hawking.hpp File Reference

Hawking Radiation Analogy — event-horizon detection for price series. More...

#include "srfm/backtest.hpp"
#include "srfm/engine.hpp"
#include <optional>
#include <span>
#include <string>
#include <vector>

Go to the source code of this file.

Classes
struct	srfm::hawking::HawkingTemperature
struct	srfm::hawking::HawkingSignal
	A single bar's Hawking-derived trading signal. More...
struct	srfm::hawking::BollingerState
	Internal rolling state for Bollinger Band computation. More...
class	srfm::hawking::PriceEventHorizon
struct	srfm::hawking::PriceEventHorizon::Config
	Configuration for the Bollinger Band event horizon detector. More...
class	srfm::hawking::HawkingSignalGenerator
struct	srfm::hawking::HawkingBacktestResult
	Comparison of Hawking-signal strategy vs the existing TIMELIKE classifier. More...
class	srfm::hawking::HawkingBacktest

Namespaces
namespace	srfm
namespace	srfm::hawking

Enumerations
enum class	srfm::hawking::HawkingDirection { srfm::hawking::Reversal , srfm::hawking::Continuation , srfm::hawking::Neutral }
	Trading signal derived from Hawking temperature. More...

Functions
const char *	srfm::hawking::to_string (HawkingDirection d) noexcept
	Return a human-readable string for a HawkingDirection value.

Variables
constexpr std::size_t	srfm::hawking::DEFAULT_BB_WINDOW = 20
	Default Bollinger Band window (bars).
constexpr double	srfm::hawking::DEFAULT_BB_SIGMA = 3.0
	Default Bollinger Band multiplier for outer band (σ-multiple).
constexpr double	srfm::hawking::HAWKING_HOT_THRESHOLD = 2.0
	T_H above this → "hot" → reversal signal.
constexpr double	srfm::hawking::HAWKING_COLD_THRESHOLD = -2.0
	T_H below this → "cold" → continuation signal.

Detailed Description

Hawking Radiation Analogy — event-horizon detection for price series.

Module: Hawking Radiation Signal

Conceptual Basis

Stephen Hawking showed that black holes emit thermal radiation due to quantum effects near the event horizon. As a black hole loses mass, its temperature rises — an accelerating approach to its own end state.

In financial markets, an analogous "event horizon" occurs when a price series approaches an extreme: a 3σ Bollinger Band exceedance. Near this horizon:

• Information leaks from the system: the price can no longer sustain the extreme trend and must reverse or consolidate.
• Hawking Temperature T_H measures how close the price is to the event horizon, scaled by the rate of approach.
• High T_H → high informational entropy → trend exhaustion / reversal.
• Low T_H → low entropy → trend continuation likely.

Hawking Temperature Formula

T_H(t) = |P(t) − μ(t)| / σ(t) × (dP/dt) / σ(t)

where μ and σ are the rolling Bollinger Band mean and standard deviation. The first factor measures how far into the band we are (proximity to horizon) and the second measures the velocity of approach.

Equivalently, using z-score:

T_H(t) = z(t) × Δz(t)

where z = (P − μ) / σ and Δz is the bar-to-bar change in z-score.

Trading Signal

• T_H > HAWKING_HOT_THRESHOLD → expect reversal (trade against trend)
• T_H < HAWKING_COLD_THRESHOLD → expect continuation (trade with trend)
• Between thresholds → neutral / no position

Guarantees

• All public methods are noexcept (return std::optional on failure)
• No dynamic dispatch; all types are concrete
• Thread-safe reads: const methods safe for concurrent access

Definition in file hawking.hpp.