tail-cvs

[Márcio V. d. S. <mv...@us...>]

Update of /cvsroot/tail/Tail/src/test/net/sf/tail/analysis/walk
In directory sc8-pr-cvs10.sourceforge.net:/tmp/cvs-serv7865/src/test/net/sf/tail/analysis/walk

Modified Files:
	WalkForwardTest.java 
Log Message:
Mega refatoração, Runner não está mais vendendo no final de cada slice

Index: WalkForwardTest.java
===================================================================
RCS file: /cvsroot/tail/Tail/src/test/net/sf/tail/analysis/walk/WalkForwardTest.java,v
retrieving revision 1.20
retrieving revision 1.21
diff -C2 -d -r1.20 -r1.21
*** WalkForwardTest.java	8 Oct 2007 19:38:14 -0000	1.20
--- WalkForwardTest.java	21 Nov 2007 21:55:20 -0000	1.21
***************
*** 8,12 ****
  
  import net.sf.tail.AnalysisCriterion;
- import net.sf.tail.StrategyEvaluator;
  import net.sf.tail.Operation;
  import net.sf.tail.OperationType;
--- 8,11 ----
***************
*** 16,22 ****
  import net.sf.tail.Walker;
  import net.sf.tail.analysis.criteria.TotalProfitCriterion;
- import net.sf.tail.analysis.evaluator.HigherValueEvaluator;
  import net.sf.tail.analysis.evaluator.Decision;
! import net.sf.tail.runner.HistoryRunner;
  import net.sf.tail.sample.SampleTimeSeries;
  import net.sf.tail.series.RegularSlicer;
--- 15,21 ----
  import net.sf.tail.Walker;
  import net.sf.tail.analysis.criteria.TotalProfitCriterion;
  import net.sf.tail.analysis.evaluator.Decision;
! import net.sf.tail.analysis.evaluator.HigherValueEvaluatorFactory;
! import net.sf.tail.runner.HistoryRunnerFactory;
  import net.sf.tail.sample.SampleTimeSeries;
  import net.sf.tail.series.RegularSlicer;
***************
*** 38,43 ****
  	private TimeSeries series;
  
- 	private StrategyEvaluator evaluator;
- 
  	private Operation[] enter;
  
--- 37,40 ----
***************
*** 58,62 ****
  		this.criteria = new TotalProfitCriterion();
  		this.series = new SampleTimeSeries(data, dates);
- 		this.evaluator = new HigherValueEvaluator(new HistoryRunner(OperationType.BUY));
  
  		enter = new Operation[] { new Operation(0, OperationType.BUY), null, null, null, null, null,
--- 55,58 ----
***************
*** 64,75 ****
  				null, null };
  		exit = new Operation[] { null, null, null, new Operation(3, OperationType.SELL), null, null, null, null,
! 				new Operation(8, OperationType.SELL), null, null, null, null, null };
  		this.firstStrategy = new FakeStrategy(enter, exit);
  		strategies.add(firstStrategy);
  
  		enter = new Operation[] { new Operation(0, OperationType.BUY), null, null, null, null, null, null, null,
! 				new Operation(8, OperationType.BUY), null, new Operation(10, OperationType.BUY), null, null, null };
  		exit = new Operation[] { null, null, new Operation(2, OperationType.SELL), null, null, null, null, null, null,
! 				null, null, null, null, null };
  		this.secondStrategy = new FakeStrategy(enter, exit);
  		strategies.add(this.secondStrategy);
--- 60,71 ----
  				null, null };
  		exit = new Operation[] { null, null, null, new Operation(3, OperationType.SELL), null, null, null, null,
! 				new Operation(8, OperationType.SELL), null, null, null, null, new Operation(13, OperationType.SELL) };
  		this.firstStrategy = new FakeStrategy(enter, exit);
  		strategies.add(firstStrategy);
  
  		enter = new Operation[] { new Operation(0, OperationType.BUY), null, null, null, null, null, null, null,
! 				new Operation(8, OperationType.BUY), null, null, new Operation(11, OperationType.BUY), null, null };
  		exit = new Operation[] { null, null, new Operation(2, OperationType.SELL), null, null, null, null, null, null,
! 				null, new Operation(10, OperationType.SELL), null, new Operation(12, OperationType.SELL), null };
  		this.secondStrategy = new FakeStrategy(enter, exit);
  		strategies.add(this.secondStrategy);
***************
*** 78,91 ****
  	@Test
  	public void testWalk() {
! 		Walker walk = new WalkForward(evaluator);
  		Period period = new Period().withYears(1);
  		TimeSeriesSlicer splittedSeries = new RegularSlicer(series, period);
  
  		List<Decision> decisions = walk.walk(strategies, splittedSeries, criteria).getDecisions();
  		assertEquals(secondStrategy, decisions.get(0).getStrategy());
  		assertEquals(firstStrategy, decisions.get(1).getStrategy());
! 		assertEquals(20d / 30, decisions.get(0).evaluateCriterion());
! 		assertEquals(15d / 32, decisions.get(1).evaluateCriterion());
! 		// TODO Fazer um teste maior, com umas 3 estrategias e uns 5 periodos
  	}
  }
--- 74,90 ----
  	@Test
  	public void testWalk() {
! 		
  		Period period = new Period().withYears(1);
  		TimeSeriesSlicer splittedSeries = new RegularSlicer(series, period);
  
+ 		
+ 		Walker walk = new WalkForward(new HigherValueEvaluatorFactory(), new HistoryRunnerFactory());
+ 		
  		List<Decision> decisions = walk.walk(strategies, splittedSeries, criteria).getDecisions();
  		assertEquals(secondStrategy, decisions.get(0).getStrategy());
+ 		assertEquals(15d/30, decisions.get(0).evaluateCriterion());
+ 		
  		assertEquals(firstStrategy, decisions.get(1).getStrategy());
! 		assertEquals(15d/32, decisions.get(1).evaluateCriterion());
  	}
  }