srfm::event_bt::RelativisticStrategy Class Reference

#include <event_backtester.hpp>

Inheritance diagram for srfm::event_bt::RelativisticStrategy:

Public Member Functions
	RelativisticStrategy (double base_qty=1.0, double threshold=0.001) noexcept
void	on_start () override
	Called at the start of the simulation before any events are dispatched.
std::optional< Order >	on_trade (const BacktestEvent &event) override
std::optional< Order >	on_bar (const BacktestEvent &event) override
int	spacelike_rejections () const noexcept
	Number of events rejected due to spacelike interval.
int	timelike_accepts () const noexcept
	Number of events accepted due to timelike interval.
Public Member Functions inherited from srfm::event_bt::Strategy
virtual	~Strategy ()=default
virtual void	on_end ()
	Called at the end of the simulation after all events are processed.

Detailed Description

A concrete Strategy that filters trades using SpacetimeInterval::classify().

On every Trade event the engine converts the current and previous event into SpacetimeEvents and computes their interval. Only TIMELIKE intervals (ds² < 0) are allowed to generate orders — SPACELIKE events are treated as causally disconnected noise and ignored.

This implements the causal-cone hypothesis: only market moves that respect the relativistic causal structure of financial spacetime are acted upon.

Definition at line 249 of file event_backtester.hpp.

Constructor & Destructor Documentation

RelativisticStrategy()

srfm::event_bt::RelativisticStrategy::RelativisticStrategy ( double  base_qty = 1.0, double  threshold = 0.001  )

inlineexplicitnoexcept

Parameters

base_qty	Quantity to buy/sell on each qualifying signal.
threshold	Fraction of equity change required to generate a signal.

Definition at line 253 of file event_backtester.hpp.

Member Function Documentation

on_bar()

std::optional< Order > srfm::event_bt::RelativisticStrategy::on_bar ( const BacktestEvent &  )

overridevirtual

Called for every Bar-type event.

Returns

An Order to execute, or std::nullopt for no action.

Reimplemented from srfm::event_bt::Strategy.

Definition at line 254 of file event_backtester.cpp.

on_start()

void srfm::event_bt::RelativisticStrategy::on_start ( )

inlineoverridevirtual

Called at the start of the simulation before any events are dispatched.

Reimplemented from srfm::event_bt::Strategy.

Definition at line 260 of file event_backtester.hpp.

on_trade()

std::optional< Order > srfm::event_bt::RelativisticStrategy::on_trade ( const BacktestEvent &  )

overridevirtual

Called for every Trade-type event.

Returns

An Order to execute, or std::nullopt for no action.

Reimplemented from srfm::event_bt::Strategy.

Definition at line 250 of file event_backtester.cpp.

spacelike_rejections()

int srfm::event_bt::RelativisticStrategy::spacelike_rejections ( ) const

inlinenoexcept

Number of events rejected due to spacelike interval.

Definition at line 266 of file event_backtester.hpp.

timelike_accepts()

int srfm::event_bt::RelativisticStrategy::timelike_accepts ( ) const

inlinenoexcept

Number of events accepted due to timelike interval.

Definition at line 271 of file event_backtester.hpp.

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

• include/srfm/event_backtester.hpp
• src/event_backtester.cpp