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Special Relativity in Financial Modeling 1.0.0
Lorentz transforms, spacetime classification, and geodesic price paths for quantitative finance
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#include <hawking.hpp>
Public Member Functions | |
| HawkingSignalGenerator (PriceEventHorizon::Config config=PriceEventHorizon::Config{}) noexcept | |
| std::optional< HawkingSignal > | update (double close) noexcept |
| void | reset () noexcept |
| Reset internal state. | |
Wraps PriceEventHorizon and converts temperatures to actionable signals.
Usage:
Definition at line 209 of file hawking.hpp.
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explicitnoexcept |
Definition at line 136 of file hawking.cpp.
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noexcept |
Reset internal state.
Definition at line 143 of file hawking.cpp.
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noexcept |
Update with a new closing price and generate a HawkingSignal.
| close | Closing price of the current bar. |
Definition at line 177 of file hawking.cpp.