new DateTime(
! 				2000, 1, 1, 0, 0, 0, 0)), new TotalProfitCriterion());
! 
  		List<AnalysisCriterion> criteria = new ArrayList<AnalysisCriterion>();
  		criteria.add(new BuyAndHoldCriterion());
***************
*** 74,82 ****
  		criteria.add(new NumberOfTicksCriterion());
  		criteria.add(new VersusBuyAndHoldCriterion(new TotalProfitCriterion()));
! 		
! 		
  		CompleteHtmlGenerator complete = new CompleteHtmlGenerator(r, criteria, new Period().withMonths(1));
! 		complete.generate();		
! 		
  	}
  
--- 72,79 ----
  		criteria.add(new NumberOfTicksCriterion());
  		criteria.add(new VersusBuyAndHoldCriterion(new TotalProfitCriterion()));
! 
  		CompleteHtmlGenerator complete = new CompleteHtmlGenerator(r, criteria, new Period().withMonths(1));
! 		complete.generate();
! 
  	}
  
***************
*** 84,88 ****
  		CompleteHtmlGeneratorExecutor complete = new CompleteHtmlGeneratorExecutor();
  		try {
! 			complete.testEMAComplete();			
  		} catch (IOException e) {
  			e.printStackTrace();
--- 81,85 ----
  		CompleteHtmlGeneratorExecutor complete = new CompleteHtmlGeneratorExecutor();
  		try {
! 			complete.testEMAComplete();
  		} catch (IOException e) {
  			e.printStackTrace();