#include <hawking.hpp>

Classes
struct	Config
	Configuration for the Bollinger Band event horizon detector. More...

Public Member Functions
	PriceEventHorizon (Config config=Config{}) noexcept

std::optional< HawkingTemperature >	update (double close) noexcept

void	reset () noexcept
	Reset the internal rolling state (e.g. at session boundaries).

std::size_t	window_fill () const noexcept
	Return current window fill level (0 → full).

Detailed Description

Detects when a price series approaches its "event horizon" — the Bollinger Band boundary at which the current trend cannot continue.

Usage:

PriceEventHorizon peh(bb_window=20, bb_sigma=3.0);
for (auto& bar : bars) {
    auto temp = peh.update(bar.close);
    if (temp) fmt::print("{}\n", temp->to_string());
}

Definition at line 153 of file hawking.hpp.

Constructor & Destructor Documentation

◆ PriceEventHorizon()

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

explicitnoexcept

Definition at line 82 of file hawking.cpp.

Member Function Documentation

◆ reset()

void srfm::hawking::PriceEventHorizon::reset ( )

noexcept

Reset the internal rolling state (e.g. at session boundaries).

Definition at line 88 of file hawking.cpp.

◆ update()

std::optional< HawkingTemperature > srfm::hawking::PriceEventHorizon::update ( double close )

noexcept

Update state with a new closing price and compute T_H.

Parameters

close Closing price of the current bar.

Returns: HawkingTemperature or nullopt during warm-up (until bb_window bars have been seen).

Definition at line 96 of file hawking.cpp.

◆ window_fill()

std::size_t srfm::hawking::PriceEventHorizon::window_fill ( ) const

inlinenoexcept

Return current window fill level (0 → full).

Definition at line 184 of file hawking.hpp.

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

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

Classes