Class Feature¶
Defined in File Feature.hpp
Class Documentation¶
-
class Feature¶
Abstract base class for computing a scalar value from the current book state.
Subclasses implement compute() to write a single double to the output pointer for each event processed by the engine.
Public Functions
-
inline Feature(const std::string &n = "")¶
-
virtual ~Feature() = default¶
-
virtual void compute(const OrderBookView &book, double *out_ptr) = 0¶
Compute the feature value and write it to
out_ptr.
-
inline std::string get_name() const¶
Returns the feature name.
Protected Attributes
-
std::string m_name¶
-
inline Feature(const std::string &n = "")¶