Uses of Class
com.quantfinlib.core.BarSeries

Packages that use BarSeries

Package	Description
com.quantfinlib.alpha	Cross-sectional alpha research: signal generation, evaluation, validation, execution-aware backtesting, portfolio construction and reporting, each a separate step.
com.quantfinlib.backtest	Bar-based backtesting engines, execution models and performance analytics.
com.quantfinlib.backtest.portfolio	Multi-asset portfolio backtesting with point-in-time universes and financing.
com.quantfinlib.backtest.validation	Validation tools that test a backtest for overfitting.
com.quantfinlib.core	Core bar and bar-series types used by every analytics package.
com.quantfinlib.data	Loading, recording, replaying and aligning market data.
com.quantfinlib.indicators	Technical indicators in batch and streaming form.
com.quantfinlib.microstructure	Market microstructure analytics: impact, liquidity, order-flow signals and intraday curves.
com.quantfinlib.screener	Stock screening by technical and fundamental filters, with ranking and CSV export.
com.quantfinlib.volatility	Volatility models: EWMA, GARCH-family, HAR-RV, a model-free volatility index and a systematic/idiosyncratic decomposition.

Uses of BarSeries in com.quantfinlib.alpha

Methods in com.quantfinlib.alpha that return BarSeries

Modifier and Type	Method	Description
BarSeries	AlphaContext.series(int i)	Price series for symbol index i (the panel axis, not the bar).

Methods in com.quantfinlib.alpha with parameters of type BarSeries

Modifier and Type	Method	Description
static double[]	PortfolioConstruction.trailingBetas(AlphaContext ctx, int index, int lookback, BarSeries market)	Trailing OLS betas against an external market series aligned with the panel (same bar count and timestamps), for example an index.

Method parameters in com.quantfinlib.alpha with type arguments of type BarSeries

Modifier and Type	Method	Description
static AlphaContext	AlphaContext.of(Map<String, BarSeries> data)	Panel without fundamentals (technical factors only).
static AlphaContext	AlphaContext.of(Map<String, BarSeries> data, Map<String, Fundamentals> fundamentals)	Panel with a static fundamentals snapshot.

Uses of BarSeries in com.quantfinlib.backtest

Methods in com.quantfinlib.backtest with parameters of type BarSeries

Modifier and Type	Method	Description
double	TradeCostModel.costBps(BarSeries series, int index, double notional)	All-in one-way cost, in bps of traded notional, for trading notional (currency units, always positive) of series at bar index.
List<Execution>	ExecutionModel.execute(Side side, long requestedQty, BarSeries series, int index)	Executes up to requestedQty on this bar.
List<Execution>	IcebergExecution.execute(Side side, long requestedQty, BarSeries series, int index)
List<Execution>	InstantExecution.execute(Side side, long requestedQty, BarSeries series, int index)
List<Execution>	LastLookExecution.execute(Side side, long requestedQty, BarSeries series, int index)
List<Execution>	SorExecution.execute(Side side, long requestedQty, BarSeries series, int index)
void	TradingStrategy.init(BarSeries series)
default double	ExecutionModel.referencePrice(BarSeries series, int index)	The price this model's fills are anchored to on the given bar — the engine budgets entry requests as cash / (referencePrice * (1 + worstCaseCostFraction())).
double	IcebergExecution.referencePrice(BarSeries series, int index)
double	LastLookExecution.referencePrice(BarSeries series, int index)
static BacktestResult	Backtester.run(TradingStrategy strategy, BarSeries series, BacktestConfig config)
static BacktestResult	Backtester.run(TradingStrategy strategy, BarSeries series, BacktestConfig config, int tradeFrom)	Variant with a warm-up prefix: indicators are initialised over the whole series, but no signal is acted on (and no equity recorded) before tradeFrom.
ExecutionAlgoBacktester.Result	ExecutionAlgoBacktester.run(BarSeries series, Side side, long parentQty, BenchmarkExecutor.Benchmark benchmark)	ExecutionAlgoBacktester.run(BarSeries, Side, long, BenchmarkExecutor.Benchmark, double) for the time/volume benchmarks (no POV rate needed).
ExecutionAlgoBacktester.Result	ExecutionAlgoBacktester.run(BarSeries series, Side side, long parentQty, BenchmarkExecutor.Benchmark benchmark, double povRate)	Works parentQty through the session under benchmark and grades it.
static ExecutionAwareResult	ExecutionAwareBacktester.run(TradingStrategy strategy, BarSeries series, BacktestConfig config, ExecutionModel model)
static Backtester.Segment	Backtester.runSegment(TradingStrategy strategy, BarSeries series, BacktestConfig config, int tradeFrom, Backtester.State start, int indexOffset, boolean liquidateAtEnd)	Runs bars [tradeFrom, n) of series starting from start.
static BacktestResult	Backtester.runWholeLots(TradingStrategy strategy, BarSeries series, BacktestConfig config, double lotSize)	As Backtester.run(TradingStrategy, BarSeries, BacktestConfig) but entries buy a whole number of lots instead of investing all cash.

