Update of /cvsroot/tail/Tail/src/test/net/sf/tail/analysis/criteria
In directory sc8-pr-cvs10.sourceforge.net:/tmp/cvs-serv17803/src/test/net/sf/tail/analysis/criteria
Modified Files:
NumberOfTradesCriterionTest.java
AverageProfitCriterionTest.java
RewardRiskRatioCriterionTest.java BuyAndHoldCriterionTest.java
Log Message:
Novos testes
Index: NumberOfTradesCriterionTest.java
===================================================================
RCS file: /cvsroot/tail/Tail/src/test/net/sf/tail/analysis/criteria/NumberOfTradesCriterionTest.java,v
retrieving revision 1.3
retrieving revision 1.4
diff -C2 -d -r1.3 -r1.4
*** NumberOfTradesCriterionTest.java 23 Aug 2007 12:51:10 -0000 1.3
--- NumberOfTradesCriterionTest.java 22 Oct 2007 16:48:00 -0000 1.4
***************
*** 57,59 ****
--- 57,67 ----
assertEquals(2d, buyAndHold.summarize(series, decisions), 0.01);
}
+ @Test
+ public void testCalculateWithOneTrade()
+ {
+ Trade trade = new Trade();
+ NumberOfTradesCriterion tradesCriterion = new NumberOfTradesCriterion();
+
+ assertEquals(1d, tradesCriterion.calculate(null, trade));
+ }
}
Index: RewardRiskRatioCriterionTest.java
===================================================================
RCS file: /cvsroot/tail/Tail/src/test/net/sf/tail/analysis/criteria/RewardRiskRatioCriterionTest.java,v
retrieving revision 1.12
retrieving revision 1.13
diff -C2 -d -r1.12 -r1.13
*** RewardRiskRatioCriterionTest.java 1 Sep 2007 13:38:29 -0000 1.12
--- RewardRiskRatioCriterionTest.java 22 Oct 2007 16:48:00 -0000 1.13
***************
*** 91,94 ****
--- 91,105 ----
}
+
+ @Test
+ public void testWithOneTrade() {
+ Trade trade = new Trade(new Operation(0, OperationType.BUY), new Operation(1, OperationType.SELL));
+
+ SampleTimeSeries series = new SampleTimeSeries(new double[] { 100, 95, 95, 100, 90, 95, 80, 120 });
+
+
+ RewardRiskRatioCriterion ratioCriterion = new RewardRiskRatioCriterion();
+ assertEquals((95d/100) / ((1d - 0.95d)), ratioCriterion.calculate(series, trade));
+ }
}
Index: BuyAndHoldCriterionTest.java
===================================================================
RCS file: /cvsroot/tail/Tail/src/test/net/sf/tail/analysis/criteria/BuyAndHoldCriterionTest.java,v
retrieving revision 1.3
retrieving revision 1.4
diff -C2 -d -r1.3 -r1.4
*** BuyAndHoldCriterionTest.java 23 Aug 2007 12:51:10 -0000 1.3
--- BuyAndHoldCriterionTest.java 22 Oct 2007 16:48:00 -0000 1.4
***************
*** 68,71 ****
--- 68,81 ----
assertEquals(0.7, buyAndHold.calculate(series, trades));
}
+
+ @Test
+ public void testCalculateWithOneTrade()
+ {
+ SampleTimeSeries series = new SampleTimeSeries(new double[] {100, 105 });
+ Trade trade = new Trade(new Operation(0, OperationType.BUY), new Operation(1, OperationType.SELL));
+ AnalysisCriterion buyAndHold = new BuyAndHoldCriterion();
+ assertEquals(105d/100, buyAndHold.calculate(series, trade));
+
+ }
}
Index: AverageProfitCriterionTest.java
===================================================================
RCS file: /cvsroot/tail/Tail/src/test/net/sf/tail/analysis/criteria/AverageProfitCriterionTest.java,v
retrieving revision 1.12
retrieving revision 1.13
diff -C2 -d -r1.12 -r1.13
*** AverageProfitCriterionTest.java 17 Oct 2007 22:31:15 -0000 1.12
--- AverageProfitCriterionTest.java 22 Oct 2007 16:48:00 -0000 1.13
***************
*** 83,86 ****
--- 83,95 ----
assertEquals(Double.NaN, averageProfit.calculate(series, trades));
}
+ @Test
+ public void testCalculateWithOneTrade()
+ {
+ series = new SampleTimeSeries(new double[] {100, 105});
+ Trade trade = new Trade(new Operation(0, OperationType.BUY), new Operation(1, OperationType.SELL));
+ AnalysisCriterion average = new AverageProfitCriterion();
+ assertEquals(Math.pow(105d / 100, 1d/2), average.calculate(series, trade));
+
+ }
}
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