srfm::core::Engine Class Reference

Orchestrates the full relativistic signal-processing pipeline. More...

#include <engine.hpp>

Public Member Functions
	Engine (EngineConfig config=EngineConfig{})
	Construct with optional configuration.
std::optional< backtest::BacktestComparison >	run_backtest (std::span< const OHLCV > bars) const noexcept
std::optional< PipelineBar >	process_stream_bar (const OHLCV &bar) noexcept
void	reset_stream () noexcept
	Reset streaming state (clear internal bar window).
std::span< const OHLCV >	stream_window () const noexcept
	Return a read-only view of the current streaming bar window.

Detailed Description

Orchestrates the full relativistic signal-processing pipeline.

Definition at line 88 of file engine.hpp.

Constructor & Destructor Documentation

Engine()

srfm::core::Engine::Engine ( EngineConfig  config = EngineConfig{} )

explicit

Construct with optional configuration.

Definition at line 20 of file engine.cpp.

Member Function Documentation

process_stream_bar()

std::optional< PipelineBar > srfm::core::Engine::process_stream_bar ( const OHLCV &  bar )

noexcept

Process a single bar in streaming mode, updating internal rolling state.

Returns the PipelineBar result for the just-processed bar, or nullopt if the internal window has fewer than 2 bars (warm-up phase).

Definition at line 84 of file engine.cpp.

reset_stream()

void srfm::core::Engine::reset_stream ( )

noexcept

Reset streaming state (clear internal bar window).

Definition at line 146 of file engine.cpp.

run_backtest()

std::optional< backtest::BacktestComparison > srfm::core::Engine::run_backtest ( std::span< const OHLCV >  bars ) const

noexcept

Run a complete backtest on a sequence of OHLCV bars.

Pipeline

1. Compute close-to-close simple returns.
2. Compute β for each bar via BetaCalculator (rolling window = 5 bars).
3. Classify each bar's spacetime interval via MarketManifold.
4. Apply relativistic momentum corrections.
5. Feed BarData + returns into Backtester::run().

Returns

nullopt if fewer than config.min_bars bars provided, fewer than MIN_RETURN_SERIES_LENGTH returns result (N bars give N - 1 returns), or any downstream computation is numerically degenerate.

Definition at line 27 of file engine.cpp.

stream_window()

std::span< const OHLCV > srfm::core::Engine::stream_window ( ) const

noexcept

Return a read-only view of the current streaming bar window.

Definition at line 152 of file engine.cpp.

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

• include/srfm/engine.hpp
• src/core/engine.cpp