Special Relativity in Financial Modeling 1.0.0
Lorentz transforms, spacetime classification, and geodesic price paths for quantitative finance
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event_backtester.cpp File Reference

Implementation of the event-driven BacktestEngine and RelativisticStrategy. More...

#include "srfm/event_backtester.hpp"
#include "srfm/manifold.hpp"
#include "srfm/constants.hpp"
#include <algorithm>
#include <cmath>
#include <numeric>

Go to the source code of this file.

Namespaces

namespace  srfm
 
namespace  srfm::event_bt
 

Detailed Description

Implementation of the event-driven BacktestEngine and RelativisticStrategy.

Definition in file event_backtester.cpp.