[Quantproject-developers] QuantProject/b4_Business/a2_Strategies IStrategy.cs, NONE, 1.1 IStrategyF
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From: Glauco S. <gla...@us...> - 2008-09-29 21:03:09
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Update of /cvsroot/quantproject/QuantProject/b4_Business/a2_Strategies In directory sc8-pr-cvs16.sourceforge.net:/tmp/cvs-serv5292/a2_Strategies Added Files: IStrategy.cs IStrategyForBacktester.cs Log Message: The new revision moves toward an intraday enabled framework. EndOfDayDate time has been removed, DateTime is used now. The code has been changed accordingly. --- NEW FILE: IStrategyForBacktester.cs --- /* QuantProject - Quantitative Finance Library IStrategyForBacktester.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 QuantProject.ADT.Messaging; using QuantProject.Business.Strategies.Logging; namespace QuantProject.Business.Strategies { public delegate void NewLogItemEventHandler( Object sender , NewLogItemEventArgs eventArgs ); /// <summary> /// Interface to be implemented by end of day strategies that are /// to be used by the EndOfDayStrategyBackTester /// </summary> public interface IStrategyForBacktester : IStrategy , ILogDescriptor , IMessageSender { /// <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; } } --- NEW FILE: IStrategy.cs --- /* QuantProject - Quantitative Finance Library IStrategy.cs Copyright (C) 2003 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.Financial.Accounting; using QuantProject.Business.Financial.Accounting.Transactions; using QuantProject.Business.Strategies.Logging; using QuantProject.Business.Timing; namespace QuantProject.Business.Strategies { /// <summary> /// Interface to be implemented by end of day strategies /// </summary> public interface IStrategy { void NewDateTimeEventHandler( Object sender , DateTime dateTime ); Account Account{get;set;} } } |