.. _program_listing_file_engine_include_Engine.hpp:

Program Listing for File Engine.hpp
===================================

|exhale_lsh| :ref:`Return to documentation for file <file_engine_include_Engine.hpp>` (``engine/include/Engine.hpp``)

.. |exhale_lsh| unicode:: U+021B0 .. UPWARDS ARROW WITH TIP LEFTWARDS

.. code-block:: cpp

   #pragma once
   
   #include "OrderBook.hpp"
   #include "Feature.hpp"
   
   #include <string>
   #include <vector>
   #include <memory>
   #include <map>
   
   struct SimulationResult {
       std::string name;
       std::vector<double> data;
   };
   
   class Engine {
   private:
     OrderBook book_;
       
       void initialize_features(
           int64_t n_events,
           const std::vector<std::pair<std::string, std::map<std::string, double>>>
             &feature_configs,
           std::vector<std::unique_ptr<Feature>> &features,
           std::vector<double *> &out_ptrs,
           std::vector<SimulationResult> &results
       );
   
       void process_events(
           int64_t n_events, const int8_t *actions, const int8_t *sides,
           const int64_t *prices, const int64_t *sizes, const uint64_t *order_ids,
           const uint64_t *ts_recvs, const uint8_t *flags,
           const std::vector<std::unique_ptr<Feature>> &features,
           const std::vector<double *> &out_ptrs
       );
   
   public:
       std::vector<SimulationResult> run_simulation(
           const int8_t *actions, const int8_t *sides, const int64_t *prices,
           const int64_t *sizes, const uint64_t *order_ids,
           const uint64_t *ts_recvs, const uint8_t *flags, int64_t n_events,
           const std::vector<std::pair<std::string, std::map<std::string, double>>>
             &feature_configs = {}
       );
   
       OrderBook &book() { return book_; }
       const OrderBook &book() const { return book_; }
   };