srfm::engine::NAssetEngine Class Reference

Full SRFM pipeline engine for N assets. More...

#include <n_asset_engine.hpp>

Public Member Functions
	NAssetEngine (AssetUniverse universe, EngineConfig cfg={}) noexcept
	Construct an engine for the given asset universe.
std::optional< std::monostate >	ingest (std::span< const OHLCVBar > bars) noexcept
	Ingest one bar for every asset in the universe.
std::optional< EngineOutput >	process () const noexcept
	Run the full pipeline on accumulated history.
std::optional< EngineOutput >	ingest_and_process (std::span< const OHLCVBar > bars) noexcept
	Ingest bars then immediately process.
int	n_assets () const noexcept
	Return the number of assets.
bool	ready () const noexcept
	Return true if enough bars have been accumulated.

Detailed Description

Full SRFM pipeline engine for N assets.

Accumulates OHLCV bars, estimates covariance, builds an NAssetManifold, computes relativistic momenta, and classifies market regimes.

Definition at line 129 of file n_asset_engine.hpp.

Constructor & Destructor Documentation

NAssetEngine()

srfm::engine::NAssetEngine::NAssetEngine ( AssetUniverse  universe, EngineConfig  cfg = {}  )

explicitnoexcept

Construct an engine for the given asset universe.

Parameters

universe	The set of assets (names must be non-empty).
cfg	Engine configuration.

Definition at line 23 of file n_asset_engine.cpp.

Member Function Documentation

ingest()

std::optional< std::monostate > srfm::engine::NAssetEngine::ingest ( std::span< const OHLCVBar >  bars )

noexcept

Ingest one bar for every asset in the universe.

Bars must be provided in the same order as universe.names. The bar is appended to the history ring buffer; if history exceeds lookback_bars * 2 the oldest entry is dropped.

Parameters

bars	Span of bars, one per asset (must have length n_assets()).

Returns

std::monostate on success, std::nullopt if bar count mismatches.

Definition at line 32 of file n_asset_engine.cpp.

ingest_and_process()

std::optional< EngineOutput > srfm::engine::NAssetEngine::ingest_and_process ( std::span< const OHLCVBar >  bars )

noexcept

Ingest bars then immediately process.

Convenience wrapper: ingest(bars) followed by process().

Parameters

bars	Bars to ingest.

Returns

EngineOutput or std::nullopt.

Definition at line 260 of file n_asset_engine.cpp.

n_assets()

int srfm::engine::NAssetEngine::n_assets ( ) const

inlinenoexcept

Return the number of assets.

Returns

universe_.n().

Definition at line 253 of file n_asset_engine.hpp.

process()

std::optional< EngineOutput > srfm::engine::NAssetEngine::process ( ) const

noexcept

Run the full pipeline on accumulated history.

Requires ready() == true (at least lookback_bars entries in history).

Steps:

1. Estimate covariance from log-returns.
2. Build NAssetManifold.
3. Compute per-asset β, γ, m_eff, p_rel, regime.
4. Compute portfolio interval and regime.

Returns

EngineOutput, or std::nullopt if not ready or covariance fails.

Definition at line 166 of file n_asset_engine.cpp.

ready()

bool srfm::engine::NAssetEngine::ready ( ) const

inlinenoexcept

Return true if enough bars have been accumulated.

Returns

history_.size() >= static_cast<size_t>(cfg_.lookback_bars).

Definition at line 257 of file n_asset_engine.hpp.

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

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