Uses of BarSeries in com.quantfinlib.backtest.portfolio

Method parameters in com.quantfinlib.backtest.portfolio with type arguments of type BarSeries

Modifier and Type	Method	Description
void	CrossSectionalMomentum.init(Map<String, BarSeries> data)
void	PortfolioStrategy.init(Map<String, BarSeries> data)
default void	PortfolioStrategy.init(Map<String, BarSeries> signalData, Map<String, BarSeries> tradeData)	Price-pair initialisation used by the survivorship-aware engine: signalData is split and dividend adjusted and is what signals must be computed on; tradeData is the unadjusted series the engine trades on, available for strategies that need actual prices (share-count limits, price filters).
static PortfolioBacktester.Result	PortfolioBacktester.run(PortfolioStrategy strategy, Map<String, BarSeries> data, PortfolioBacktester.Config config)	Classic run: every supplied symbol is tradeable on every bar.
static PortfolioBacktester.Result	PortfolioBacktester.run(PortfolioStrategy strategy, Map<String, BarSeries> data, PortfolioBacktester.Config config, PointInTimeUniverse universe, Map<String, List<CorporateActions.CorporateAction>> cashDividends)	Survivorship-aware run (see the class doc for semantics).
static PortfolioBacktester.Result	PortfolioBacktester.run(PortfolioStrategy strategy, Map<String, BarSeries> data, Map<String, BarSeries> signalData, PortfolioBacktester.Config config, PointInTimeUniverse universe, Map<String, List<CorporateActions.CorporateAction>> cashDividends)	Survivorship-aware run on a price pair: signalData (split and dividend adjusted, for example via CorporateActions.adjust(BarSeries, List)) is what the strategy sees for its signals; data (unadjusted) is what the engine trades, values and pays dividends on.
static PortfolioBacktester.Result	PortfolioBacktester.run(PortfolioStrategy strategy, Map<String, BarSeries> data, Map<String, BarSeries> signalData, PortfolioBacktester.Config config, PointInTimeUniverse universe, Map<String, List<CorporateActions.CorporateAction>> cashDividends, PortfolioBacktester.Participation participation)	The price-pair run with a participation cap (null = none).
static PortfolioBacktester.Result	PortfolioBacktester.run(PortfolioStrategy strategy, Map<String, BarSeries> data, Map<String, BarSeries> signalData, PortfolioBacktester.Config config, PointInTimeUniverse universe, Map<String, List<CorporateActions.CorporateAction>> cashDividends, PortfolioBacktester.Participation participation, Map<String, List<CorporateEvents.Event>> corporateEvents)	The participation-capped run plus extended CorporateEvents, booked on the position book on their ex-date (after the 2.1 cash dividends, before terminal events).

Uses of BarSeries in com.quantfinlib.backtest.validation

Methods in com.quantfinlib.backtest.validation with parameters of type BarSeries

Modifier and Type	Method	Description
static WalkForwardAnalyzer.WalkForwardResult	WalkForwardAnalyzer.analyze(BarSeries series, ParameterGrid grid, StrategyFactory factory, BacktestConfig config, int trainBars, int testBars, ToDoubleFunction<PerformanceMetrics> objective)	Runs a walk-forward optimisation over the parameter grid.
static GridSearchOptimizer.Candidate	GridSearchOptimizer.best(ParameterGrid grid, StrategyFactory factory, BarSeries series, BacktestConfig config, ToDoubleFunction<PerformanceMetrics> objective)	The winning parameter set only.
static List<GridSearchOptimizer.Candidate>	GridSearchOptimizer.search(ParameterGrid grid, StrategyFactory factory, BarSeries series, BacktestConfig config, ToDoubleFunction<PerformanceMetrics> objective)

Uses of BarSeries in com.quantfinlib.core

Methods in com.quantfinlib.core that return BarSeries

Modifier and Type	Method	Description
BarSeries	BarSeries.Builder.build()
static BarSeries	BarSeries.fromBars(String symbol, List<Bar> bars)
static BarSeries	BarSeries.of(String symbol, double[] closes)	Builds a series from close prices only (open = high = low = close).
BarSeries	BarSeries.slice(int from, int toExclusive)	Copy of the bar range [from, toExclusive) as a new series (for train/test splits).

Uses of BarSeries in com.quantfinlib.data

Methods in com.quantfinlib.data that return BarSeries

Modifier and Type	Method	Description
static BarSeries	CorporateActions.adjust(BarSeries series, List<CorporateActions.CorporateAction> actions)	Returns a new back-adjusted series; the input is untouched.
static BarSeries	CorporateEvents.adjust(BarSeries series, List<? extends CorporateEvents.Event> events)	Back-adjusts with CorporateEvents.DividendPolicy.ALL.
static BarSeries	CorporateEvents.adjust(BarSeries series, List<? extends CorporateEvents.Event> events, CorporateEvents.DividendPolicy policy)	Returns a new back-adjusted series; the input is untouched.

