//.h#ifndefLONGBEACH_SIGNALS_SIGDIFF_H#defineLONGBEACH_SIGNALS_SIGDIFF_H#include#include#include#includenamespacelongbeach{namespacesignals{//////Signalthatisthedifferenceoftwopriceproviders///i.e.s=a-b///Note:m_refPxPisaliasedto"b"///classSigDiffSpec:publicSignalSpecT2{public:LONGBEACH_DECLARE_SCRIPTING;staticvoidinitMembers;SigDiffSpec;virtualinstrument_tgetInstrumentconst{returna->getInstrument;}virtualISignalPtrbuildconst;virtualvoidcheckValidconst;//virtualboolcompareconst;//virtualvoidprintconst;virtualvoidgetDataRequirementsconst;IPriceProviderSpecPtra;};classSigDiff:publicSignalSmonImpl{public:SigDiff;private:voidonInputChange;voideval;voidrecomputeStateconst;private:EventDistributorPtrm_spED;Prioritym_evalPriority;IPriceProviderPtrm_a;IPriceProviderPtrm_b;std::vectorm_subs;boolm_bEvalScheduled;TimeWindowm_tw;};}//namespacesignals}//namespacelongbeach#endif//LONGBEACH_SIGNALS_SIGDIFF_H
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