srfm::hawking::HawkingBacktest Class Reference

#include <hawking.hpp>

Public Member Functions
	HawkingBacktest (PriceEventHorizon::Config hawking_cfg=PriceEventHorizon::Config{}, core::EngineConfig engine_cfg=core::EngineConfig{}) noexcept
std::optional< HawkingBacktestResult >	run (std::span< const core::OHLCV > bars) const noexcept

Detailed Description

Runs a backtest comparing the Hawking signal against the TIMELIKE classifier.

Usage:

HawkingBacktest hb;
auto result = hb.run(bars);
if (result) fmt::print("{}\n", result->to_string());

Definition at line 274 of file hawking.hpp.

Constructor & Destructor Documentation

HawkingBacktest()

srfm::hawking::HawkingBacktest::HawkingBacktest ( PriceEventHorizon::Config  hawking_cfg = PriceEventHorizon::Config{}, core::EngineConfig  engine_cfg = core::EngineConfig{}  )

explicitnoexcept

Definition at line 222 of file hawking.cpp.

Member Function Documentation

run()

std::optional< HawkingBacktestResult > srfm::hawking::HawkingBacktest::run ( std::span< const core::OHLCV >  bars ) const

noexcept

Run the comparison backtest on a sequence of OHLCV bars.

Pipeline:

1. Compute Hawking signals for every bar via HawkingSignalGenerator.
2. Compute TIMELIKE signals via the standard Engine pipeline.
3. Evaluate both strategies using backtest::Backtester.

Parameters

bars	Input OHLCV sequence (minimum bb_window + 30 bars).

Returns

HawkingBacktestResult or nullopt on insufficient data.

Definition at line 232 of file hawking.cpp.

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

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