Uses of Class
com.quantfinlib.alpha.FundamentalsHistory
Packages that use FundamentalsHistory
Package
Description
Cross-sectional alpha research: signal generation, evaluation,
validation, execution-aware backtesting, portfolio construction and
reporting, each a separate step.
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Uses of FundamentalsHistory in com.quantfinlib.alpha
Methods in com.quantfinlib.alpha that return FundamentalsHistoryModifier and TypeMethodDescriptionFundamentalsHistory.add(String symbol, long periodEnd, long publishedAt, Fundamentals fundamentals) Adds a record with its actual publication time.FundamentalsHistory.addWithLag(String symbol, long periodEnd, long reportingLag, Fundamentals fundamentals) Adds a record whose release date is unknown, assuming it became publicreportingLagafterperiodEnd.Methods in com.quantfinlib.alpha with parameters of type FundamentalsHistoryModifier and TypeMethodDescriptionAlphaContext.withFundamentalsHistory(FundamentalsHistory history) The same panel with point-in-time fundamentals attached.