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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 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). | |
A single OHLCV bar for one asset.
Definition at line 60 of file n_asset_engine.hpp.
| double srfm::engine::OHLCVBar::close |
Closing price.
Definition at line 64 of file n_asset_engine.hpp.
| double srfm::engine::OHLCVBar::high |
Highest price.
Definition at line 62 of file n_asset_engine.hpp.
| double srfm::engine::OHLCVBar::low |
Lowest price.
Definition at line 63 of file n_asset_engine.hpp.
| double srfm::engine::OHLCVBar::open |
Opening price.
Definition at line 61 of file n_asset_engine.hpp.
| double srfm::engine::OHLCVBar::timestamp |
Bar timestamp (seconds since epoch or bar index).
Definition at line 66 of file n_asset_engine.hpp.
| double srfm::engine::OHLCVBar::volume |
Volume traded.
Definition at line 65 of file n_asset_engine.hpp.