Methods in com.quantfinlib.data that return types with arguments of type BarSeries

Modifier and Type	Method	Description
static Map<String, BarSeries>	SeriesAligner.intersect(Map<String, BarSeries> input)	Timestamps common to all series, in order; input map order preserved.
static Map<String, BarSeries>	SeriesAligner.unionForwardFill(Map<String, BarSeries> input)	Union of timestamps from the latest series start onward; missing bars are forward-filled as flat bars at the previous close with zero volume.

Methods in com.quantfinlib.data with parameters of type BarSeries

Modifier and Type	Method	Description
static BarSeries	CorporateActions.adjust(BarSeries series, List<CorporateActions.CorporateAction> actions)	Returns a new back-adjusted series; the input is untouched.
static BarSeries	CorporateEvents.adjust(BarSeries series, List<? extends CorporateEvents.Event> events)	Back-adjusts with CorporateEvents.DividendPolicy.ALL.
static BarSeries	CorporateEvents.adjust(BarSeries series, List<? extends CorporateEvents.Event> events, CorporateEvents.DividendPolicy policy)	Returns a new back-adjusted series; the input is untouched.
static double	CorporateEvents.totalReturnError(BarSeries raw, BarSeries adjusted, List<? extends CorporateEvents.Event> events)	Total-return consistency check.

Method parameters in com.quantfinlib.data with type arguments of type BarSeries

Modifier and Type	Method	Description
static Map<String, BarSeries>	SeriesAligner.intersect(Map<String, BarSeries> input)	Timestamps common to all series, in order; input map order preserved.
static Map<String, BarSeries>	SeriesAligner.unionForwardFill(Map<String, BarSeries> input)	Union of timestamps from the latest series start onward; missing bars are forward-filled as flat bars at the previous close with zero volume.

Uses of BarSeries in com.quantfinlib.indicators

Methods in com.quantfinlib.indicators with parameters of type BarSeries

Modifier and Type	Method	Description
static Indicators.Adx	Indicators.adx(BarSeries s, int period)	Average Directional Index with +DI / -DI (Wilder).
static double[]	Indicators.atr(BarSeries s, int period)	Average True Range (Wilder smoothing).
static double[]	Indicators.cci(BarSeries s, int period)	Commodity Channel Index over typical price.
static double[]	Indicators.cmf(BarSeries s, int period)	Chaikin Money Flow.
static Indicators.Donchian	Indicators.donchian(BarSeries s, int period)	Donchian Channel: highest high / lowest low over the period.
static Indicators.Ichimoku	Indicators.ichimoku(BarSeries s, int tenkanPeriod, int kijunPeriod, int senkouBPeriod)	Ichimoku Cloud with standard forward/backward displacement: senkou spans are plotted kijunPeriod bars ahead, chikou kijunPeriod bars behind.
static Indicators.Keltner	Indicators.keltner(BarSeries s, int emaPeriod, int atrPeriod, double multiplier)	Keltner Channel: EMA middle band with ATR-based envelope.
static double[]	Indicators.obv(BarSeries s)	On-Balance Volume.
static double[]	Indicators.parabolicSar(BarSeries s, double afStart, double afStep, double afMax)	Parabolic SAR (standard Wilder acceleration schedule).
static Indicators.SuperTrend	Indicators.superTrend(BarSeries s, int period, double multiplier)	SuperTrend with ATR bands.
static double[]	Indicators.trueRange(BarSeries s)	True range series.
static double[]	Indicators.vwap(BarSeries s)	Cumulative Volume-Weighted Average Price (anchored at the series start).
static double[]	Indicators.williamsR(BarSeries s, int period)	Williams %R: -100 * (highestHigh - close) / (highestHigh - lowestLow).

Uses of BarSeries in com.quantfinlib.microstructure

Methods in com.quantfinlib.microstructure with parameters of type BarSeries

Modifier and Type	Method	Description
static MarketImpactModel	MarketImpactModel.estimate(BarSeries series, int index, int window)	Estimates a model for a trade decided at bar index from the window bars strictly before it: ADV is the mean volume and daily volatility the population standard deviation of close-to-close returns over bars [index - window, index - 1].

Uses of BarSeries in com.quantfinlib.screener

Methods in com.quantfinlib.screener that return BarSeries

Modifier and Type	Method	Description
BarSeries	StockSnapshot.series()	Returns the value of the series record component.

Constructors in com.quantfinlib.screener with parameters of type BarSeries

Modifier	Constructor	Description
	StockSnapshot(String symbol, BarSeries series, Fundamentals fundamentals)	Creates an instance of a StockSnapshot record class.

Uses of BarSeries in com.quantfinlib.volatility

Methods in com.quantfinlib.volatility with parameters of type BarSeries

Modifier and Type	Method	Description
static double	RangeVolatility.garmanKlass(BarSeries bars, double periodsPerYear)	Garman-Klass over a whole BarSeries.
static double	RangeVolatility.parkinson(BarSeries bars, double periodsPerYear)	Parkinson over a whole BarSeries.
static double	RangeVolatility.rogersSatchell(BarSeries bars, double periodsPerYear)	Rogers-Satchell over a whole BarSeries.
static double	RangeVolatility.yangZhang(BarSeries bars, double periodsPerYear)	Yang-Zhang over a whole BarSeries.