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 | Static Public Member Functions | List of all members
srfm::stream::LorentzTransform Class Reference

Applies a 1+1D Lorentz boost to tick coordinates. More...

#include <lorentz_transform.hpp>

Public Member Functions

 LorentzTransform () noexcept=default
 
TransformedEvent transform (double t, double x, double beta) const noexcept
 Compute the Lorentz-boosted coordinates for a single tick event.
 
TransformedEvent inverse (double t_prime, double x_prime, double beta) const noexcept
 Inverse Lorentz boost: recover (t, x) from (t', x') given β.
 

Static Public Member Functions

static double lorentz_gamma (double beta) noexcept
 Compute γ = 1/√(1−β²) for a given β.
 

Detailed Description

Applies a 1+1D Lorentz boost to tick coordinates.

Maintains no persistent inter-tick state beyond what SpacetimeManifold needs. Stateless in the physics sense — transform() is a pure mathematical operation given (t, x, β).

auto ev = lt.transform(bar_idx, norm_close, beta_calc.beta());
// ev.t_prime, ev.x_prime feed into SpacetimeManifold
Applies a 1+1D Lorentz boost to tick coordinates.
TransformedEvent transform(double t, double x, double beta) const noexcept
Compute the Lorentz-boosted coordinates for a single tick event.

Definition at line 73 of file lorentz_transform.hpp.

Constructor & Destructor Documentation

◆ LorentzTransform()

srfm::stream::LorentzTransform::LorentzTransform ( )
defaultnoexcept

Member Function Documentation

◆ inverse()

TransformedEvent srfm::stream::LorentzTransform::inverse ( double  t_prime,
double  x_prime,
double  beta 
) const
inlinenoexcept

Inverse Lorentz boost: recover (t, x) from (t', x') given β.

Uses the inverse transformation: t = γ · (t' + β·x') x = γ · (x' + β·t')

Note
noexcept.

Definition at line 131 of file lorentz_transform.hpp.

◆ lorentz_gamma()

static double srfm::stream::LorentzTransform::lorentz_gamma ( double  beta)
inlinestaticnoexcept

Compute γ = 1/√(1−β²) for a given β.

Convenience function; returns 1.0 for invalid inputs.

Note
noexcept.

Definition at line 116 of file lorentz_transform.hpp.

◆ transform()

TransformedEvent srfm::stream::LorentzTransform::transform ( double  t,
double  x,
double  beta 
) const
inlinenoexcept

Compute the Lorentz-boosted coordinates for a single tick event.

Parameters
tRaw time coordinate (bar index, cast to double).
xNormalised space coordinate (z-score close price).
betaMarket velocity β ∈ (−BETA_MAX_SAFE, +BETA_MAX_SAFE). If |β| ≥ 1 or non-finite, treated as 0 (identity boost).
Returns
TransformedEvent with boosted (t', x'), γ, and β recorded.
Note
noexcept — pure arithmetic, no allocation.

Definition at line 89 of file lorentz_transform.hpp.


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