[Quantproject-developers] QuantProject/b4_Business/a07_DataProviders/VirtualQuotesProviding IVirtu
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From: Marco M. <mi...@us...> - 2011-08-21 12:34:11
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Update of /cvsroot/quantproject/QuantProject/b4_Business/a07_DataProviders/VirtualQuotesProviding
In directory vz-cvs-3.sog:/tmp/cvs-serv12089
Added Files:
IVirtualQuotesProvider.cs
Log Message:
Added IVirtualQuotesProvider, interface to be implemented by objects providing virtual quotes for tickers whose quotes are not stored in the DB
--- NEW FILE: IVirtualQuotesProvider.cs ---
/*
QuantProject - Quantitative Finance Library
IVirtualQuotesProvider.cs
Copyright (C) 2011
Marco Milletti
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.Business.DataProviders.VirtualQuotesProviding
{
/// <summary>
/// Interface to be implemented by objects providing
/// virtual quotes for tickers (real or not) whose
/// quotes are not stored in the DB
/// </summary>
public interface IVirtualQuotesProvider
{
/// <summary>
/// Returns a virtual quote for the given virtual ticker
/// </summary>
/// <param name="virtualTicker">Ticker for which virtual quotes
/// are provided (virtual = not stored in DB)</param>
/// <param name="dateTime"></param>
/// <param name="historicalMarketValueProvider">The historical market value provider
/// providing real quotes on which virtual quote are based</param>
/// <returns></returns>
double GetVirtualQuote( string virtualTicker ,
DateTime dateTime,
HistoricalMarketValueProvider historicalMarketValueProvider);
// /// <summary>
// /// returns the ticker with real quotes that
// /// are used by the provider for computing
// /// the virtual quote
// /// </summary>
// /// <param name="virtualTicker">The virtual ticker for which virtual quotes
// /// are provided (virtual = not stored in DB)</param>
// /// <returns></returns>
// string GetUnderlyingTicker ( string virtualTicker );
/// <summary>
/// returns bool if the ticker is contained in
/// the current IVirtualQuotesProvider
/// </summary>
/// <param name="virtualTicker">Ticker for which virtual quotes
/// are provided (virtual = not stored in DB)</param>
bool Contains ( string virtualTicker );
/// <summary>
/// True iif the quote of the given virtual ticker
/// is available at the given DateTime
/// (nalogous to WasExchanged method in HistoricalMarketValueProvider class)
/// </summary>
/// <param name="virtualTicker"></param>
/// <param name="dateTime"></param>
/// <returns></returns>
bool IsAvailable( string virtualTicker , DateTime dateTime );
}
}
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