normalizer.cpp File Reference

CoordinateNormalizer — rolling z-score normalization for SpacetimeEvent. More...

#include "srfm/normalizer.hpp"
#include <algorithm>
#include <cassert>
#include <cmath>
#include <numeric>
#include <optional>

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Namespaces
namespace	srfm

Detailed Description

CoordinateNormalizer — rolling z-score normalization for SpacetimeEvent.

Maintains three independent rolling deques (price, volume, momentum). Each normalize() call:

1. Appends the new coordinate values to their respective deques
2. Trims each deque to the configured window size
3. Computes rolling mean and sample stddev for each coordinate
4. Returns the z-scored event (time passes through unchanged)

Definition in file normalizer.cpp.