[Quantproject-developers] QuantProject/b4_Business/a2_Strategies/returnsManagement CloseToCloseReturnsManager.cs, NONE, 1.1

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

Update of /cvsroot/quantproject/QuantProject/b4_Business/a2_Strategies/returnsManagement
In directory sc8-pr-cvs16.sourceforge.net:/tmp/cvs-serv30233

Added Files:
	CloseToCloseReturnsManager.cs 
Log Message:
This abstract class is used to keep and provide, in an efficient
way, array of returns (to be used by in sample optimizations)

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

CloseToCloseReturnsManager.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.Histories;
using QuantProject.Data.DataTables;

namespace QuantProject.Business.Strategies.ReturnsManagement
{
	/// <summary>
	/// This abstract class is used to keep and provide, in an efficient
	/// way, array of returs (to be used by in sample optimizations)
	/// </summary>
	public class CloseToCloseReturnsManager : ReturnsManager
	{
		public CloseToCloseReturnsManager( DateTime firstDate ,
			DateTime lastDate , string benchmark ) :
			base( firstDate , lastDate , benchmark )
		{
		}
		public CloseToCloseReturnsManager( History timeLine ) :
			base( timeLine )
		{
		}

		protected override History getQuotes( string ticker )
		{
			return Quotes.GetAdjustedCloseHistory(
				ticker , this.firstDateTime , this.lastDateTime );
		}
	}
}