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

#include <momentum.hpp>

Public Member Functions

 RelativisticSignalProcessor () noexcept=default
 
std::optional< std::vector< RelativisticSignal > > process (std::span< const RawSignal > signals, BetaVelocity beta, EffectiveMass m_eff) const noexcept
 Process a batch of raw signals.
 
std::optional< RelativisticSignal > process_one (RawSignal signal, BetaVelocity beta, EffectiveMass m_eff) const noexcept
 Process a single raw signal (convenience wrapper).
 

Detailed Description

Definition at line 235 of file momentum.hpp.

Constructor & Destructor Documentation

◆ RelativisticSignalProcessor()

srfm::momentum::RelativisticSignalProcessor::RelativisticSignalProcessor ( )
defaultnoexcept

Member Function Documentation

◆ process()

std::optional< std::vector< RelativisticSignal > > srfm::momentum::RelativisticSignalProcessor::process ( std::span< const RawSignal >  signals,
BetaVelocity  beta,
EffectiveMass  m_eff 
) const
noexcept

Process a batch of raw signals.

Gamma is computed once and reused for every signal in the batch.

Parameters
signalsSpan of raw signal values (zero or more).
betaNormalised market velocity for this processing frame.
m_effADV-based effective mass for this frame.
Returns
Vector of RelativisticSignal (one per input), in order. Returns std::nullopt only if γ computation yields a non-finite result (unreachable with a valid BetaVelocity).
Examples
/home/runner/work/Special-Relativity-in-Financial-Modeling/Special-Relativity-in-Financial-Modeling/src/momentum/momentum.hpp.

Definition at line 77 of file momentum.cpp.

◆ process_one()

std::optional< RelativisticSignal > srfm::momentum::RelativisticSignalProcessor::process_one ( RawSignal  signal,
BetaVelocity  beta,
EffectiveMass  m_eff 
) const
noexcept

Process a single raw signal (convenience wrapper).

Returns
RelativisticSignal, or std::nullopt if γ fails.
Examples
/home/runner/work/Special-Relativity-in-Financial-Modeling/Special-Relativity-in-Financial-Modeling/src/momentum/momentum.hpp.

Definition at line 101 of file momentum.cpp.


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