srfm::backtest::LorentzSignalAdjuster Class Reference

#include <backtest.hpp>

Public Member Functions
	LorentzSignalAdjuster (double effective_mass=1.0)
std::optional< LorentzCorrectedSeries >	adjust (std::span< const BarData > bars) const noexcept

Static Public Member Functions
static std::optional< double >	lorentz_gamma (BetaVelocity beta) noexcept

Detailed Description

Applies relativistic Lorentz corrections to a raw signal series.

For each bar t: γ_t = 1 / √(1 − β_t²) (Lorentz factor) adjusted_t = γ_t × m_eff × raw_t (relativistic momentum analog)

When β_t is invalid (|β| ≥ BETA_MAX_SAFE or non-finite), the corrected bar falls back to the raw signal (effectively γ = 1).

Definition at line 205 of file backtest.hpp.

Constructor & Destructor Documentation

LorentzSignalAdjuster()

srfm::backtest::LorentzSignalAdjuster::LorentzSignalAdjuster ( double  effective_mass = 1.0 )

explicit

Construct with effective mass parameter m_eff.

Arguments

• effective_mass — Liquidity proxy, must be > 0. Defaults to 1.0.

Definition at line 180 of file performance_metrics.cpp.

Member Function Documentation

adjust()

std::optional< LorentzCorrectedSeries > srfm::backtest::LorentzSignalAdjuster::adjust ( std::span< const BarData >  bars ) const

noexcept

Apply Lorentz corrections to a bar series.

Arguments

• bars — Input bars containing raw_signal and beta for each time step.

Returns

LorentzCorrectedSeries with per-bar γ values and adjusted signals. Returns nullopt if bars is empty or effective_mass <= 0.

Definition at line 197 of file performance_metrics.cpp.

lorentz_gamma()

std::optional< double > srfm::backtest::LorentzSignalAdjuster::lorentz_gamma ( BetaVelocity  beta )

staticnoexcept

Compute the Lorentz factor γ for a single β value.

Returns

γ ≥ 1.0, or nullopt for invalid β.

Definition at line 184 of file performance_metrics.cpp.

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

• include/srfm/backtest.hpp
• src/backtest/performance_metrics.cpp