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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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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. | |
A single OHLCV bar of market data.
Definition at line 44 of file engine.hpp.
| double srfm::core::OHLCV::close |
Closing price.
Definition at line 49 of file engine.hpp.
| double srfm::core::OHLCV::high |
High price.
Definition at line 47 of file engine.hpp.
| double srfm::core::OHLCV::low |
Low price.
Definition at line 48 of file engine.hpp.
| double srfm::core::OHLCV::open |
Opening price.
Definition at line 46 of file engine.hpp.
| double srfm::core::OHLCV::timestamp |
Bar index or Unix epoch seconds.
Definition at line 45 of file engine.hpp.
| double srfm::core::OHLCV::volume |
Traded volume.
Definition at line 50 of file engine.hpp.