[Quantproject-developers] QuantProject/b4_Business/a2_Strategies IEndOfDayStrategyForBacktester.cs,
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glauco_1
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From: Glauco S. <gla...@us...> - 2008-01-19 17:36:32
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Update of /cvsroot/quantproject/QuantProject/b4_Business/a2_Strategies In directory sc8-pr-cvs16.sourceforge.net:/tmp/cvs-serv11683/b4_Business/a2_Strategies Added Files: IEndOfDayStrategyForBacktester.cs Log Message: Interface to be implemented by end of day strategies that are to be used by the EndOfDayStrategyBackTester --- NEW FILE: IEndOfDayStrategyForBacktester.cs --- /* QuantProject - Quantitative Finance Library IEndOfDayStrategyForBacktester.cs Copyright (C) 2007 Glauco Siliprandi This program is free software; you can redistribute it and/or modify it under the terms of the GNU General Public License as published by the Free Software Foundation; either version 2 of the License, or (at your option) any later version. This program is distributed in the hope that it will be useful, but WITHOUT ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License for more details. You should have received a copy of the GNU General Public License along with this program; if not, write to the Free Software Foundation, Inc., 59 Temple Place - Suite 330, Boston, MA 02111-1307, USA. */ using System; namespace QuantProject.Business.Strategies { /// <summary> /// Interface to be implemented by end of day strategies that are /// to be used by the EndOfDayStrategyBackTester /// </summary> public interface IEndOfDayStrategyForBacktester : IEndOfDayStrategy { /// <summary> /// use this property to signal to the end of day backtester that at current time /// a long execution is expected, so that it will decide to stop the execution if /// maxRunningHours have already expired. If this property returns false, the /// end of day backtesters goes on with its work (that should be all out /// of sample and then pretty fast). If you want the backtester to stop /// whenever maxRunningHours have elapsed, then set this property /// to always return true /// </summary> bool StopBacktestIfMaxRunningHoursHasBeenReached{ get; } event NewLogItemEventHandler NewLogItem; /// <summary> /// short description to be used as part of the log file name /// </summary> string DescriptionForLogFileName{ get; } } } |