proper_time.hpp File Reference

Proper Time Portfolio module — Round 7 public API. More...

#include "srfm/constants.hpp"
#include <algorithm>
#include <cmath>
#include <stdexcept>
#include <vector>

Go to the source code of this file.

Classes
struct	srfm::proper_time::ProperTimeValue
	Value type returned by ProperTime::compute. More...
struct	srfm::proper_time::ProperTime
	Stateless computation of proper-time quantities. More...
class	srfm::proper_time::ProperTimeClock
class	srfm::proper_time::PortfolioAgingModel
struct	srfm::proper_time::PortfolioAgingModel::AgingResult
	Result of one aging computation. More...
class	srfm::proper_time::RelativisticRebalanceTimer

Namespaces
namespace	srfm
namespace	srfm::proper_time

Variables
constexpr double	srfm::proper_time::DEFAULT_MAX_VOL = 0.50
	Default maximum portfolio volatility (annualised), analogous to c.

Detailed Description

Proper Time Portfolio module — Round 7 public API.

Module: Proper Time Portfolio

Concept

In Special Relativity the proper time τ experienced by a moving observer is less than the coordinate time t measured by a stationary observer:

τ = t / γ       where γ = 1 / √(1 − β²)

Financial Interpretation

A high-volatility ("fast-moving") portfolio is analogous to the moving observer. It takes longer to reach the same information state as a low-volatility portfolio and therefore experiences "slower" proper time.

Mapping

• Coordinate time t → calendar time in years / trading days
• Velocity v = portfolio_vol / c (β ∈ [0, 1))
• Speed of light c = max_vol (configurable, default 0.50 = 50 % ann.)
• Lorentz factor γ = 1 / √(1 − β²)
• Proper time τ = t / γ

Key Interpretation

• γ > 1 for any v > 0: high-vol portfolios "age faster" in coordinate time — each calendar day has a larger impact on their information state.
• adj_sharpe = sharpe / √(effective_age) where effective_age = t · γ

Classes

• ProperTime — value type (τ, γ, v)
• ProperTimeClock — integrates dτ = dt / γ(v) over streaming vol obs.
• PortfolioAgingModel — computes effective age and adjusted Sharpe
• RelativisticRebalanceTimer — fires when accumulated Δτ > threshold

Guarantees

• No dynamic allocation in the hot path
• All methods noexcept where indicated
• Thread-compatible (external locking required for concurrent mutations)

Definition in file proper_time.hpp.