Building automated trading systems : with an introduction to by Benjamin Van Vliet

By Benjamin Van Vliet

Over the following couple of years, the proprietary buying and selling and hedge fund industries will migrate mostly to automatic alternate choice and execution structures. certainly, this is often already taking place. whereas numerous finance books supply C++ code for pricing derivatives and acting numerical calculations, none techniques the subject from a method layout point of view. This ebook can be divided into sections-programming techniques Read more...

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Encapsulation Encapsulation is the process of containing abstracted data and functionalities into a class, exposing to the outside world only those methods that absolutely must be exposed, which are then known collectively as the class’ public interface. So, classes hide the implementation of their properties and methods and communicate with the external programming environment through the public interface. In this way, encapsulation protects the object from being tampered with and frees the programmer from having to know the details of the object’s implementation.

As you will see, however, we will still use the native & on occasion. 2. Sample Code: TemplateFunction_Example For now, do not worry about the distinction between a ref class, a native class, and a value class. This is not a fully working code example as the class definitions are left out. Here, simply note the use of the % tracking reference operator in the template function. get_Value()); } VC++ supports templates and also things called generics, which we will look at in a later chapter. 3. ^Managed Handle Because a referenced object may be moved around at runtime by the common language runtime, the native C++ “*” cannot be used to point on an object on the garbage collected, or “managed,” heap.

In this case, allocation of memory will occur on the native C++ heap and not on the managed heap. Value types cannot inherit from an unmanaged class. Unmanaged classes cannot inherit from value types. Value types do not support inheritance, nor do they inherit from System::Object. Value types cannot have friend classes or functions. Value types cannot have const or volatile methods. 1. 2. 2. Sample Code: PassingValueTypes_Example If we need to pass a value type object, or actually a reference to the object, back and forth, to and from a function, we can use the managed reference % syntax.

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