Special Relativity in Financial Modeling 1.0.0
Lorentz transforms, spacetime classification, and geodesic price paths for quantitative finance
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Classes | Namespaces
lorentz_transform.hpp File Reference

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
 

Detailed Description

Stateful Lorentz transformation for (bar_index, normalised_price) events.

Module: include/srfm/stream/ Owner: AGT-10 (Builder) — 2026-03-01

Responsibility

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.

Guarantees

• 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).

NOT Responsible For

• Computing β (BetaCalculator) • Computing Δs² (SpacetimeManifold) • Signal scaling (signal_processor)

Definition in file lorentz_transform.hpp.