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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 Lorentz transformation for (bar_index, normalised_price) events. More...
#include <cmath>Go to the source code of this file.
Classes | |
| struct | srfm::stream::TransformedEvent |
| Lorentz-boosted spacetime event coordinates. More... | |
| class | srfm::stream::LorentzTransform |
| Applies a 1+1D Lorentz boost to tick coordinates. More... | |
Namespaces | |
| namespace | srfm |
| namespace | srfm::stream |
Stateful Lorentz transformation for (bar_index, normalised_price) events.
Module: include/srfm/stream/ Owner: AGT-10 (Builder) — 2026-03-01
Apply the 1+1-dimensional Lorentz boost to streaming tick coordinates.
Each tick is treated as an event at spacetime coordinates:
t = bar_index (sequence number, playing the role of time) x = normalised_close (z-score from CoordinateNormalizer, playing "space")
The boost is parameterised by β from BetaCalculator:
γ = 1 / √(1 − β²) t' = γ · (t − β·x) x' = γ · (x − β·t)
These prime coordinates feed into SpacetimeManifold for interval computation.
• Stateful: stores the previous transformed coordinates for interval calc. • noexcept: transform() is noexcept. • Returns identity transform (t'=t, x'=x) when β=0 (Newtonian limit). • Never produces non-finite output for valid inputs (β < BETA_MAX_SAFE).
• Computing β (BetaCalculator) • Computing Δs² (SpacetimeManifold) • Signal scaling (signal_processor)
Definition in file lorentz_transform.hpp.