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

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).
 

Detailed Description

Fully-characterised relativistic signal for one processed tick.

Emitted by SignalProcessor into the output SPSCRing, consumed by SignalConsumer for JSON serialisation.

Fields

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.

Member Data Documentation

◆ bar

std::int64_t srfm::stream::StreamRelativisticSignal::bar {0}

Bar sequence number.

Definition at line 77 of file stream_signal.hpp.

◆ beta

double srfm::stream::StreamRelativisticSignal::beta {0.0}

Market velocity β.

Definition at line 78 of file stream_signal.hpp.

◆ ds2

double srfm::stream::StreamRelativisticSignal::ds2 {0.0}

Spacetime interval Δs² (diagnostic).

Definition at line 82 of file stream_signal.hpp.

◆ gamma

double srfm::stream::StreamRelativisticSignal::gamma {1.0}

Lorentz factor γ.

Definition at line 79 of file stream_signal.hpp.

◆ regime

Regime srfm::stream::StreamRelativisticSignal::regime {Regime::LIGHTLIKE}

Spacetime interval regime.

Definition at line 80 of file stream_signal.hpp.

◆ signal

double srfm::stream::StreamRelativisticSignal::signal {0.0}

Relativistic signal value.

Definition at line 81 of file stream_signal.hpp.


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