Thread: [Tail-cvs] Tail/src/test/net/sf/tail/analysis/evaluator BestStrategyEvaluatorTest.java, 1.8 SampleD

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

Modified Files:
	BestStrategyEvaluatorTest.java SampleDecision.java 
	DecisionTest.java 
Log Message:
Mega refatoraÃ§Ã£o, Runner nÃ£o estÃ¡ mais vendendo no final de cada slice

Index: BestStrategyEvaluatorTest.java
===================================================================
RCS file: /cvsroot/tail/Tail/src/test/net/sf/tail/analysis/evaluator/BestStrategyEvaluatorTest.java,v
retrieving revision 1.7
retrieving revision 1.8
diff -C2 -d -r1.7 -r1.8
*** BestStrategyEvaluatorTest.java	8 Oct 2007 19:38:14 -0000	1.7
--- BestStrategyEvaluatorTest.java	21 Nov 2007 21:55:19 -0000	1.8
***************
*** 5,19 ****
  import java.util.HashSet;

- import net.sf.tail.ConstrainedTimeSeries;
  import net.sf.tail.Operation;
  import net.sf.tail.OperationType;
  import net.sf.tail.Strategy;
- import net.sf.tail.TimeSeries;
  import net.sf.tail.analysis.criteria.TotalProfitCriterion;
! import net.sf.tail.runner.HistoryRunner;
  import net.sf.tail.sample.SampleTimeSeries;
  import net.sf.tail.strategy.AlwaysOperateStrategy;
  import net.sf.tail.strategy.FakeStrategy;

  import org.junit.Before;
  import org.junit.Test;
--- 5,20 ----
  import java.util.HashSet;

  import net.sf.tail.Operation;
  import net.sf.tail.OperationType;
  import net.sf.tail.Strategy;
  import net.sf.tail.analysis.criteria.TotalProfitCriterion;
! import net.sf.tail.runner.HistoryRunnerFactory;
  import net.sf.tail.sample.SampleTimeSeries;
+ import net.sf.tail.series.RegularSlicer;
  import net.sf.tail.strategy.AlwaysOperateStrategy;
  import net.sf.tail.strategy.FakeStrategy;

+ import org.joda.time.DateTime;
+ import org.joda.time.Period;
  import org.junit.Before;
  import org.junit.Test;
***************
*** 44,52 ****
  	@Test
  	public void bestShouldBeAlwaysOperateOnProfit() {
! 		SampleTimeSeries series = new SampleTimeSeries(new double[] { 6.0, 9.0, 6.0, 6.0 });
! 		TimeSeries constrainedSeries = new ConstrainedTimeSeries(series, 0, 3);
! 
! 		HigherValueEvaluator evaluator = new HigherValueEvaluator(new HistoryRunner(OperationType.BUY));
! 		Decision decision = evaluator.evaluate(strategies, constrainedSeries, new TotalProfitCriterion());

  		assertEquals(alwaysStrategy, decision.getStrategy());
--- 45,53 ----
  	@Test
  	public void bestShouldBeAlwaysOperateOnProfit() {
! 		DateTime date = new DateTime();
! 		SampleTimeSeries series = new SampleTimeSeries(new double[] { 6.0, 9.0, 6.0, 6.0 }, new DateTime[]{date, date, date, date});
! 		
! 		HigherValueEvaluator evaluator = new HigherValueEvaluator(new HistoryRunnerFactory(), strategies, new RegularSlicer(series, new Period().withYears(2000)), new TotalProfitCriterion());
! 		Decision decision = evaluator.evaluate(0);

  		assertEquals(alwaysStrategy, decision.getStrategy());
***************
*** 55,63 ****
  	@Test
  	public void bestShouldBeBuyAndHoldOnLoss() {
! 		SampleTimeSeries series = new SampleTimeSeries(new double[] { 6.0, 3.0, 6.0, 6.0 });
! 		TimeSeries constrainedSeries = new ConstrainedTimeSeries(series, 0, 3);

