Class Engine¶
Defined in File Engine.hpp
Class Documentation¶
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class Engine¶
Public Functions
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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 = {})¶
Main simulation entrypoint.
Note
feature_configs is default empty, so calling run_simulation without passing in a config just runs an event processing loop for the book.
- Parameters:
feature_configs – List of (feature name, params) per feature.
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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 = {})¶