research Directory Reference

Files
	extractor.hpp
	extract_features(): drives an MdSource into the engine's own L2Book and emits a FeatureTable.
	feature_table.hpp
	FeatureTable: book features and forward mid moves, one row per qualifying market-data event, so a predictor can be judged before anyone writes a strategy around it.
	signal_eval.hpp
	evaluate_signal(): what a candidate predictor is worth, per horizon, before anyone writes a strategy around it.