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 | Enumerations | Functions
manifold.hpp File Reference

Spacetime Market Manifold — AGT-02 public API (implemented by AGT-06). More...

#include "srfm/constants.hpp"
#include <optional>
#include <string>

Go to the source code of this file.

Classes

struct  srfm::manifold::SpacetimeEvent
 A point in 4D spacetime (t, x, y, z). More...
 
class  srfm::manifold::SpacetimeInterval
 
class  srfm::manifold::MarketManifold
 

Namespaces

namespace  srfm
 
namespace  srfm::manifold
 

Enumerations

enum class  srfm::manifold::IntervalType {
  srfm::manifold::Timelike , srfm::manifold::Lightlike , srfm::manifold::Spacelike , srfm::manifold::TIMELIKE ,
  srfm::manifold::SPACELIKE , srfm::manifold::LIGHTLIKE
}
 Causal character of a spacetime interval. More...
 

Functions

const char * srfm::manifold::to_string (IntervalType t) noexcept
 Convert IntervalType to a human-readable string.
 

Detailed Description

Spacetime Market Manifold — AGT-02 public API (implemented by AGT-06).

Module: Market Manifold

Responsibility

Embed OHLCV bar data into the 4-dimensional financial spacetime manifold and compute the invariant spacetime interval ds² between market events.

The Core Idea

Each market observation (bar) is treated as a spacetime event with four coordinates: (time, price, volume, momentum). The interval between two events determines whether the market movement is:

Interval Formula

ds² = −c²·Δt² + ΔP² + ΔV² + ΔM²

where c = SPEED_OF_INFORMATION (normalised to 1.0 in natural units).

Guarantees

Definition in file manifold.hpp.