[Quantproject-developers] QuantProject/b7_Scripts/WalkForwardTesting/PairsTrading/ExitStrategies I
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From: Glauco S. <gla...@us...> - 2009-02-28 18:25:39
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Update of /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/PairsTrading/ExitStrategies In directory ddv4jf1.ch3.sourceforge.com:/tmp/cvs-serv17413/WalkForwardTesting/PairsTrading/ExitStrategies Added Files: IExitStrategy.cs Log Message: decides if current positions have to be closed --- NEW FILE: IExitStrategy.cs --- /* QuantProject - Quantitative Finance Library IExitStrategy.cs Copyright (C) 2009 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; namespace QuantProject.Scripts.WalkForwardTesting.PairsTrading { /// <summary> /// decides if current positions have to be closed /// </summary> public interface IExitStrategy { bool ArePositionsToBeClosed( DateTime currentDateTime , Account account ); } } |