srfm::momentum::MomentumSignal Struct Reference

Input descriptor for a single relativistic momentum computation. More...

#include <momentum.hpp>

Public Attributes
double	raw_value
	Unmodified strategy signal (any finite double)
BetaVelocity	beta
	Normalised market velocity β ∈ [0, BETA_MAX_SAFE)
double	effective_mass
	Liquidity proxy m_eff > 0 (e.g. ADV normalised)

Detailed Description

Input descriptor for a single relativistic momentum computation.

Definition at line 40 of file momentum.hpp.

Member Data Documentation

beta

BetaVelocity srfm::momentum::MomentumSignal::beta

Normalised market velocity β ∈ [0, BETA_MAX_SAFE)

Definition at line 42 of file momentum.hpp.

effective_mass

double srfm::momentum::MomentumSignal::effective_mass

Liquidity proxy m_eff > 0 (e.g. ADV normalised)

Definition at line 43 of file momentum.hpp.

raw_value

double srfm::momentum::MomentumSignal::raw_value

Unmodified strategy signal (any finite double)

Definition at line 41 of file momentum.hpp.

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

• include/srfm/momentum.hpp