! 		HigherValueEvaluator evaluator = new HigherValueEvaluator(new HistoryRunner(OperationType.BUY));
! 		Decision decision = evaluator.evaluate(strategies, constrainedSeries, new TotalProfitCriterion());

  		assertEquals(buyAndHoldStrategy, decision.getStrategy());
--- 56,65 ----
  	@Test
  	public void bestShouldBeBuyAndHoldOnLoss() {
! 		DateTime date = new DateTime();
! 		SampleTimeSeries series = new SampleTimeSeries(new double[] { 6.0, 3.0, 6.0, 6.0 }, new DateTime[]{date, date, date, date});
! 		

! 		HigherValueEvaluator evaluator = new HigherValueEvaluator(new HistoryRunnerFactory(), strategies, new RegularSlicer(series, new Period().withYears(2000)), new TotalProfitCriterion());
! 		Decision decision = evaluator.evaluate(0);

  		assertEquals(buyAndHoldStrategy, decision.getStrategy());

Index: DecisionTest.java
===================================================================
RCS file: /cvsroot/tail/Tail/src/test/net/sf/tail/analysis/evaluator/DecisionTest.java,v
retrieving revision 1.11
retrieving revision 1.12
diff -C2 -d -r1.11 -r1.12
*** DecisionTest.java	3 Oct 2007 18:57:45 -0000	1.11
--- DecisionTest.java	21 Nov 2007 21:55:19 -0000	1.12
***************
*** 11,14 ****
--- 11,15 ----
  import net.sf.tail.Strategy;
  import net.sf.tail.TimeSeries;
+ import net.sf.tail.TimeSeriesSlicer;
  import net.sf.tail.Trade;
  import net.sf.tail.analysis.criteria.AverageProfitCriterion;
***************
*** 16,21 ****
--- 17,25 ----
  import net.sf.tail.runner.HistoryRunner;
  import net.sf.tail.sample.SampleTimeSeries;
+ import net.sf.tail.series.RegularSlicer;
  import net.sf.tail.strategy.FakeStrategy;

+ import org.joda.time.DateTime;
+ import org.joda.time.Period;
  import org.junit.Before;
  import org.junit.Test;
***************
*** 27,36 ****
  	private AnalysisCriterion criteria;

- 	private Runner runner;
- 
  	@Before
  	public void setUp() {
  		criteria = new TotalProfitCriterion();
- 		runner = new HistoryRunner(OperationType.BUY);
  	}

--- 31,37 ----
***************
*** 39,42 ****
--- 40,44 ----

  		series = new SampleTimeSeries(3d, 5d, 7d, 9d);
+ 		TimeSeriesSlicer slicer = new RegularSlicer(series, new Period().withYears(2000));

  		Operation[] buy = new Operation[] { new Operation(0, OperationType.BUY), null,
***************
*** 47,53 ****

  		Strategy fakeStrategy = new FakeStrategy(buy, sell);

! 		Decision decision = new Decision(fakeStrategy, series, criteria, runner.run(fakeStrategy, series.getBegin(),
! 				series.getEnd()), new HistoryRunner(OperationType.BUY));
  		assertEquals(45d / 21, decision.evaluateCriterion(), 0.001);
  	}
--- 49,56 ----

  		Strategy fakeStrategy = new FakeStrategy(buy, sell);
+ 		
+ 		Runner runner = new HistoryRunner(slicer,fakeStrategy);

! 		Decision decision = new Decision(fakeStrategy, slicer,0, criteria, runner.run(0), new HistoryRunner(slicer,fakeStrategy));
  		assertEquals(45d / 21, decision.evaluateCriterion(), 0.001);
  	}
***************
*** 56,60 ****
  	public void testEvaluateCriterionNotSelling() {
  		series = new SampleTimeSeries(3d, 1d, 7d, 9d);
! 
  		Operation[] buy = new Operation[] { new Operation(0, OperationType.BUY), null,
  				new Operation(2, OperationType.BUY), null };
--- 59,64 ----
  	public void testEvaluateCriterionNotSelling() {
  		series = new SampleTimeSeries(3d, 1d, 7d, 9d);
! 		TimeSeriesSlicer slicer = new RegularSlicer(series, new Period().withYears(2000));
! 		
  		Operation[] buy = new Operation[] { new Operation(0, OperationType.BUY), null,
  				new Operation(2, OperationType.BUY), null };
***************
*** 63,70 ****

