Package com.quantfinlib.data

@NullMarked package com.quantfinlib.data

Loading, recording, replaying and aligning market data. The main classes: SeriesAligner (timestamp intersection / union+forward-fill for ragged multi-asset data) CorporateActions (split/dividend back-adjustment), CorporateEvents and CorporateEventPositions (bonus issues, reverse splits, special dividends, spin-offs, rights, symbol changes, cash-and-stock mergers) and PointInTimeUniverse (as-of membership + delisting/merger terminal events — the engine half of survivorship-bias-free backtesting, consumed by the universe-aware PortfolioBacktester overload and StockScreener.membersAsOf) with io.UniverseCsvLoader (module com.quantfinlib.io) as its documented CSV interchange format for user-supplied membership/lifecycle data.

Since 3.0 the QFLT tick-file reader and writer live in com.quantfinlib.marketdata.tick, and the live-bus recorders (TickCapture, AsyncTickCapture) in marketdata in the artifact quant-finance-library-lowlatency. See docs/MIGRATION_3.0.md.

Since 4.0. The I/O classes that were here (CsvBarLoader, HttpBarFetcher, UniverseCsvLoader) are in com.quantfinlib.io in the quant-finance-library-io artifact; the rest of the package is unchanged. See docs/MIGRATION_4.0.md.

Class	Description
CorporateActions	Corporate action adjustment: back-adjusts a raw price series for splits and cash dividends (CRSP-style multiplicative factors), so returns computed across ex-dates reflect economics rather than mechanical price drops — the difference between toy and usable equity backtests.
CorporateActions.CorporateAction	One corporate action, effective from its ex timestamp.
CorporateActions.Type
CorporateEventPositions	Position-side treatment of CorporateEvents: what happens to a holding's share count, cost basis and cash.
CorporateEventPositions.Holding	One holding of an instrument.
CorporateEventPositions.Outcome	Result of applying an event: the resulting holdings (the original instrument first, possibly with zero shares) and cash received.
CorporateEvents	Extended corporate actions and the back-adjustment factors they imply.
CorporateEvents.CashStockMerger	Cash-and-stock merger with holder election and proration.
CorporateEvents.Dividend	Cash dividend tagged regular or special.
CorporateEvents.DividendKind	Regular or special cash dividend.
CorporateEvents.DividendPolicy	Which dividends enter the back-adjustment.
CorporateEvents.Event	A corporate event effective from its ex timestamp.
CorporateEvents.ReverseSplit	Reverse split: oldPerNew old shares are consolidated into one.
CorporateEvents.RightsIssue	Rights issue: ratio new shares per old share at subscriptionPrice.
CorporateEvents.SpinOff	Spin-off of a new instrument.
CorporateEvents.StockDividend	Stock dividend or bonus issue: rate new shares per share held (0.05 = 5 %).
CorporateEvents.SymbolChange	Symbol and/or ISIN change; no economic effect.
PointInTimeUniverse	Point-in-time universe membership — the engine-side half of survivorship-bias-free backtesting.
PointInTimeUniverse.EventType	How a security's life ends.
PointInTimeUniverse.TerminalEvent	A security's terminal event.
SeriesAligner	Aligns multi-asset bar series onto one shared timeline — the bridge from raw vendor files (io.CsvBarLoader) to the index-aligned input the PortfolioBacktester requires.