fastmm::research::FeatureTable Struct Reference

#include <fastmm/research/feature_table.hpp>

Public Member Functions
std::size_t	size () const noexcept
std::string	summary_table () const
	One line per horizon plus the event counts.
std::string	csv () const
	Every column, forward mids last; an empty field where a forward mid is unset.

Public Attributes
FeatureRows	rows
std::vector< HorizonCoverage >	coverage
	one entry per horizon, in horizon_ns order
std::uint64_t	events = 0
	market-data events read from the source
std::uint64_t	book_updates = 0
	BookDelta / BookSnapshot applied to a book.
std::uint64_t	skipped_one_sided = 0
	sampled events whose book had no two sides
std::uint64_t	skipped_subsample = 0
	sampled events dropped by FeatureConfig::subsample
std::int64_t	start_ts = 0
	first event time of the data (0 when empty)
std::int64_t	end_ts = 0
	last event time; the horizon cut-off

Member Function Documentation

size()

std::size_t fastmm::research::FeatureTable::size ( ) const

inlinenoexcept

summary_table()

std::string fastmm::research::FeatureTable::summary_table

(

)

const

One line per horizon plus the event counts.

csv()

std::string fastmm::research::FeatureTable::csv

(

)

const

Every column, forward mids last; an empty field where a forward mid is unset.

Member Data Documentation

rows

FeatureRows fastmm::research::FeatureTable::rows

coverage

std::vector<HorizonCoverage> fastmm::research::FeatureTable::coverage

one entry per horizon, in horizon_ns order

events

std::uint64_t fastmm::research::FeatureTable::events = 0

market-data events read from the source

book_updates

std::uint64_t fastmm::research::FeatureTable::book_updates = 0

BookDelta / BookSnapshot applied to a book.

skipped_one_sided

std::uint64_t fastmm::research::FeatureTable::skipped_one_sided = 0

sampled events whose book had no two sides

skipped_subsample

std::uint64_t fastmm::research::FeatureTable::skipped_subsample = 0

sampled events dropped by FeatureConfig::subsample

start_ts

std::int64_t fastmm::research::FeatureTable::start_ts = 0

first event time of the data (0 when empty)

end_ts

std::int64_t fastmm::research::FeatureTable::end_ts = 0

last event time; the horizon cut-off