n_asset_engine.hpp File Reference

Full pipeline engine: N-asset OHLCV → relativistic momentum signals. More...

#include "../manifold/n_asset_interval.hpp"
#include "../tensor/n_asset_manifold.hpp"
#include <deque>
#include <optional>
#include <span>
#include <string>
#include <variant>
#include <vector>

Go to the source code of this file.

Classes
struct	srfm::engine::OHLCVBar
	A single OHLCV bar for one asset. More...
struct	srfm::engine::AssetUniverse
	The universe of assets processed by the engine. More...
struct	srfm::engine::EngineConfig
	Engine configuration parameters. More...
struct	srfm::engine::AssetMomentumResult
	Relativistic momentum result for a single asset. More...
struct	srfm::engine::EngineOutput
	Aggregated engine output for one process() call. More...
class	srfm::engine::NAssetEngine
	Full SRFM pipeline engine for N assets. More...

Namespaces
namespace	srfm
namespace	srfm::engine

Variables
constexpr double	srfm::engine::ENGINE_BETA_MAX_SAFE = 0.9999
	Maximum safe beta value (mirrors BETA_MAX_SAFE from momentum.hpp).

Detailed Description

Full pipeline engine: N-asset OHLCV → relativistic momentum signals.

Module: include/srfm/engine/ Stage: 4 — N-Asset Manifold

Responsibility

Orchestrate the full SRFM pipeline for N assets:

1. Accumulate OHLCV bars in a ring buffer.
2. Estimate the N×N covariance matrix from log-returns.
3. Construct an NAssetManifold from the covariance estimate.
4. Compute per-asset relativistic momenta: β_i = |Δprice_i / (c_market × prev_close_i)| γ_i = 1 / sqrt(1 - β_i²) m_eff_i = volume_i / adv_baseline p_rel_i = γ_i × m_eff_i × close_i
5. Compute the portfolio spacetime interval.
6. Classify each asset and the portfolio into TIMELIKE/SPACELIKE/LIGHTLIKE.

Guarantees

• All public methods are noexcept.
• All fallible operations return std::optional.
• No raw pointers.

NOT Responsible For

• Fetching market data.
• Persistence of history.
• Cross-process coordination.

Definition in file n_asset_engine.hpp.