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::engine::OHLCVBar Struct Reference

A single OHLCV bar for one asset. More...

#include <n_asset_engine.hpp>

Public Attributes

double open
 Opening price.
 
double high
 Highest price.
 
double low
 Lowest price.
 
double close
 Closing price.
 
double volume
 Volume traded.
 
double timestamp
 Bar timestamp (seconds since epoch or bar index).
 

Detailed Description

A single OHLCV bar for one asset.

Definition at line 60 of file n_asset_engine.hpp.

Member Data Documentation

◆ close

double srfm::engine::OHLCVBar::close

Closing price.

Definition at line 64 of file n_asset_engine.hpp.

◆ high

double srfm::engine::OHLCVBar::high

Highest price.

Definition at line 62 of file n_asset_engine.hpp.

◆ low

double srfm::engine::OHLCVBar::low

Lowest price.

Definition at line 63 of file n_asset_engine.hpp.

◆ open

double srfm::engine::OHLCVBar::open

Opening price.

Definition at line 61 of file n_asset_engine.hpp.

◆ timestamp

double srfm::engine::OHLCVBar::timestamp

Bar timestamp (seconds since epoch or bar index).

Definition at line 66 of file n_asset_engine.hpp.

◆ volume

double srfm::engine::OHLCVBar::volume

Volume traded.

Definition at line 65 of file n_asset_engine.hpp.


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