srfm::proper_time::RelativisticRebalanceTimer Class Reference

#include <proper_time.hpp>

Public Member Functions
	RelativisticRebalanceTimer (double threshold_tau=5.0, double max_vol=DEFAULT_MAX_VOL)
bool	tick (double new_vol, double dt_days=1.0) noexcept
double	tau_since_rebalance () const noexcept
	Accumulated proper time since the last rebalance.
std::size_t	rebalance_count () const noexcept
	Total number of rebalance events fired.
double	threshold_tau () const noexcept
	Threshold for rebalance trigger.
void	reset_timer () noexcept
	Reset timer (does not reset rebalance_count).

Detailed Description

Suggests rebalancing when accumulated proper time since the last rebalance exceeds a threshold. This avoids over-trading in high-volatility regimes where each calendar day has a lower informational content (slow proper time).

In high-vol regimes γ > 1 → dτ = dt / γ < dt, so the timer fires less frequently in calendar time — correctly reducing turnover when it matters most.

Definition at line 199 of file proper_time.hpp.

Constructor & Destructor Documentation

RelativisticRebalanceTimer()

srfm::proper_time::RelativisticRebalanceTimer::RelativisticRebalanceTimer ( double  threshold_tau = 5.0, double  max_vol = DEFAULT_MAX_VOL  )

explicit

Parameters

threshold_tau	Proper-time threshold in days before suggesting a rebalance. Default: 5.0 days.
max_vol	Volatility cap.

Definition at line 114 of file proper_time.cpp.

Member Function Documentation

rebalance_count()

std::size_t srfm::proper_time::RelativisticRebalanceTimer::rebalance_count ( ) const

inlinenoexcept

Total number of rebalance events fired.

Definition at line 221 of file proper_time.hpp.

reset_timer()

void srfm::proper_time::RelativisticRebalanceTimer::reset_timer ( )

noexcept

Reset timer (does not reset rebalance_count).

Definition at line 144 of file proper_time.cpp.

tau_since_rebalance()

double srfm::proper_time::RelativisticRebalanceTimer::tau_since_rebalance ( ) const

inlinenoexcept

Accumulated proper time since the last rebalance.

Definition at line 216 of file proper_time.hpp.

threshold_tau()

double srfm::proper_time::RelativisticRebalanceTimer::threshold_tau ( ) const

inlinenoexcept

Threshold for rebalance trigger.

Definition at line 226 of file proper_time.hpp.

tick()

bool srfm::proper_time::RelativisticRebalanceTimer::tick ( double  new_vol, double  dt_days = 1.0  )

noexcept

Advance the timer by one observation.

Parameters

new_vol	Current annualised volatility.
dt_days	Calendar days elapsed.

Returns

true if a rebalance is recommended.

Definition at line 123 of file proper_time.cpp.

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

• include/srfm/proper_time.hpp
• src/proper_time.cpp