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.
Flags
Columns
id
Surrogate UUID uniquely identifying this GMM component.
party_id
Owning party (legal entity) this component's configuration belongs to.
uuid_gen()
fx_spot_config_id
Parent fx_spot_generation_config this component contributes to.
uuid_gen()
component_index
Zero-based ordinal of this component within its parent's mixture.
faker::number::integer(0, 4)
description
Human-readable label for the component (e.g., "primary", "jump").
std::string(faker::word::adjective())
mean
Mean log-return (drift) of this Gaussian component per update.
faker::number::decimal(-0.001, 0.001)
stdev
Standard deviation (volatility) of this Gaussian component; must be >= 0.
faker::number::decimal(0.0, 0.01)
weight
Mixture weight of this component; normalised across the parent's set.
faker::number::decimal(0.0, 1.0)
SQL
Flags
Checks
| expression |
|---|
| "stdev" >= 0 |
| "weight" >= 0 |
Foreign keys
fx_spot_config_id
Validation function
C++
Flags
Repository
Domain includes
#include <boost/uuid/uuid.hpp> #include <chrono> #include <string>
Entity includes
#include <string>
Conventions
Qt
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 |
Columns (Qt model)
| 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 |