srfm::backtest::LorentzCorrectedSeries Struct Reference

A complete set of relativistic corrections for one return series. More...

#include <backtest.hpp>

Public Attributes
std::vector< double >	gamma_factors
	γ(β_t) for every bar
std::vector< double >	adjusted_signals
	γ_t × raw_signal_t

Detailed Description

A complete set of relativistic corrections for one return series.

Definition at line 70 of file backtest.hpp.

Member Data Documentation

adjusted_signals

std::vector<double> srfm::backtest::LorentzCorrectedSeries::adjusted_signals

γ_t × raw_signal_t

Definition at line 72 of file backtest.hpp.

gamma_factors

std::vector<double> srfm::backtest::LorentzCorrectedSeries::gamma_factors

γ(β_t) for every bar

Definition at line 71 of file backtest.hpp.

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

• include/srfm/backtest.hpp