Package com.quantfinlib.core
@NullMarked
package com.quantfinlib.core
Core bar and bar-series types used by every analytics package.
Bar (immutable OHLCV
bar) and BarSeries (cache-friendly
structure-of-arrays time series with zero-copy array accessors, returns,
and train/test slicing). The accessors return the internal arrays without
copying; callers must not modify them. Every analytics module consumes these; nothing in
this package depends on anything else.
The library exception types live here too:
QuantFinException marks a fault in external
input, implemented by WireProtocolException
(an IllegalStateException), MalformedDataException
and ConfigurationException (both
IllegalArgumentExceptions), each extending the JDK type its sites
threw before 2.1.
See docs/ARCHITECTURE.md for the full package map.
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ClassDescriptionImmutable OHLCV bar.Immutable, cache-friendly OHLCV time series backed by primitive arrays (structure-of-arrays layout, no boxing) so indicators read primitive columns directly.A configuration that is syntactically wrong or names a value outside its allowed range: an unknown or repeated key in a limits file, a price collar above 100 %, a non-positive order-size cap.A data file or text record that does not follow its format: a CSV with no header or missing required columns, a universe file line with the wrong column count, an unparseable timestamp.A file or saved state that this library cannot read because its contents are wrong, not because the read failed: a bad magic number, an unknown format version, a duplicate checkpoint section, a journal that is not a FIX journal.Marks an exception raised by this library for a fault in what it was given: a broken wire frame, a malformed data file or an invalid configuration.Order side.A byte stream that breaks its wire protocol's framing: a FIX BodyLength that is missing or not a number, an SBE header with an unknown schema or template.