|
Special Relativity in Financial Modeling 1.0.0
Lorentz transforms, spacetime classification, and geodesic price paths for quantitative finance
|
Fully-characterised relativistic signal for one processed tick. More...
#include <stream_signal.hpp>
Public Attributes | |
| std::int64_t | bar {0} |
| Bar sequence number. | |
| double | beta {0.0} |
| Market velocity β. | |
| double | gamma {1.0} |
| Lorentz factor γ. | |
| Regime | regime {Regime::LIGHTLIKE} |
| Spacetime interval regime. | |
| double | signal {0.0} |
| Relativistic signal value. | |
| double | ds2 {0.0} |
| Spacetime interval Δs² (diagnostic). | |
Fully-characterised relativistic signal for one processed tick.
Emitted by SignalProcessor into the output SPSCRing, consumed by SignalConsumer for JSON serialisation.
bar — Monotonically increasing tick sequence number (0-based). beta — Normalised market velocity β ∈ (-BETA_MAX_SAFE, BETA_MAX_SAFE). gamma — Lorentz factor γ = 1/√(1−β²) ≥ 1.0. regime — Spacetime interval classification of this bar. signal — Relativistic-adjusted signal value: γ · m_eff · normalised_close. ds2 — Raw spacetime interval Δs² (diagnostic; not in JSON output).
Definition at line 76 of file stream_signal.hpp.
| std::int64_t srfm::stream::StreamRelativisticSignal::bar {0} |
Bar sequence number.
Definition at line 77 of file stream_signal.hpp.
| double srfm::stream::StreamRelativisticSignal::beta {0.0} |
Market velocity β.
Definition at line 78 of file stream_signal.hpp.
| double srfm::stream::StreamRelativisticSignal::ds2 {0.0} |
Spacetime interval Δs² (diagnostic).
Definition at line 82 of file stream_signal.hpp.
| double srfm::stream::StreamRelativisticSignal::gamma {1.0} |
Lorentz factor γ.
Definition at line 79 of file stream_signal.hpp.
| Regime srfm::stream::StreamRelativisticSignal::regime {Regime::LIGHTLIKE} |
Spacetime interval regime.
Definition at line 80 of file stream_signal.hpp.
| double srfm::stream::StreamRelativisticSignal::signal {0.0} |
Relativistic signal value.
Definition at line 81 of file stream_signal.hpp.