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Special Relativity in Financial Modeling 1.0.0
Lorentz transforms, spacetime classification, and geodesic price paths for quantitative finance
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Configuration parameters for the core engine. More...
#include <engine.hpp>
Public Attributes | |
| double | max_market_velocity = 1.0 |
| Maximum market velocity used to normalise β (BetaCalculator denominator). | |
| double | effective_mass = 1.0 |
| Effective mass proxy for momentum corrections (m_eff in p_rel = γ m v). | |
| std::size_t | min_bars = constants::MIN_RETURN_SERIES_LENGTH |
| Minimum number of bars required to run a backtest. | |
| backtest::BacktestConfig | backtest_cfg {} |
| Backtest configuration forwarded to the Backtester. | |
| bool | verbose = false |
| If true, emit per-bar debug output to stderr. | |
Configuration parameters for the core engine.
Definition at line 56 of file engine.hpp.
| backtest::BacktestConfig srfm::core::EngineConfig::backtest_cfg {} |
Backtest configuration forwarded to the Backtester.
Definition at line 67 of file engine.hpp.
| double srfm::core::EngineConfig::effective_mass = 1.0 |
Effective mass proxy for momentum corrections (m_eff in p_rel = γ m v).
Definition at line 61 of file engine.hpp.
| double srfm::core::EngineConfig::max_market_velocity = 1.0 |
Maximum market velocity used to normalise β (BetaCalculator denominator).
Definition at line 58 of file engine.hpp.
| std::size_t srfm::core::EngineConfig::min_bars = constants::MIN_RETURN_SERIES_LENGTH |
Minimum number of bars required to run a backtest.
Definition at line 64 of file engine.hpp.
| bool srfm::core::EngineConfig::verbose = false |
If true, emit per-bar debug output to stderr.
Definition at line 70 of file engine.hpp.