[Quantproject-developers] QuantProject/b7_Scripts/WalkForwardTesting/PairsTrading/Logging/PairsView
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glauco_1
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From: Glauco S. <gla...@us...> - 2009-03-16 22:29:59
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Update of /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/PairsTrading/Logging/PairsViewer/Intervals In directory ddv4jf1.ch3.sourceforge.com:/tmp/cvs-serv31523/PairsViewer/Intervals Added Files: IIntervalBeginFinder.cs Log Message: Returns the interval begin to be used by the ReturnsComputer --- NEW FILE: IIntervalBeginFinder.cs --- /* QuantProject - Quantitative Finance Library IIntervalBeginFinder.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; namespace QuantProject.Scripts.WalkForwardTesting.PairsTrading { /// <summary> /// Returns the interval begin to be used by the ReturnsComputer /// </summary> public interface IIntervalBeginFinder { /// <summary> /// returns the first date time for the interval that ends on dateTime: the /// interval that comes up will be used to calculate a return /// </summary> /// <param name="dateTime"></param> /// <returns></returns> DateTime GetIntervalBeginDateTime( DateTime dateTime ); } } |