backtester.cpp File Reference

Implementation of the Backtester class. More...

#include "srfm/backtest.hpp"
#include "srfm/constants.hpp"
#include <cmath>
#include <span>
#include <vector>

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Namespaces
namespace	srfm
namespace	srfm::backtest

Detailed Description

Implementation of the Backtester class.

The Backtester orchestrates:

1. Lorentz signal correction via LorentzSignalAdjuster
2. Strategy return construction (sign-following rule)
3. Performance metric evaluation for both raw and relativistic strategies
4. Side-by-side comparison via BacktestComparison

Definition in file backtester.cpp.