Comparison of Hawking-signal strategy vs the existing TIMELIKE classifier. More...

#include <hawking.hpp>

Public Member Functions
double	sharpe_improvement () const noexcept
	Improvement in Sharpe: hawking − timelike.

std::string	to_string () const
	Format a one-line human-readable summary.

Public Attributes
backtest::PerformanceMetrics	hawking_metrics
	Performance of the Hawking temperature signal strategy.

backtest::PerformanceMetrics	timelike_metrics
	Performance of the TIMELIKE (standard relativistic) strategy.

double	mean_temperature {0.0}
	Mean \|T_H\| across all bars with a non-neutral signal.

double	signal_coverage {0.0}
	Fraction of bars where the Hawking signal was non-neutral.

Detailed Description

Comparison of Hawking-signal strategy vs the existing TIMELIKE classifier.

Definition at line 242 of file hawking.hpp.

Member Function Documentation

double srfm::hawking::HawkingBacktestResult::sharpe_improvement ( ) const

inlinenoexcept

Improvement in Sharpe: hawking − timelike.

Definition at line 256 of file hawking.hpp.

std::string srfm::hawking::HawkingBacktestResult::to_string ( ) const

Format a one-line human-readable summary.

Definition at line 206 of file hawking.cpp.

backtest::PerformanceMetrics srfm::hawking::HawkingBacktestResult::hawking_metrics

Performance of the Hawking temperature signal strategy.

Definition at line 244 of file hawking.hpp.

double srfm::hawking::HawkingBacktestResult::mean_temperature {0.0}

Mean |T_H| across all bars with a non-neutral signal.

Definition at line 250 of file hawking.hpp.

double srfm::hawking::HawkingBacktestResult::signal_coverage {0.0}

Fraction of bars where the Hawking signal was non-neutral.

Definition at line 253 of file hawking.hpp.

backtest::PerformanceMetrics srfm::hawking::HawkingBacktestResult::timelike_metrics

Performance of the TIMELIKE (standard relativistic) strategy.

Definition at line 247 of file hawking.hpp.

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