geodesic_signal.hpp File Reference

Geodesic Deviation Signal — AGT-07 public API. More...

#include "srfm/tensor.hpp"
#include "srfm/manifold.hpp"
#include <vector>

Go to the source code of this file.

Classes
struct	srfm::tensor::GeodesicSignal
class	srfm::tensor::GeodesicDeviationCalculator

Namespaces
namespace	srfm
namespace	srfm::tensor

Detailed Description

Geodesic Deviation Signal — AGT-07 public API.

Module: Geodesic Deviation

Responsibility

Compute, for each bar in a price series, the Euclidean distance between the actual market position in financial spacetime and the position predicted by the geodesic equation integrated from the series start.

geodesic_deviation_i = ||x_actual_i[1:3] − x_geodesic_i[1:3]||₂

where components [1], [2], [3] are the spatial (price, volume, momentum) dimensions of the SpacetimePoint.

Physical Interpretation

The geodesic traces the "natural" price path: free-fall through the curved financial spacetime determined by the asset covariance geometry. A large deviation from the geodesic indicates the market is being pulled away from its natural trajectory by external forces (news, liquidity shocks). Mean-reversion hypothesis: large deviations should be followed by a return toward the geodesic (reversion to the natural path).

Guarantees

• All methods are noexcept
• Returns GeodesicSignal{0.0, 0.0, false} for pathological inputs
• First bar always returns deviation = 0.0 (reference point)
• No dynamic allocation beyond the returned vector

Definition in file geodesic_signal.hpp.