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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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#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). | |
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.
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inlinenoexcept |
Return the fraction of scanned bars that are causal predecessors.
Definition at line 71 of file causal_cone.hpp.
| 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.
| manifold::SpacetimeEvent srfm::causal::CausalHistory::event |
The current bar (the "effect" event).
Definition at line 58 of file causal_cone.hpp.
| 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.
| 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.