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Special Relativity in Financial Modeling 1.0.0
Lorentz transforms, spacetime classification, and geodesic price paths for quantitative finance
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#include <manifold.hpp>
Static Public Member Functions | |
| static std::optional< IntervalType > | classify (const SpacetimeEvent &a, const SpacetimeEvent &b) noexcept |
| static std::optional< double > | beta (const SpacetimeEvent &a, const SpacetimeEvent &b, double c_market=constants::SPEED_OF_INFORMATION) noexcept |
| static bool | is_causal (const SpacetimeEvent &a, const SpacetimeEvent &b) noexcept |
True if the trajectory from a to b is causal (timelike or lightlike). | |
| static std::optional< IntervalType > | process (srfm::CoordinateNormalizer &normalizer, const SpacetimeEvent &prev_normalized, const SpacetimeEvent &curr_raw) noexcept |
High-level interface to the financial spacetime manifold.
Wraps SpacetimeInterval with convenience methods for common pipeline queries: causal character, normalised velocity, and regime classification.
Definition at line 105 of file manifold.hpp.
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staticnoexcept |
Compute the normalised 3-velocity β = |Δspace| / (c · |Δtime|).
This is the financial analogue of the relativistic β = v/c used by BetaCalculator. It measures how fast the "spatial" (price/vol/momentum) coordinates change relative to the market time axis.
β in [0, BETA_MAX_SAFE), or nullopt if:
Definition at line 27 of file market_manifold.cpp.
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Compute the spacetime interval between two events and classify it.
nullopt if any coordinate is non-finite.
Definition at line 15 of file market_manifold.cpp.
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True if the trajectory from a to b is causal (timelike or lightlike).
Definition at line 60 of file market_manifold.cpp.
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Normalize curr_raw via normalizer, then classify the interval between prev_normalized and the resulting normalized event.
This is the canonical pipeline entry point. Every SpacetimeEvent is normalized before SpacetimeInterval::compute is called, preventing raw coordinate scale differences (price ~100, volume ~1e6) from dominating the interval computation.
normalizer — Rolling z-score normalizer (updated in place)prev_normalized — Previous event, already normalizedcurr_raw — Current event with raw market coordinatesInterval type of the normalized trajectory, or nullopt if any coordinate is non-finite after normalization.
Definition at line 74 of file market_manifold.cpp.