srfm::stream::SignalProcessor Class Reference

Signal processing thread owner. Non-copyable, non-movable. More...

#include <signal_processor.hpp>

Public Types
using	InRing = SPSCRing< OHLCVTick, IN_RING_SIZE >
using	OutRing = SPSCRing< StreamRelativisticSignal, OUT_RING_SIZE >

Public Member Functions
	SignalProcessor (InRing &in_ring, OutRing &out_ring) noexcept
	Construct bound to the input and output ring buffers.
	~SignalProcessor () noexcept
	SignalProcessor (const SignalProcessor &)=delete
SignalProcessor &	operator= (const SignalProcessor &)=delete
	SignalProcessor (SignalProcessor &&)=delete
SignalProcessor &	operator= (SignalProcessor &&)=delete
void	start () noexcept
	Launch the processing thread. Idempotent.
void	stop () noexcept
	Stop and join the processing thread. Idempotent.
bool	running () const noexcept
	Whether the processing thread is currently running.
StreamRelativisticSignal	process_one (const OHLCVTick &tick, std::int64_t bar_index) noexcept
	Process one tick synchronously and return the resulting signal.
SignalProcessorCounters	counters () const noexcept
void	reset_state () noexcept
	Reset all signal-chain component state.

Static Public Attributes
static constexpr std::size_t	IN_RING_SIZE = 65536
static constexpr std::size_t	OUT_RING_SIZE = 65536
static constexpr std::size_t	NORMALIZER_WINDOW = 20

Detailed Description

Signal processing thread owner. Non-copyable, non-movable.

SPSCRing<OHLCVTick, 65536>             in_ring;
SPSCRing<StreamRelativisticSignal, 65536> out_ring;
SignalProcessor proc{in_ring, out_ring};
proc.start();
// ...
proc.stop();

Definition at line 85 of file signal_processor.hpp.

Member Typedef Documentation

InRing

using srfm::stream::SignalProcessor::InRing = SPSCRing<OHLCVTick, IN_RING_SIZE>

Definition at line 90 of file signal_processor.hpp.

OutRing

using srfm::stream::SignalProcessor::OutRing = SPSCRing<StreamRelativisticSignal, OUT_RING_SIZE>

Definition at line 91 of file signal_processor.hpp.

Constructor & Destructor Documentation

SignalProcessor() [1/3]

srfm::stream::SignalProcessor::SignalProcessor ( InRing &  in_ring, OutRing &  out_ring  )

inlinenoexcept

Construct bound to the input and output ring buffers.

All signal-chain objects are default-constructed here; no allocation occurs in the processing loop.

Parameters

in_ring	Ring populated by TickIngester (non-owning ref).
out_ring	Ring consumed by SignalConsumer (non-owning ref).

Definition at line 104 of file signal_processor.hpp.

~SignalProcessor()

srfm::stream::SignalProcessor::~SignalProcessor ( )

inlinenoexcept

Definition at line 110 of file signal_processor.hpp.

SignalProcessor() [2/3]

srfm::stream::SignalProcessor::SignalProcessor ( const SignalProcessor &  )

delete

SignalProcessor() [3/3]

srfm::stream::SignalProcessor::SignalProcessor ( SignalProcessor &&  )

delete

Member Function Documentation

counters()

SignalProcessorCounters srfm::stream::SignalProcessor::counters ( ) const

inlinenoexcept

Definition at line 146 of file signal_processor.hpp.

operator=() [1/2]

SignalProcessor & srfm::stream::SignalProcessor::operator= ( const SignalProcessor &  )

delete

operator=() [2/2]

SignalProcessor & srfm::stream::SignalProcessor::operator= ( SignalProcessor &&  )

delete

process_one()

StreamRelativisticSignal srfm::stream::SignalProcessor::process_one ( const OHLCVTick &  tick, std::int64_t  bar_index  )

noexcept

Process one tick synchronously and return the resulting signal.

Does not push to any ring. Useful for unit tests.

Parameters

tick	Validated tick to process.
bar_index	Sequence number for this tick.

Returns

The computed StreamRelativisticSignal.

Definition at line 55 of file signal_processor.cpp.

reset_state()

void srfm::stream::SignalProcessor::reset_state ( )

inlinenoexcept

Reset all signal-chain component state.

Must only be called when the processing thread is not running.

Definition at line 157 of file signal_processor.hpp.

running()

bool srfm::stream::SignalProcessor::running ( ) const

inlinenoexcept

Whether the processing thread is currently running.

Definition at line 126 of file signal_processor.hpp.

start()

void srfm::stream::SignalProcessor::start ( )

noexcept

Launch the processing thread. Idempotent.

Definition at line 35 of file signal_processor.cpp.

stop()

void srfm::stream::SignalProcessor::stop ( )

noexcept

Stop and join the processing thread. Idempotent.

Definition at line 46 of file signal_processor.cpp.

Member Data Documentation

IN_RING_SIZE

constexpr std::size_t srfm::stream::SignalProcessor::IN_RING_SIZE = 65536

staticconstexpr

Definition at line 87 of file signal_processor.hpp.

NORMALIZER_WINDOW

constexpr std::size_t srfm::stream::SignalProcessor::NORMALIZER_WINDOW = 20

staticconstexpr

Definition at line 93 of file signal_processor.hpp.

OUT_RING_SIZE

constexpr std::size_t srfm::stream::SignalProcessor::OUT_RING_SIZE = 65536

staticconstexpr

Definition at line 88 of file signal_processor.hpp.

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

• include/srfm/stream/signal_processor.hpp
• src/stream/signal_processor.cpp