Program Listing for File Feature.hpp

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#pragma once

#include "OrderBookView.hpp"
#include <map>
#include <string>

class Feature {
protected:
  std::string m_name;

public:
  Feature(const std::string &n = "") : m_name(n) {}
  virtual ~Feature() = default;
  virtual void compute(const OrderBookView &book, double *out_ptr) = 0;

  std::string get_name() const { return m_name; }
};