ores.synthetic.gmm_component
Table of Contents
A single weighted Gaussian component (mean, standard deviation, weight) of the
Gaussian Mixture Model that drives an fx_spot_generation_config's price
process. Components belong to a parent FX spot config via fx_spot_config_id;
their weights are normalised at generation time. Party- and tenant-scoped.
1. Flags
2. Columns
2.1. id
Surrogate UUID uniquely identifying this GMM component.
2.2. party_id
Owning party (legal entity) this component's configuration belongs to.
uuid_gen()
2.3. fx_spot_config_id
Parent fx_spot_generation_config this component contributes to.
uuid_gen()
2.4. component_index
Zero-based ordinal of this component within its parent's mixture.
faker::number::integer(0, 4)
2.5. description
Human-readable label for the component (e.g., "primary", "jump").
std::string(faker::word::adjective())
2.6. mean
Mean log-return (drift) of this Gaussian component per update.
faker::number::decimal(-0.001, 0.001)
2.7. stdev
Standard deviation (volatility) of this Gaussian component; must be >= 0.
faker::number::decimal(0.0, 0.01)
2.8. weight
Mixture weight of this component; normalised across the parent's set.
faker::number::decimal(0.0, 1.0)
3. SQL
3.1. Flags
3.2. Checks
| expression |
|---|
| "stdev" >= 0 |
| "weight" >= 0 |
4. Foreign keys
4.1. fx_spot_config_id
5. Validation function
6. C++
6.1. Flags
6.2. Repository
6.3. Domain includes
#include <boost/uuid/uuid.hpp> #include <chrono> #include <string>
6.4. Entity includes
#include <string>
6.5. Conventions
6.6. Table display
| column | header |
|---|---|
| component_index | Component |
| description | Description |
| mean | Mean |
| stdev | Stdev |
| weight | Weight |
| modified_by | Modified By |
| version | Version |
6.7. Presentation
6.7.1. Detail fields
| field | label | widget | type | is_key | is_required | placeholder |
|---|---|---|---|---|---|---|
| component_index | Component Index | componentIndexEdit | spin_box | true | Enter component index | |
| description | Description | descriptionEdit | line_edit | Enter description | ||
| mean | Mean | meanEdit | line_edit | true | Enter mean | |
| stdev | Std Dev | stdevEdit | line_edit | true | Enter standard deviation | |
| weight | Weight | weightEdit | line_edit | true | Enter weight |
6.7.2. Columns
| enum_name | field | header | type | width |
|---|---|---|---|---|
| ComponentIndex | component_index | Component Index | int | 120 |
| Description | description | Description | string | 200 |
| Mean | mean | Mean | double | 100 |
| Stdev | stdev | Std Dev | double | 100 |
| Weight | weight | Weight | double | 100 |
| Version | version | Version | int | 80 |
| ModifiedBy | modified_by | Modified By | string | 120 |
| RecordedAt | recorded_at | Recorded At | timestamp | 150 |