Special Relativity in Financial Modeling 1.0.0
Lorentz transforms, spacetime classification, and geodesic price paths for quantitative finance
Loading...
Searching...
No Matches
Public Member Functions | Public Attributes | List of all members
srfm::hawking::HawkingTemperature Struct Reference

#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
 

Detailed Description

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.

Member Function Documentation

◆ to_string()

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

Format a compact one-liner for logging.

Definition at line 20 of file hawking.cpp.

Member Data Documentation

◆ bollinger_mean

double srfm::hawking::HawkingTemperature::bollinger_mean {0.0}

Rolling μ

Definition at line 87 of file hawking.hpp.

◆ bollinger_std

double srfm::hawking::HawkingTemperature::bollinger_std {0.0}

Rolling σ

Definition at line 88 of file hawking.hpp.

◆ delta_z

double srfm::hawking::HawkingTemperature::delta_z {0.0}

Change in z-score from previous bar.

Definition at line 86 of file hawking.hpp.

◆ near_horizon

bool srfm::hawking::HawkingTemperature::near_horizon {false}

|z_score| ≥ bb_sigma

Definition at line 89 of file hawking.hpp.

◆ temperature

double srfm::hawking::HawkingTemperature::temperature {0.0}

T_H = z × Δz.

Definition at line 84 of file hawking.hpp.

◆ z_score

double srfm::hawking::HawkingTemperature::z_score {0.0}

(P − μ) / σ

Definition at line 85 of file hawking.hpp.


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