performance_metrics.cpp File Reference

Implementation of PerformanceCalculator and LorentzSignalAdjuster. More...

#include "srfm/backtest.hpp"
#include "srfm/constants.hpp"
#include <algorithm>
#include <cmath>
#include <fmt/format.h>
#include <numeric>
#include <span>

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Namespaces
namespace	srfm
namespace	srfm::backtest

Detailed Description

Implementation of PerformanceCalculator and LorentzSignalAdjuster.

All math is documented inline. Fallible paths return std::nullopt; no function ever calls abort(), assert(), or throws an exception.

Definition in file performance_metrics.cpp.