  		Strategy fakeStrategy = new FakeStrategy(buy, sell);
! 
! 		Decision decision = new Decision(fakeStrategy, series, criteria, runner.run(fakeStrategy, series.getBegin(),
! 				series.getEnd()), new HistoryRunner(OperationType.BUY));
! 		assertEquals(3d, decision.evaluateCriterion(), 0.0001);
  	}

--- 67,73 ----

  		Strategy fakeStrategy = new FakeStrategy(buy, sell);
! 		Runner runner = new HistoryRunner(slicer,fakeStrategy);
! 		Decision decision = new Decision(fakeStrategy, slicer,0, criteria, runner.run(0), new HistoryRunner(slicer,fakeStrategy));
! 		assertEquals(1d, decision.evaluateCriterion());
  	}

***************
*** 72,76 ****
--- 75,95 ----
  	public void testEvaluateCriterionWithAnotherCriteria() {
  		series = new SampleTimeSeries(3d, 1d, 7d, 9d);
+ 		TimeSeriesSlicer slicer = new RegularSlicer(series, new Period().withYears(2000));
+ 		
+ 		Operation[] buy = new Operation[] { new Operation(0, OperationType.BUY), null, null, null };

+ 		Operation[] sell = new Operation[] { null, null, null, new Operation(3, OperationType.SELL) };
+ 
+ 		Strategy fakeStrategy = new FakeStrategy(buy, sell);
+ 		Runner runner = new HistoryRunner(slicer,fakeStrategy);
+ 		Decision decision = new Decision(fakeStrategy, slicer,0, null, runner.run(0), new HistoryRunner(slicer,fakeStrategy));
+ 		assertEquals(Math.pow(3d, 1d / 4), decision.evaluateCriterion(new AverageProfitCriterion()), 0.0001);
+ 	}
+ 	
+ 	@Test
+ 	public void testAverageProfitWithZeroNumberOfTicks() {
+ 		series = new SampleTimeSeries(3d, 1d, 7d, 9d);
+ 		TimeSeriesSlicer slicer = new RegularSlicer(series, new Period().withYears(2000));
+ 		
  		Operation[] buy = new Operation[] { new Operation(0, OperationType.BUY), null,
  				new Operation(2, OperationType.BUY), null };
***************
*** 79,107 ****

  		Strategy fakeStrategy = new FakeStrategy(buy, sell);
! 
! 		Decision decision = new Decision(fakeStrategy, series, null, runner.run(fakeStrategy, series.getBegin(), series
! 				.getEnd()), new HistoryRunner(OperationType.BUY));
! 		assertEquals(Math.pow(3d, 1d / 4), decision.evaluateCriterion(new AverageProfitCriterion()), 0.0001);
  	}

  	@Test
  	public void testApplyFor() {
! 		series = new SampleTimeSeries(1d, 2d, 3d, 4d, 5d);
! 		TimeSeries nextSeries = new SampleTimeSeries(5d, 5d, 5d, 5d, 5d);

! 		Operation[] buy = new Operation[] { new Operation(0, OperationType.BUY), null, null, null, null };
! 		Operation[] sell = new Operation[] { null, null, null, null, new Operation(4, OperationType.SELL) };
  		Strategy fakeStrategy = new FakeStrategy(buy, sell);

