srfm::backtest Namespace Reference

Classes
struct	BacktestComparison
	Side-by-side comparison of raw vs relativistic strategy metrics. More...
struct	BacktestConfig
	Configuration for a backtest run. More...
class	Backtester
struct	BarData
	A single time-bar of backtester input. More...
struct	BarDataEx
class	ExtendedBacktester
struct	GeodesicBarData
struct	LorentzCorrectedSeries
	A complete set of relativistic corrections for one return series. More...
class	LorentzSignalAdjuster
class	PerformanceCalculator
struct	PerformanceMetrics
	Performance metrics for a single strategy evaluation. More...
struct	RegimeBacktestResult
	Performance summary for all three regime strategies. More...
class	RegimeFilteredBacktester

Typedefs
using	ReturnSeries = std::vector< double >

Enumerations
enum class	StrategyMode { RAW , RELATIVISTIC , GEODESIC_DEVIATION }
	Strategy selection for ExtendedBacktester. More...

Typedef Documentation

ReturnSeries

using srfm::backtest::ReturnSeries = typedef std::vector<double>

Strategy return series derived by applying a sign-following rule: return_t = sign(signal_t) × asset_return_t The caller is responsible for supplying the return series directly; the backtester does not compute asset returns from prices.

Definition at line 67 of file backtest.hpp.

Enumeration Type Documentation

StrategyMode

enum class srfm::backtest::StrategyMode

strong

Strategy selection for ExtendedBacktester.

Enumerator
RAW	Baseline: sign(signal) × return.
RELATIVISTIC	γ-scaled: sign(γ × signal) × return
GEODESIC_DEVIATION	Mean-reversion: long when deviation > rolling p75.

Definition at line 43 of file geodesic_strategy.hpp.