I have declared a vector of a class I created like this:
typedef Eigen::Vector<Trade, Dynamic> VectorT;
And I am trying to sum a rolling window of trade.amount
Before switching from std::vector to Eigen::Vector I did this
for (size_t i = 30; i < trades.size(); ++i) {
double cum_buy_qty = 0;
for (size_t k = i - 30; k <= i; ++k) {
cum_buy_qty += trades[k].buyQuantity;
}}
Now I am slicing the vector like that:
for (size_t i = 30; i < trades.rows(); ++i) {
VectorT slice = trades(seq(i - 30, i));
}
But I don't know I could sum the attribute buyQuantity for each Trade in my new slice vector.
Any idea please?