[Quantproject-developers] QuantProject/b4_Business/a2_Strategies/EndOfDayStrategies SymmetricEndOfDayStrategyForBacktester.cs, NONE, 1.1

[Glauco S. <gla...@us...>]

Update of /cvsroot/quantproject/QuantProject/b4_Business/a2_Strategies/EndOfDayStrategies
In directory sc8-pr-cvs16.sourceforge.net:/tmp/cvs-serv15920/b4_Business/a2_Strategies/EndOfDayStrategies

Added Files:
	SymmetricEndOfDayStrategyForBacktester.cs 
Log Message:
To be implemented by those strategies that take the same actions both on market open and on market close.
For these strategies, decisions are not based on the type of market status switch, but rather on the underlying out of sample intervals.
In practical terms, these strategies run the same code for both on market open and market close events

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

BasicEndOfDayStrategyForBacktester.cs
Copyright (C) 2008
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 QuantProject.Business.DataProviders;
using QuantProject.Business.Strategies.Eligibles;
using QuantProject.Business.Strategies.InSample;
using QuantProject.Business.Strategies.ReturnsManagement.Time.IntervalsSelectors;

namespace QuantProject.Business.Strategies
{
	/// <summary>
	/// To be implemented by those strategies that take the same
	/// actions both on market open and on market close.
	/// For these strategies, decisions are not based on the type of
	/// market status switch, but rather on the underlying out of sample
	/// intervals.
	/// In practical terms, these strategies run the same code for both on
	/// market open and market close events
	/// </summary>
	public abstract class SymmetricEndOfDayStrategyForBacktester :
		BasicEndOfDayStrategyForBacktester
	{
		public SymmetricEndOfDayStrategyForBacktester(
			int numDaysBeetweenEachOtpimization ,
			int numDaysForInSampleOptimization ,
			IIntervalsSelector intervalsSelector ,
			IEligiblesSelector eligiblesSelector ,
			IInSampleChooser inSampleChooser ,
			IHistoricalQuoteProvider historicalQuoteProviderForInSample	) :
			base(
			numDaysBeetweenEachOtpimization ,
			numDaysForInSampleOptimization ,
			intervalsSelector ,
			eligiblesSelector ,
			inSampleChooser ,
			historicalQuoteProviderForInSample )
		{
			//
			// TODO: Add constructor logic here
			//
		}
		protected abstract bool arePositionsToBeClosed();
		protected abstract bool arePositionsToBeOpened();
		protected abstract WeightedPositions getPositionsToBeOpened();

		protected sealed override bool marketOpenEventHandler_arePositionsToBeClosed()
		{
			return this.arePositionsToBeClosed();
		}
		protected sealed override bool marketOpenEventHandler_arePositionsToBeOpened()
		{
			return this.arePositionsToBeOpened();
		}
		protected sealed override WeightedPositions
			marketOpenEventHandler_getPositionsToBeOpened()
		{
			return this.getPositionsToBeOpened();
		}
		protected sealed override bool marketCloseEventHandler_arePositionsToBeClosed()
		{
			return this.arePositionsToBeClosed();
		}
		protected sealed override bool marketCloseEventHandler_arePositionsToBeOpened()
		{
			return this.arePositionsToBeOpened();
		}
		protected sealed override WeightedPositions
			marketCloseEventHandler_getPositionsToBeOpened()
		{
			return this.getPositionsToBeOpened();
		}
	}
}