[Quantproject-developers] QuantProject/b7_Scripts/WalkForwardTesting/PairsTrading/OutOfSampleChoosers/InefficiencyCorrectionDetecion IInefficiencyCorrectionDetector.cs, NONE, 1.1

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

Update of /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/PairsTrading/OutOfSampleChoosers/InefficiencyCorrectionDetecion
In directory ddv4jf1.ch3.sourceforge.com:/tmp/cvs-serv18114/WalkForwardTesting/PairsTrading/OutOfSampleChoosers/InefficiencyCorrectionDetecion

Added Files:
	IInefficiencyCorrectionDetector.cs 
Log Message:
detects if a pairs trading inefficiency is getting back

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

IInefficiencyCorrectionDetector.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.Strategies;
using QuantProject.Business.Strategies.ReturnsManagement.Time;

namespace QuantProject.Scripts.WalkForwardTesting.PairsTrading
{
	/// <summary>
	/// detects if a pairs trading inefficiency is getting back
	/// </summary>
	public interface IInefficiencyCorrectionDetector
	{
		bool IsInefficiencyCorrectionHappening(
			DateTime currentDateTime ,
			ReturnInterval returnInterval ,
			WeightedPositions weightedPositions );
	}
}