Special Relativity in Financial Modeling 1.0.0
Lorentz transforms, spacetime classification, and geodesic price paths for quantitative finance
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Public Member Functions | List of all members
srfm::hawking::HawkingSignalGenerator Class Reference

#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.
 

Detailed Description

Wraps PriceEventHorizon and converts temperatures to actionable signals.

Usage:

for (auto& bar : bars) {
auto sig = gen.update(bar.close);
if (sig) {
// sig->action is +1, -1, or 0
}
}
std::optional< HawkingSignal > update(double close) noexcept
Definition hawking.cpp:177

Definition at line 209 of file hawking.hpp.

Constructor & Destructor Documentation

◆ HawkingSignalGenerator()

srfm::hawking::HawkingSignalGenerator::HawkingSignalGenerator ( PriceEventHorizon::Config  config = PriceEventHorizon::Config{})
explicitnoexcept

Definition at line 136 of file hawking.cpp.

Member Function Documentation

◆ reset()

void srfm::hawking::HawkingSignalGenerator::reset ( )
noexcept

Reset internal state.

Definition at line 143 of file hawking.cpp.

◆ update()

std::optional< HawkingSignal > srfm::hawking::HawkingSignalGenerator::update ( double  close)
noexcept

Update with a new closing price and generate a HawkingSignal.

Parameters
closeClosing price of the current bar.
Returns
HawkingSignal or nullopt during warm-up.

Definition at line 177 of file hawking.cpp.


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