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::tensor::GeodesicSignal Struct Reference

#include <geodesic_signal.hpp>

Public Attributes

double geodesic_deviation
 ||x_actual[1:3] − x_geodesic[1:3]||₂
 
double proper_time
 Proper time τ at this bar (bar_index × step_size)
 
bool is_valid
 false if geodesic integration failed for this bar
 

Detailed Description

Per-bar geodesic deviation signal.

Produced by GeodesicDeviationCalculator::compute for each bar in a price series. The deviation measures how far the actual market position is from the geodesic-predicted position in the spatial subspace.

Definition at line 46 of file geodesic_signal.hpp.

Member Data Documentation

◆ geodesic_deviation

double srfm::tensor::GeodesicSignal::geodesic_deviation

||x_actual[1:3] − x_geodesic[1:3]||₂

Definition at line 47 of file geodesic_signal.hpp.

◆ is_valid

bool srfm::tensor::GeodesicSignal::is_valid

false if geodesic integration failed for this bar

Definition at line 49 of file geodesic_signal.hpp.

◆ proper_time

double srfm::tensor::GeodesicSignal::proper_time

Proper time τ at this bar (bar_index × step_size)

Definition at line 48 of file geodesic_signal.hpp.


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