srfm::hawking::BollingerState Struct Reference

Internal rolling state for Bollinger Band computation. More...

#include <hawking.hpp>

Public Member Functions
void	push (double price) noexcept
	Push a new price and pop the oldest if window is full.
double	mean () const noexcept
	Return the rolling mean (NaN-safe).
double	stddev () const noexcept
	Return the rolling standard deviation (population σ).
bool	full () const noexcept
	True iff window has reached its maximum size.

Public Attributes
std::vector< double >	window
	Rolling price window (oldest first).
double	sum {0.0}
	Running sum for fast mean.
double	sum_sq {0.0}
	Running sum of squares for fast σ.
std::size_t	max_size {DEFAULT_BB_WINDOW}

Detailed Description

Internal rolling state for Bollinger Band computation.

Definition at line 121 of file hawking.hpp.

Member Function Documentation

full()

bool srfm::hawking::BollingerState::full ( ) const

inlinenoexcept

True iff window has reached its maximum size.

Definition at line 137 of file hawking.hpp.

mean()

double srfm::hawking::BollingerState::mean ( ) const

noexcept

Return the rolling mean (NaN-safe).

Definition at line 66 of file hawking.cpp.

push()

void srfm::hawking::BollingerState::push ( double  price )

noexcept

Push a new price and pop the oldest if window is full.

Definition at line 53 of file hawking.cpp.

stddev()

double srfm::hawking::BollingerState::stddev ( ) const

noexcept

Return the rolling standard deviation (population σ).

Definition at line 71 of file hawking.cpp.

Member Data Documentation

max_size

std::size_t srfm::hawking::BollingerState::max_size {DEFAULT_BB_WINDOW}

Definition at line 125 of file hawking.hpp.

sum

double srfm::hawking::BollingerState::sum {0.0}

Running sum for fast mean.

Definition at line 123 of file hawking.hpp.

sum_sq

double srfm::hawking::BollingerState::sum_sq {0.0}

Running sum of squares for fast σ.

Definition at line 124 of file hawking.hpp.

window

std::vector<double> srfm::hawking::BollingerState::window

Rolling price window (oldest first).

Definition at line 122 of file hawking.hpp.

---

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

• include/srfm/hawking.hpp
• src/hawking.cpp