srfm::core::PipelineBar Struct Reference

Intermediate state for one bar after full pipeline processing. More...

#include <engine.hpp>

Public Attributes
OHLCV	raw
	Original bar data.
double	price_return
	log or simple return for this bar
BetaVelocity	beta
	Normalised market velocity.
LorentzFactor	gamma
	Lorentz factor at this bar.
manifold::SpacetimeEvent	event
	Spacetime embedding.
manifold::IntervalType	interval_type
	Causal character vs prior bar.

Detailed Description

Intermediate state for one bar after full pipeline processing.

Definition at line 76 of file engine.hpp.

Member Data Documentation

beta

BetaVelocity srfm::core::PipelineBar::beta

Normalised market velocity.

Definition at line 79 of file engine.hpp.

event

manifold::SpacetimeEvent srfm::core::PipelineBar::event

Spacetime embedding.

Definition at line 81 of file engine.hpp.

gamma

LorentzFactor srfm::core::PipelineBar::gamma

Lorentz factor at this bar.

Definition at line 80 of file engine.hpp.

interval_type

manifold::IntervalType srfm::core::PipelineBar::interval_type

Causal character vs prior bar.

Definition at line 82 of file engine.hpp.

price_return

double srfm::core::PipelineBar::price_return

log or simple return for this bar

Definition at line 78 of file engine.hpp.

raw

OHLCV srfm::core::PipelineBar::raw

Original bar data.

Definition at line 77 of file engine.hpp.

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

• include/srfm/engine.hpp