n_asset_engine.cpp File Reference

Implementation of NAssetEngine. More...

#include "../../include/srfm/engine/n_asset_engine.hpp"
#include <algorithm>
#include <cmath>
#include <numeric>

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Namespaces
namespace	srfm
namespace	srfm::engine

Detailed Description

Implementation of NAssetEngine.

See include/srfm/engine/n_asset_engine.hpp for the public API contract.

Pipeline summary

1. ingest(): push bars into deque ring buffer.
2. estimate_covariance(): compute N×N empirical covariance from log-returns.
3. process(): build manifold, per-asset momenta, portfolio interval.

Definition in file n_asset_engine.cpp.