Uses of Class
com.quantfinlib.data.PointInTimeUniverse

Packages that use PointInTimeUniverse

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.portfolio	Multi-asset portfolio backtesting with point-in-time universes and financing.
com.quantfinlib.data	Loading, recording, replaying and aligning market data.
com.quantfinlib.screener	Stock screening by technical and fundamental filters, with ranking and CSV export.

Uses of PointInTimeUniverse in com.quantfinlib.alpha

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

Modifier and Type	Method	Description
AlphaContext	AlphaContext.withUniverse(PointInTimeUniverse universe)	The same panel with a point-in-time universe attached (see the class doc).

Uses of PointInTimeUniverse in com.quantfinlib.backtest.portfolio

Methods in com.quantfinlib.backtest.portfolio with parameters of type PointInTimeUniverse

Modifier and Type	Method	Description
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).

Constructors in com.quantfinlib.backtest.portfolio with parameters of type PointInTimeUniverse

Modifier	Constructor	Description
	CrossSectionalMomentum(PointInTimeUniverse universe, CrossSectionalMomentum.Config config)

Uses of PointInTimeUniverse in com.quantfinlib.data

Methods in com.quantfinlib.data that return PointInTimeUniverse

Modifier and Type	Method	Description
PointInTimeUniverse	PointInTimeUniverse.addMembership(String symbol, long fromTimestamp)	Membership from a date with no known end (a current constituent).
PointInTimeUniverse	PointInTimeUniverse.addMembership(String symbol, long fromTimestamp, long toTimestampInclusive)	Adds a membership interval (inclusive of both endpoints).
PointInTimeUniverse	PointInTimeUniverse.recordDelisting(String symbol, long timestamp, double delistingReturn)	Records a delisting: membership (if any) is truncated at the event and the position terminates at lastClose × (1 + delistingReturn).
PointInTimeUniverse	PointInTimeUniverse.recordMerger(String symbol, long timestamp, double cashPerShare, double acquirerSharesPerShare, String acquirer)	Records a merger/acquisition: at the event each held share converts to cashPerShare cash plus acquirerSharesPerShare shares of acquirer.

Uses of PointInTimeUniverse in com.quantfinlib.screener

Methods in com.quantfinlib.screener with parameters of type PointInTimeUniverse

Modifier and Type	Method	Description
static List<StockSnapshot>	StockScreener.membersAsOf(List<StockSnapshot> snapshots, PointInTimeUniverse universe, long asOfTimestamp)	Filters snapshots to the point-in-time members at asOfTimestamp — the survivorship-safe way to build a historical screening universe (assuming the snapshot list itself includes the dead tickers).