Special Relativity in Financial Modeling 1.0.0
Lorentz transforms, spacetime classification, and geodesic price paths for quantitative finance
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Public Member Functions | Public Attributes | List of all members
srfm::causal::CausalHistory Struct Reference

#include <causal_cone.hpp>

Public Member Functions

double causal_fraction () const noexcept
 Return the fraction of scanned bars that are causal predecessors.
 

Public Attributes

manifold::SpacetimeEvent event
 The current bar (the "effect" event).
 
std::vector< manifold::SpacetimeEvent > causal_predecessors
 
std::vector< std::size_t > predecessor_indices
 Indices into the original bar array for each causal predecessor.
 
std::size_t total_bars_scanned {0}
 Number of bars scanned (including SPACELIKE/excluded ones).
 

Detailed Description

The set of past bars that causally "matter" to a given bar.

A bar is a causal predecessor iff the spacetime interval from that bar to the current bar is TIMELIKE (ds² < 0). SPACELIKE bars are excluded.

Definition at line 56 of file causal_cone.hpp.

Member Function Documentation

◆ causal_fraction()

double srfm::causal::CausalHistory::causal_fraction ( ) const
inlinenoexcept

Return the fraction of scanned bars that are causal predecessors.

Definition at line 71 of file causal_cone.hpp.

Member Data Documentation

◆ causal_predecessors

std::vector<manifold::SpacetimeEvent> srfm::causal::CausalHistory::causal_predecessors

Ordered list of causal predecessor events (oldest first). Contains only TIMELIKE (ds² < 0) predecessors of event.

Definition at line 62 of file causal_cone.hpp.

◆ event

manifold::SpacetimeEvent srfm::causal::CausalHistory::event

The current bar (the "effect" event).

Definition at line 58 of file causal_cone.hpp.

◆ predecessor_indices

std::vector<std::size_t> srfm::causal::CausalHistory::predecessor_indices

Indices into the original bar array for each causal predecessor.

Definition at line 65 of file causal_cone.hpp.

◆ total_bars_scanned

std::size_t srfm::causal::CausalHistory::total_bars_scanned {0}

Number of bars scanned (including SPACELIKE/excluded ones).

Definition at line 68 of file causal_cone.hpp.


The documentation for this struct was generated from the following file: