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d/dx
0.1.0 documentation
d/dx
0.1.0 documentation

General

  • d/dx: Tech Stack
  • Evaluation & Simulation Framework

quant

  • quant
    • Struct SimulationResult
    • Struct Event
    • Struct Level
    • Struct Order
    • Class Engine
    • Class Feature
    • Class OrderBook
    • Class OrderBookView
    • Enum Action
    • Enum Side

research

  • forecasting
    • forecasting.data
    • forecasting.metrics
    • forecasting.simulation
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File Engine.hpp¶

↰ Parent directory (engine/include)

Event loop handling for book updates and feature computation.

Definition (engine/include/Engine.hpp)¶

  • Program Listing for File Engine.hpp

Includes¶

  • Feature.hpp (File Feature.hpp)

  • OrderBook.hpp (File OrderBook.hpp)

  • map

  • memory

  • string

  • vector

Classes¶

  • Struct SimulationResult

  • Class Engine

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  • File Engine.hpp
    • Definition (engine/include/Engine.hpp)
    • Includes
    • Classes