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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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Stateful wrapper around computeBetaBatch / computeGammaBatch. More...
#include <simd_dispatch.hpp>
Public Member Functions | |
| BetaCalculator () noexcept | |
| Construct a fresh calculator. running_max starts at 0.0. | |
| std::vector< srfm::momentum::BetaVelocity > | computeBetaBatch (const std::vector< double > &velocities) noexcept |
| Compute β_i = |v_i| / running_max for a batch of velocities. | |
| std::vector< srfm::momentum::LorentzFactor > | computeGammaBatch (const std::vector< srfm::momentum::BetaVelocity > &betas) noexcept |
| Compute γ_i = 1/√(1 − β_i²) for a batch of betas. | |
| void | reset () noexcept |
| Reset the running maximum to 0.0. | |
| double | running_max () const noexcept |
| Returns the current running maximum (read-only). | |
| SimdLevel | simd_level () const noexcept |
| Returns the SIMD level selected for this process. | |
Stateful wrapper around computeBetaBatch / computeGammaBatch.
Maintains a session-scoped running_max so callers do not need to manage it manually. Existing call sites that use RelativisticSignalProcessor can migrate by:
NOT thread-safe. Create one BetaCalculator per thread.
Definition at line 134 of file simd_dispatch.hpp.
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noexcept |
Construct a fresh calculator. running_max starts at 0.0.
Definition at line 151 of file simd_dispatch.cpp.
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noexcept |
Compute β_i = |v_i| / running_max for a batch of velocities.
Delegates to the runtime-selected SIMD kernel. running_max is advanced to include this batch's maximum |velocity|.
| velocities | Raw price velocities (any finite double). |
Definition at line 157 of file simd_dispatch.cpp.
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noexcept |
Compute γ_i = 1/√(1 − β_i²) for a batch of betas.
Delegates to the runtime-selected SIMD kernel.
| betas | Output from a previous call to computeBetaBatch(). |
Definition at line 164 of file simd_dispatch.cpp.
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noexcept |
Reset the running maximum to 0.0.
Call between trading sessions to prevent stale state from inflating the denominator and artificially suppressing beta values.
Definition at line 170 of file simd_dispatch.cpp.
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noexcept |
Returns the current running maximum (read-only).
Definition at line 174 of file simd_dispatch.cpp.
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noexcept |
Returns the SIMD level selected for this process.
Definition at line 178 of file simd_dispatch.cpp.