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
srfm::core::OHLCV Struct Reference

A single OHLCV bar of market data. More...

#include <engine.hpp>

Public Attributes

double timestamp
 Bar index or Unix epoch seconds.
 
double open
 Opening price.
 
double high
 High price.
 
double low
 Low price.
 
double close
 Closing price.
 
double volume
 Traded volume.
 

Detailed Description

A single OHLCV bar of market data.

Definition at line 44 of file engine.hpp.

Member Data Documentation

◆ close

double srfm::core::OHLCV::close

Closing price.

Definition at line 49 of file engine.hpp.

◆ high

double srfm::core::OHLCV::high

High price.

Definition at line 47 of file engine.hpp.

◆ low

double srfm::core::OHLCV::low

Low price.

Definition at line 48 of file engine.hpp.

◆ open

double srfm::core::OHLCV::open

Opening price.

Definition at line 46 of file engine.hpp.

◆ timestamp

double srfm::core::OHLCV::timestamp

Bar index or Unix epoch seconds.

Definition at line 45 of file engine.hpp.

◆ volume

double srfm::core::OHLCV::volume

Traded volume.

Definition at line 50 of file engine.hpp.


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