Special Relativity in Financial Modeling 1.0.0
Lorentz transforms, spacetime classification, and geodesic price paths for quantitative finance
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Static Public Member Functions | List of all members
srfm::manifold::MarketManifold Class Reference

#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
 

Detailed Description

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.

Member Function Documentation

◆ beta()

std::optional< double > srfm::manifold::MarketManifold::beta ( const SpacetimeEvent &  a,
const SpacetimeEvent &  b,
double  c_market = constants::SPEED_OF_INFORMATION 
)
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.

Returns

β in [0, BETA_MAX_SAFE), or nullopt if:

  • Δt = 0 (simultaneous events — undefined velocity)
  • Any coordinate is non-finite

Definition at line 27 of file market_manifold.cpp.

◆ classify()

std::optional< IntervalType > srfm::manifold::MarketManifold::classify ( const SpacetimeEvent &  a,
const SpacetimeEvent &  b 
)
staticnoexcept

Compute the spacetime interval between two events and classify it.

Returns

nullopt if any coordinate is non-finite.

Definition at line 15 of file market_manifold.cpp.

◆ is_causal()

bool srfm::manifold::MarketManifold::is_causal ( const SpacetimeEvent &  a,
const SpacetimeEvent &  b 
)
staticnoexcept

True if the trajectory from a to b is causal (timelike or lightlike).

Definition at line 60 of file market_manifold.cpp.

◆ process()

std::optional< IntervalType > srfm::manifold::MarketManifold::process ( srfm::CoordinateNormalizer &  normalizer,
const SpacetimeEvent &  prev_normalized,
const SpacetimeEvent &  curr_raw 
)
staticnoexcept

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.

Arguments

  • normalizer — Rolling z-score normalizer (updated in place)
  • prev_normalized — Previous event, already normalized
  • curr_raw — Current event with raw market coordinates

Returns

Interval type of the normalized trajectory, or nullopt if any coordinate is non-finite after normalization.

Definition at line 74 of file market_manifold.cpp.


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