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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 <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 | |
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.
| double srfm::tensor::GeodesicSignal::geodesic_deviation |
||x_actual[1:3] − x_geodesic[1:3]||₂
Definition at line 47 of file geodesic_signal.hpp.
| bool srfm::tensor::GeodesicSignal::is_valid |
false if geodesic integration failed for this bar
Definition at line 49 of file geodesic_signal.hpp.
| 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.