[Quantproject-developers] QuantProject/b4_Business/a2_Strategies/InSample IInSampleChooser.cs, NON
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glauco_1
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From: Glauco S. <gla...@us...> - 2008-04-01 21:15:55
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Update of /cvsroot/quantproject/QuantProject/b4_Business/a2_Strategies/InSample In directory sc8-pr-cvs16.sourceforge.net:/tmp/cvs-serv7994/a2_Strategies/InSample Added Files: IInSampleChooser.cs Log Message: a2_Strategies\IInSampleChooser.cs has been moved to a2_Strategies\InSample\IInSampleChooser.cs --- NEW FILE: IInSampleChooser.cs --- /* QuantProject - Quantitative Finance Library IInSampleChooser.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; using System.Data; using QuantProject.ADT; using QuantProject.ADT.Messaging; using QuantProject.Business.Strategies.Eligibles; using QuantProject.Business.Strategies.Logging; using QuantProject.Business.Strategies.ReturnsManagement; namespace QuantProject.Business.Strategies.InSample { /// <summary> /// Interface for classes that perform in sample researches (usually optimization) /// </summary> public interface IInSampleChooser : IProgressNotifier , IMessageSender , ILogDescriptor { /// <summary> /// Analizes in sample data and returns an object /// </summary> /// <param name="eligibleTickers">eligible tickers for the in sample analysis</param> /// <param name="returnsManager">manager to efficiently handle in sample</param> /// <returns>interesting data (usually an optimization's optimal result) to be used /// to take decisions out of sample</returns> object AnalyzeInSample( EligibleTickers eligibleTickers , ReturnsManager returnsManager ); //// EndOfDayDateTime currentOutOfSampleEndOfDayDateTime ); // /// <summary> // /// Short description for the chooser // /// (it might be used in file names describing the strategy) // /// </summary> // string Description { get; } } } |