srfm::hawking::PriceEventHorizon::Config Struct Reference

Configuration for the Bollinger Band event horizon detector. More...

#include <hawking.hpp>

Public Attributes
std::size_t	bb_window {DEFAULT_BB_WINDOW}
	Rolling window size for Bollinger Band mean and std dev.
double	bb_sigma {DEFAULT_BB_SIGMA}
	Band multiplier: outer band = μ ± bb_sigma × σ.
double	hot_threshold {HAWKING_HOT_THRESHOLD}
	T_H threshold above which "near horizon" is signalled.
double	cold_threshold {HAWKING_COLD_THRESHOLD}
	T_H threshold below which "cold" (continuation) is signalled.

Detailed Description

Configuration for the Bollinger Band event horizon detector.

Definition at line 156 of file hawking.hpp.

Member Data Documentation

bb_sigma

double srfm::hawking::PriceEventHorizon::Config::bb_sigma {DEFAULT_BB_SIGMA}

Band multiplier: outer band = μ ± bb_sigma × σ.

Definition at line 161 of file hawking.hpp.

bb_window

std::size_t srfm::hawking::PriceEventHorizon::Config::bb_window {DEFAULT_BB_WINDOW}

Rolling window size for Bollinger Band mean and std dev.

Definition at line 158 of file hawking.hpp.

cold_threshold

double srfm::hawking::PriceEventHorizon::Config::cold_threshold {HAWKING_COLD_THRESHOLD}

T_H threshold below which "cold" (continuation) is signalled.

Definition at line 167 of file hawking.hpp.

hot_threshold

double srfm::hawking::PriceEventHorizon::Config::hot_threshold {HAWKING_HOT_THRESHOLD}

T_H threshold above which "near horizon" is signalled.

Definition at line 164 of file hawking.hpp.

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

• include/srfm/hawking.hpp