[Quantproject-developers] QuantProject/b4_Business/a1_Financial/a2_Accounting/AccountProviding IAccountProvider.cs, NONE, 1.1 InteractiveBrokerAccountProvider.cs, NONE, 1.1 SimpleAccountProvider.cs, NONE, 1.1

[Marco M. <mi...@us...>]

Update of /cvsroot/quantproject/QuantProject/b4_Business/a1_Financial/a2_Accounting/AccountProviding
In directory sc8-pr-cvs16.sourceforge.net:/tmp/cvs-serv32742

Added Files:
	IAccountProvider.cs InteractiveBrokerAccountProvider.cs 
	SimpleAccountProvider.cs 
Log Message:
Added:
- IAccountProvider interface;
- InteractiveBrokerAccountProvider;
-SimpleAccountProvider

--- NEW FILE: IAccountProvider.cs ---
/*
QuantProject - Quantitative Finance Library

IAccountProvider.cs
Copyright (C) 2008 
Marco Milletti

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;

using QuantProject.Business.DataProviders;
using QuantProject.Business.Financial.Ordering;
using QuantProject.Business.Strategies.Logging;
using QuantProject.Business.Timing;


namespace QuantProject.Business.Financial.Accounting.AccountProviding
{
	/// <summary>
	/// Interface to be implemented by objects
	/// that provide a new account through the
	/// GetAccount method.
	/// These objects are used at the moment
	/// by the EndOfDaysStrategyBackTester
	/// </summary>
	public interface IAccountProvider : ILogDescriptor
	{
		/// <summary>
		/// Returns a new account
		/// </summary>
		/// <param name="instrumentKey">instrument identifier</param>
		/// <param name="endOfDayDateTime">end of day date time for the market evaluation</param>
		/// <returns></returns>
    Account GetAccount( IEndOfDayTimer timer ,
												IHistoricalQuoteProvider historicalQuoteProvider );
	}
}

--- NEW FILE: InteractiveBrokerAccountProvider.cs ---
/*
QuantProject - Quantitative Finance Library

InteractiveBrokerAccountProvider.cs
Copyright (C) 2008 
Marco Milletti

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;

using QuantProject.ADT;
using QuantProject.Business.DataProviders;
using QuantProject.Business.Financial.Accounting.Commissions;
using QuantProject.Business.Financial.Accounting.Slippage;
using QuantProject.Business.Financial.Ordering;
using QuantProject.Business.Timing;


namespace QuantProject.Business.Financial.Accounting.AccountProviding
{
	/// <summary>
	/// IAccountProvider object that provides a typical account
	/// with Interactive Broker for individual traders,
	/// where commissions are managed and slippage can be simulated
	/// through a fixed percentage amount (on stock-price) 
	/// lost at each stock-transaction 
	/// </summary>
	public class InteractiveBrokerAccountProvider : IAccountProvider
	{
		private double slippageFixedPercentage;
		
		public InteractiveBrokerAccountProvider()
		{
			this.slippageFixedPercentage = 0.0;
		}
		
		public InteractiveBrokerAccountProvider(double slippageFixedPercentage)
		{
			if( slippageFixedPercentage < 0.0 ||
			    slippageFixedPercentage > 100.0 )
				throw new OutOfRangeException(slippageFixedPercentage, 0.0, 100.0);
			
			this.slippageFixedPercentage = slippageFixedPercentage;
		}
		
		private ISlippageManager getAccount_getSlippageManager(IEndOfDayTimer timer ,
							IHistoricalQuoteProvider historicalQuoteProvider)
		{
			ISlippageManager slippageManager;
			if(this.slippageFixedPercentage == 0.0)
				slippageManager = new ZeroSlippageManager();
			else//this.slippageFixedPercentage > 0.0
				slippageManager = new FixedPercentageSlippageManager( 
												    historicalQuoteProvider , timer ,
												    this.slippageFixedPercentage );
			return slippageManager;
		}
		
		public Account GetAccount( IEndOfDayTimer timer ,
							IHistoricalQuoteProvider historicalQuoteProvider )
		{
			Account account = 
				new Account( "IBAccount" , timer ,
										new HistoricalEndOfDayDataStreamer( timer ,
												historicalQuoteProvider ) ,
										new HistoricalEndOfDayOrderExecutor( timer ,
												historicalQuoteProvider , 
											  this.getAccount_getSlippageManager(
													timer , historicalQuoteProvider ) ),
				            new IBCommissionManager() );
			return account;
		}
		
		public string Description
		{
			get
			{
				string description =
					"IBAccountForIndividualTraders";
				return description;
			}
		}
	}
}

--- NEW FILE: SimpleAccountProvider.cs ---
/*
QuantProject - Quantitative Finance Library

SimpleAccountProvider.cs
Copyright (C) 2008 
Marco Milletti

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;

using QuantProject.Business.DataProviders;
using QuantProject.Business.Financial.Ordering;
using QuantProject.Business.Timing;


namespace QuantProject.Business.Financial.Accounting.AccountProviding
{
	/// <summary>
	/// IAccountProvider object that provides an account
	/// with no commissions and slippage
	/// on orders
	/// </summary>
	public class SimpleAccountProvider : IAccountProvider
	{
		public SimpleAccountProvider()
		{
		}
		
		public Account GetAccount( IEndOfDayTimer timer ,
							IHistoricalQuoteProvider historicalQuoteProvider )
		{
			Account account = 
				new Account( "SimpleAccount" , timer ,
										new HistoricalEndOfDayDataStreamer( timer ,
												historicalQuoteProvider ) ,
										new HistoricalEndOfDayOrderExecutor( timer ,
												historicalQuoteProvider ) );
			return account;
		}
		
		public string Description
		{
			get
			{
				string description =
					"SimpleAccount_NoComm_NoSlippage";
				return description;
			}
		}
	}
}