regime_validator.cpp File Reference

Empirical Validation Binary — Regime Classification + Return Recording. More...

#include "srfm/manifold.hpp"
#include "srfm/normalizer.hpp"
#include "srfm/tensor.hpp"
#include "srfm/geodesic_signal.hpp"
#include "srfm/constants.hpp"
#include <algorithm>
#include <cmath>
#include <cstdlib>
#include <fstream>
#include <iostream>
#include <optional>
#include <sstream>
#include <string>
#include <vector>

Go to the source code of this file.

Classes
struct	OhlcvBar
struct	ClassifiedBar
struct	Args

Functions
static std::vector< std::string >	split_csv (const std::string &line)
	Split a CSV line on commas (no quote handling needed for numeric data).
static std::optional< double >	safe_parse_double (const std::string &s)
	Safely parse a double from a string. Returns nullopt on failure.
static int	find_col (const std::vector< std::string > &header, const std::string &name)
	Find the column index of a header name (case-insensitive).
static std::optional< std::vector< OhlcvBar > >	load_csv (const std::string &path, std::string &err)
static std::vector< ClassifiedBar >	classify_bars (const std::vector< OhlcvBar > &bars, const std::string &ticker)
static bool	write_output (const std::string &ticker, const std::vector< ClassifiedBar > &bars, const std::string &output_path, std::string &err)
static std::optional< Args >	parse_args (int argc, char *argv[])
int	main (int argc, char *argv[])

Detailed Description

Empirical Validation Binary — Regime Classification + Return Recording.

Binary: regime_validator

Purpose

Reads a 1-minute OHLCV CSV file (produced by validation/fetch_data.py), runs the full SRFM pipeline on each bar, and writes one output row per bar:

ticker, bar_index, interval_type, next_bar_abs_return, beta, geodesic_deviation

This output feeds the Q1 and Q2 Python analysis scripts.

Pipeline

1. Parse OHLCV CSV (no external library — std::stringstream)
2. Compute SpacetimeEvent for each bar (time, close, volume, momentum)
3. Normalize events via CoordinateNormalizer (rolling z-score, window=20)
4. Classify each bar via MarketManifold::process (TIMELIKE/SPACELIKE/LIGHTLIKE)
5. Compute β for each bar via MarketManifold::beta
6. Compute geodesic deviation via GeodesicDeviationCalculator::compute
7. Write output CSV

Usage

regime_validator –input <csv> –output <csv> –ticker <name>

Exit Codes

0 — success 1 — fatal error (missing file, bad args, etc.)

Definition in file regime_validator.cpp.

Function Documentation

classify_bars()

static std::vector< ClassifiedBar > classify_bars ( const std::vector< OhlcvBar > &  bars, const std::string &  ticker  )

static

Definition at line 196 of file regime_validator.cpp.

find_col()

static int find_col ( const std::vector< std::string > &  header, const std::string &  name  )

static

Find the column index of a header name (case-insensitive).

Definition at line 92 of file regime_validator.cpp.

load_csv()

static std::optional< std::vector< OhlcvBar > > load_csv ( const std::string &  path, std::string &  err  )

static

Definition at line 104 of file regime_validator.cpp.

main()

int main	(	int	argc,
		char *	argv[]
	)

Definition at line 374 of file regime_validator.cpp.

parse_args()

static std::optional< Args > parse_args ( int  argc, char *  argv[]  )

static

Definition at line 347 of file regime_validator.cpp.

safe_parse_double()

static std::optional< double > safe_parse_double ( const std::string &  s )

static

Safely parse a double from a string. Returns nullopt on failure.

Definition at line 78 of file regime_validator.cpp.

split_csv()

static std::vector< std::string > split_csv ( const std::string &  line )

static

Split a CSV line on commas (no quote handling needed for numeric data).

Definition at line 60 of file regime_validator.cpp.

write_output()

static bool write_output ( const std::string &  ticker, const std::vector< ClassifiedBar > &  bars, const std::string &  output_path, std::string &  err  )

static

Definition at line 311 of file regime_validator.cpp.