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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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#include <hawking.hpp>
Public Member Functions | |
| std::string | to_string () const |
| Format a compact one-liner for logging. | |
Public Attributes | |
| double | temperature {0.0} |
| T_H = z × Δz. | |
| double | z_score {0.0} |
| (P − μ) / σ | |
| double | delta_z {0.0} |
| Change in z-score from previous bar. | |
| double | bollinger_mean {0.0} |
| Rolling μ | |
| double | bollinger_std {0.0} |
| Rolling σ | |
| bool | near_horizon {false} |
| |z_score| ≥ bb_sigma | |
Per-bar Hawking temperature measurement.
Attributes: temperature Dimensionless T_H = z × Δz. z_score Current Bollinger Band z-score: (P − μ) / σ. delta_z Bar-to-bar change in z-score (velocity of approach). bollinger_mean Rolling mean μ over the BB window. bollinger_std Rolling standard deviation σ over the BB window. near_horizon True iff |z_score| >= bb_sigma (outside the outer band).
Definition at line 83 of file hawking.hpp.
| std::string srfm::hawking::HawkingTemperature::to_string | ( | ) | const |
Format a compact one-liner for logging.
Definition at line 20 of file hawking.cpp.
| double srfm::hawking::HawkingTemperature::bollinger_mean {0.0} |
Rolling μ
Definition at line 87 of file hawking.hpp.
| double srfm::hawking::HawkingTemperature::bollinger_std {0.0} |
Rolling σ
Definition at line 88 of file hawking.hpp.
| double srfm::hawking::HawkingTemperature::delta_z {0.0} |
Change in z-score from previous bar.
Definition at line 86 of file hawking.hpp.
| bool srfm::hawking::HawkingTemperature::near_horizon {false} |
|z_score| ≥ bb_sigma
Definition at line 89 of file hawking.hpp.
| double srfm::hawking::HawkingTemperature::temperature {0.0} |
T_H = z × Δz.
Definition at line 84 of file hawking.hpp.
| double srfm::hawking::HawkingTemperature::z_score {0.0} |
(P − μ) / σ
Definition at line 85 of file hawking.hpp.