! 		List<Trade> trades = runner.run(fakeStrategy, series.getBegin(), series.getEnd());
! 		Decision decision = new Decision(fakeStrategy, series, criteria, trades, new HistoryRunner(OperationType.BUY));
! 		Decision nextDecision = new Decision(fakeStrategy, nextSeries, criteria, runner.run(fakeStrategy, nextSeries
! 				.getBegin(), nextSeries.getEnd()), new HistoryRunner(OperationType.BUY));
! 
! 		Decision appliedDecision = decision.applyFor(nextSeries);

  		assertEquals(nextDecision, appliedDecision);
  		assertEquals(1d, appliedDecision.evaluateCriterion());
! 		assertEquals(nextSeries, appliedDecision.getSeries());
  	}
  }
--- 98,126 ----

  		Strategy fakeStrategy = new FakeStrategy(buy, sell);
! 		Runner runner = new HistoryRunner(slicer,fakeStrategy);
! 		Decision decision = new Decision(fakeStrategy, slicer,0, null, runner.run(0), new HistoryRunner(slicer,fakeStrategy));
! 		assertEquals(1d, decision.evaluateCriterion(new AverageProfitCriterion()));
  	}

  	@Test
  	public void testApplyFor() {
! 		DateTime date = new DateTime();
! 		series = new SampleTimeSeries(new double[] { 1d, 2d, 3d, 4d, 5d,5d, 5d, 5d, 5d, 5d},new DateTime[]{date.withYear(2000),date.withYear(2000),date.withYear(2000),date.withYear(2000),date.withYear(2000),date.withYear(2001),date.withYear(2001),date.withYear(2001),date.withYear(2001),date.withYear(2001),});
! 		TimeSeriesSlicer slicer = new RegularSlicer(series, new Period().withYears(1));

! 		Operation[] buy = new Operation[] { new Operation(0, OperationType.BUY), null, null, null, null, null, null, null, null,null };
! 		Operation[] sell = new Operation[] { null, null, null, null, new Operation(4, OperationType.SELL), null, null, null, null,null };
  		Strategy fakeStrategy = new FakeStrategy(buy, sell);
+ 		Runner runner = new HistoryRunner(slicer,fakeStrategy);
+ 		List<Trade> trades = runner.run(0);
+ 		Decision decision = new Decision(fakeStrategy, slicer,0, criteria, trades, new HistoryRunner(slicer,fakeStrategy));
+ 		Decision nextDecision = new Decision(fakeStrategy, slicer,1, criteria, runner.run(1), new HistoryRunner(slicer,fakeStrategy));

! 		Decision appliedDecision = decision.applyFor(1);

  		assertEquals(nextDecision, appliedDecision);
  		assertEquals(1d, appliedDecision.evaluateCriterion());
! 		assertEquals(slicer.getSlice(1).getBegin(), appliedDecision.getActualSlice().getBegin());
! 		assertEquals(slicer.getSlice(1).getEnd(), appliedDecision.getActualSlice().getEnd());
  	}
  }

Index: SampleDecision.java
===================================================================
RCS file: /cvsroot/tail/Tail/src/test/net/sf/tail/analysis/evaluator/SampleDecision.java,v
retrieving revision 1.3
retrieving revision 1.4
diff -C2 -d -r1.3 -r1.4
*** SampleDecision.java	23 Aug 2007 12:51:08 -0000	1.3
--- SampleDecision.java	21 Nov 2007 21:55:19 -0000	1.4
***************
*** 1,5 ****
  package net.sf.tail.analysis.evaluator;

- import net.sf.tail.OperationType;
  import net.sf.tail.runner.HistoryRunner;

--- 1,4 ----
***************
*** 9,13 ****

  	public SampleDecision(double value) {
! 		super(null, null, null, null, new HistoryRunner(OperationType.BUY));
  		this.value = value;
  	}
--- 8,12 ----

  	public SampleDecision(double value) {
! 		super(null, null,0, null, null, new HistoryRunner(null,null));
  		this.value = value;
  	}

Thread: [Tail-cvs] Tail/src/test/net/sf/tail/analysis/evaluator BestStrategyEvaluatorTest.java, 1.8 SampleD

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