Update of /cvsroot/quantproject/QuantProject/b4_Business/a2_Strategies/Eligibles
In directory sc8-pr-cvs16.sourceforge.net:/tmp/cvs-serv13865/b4_Business/a2_Strategies/Eligibles
Added Files:
IEligiblesSelector.cs
Log Message:
Interface for classes that narrow down the number of tickers on which
the in sample optimization will be performed
--- NEW FILE: IEligiblesSelector.cs ---
/*
QuantProject - Quantitative Finance Library
IEligiblesSelector.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 System.Data;
using QuantProject.ADT.Messaging;
using QuantProject.Business.Timing;
namespace QuantProject.Business.Strategies.Eligibles
{
/// <summary>
/// Interface for classes that narrow down the number of tickers on which
/// the in sample optimization will be performed
/// </summary>
public interface IEligiblesSelector : IMessageSender
{
/// <summary>
/// Returns a set of eligible tickers. A ReturnIntervals object is
/// given as a parameter: it may be that, for efficiency, it will
/// not be used by the implementation
/// </summary>
/// <param name="endOfDayHistory">usually, eligible
/// tickers require to be traded on specific
/// market days, thus this parameter
/// is given</param>
/// <returns></returns>
EligibleTickers GetEligibleTickers(
EndOfDayHistory endOfDayHistory );
}
}
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