added main documentation

doc/Doxyfile

@@ -457,7 +457,7 @@ LOOKUP_CACHE_SIZE      = 0
 # normally produced when WARNINGS is set to YES.
 # The default value is: NO.
 
-EXTRACT_ALL            = NO 
+EXTRACT_ALL            = NO
 
 # If the EXTRACT_PRIVATE tag is set to YES, all private members of a class will
 # be included in the documentation.
@@ -475,7 +475,7 @@ EXTRACT_PACKAGE        = NO
 # included in the documentation.
 # The default value is: NO.
 
-EXTRACT_STATIC         = NO 
+EXTRACT_STATIC         = NO
 
 # If the EXTRACT_LOCAL_CLASSES tag is set to YES, classes (and structs) defined
 # locally in source files will be included in the documentation. If set to NO,
@@ -491,7 +491,7 @@ EXTRACT_LOCAL_CLASSES  = YES
 # included.
 # The default value is: NO.
 
-EXTRACT_LOCAL_METHODS  = NO 
+EXTRACT_LOCAL_METHODS  = NO
 
 # If this flag is set to YES, the members of anonymous namespaces will be
 # extracted and appear in the documentation as a namespace called
@@ -813,7 +813,8 @@ WARN_LOGFILE           =
 # spaces. See also FILE_PATTERNS and EXTENSION_MAPPING
 # Note: If this tag is empty the current directory is searched.
 
-INPUT                  = ../src ../include
+INPUT                  = ../src \
+                         ../include
 
 # This tag can be used to specify the character encoding of the source files
 # that doxygen parses. Internally doxygen uses the UTF-8 encoding. Doxygen uses
@@ -839,7 +840,7 @@ INPUT_ENCODING         = UTF-8
 # *.f, *.for, *.tcl, *.vhd, *.vhdl, *.ucf, *.qsf and *.ice.
 
 FILE_PATTERNS          = *.cpp \
-                         *.hpp \
+                         *.hpp
 
 # The RECURSIVE tag can be used to specify whether or not subdirectories should
 # be searched for input files as well.
@@ -1084,7 +1085,7 @@ IGNORE_PREFIX          =
 # If the GENERATE_HTML tag is set to YES, doxygen will generate HTML output
 # The default value is: YES.
 
-GENERATE_HTML          = NO 
+GENERATE_HTML          = NO
 
 # The HTML_OUTPUT tag is used to specify where the HTML docs will be put. If a
 # relative path is entered the value of OUTPUT_DIRECTORY will be put in front of

src/main.cpp

@@ -2,6 +2,29 @@
 #include <string>
 #include <BookConstructor.hpp>
 
+/**
+ * Declaration of main function.
+ *
+ * @file main.cpp
+ */
+
+/**
+ * main
+ *
+ * Interface to use the BookRecustruction Class
+ * WARNING: this is lightweight and do not perform checks for file existence, good formatting
+ * of inputs ecc..
+ *
+ * @param[in] argc An integer argument count of the command line arguments
+ * @param[in] argv An argument vector of the command line arguments:
+ * @param[in] path to the unzipped ITCH raw data binary file
+ * @param[in] path to the directory to which the output book csv file will be written to (add trailing backslash!)
+ * @param[in] path to the directory to which the output message csv file will be written to (add trailing backslahs!)
+ * @param[in] integer this is the depth of the orderbook, for bid and ask side
+ * @param[in] name string of the stock you want the reconstruct the book
+ *
+ */
+
 int main(int argc, char * argv[]){
 
     if(argc<5){