Package com.quantfinlib.core

package com.quantfinlib.core

Core market data types: Bar (immutable OHLCV bar) and BarSeries (cache-friendly structure-of-arrays time series with zero-copy array accessors, returns, and train/test slicing). Every analytics module consumes these; nothing in this package depends on anything else.

See docs/ARCHITECTURE.md for the full package map.

Class	Description
Bar	Immutable OHLCV bar.
BarSeries	Immutable, cache-friendly OHLCV time series backed by primitive arrays (structure-of-arrays layout, no boxing) for ultra-low-latency computation.
BarSeries.Builder