srfm::backtest::GeodesicBarData Struct Reference

#include <geodesic_strategy.hpp>

Public Attributes
BarData	base
	Standard bar: raw_signal, beta, benchmark.
double	geodesic_deviation
	||x_actual − x_geodesic||₂ from GeodesicDeviationCalculator

Detailed Description

Extended bar data that carries the geodesic deviation signal alongside the standard BarData used by the base Backtester.

Definition at line 37 of file geodesic_strategy.hpp.

Member Data Documentation

base

BarData srfm::backtest::GeodesicBarData::base

Standard bar: raw_signal, beta, benchmark.

Definition at line 38 of file geodesic_strategy.hpp.

geodesic_deviation

double srfm::backtest::GeodesicBarData::geodesic_deviation

||x_actual − x_geodesic||₂ from GeodesicDeviationCalculator

Definition at line 39 of file geodesic_strategy.hpp.

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

• include/srfm/geodesic_strategy.hpp