Special Relativity in Financial Modeling 1.0.0
Lorentz transforms, spacetime classification, and geodesic price paths for quantitative finance
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Public Attributes | List of all members
ClassifiedBar Struct Reference

Public Attributes

std::size_t bar_index = 0
 
std::string interval_type
 
double next_bar_abs_return = 0.0
 
double next_bar_return = 0.0
 Signed next-bar return (for backtesting)
 
double beta = 0.0
 
double geodesic_deviation = 0.0
 

Detailed Description

Definition at line 187 of file regime_validator.cpp.

Member Data Documentation

◆ bar_index

std::size_t ClassifiedBar::bar_index = 0

Definition at line 188 of file regime_validator.cpp.

◆ beta

double ClassifiedBar::beta = 0.0

Definition at line 192 of file regime_validator.cpp.

◆ geodesic_deviation

double ClassifiedBar::geodesic_deviation = 0.0

Definition at line 193 of file regime_validator.cpp.

◆ interval_type

std::string ClassifiedBar::interval_type

Definition at line 189 of file regime_validator.cpp.

◆ next_bar_abs_return

double ClassifiedBar::next_bar_abs_return = 0.0

Definition at line 190 of file regime_validator.cpp.

◆ next_bar_return

double ClassifiedBar::next_bar_return = 0.0

Signed next-bar return (for backtesting)

Definition at line 191 of file regime_validator.cpp.


The documentation for this struct was generated from the following file: