Special Relativity in Financial Modeling 1.0.0
Lorentz transforms, spacetime classification, and geodesic price paths for quantitative finance
Loading...
Searching...
No Matches
Classes | Enumerations | Functions | Variables
srfm::hawking Namespace Reference

Classes

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

Enumerations

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

Functions

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

Variables

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

Enumeration Type Documentation

◆ HawkingDirection

Trading signal derived from Hawking temperature.

Enumerator
Reversal 

T_H high → trend exhaustion → fade the move.

Continuation 

T_H low → healthy trend → follow the trend.

Neutral 

Temperature in the normal range → no signal.

Definition at line 98 of file hawking.hpp.

Function Documentation

◆ to_string()

const char * srfm::hawking::to_string ( HawkingDirection  d)
noexcept

Return a human-readable string for a HawkingDirection value.

Definition at line 32 of file hawking.cpp.

Variable Documentation

◆ DEFAULT_BB_SIGMA

constexpr double srfm::hawking::DEFAULT_BB_SIGMA = 3.0
inlineconstexpr

Default Bollinger Band multiplier for outer band (σ-multiple).

Definition at line 64 of file hawking.hpp.

◆ DEFAULT_BB_WINDOW

constexpr std::size_t srfm::hawking::DEFAULT_BB_WINDOW = 20
inlineconstexpr

Default Bollinger Band window (bars).

Definition at line 61 of file hawking.hpp.

◆ HAWKING_COLD_THRESHOLD

constexpr double srfm::hawking::HAWKING_COLD_THRESHOLD = -2.0
inlineconstexpr

T_H below this → "cold" → continuation signal.

Definition at line 70 of file hawking.hpp.

◆ HAWKING_HOT_THRESHOLD

constexpr double srfm::hawking::HAWKING_HOT_THRESHOLD = 2.0
inlineconstexpr

T_H above this → "hot" → reversal signal.

Definition at line 67 of file hawking.hpp.