Special Relativity in Financial Modeling 1.0.0
Lorentz transforms, spacetime classification, and geodesic price paths for quantitative finance
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geodesic_signal.cpp File Reference

Implementation of GeodesicDeviationCalculator — AGT-07. More...

#include "srfm/geodesic_signal.hpp"
#include "srfm/constants.hpp"
#include <algorithm>
#include <cmath>
#include <limits>

Go to the source code of this file.

Namespaces

namespace  srfm
 
namespace  srfm::tensor
 

Detailed Description

Implementation of GeodesicDeviationCalculator — AGT-07.

Integrates the geodesic equation from the first bar and computes the Euclidean spatial deviation between the actual and predicted market position at each subsequent bar.

The core loop:

  1. Convert events → SpacetimePoints
  2. Estimate u₀ from the first displacement
  3. Integrate geodesic for (n−1) steps (one step per bar gap)
  4. For bar i: deviation = (actual[1:3] − geodesic[1:3]).norm()

Definition in file geodesic_signal.cpp.