srfm::CoordinateNormalizer Class Reference

#include <normalizer.hpp>

Public Member Functions
	CoordinateNormalizer (std::size_t window=20, std::size_t min_samples=0) noexcept
std::optional< manifold::SpacetimeEvent >	normalize (const manifold::SpacetimeEvent &raw) noexcept
std::size_t	size () const noexcept
	Number of samples currently in the rolling window (≤ window_size()).
std::size_t	window_size () const noexcept
	Configured maximum window size.
std::size_t	total_samples () const noexcept
	Total number of samples seen so far (does not saturate at window_size()).
bool	warmed_up () const noexcept
void	reset () noexcept
	Reset the normalizer, clearing all buffered observations.

Static Public Attributes
static constexpr std::size_t	DEFAULT_MIN_SAMPLES = 20
	Minimum number of samples required before warmed_up() returns true.

Detailed Description

Rolling z-score normalizer for SpacetimeEvent spatial coordinates.

Maintains independent rolling windows for price, volume, and momentum. Each call to normalize() updates the windows and returns a z-scored event.

Definition at line 62 of file normalizer.hpp.

Constructor & Destructor Documentation

CoordinateNormalizer()

srfm::CoordinateNormalizer::CoordinateNormalizer ( std::size_t  window = 20, std::size_t  min_samples = 0  )

explicitnoexcept

Construct with a given window size and optional min_samples warm-up guard.

Arguments

• window — Number of bars to use for rolling statistics. Minimum 1. Default: 20.
• min_samples — Number of samples that must be seen before warmed_up() returns true and normalize() emits non-zero z-scores. Defaults to max(window, DEFAULT_MIN_SAMPLES).

Definition at line 23 of file normalizer.cpp.

Member Function Documentation

normalize()

std::optional< manifold::SpacetimeEvent > srfm::CoordinateNormalizer::normalize ( const manifold::SpacetimeEvent &  raw )

noexcept

Normalize the spatial coordinates of a SpacetimeEvent.

Updates the rolling window with the current event's coordinates, then returns a new SpacetimeEvent where each spatial coordinate is z-scored using the updated window statistics.

Returns

SpacetimeEvent with:

• time: unchanged (pass-through, no normalization)
• price: z-scored using current rolling window
• volume: z-scored using current rolling window
• momentum: z-scored using current rolling window

If stddev < 1e-9 for a coordinate (flat series, no variance), that coordinate is returned as 0.0.

Definition at line 90 of file normalizer.cpp.

reset()

void srfm::CoordinateNormalizer::reset ( )

noexcept

Reset the normalizer, clearing all buffered observations.

Definition at line 133 of file normalizer.cpp.

size()

std::size_t srfm::CoordinateNormalizer::size ( ) const

noexcept

Number of samples currently in the rolling window (≤ window_size()).

Definition at line 116 of file normalizer.cpp.

total_samples()

std::size_t srfm::CoordinateNormalizer::total_samples ( ) const

noexcept

Total number of samples seen so far (does not saturate at window_size()).

Definition at line 125 of file normalizer.cpp.

warmed_up()

bool srfm::CoordinateNormalizer::warmed_up ( ) const

noexcept

Returns true once at least min_samples data points have been accumulated.

Before warmed_up() is true, normalize() returns a zero-valued event to avoid producing wild z-scores from an insufficient statistical window.

Definition at line 129 of file normalizer.cpp.

window_size()

std::size_t srfm::CoordinateNormalizer::window_size ( ) const

noexcept

Configured maximum window size.

Definition at line 121 of file normalizer.cpp.

Member Data Documentation

DEFAULT_MIN_SAMPLES

constexpr std::size_t srfm::CoordinateNormalizer::DEFAULT_MIN_SAMPLES = 20

staticconstexpr

Minimum number of samples required before warmed_up() returns true.

Definition at line 65 of file normalizer.hpp.

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The documentation for this class was generated from the following files:

• include/srfm/normalizer.hpp
• src/manifold/normalizer.cpp