tail-cvs

[Márcio V. d. S. <mv...@us...>]

Update of /cvsroot/tail/Tail/src/test/net/sf/tail/report/xls
In directory sc8-pr-cvs10.sourceforge.net:/tmp/cvs-serv22554/src/test/net/sf/tail/report/xls

Modified Files:
	CompleteXlsGeneratorExecutor.java 
Log Message:


Index: CompleteXlsGeneratorExecutor.java
===================================================================
RCS file: /cvsroot/tail/Tail/src/test/net/sf/tail/report/xls/CompleteXlsGeneratorExecutor.java,v
retrieving revision 1.7
retrieving revision 1.8
diff -C2 -d -r1.7 -r1.8
*** CompleteXlsGeneratorExecutor.java	3 Oct 2007 23:57:01 -0000	1.7
--- CompleteXlsGeneratorExecutor.java	5 Oct 2007 20:55:01 -0000	1.8
***************
*** 15,18 ****
--- 15,19 ----
  import net.sf.tail.Strategy;
  import net.sf.tail.TimeSeries;
+ import net.sf.tail.TimeSeriesSlicer;
  import net.sf.tail.Walker;
  import net.sf.tail.analysis.criteria.AverageProfitCriterion;
***************
*** 25,29 ****
  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;
--- 26,29 ----
***************
*** 34,38 ****
  
  import org.apache.poi.hssf.usermodel.HSSFWorkbook;
- import org.joda.time.DateTime;
  import org.joda.time.Period;
  
--- 34,37 ----
***************
*** 45,49 ****
  
  		try {
! 			timeSeries = ctsl.load(new FileInputStream("BaseBovespa/diario/petr4Dia.csv"), "Petrobras (petr4)");
  		} catch (FileNotFoundException e) {
  			e.printStackTrace();
--- 44,48 ----
  
  		try {
! 			timeSeries = ctsl.load(new FileInputStream("BaseBovespa/15min/petr4_15min_05102007.csv"), "Petrobras (petr4)");
  		} catch (FileNotFoundException e) {
  			e.printStackTrace();
***************
*** 55,70 ****
  		Indicator<Double> close = new ClosePriceIndicator(timeSeries);
  
! 		for (int i = 4; i < 20; i++) {
  			Indicator<Double> tracker = new SMAIndicator(close, i);
  			Strategy strategy = new IndicatorCrossedIndicatorStrategy(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 FullyMemorizedSlicer(timeSeries, new Period().withMonths(10), new DateTime(
! 				2000, 1, 1, 0, 0, 0, 0)), new TotalProfitCriterion());
  
  		CompleteXlsGenerator xls = new CompleteXlsGenerator();
--- 54,66 ----
  		Indicator<Double> close = new ClosePriceIndicator(timeSeries);
  
! 		for (int i = 4; i < 60; i++) {
  			Indicator<Double> tracker = new SMAIndicator(close, i);
  			Strategy strategy = new IndicatorCrossedIndicatorStrategy(close, tracker);
  			strategies.add(strategy);
  		}
! 		
! 		TimeSeriesSlicer slicer = new FullyMemorizedSlicer(timeSeries, new Period().withMonths(10));
! 		
! 		Report r = w.walk(strategies,slicer , new TotalProfitCriterion());
  
  		CompleteXlsGenerator xls = new CompleteXlsGenerator();