srfm::manifold::SpacetimeEvent Struct Reference

A point in 4D spacetime (t, x, y, z). More...

#include <spacetime_manifold.hpp>

Public Member Functions
bool	is_finite () const noexcept
	True iff all coordinates are finite.

Public Attributes
double	t {0.0}
double	x {0.0}
double	y {0.0}
double	z {0.0}
double	time
	Market time coordinate (bar index or timestamp)
double	price
	Price spatial coordinate.
double	volume
	Volume spatial coordinate.
double	momentum
	Momentum spatial coordinate.

Detailed Description

A point in 4D spacetime (t, x, y, z).

In the financial interpretation: t = time index x = price y = volume z = volatility proxy

A single market observation embedded as a 4-vector in financial spacetime.

Coordinates: [0] time — bar index or fractional seconds (market-time axis) [1] price — normalised mid-price (spatial axis 1) [2] volume — normalised traded volume (spatial axis 2) [3] momentum — price momentum indicator, e.g. ROC (spatial axis 3)

Definition at line 82 of file spacetime_manifold.hpp.

Member Function Documentation

is_finite()

bool srfm::manifold::SpacetimeEvent::is_finite ( ) const

noexcept

True iff all coordinates are finite.

Examples

/home/runner/work/Special-Relativity-in-Financial-Modeling/Special-Relativity-in-Financial-Modeling/src/manifold/spacetime_manifold.hpp.

Definition at line 59 of file spacetime_manifold.cpp.

Member Data Documentation

momentum

double srfm::manifold::SpacetimeEvent::momentum

Momentum spatial coordinate.

Definition at line 55 of file manifold.hpp.

price

double srfm::manifold::SpacetimeEvent::price

Price spatial coordinate.

Definition at line 53 of file manifold.hpp.

t

double srfm::manifold::SpacetimeEvent::t {0.0}

Examples

/home/runner/work/Special-Relativity-in-Financial-Modeling/Special-Relativity-in-Financial-Modeling/src/manifold/spacetime_manifold.hpp.

Definition at line 83 of file spacetime_manifold.hpp.

time

double srfm::manifold::SpacetimeEvent::time

Market time coordinate (bar index or timestamp)

Definition at line 52 of file manifold.hpp.

volume

double srfm::manifold::SpacetimeEvent::volume

Volume spatial coordinate.

Definition at line 54 of file manifold.hpp.

x

double srfm::manifold::SpacetimeEvent::x {0.0}

Examples

/home/runner/work/Special-Relativity-in-Financial-Modeling/Special-Relativity-in-Financial-Modeling/src/manifold/spacetime_manifold.hpp.

Definition at line 84 of file spacetime_manifold.hpp.

y

double srfm::manifold::SpacetimeEvent::y {0.0}

Examples

/home/runner/work/Special-Relativity-in-Financial-Modeling/Special-Relativity-in-Financial-Modeling/src/manifold/spacetime_manifold.hpp.

Definition at line 85 of file spacetime_manifold.hpp.

z

double srfm::manifold::SpacetimeEvent::z {0.0}

Examples

/home/runner/work/Special-Relativity-in-Financial-Modeling/Special-Relativity-in-Financial-Modeling/src/manifold/spacetime_manifold.hpp.

Definition at line 86 of file spacetime_manifold.hpp.

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

• src/manifold/spacetime_manifold.hpp
• include/srfm/manifold.hpp
• src/manifold/spacetime_manifold.cpp