Class CorporateActions

java.lang.Object

com.quantfinlib.data.CorporateActions

public final class CorporateActions
extends Object

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.

• Split r-for-1: bars before the ex-date get prices ÷ r and volume × r.
• Cash dividend d: bars before the ex-date get prices × (prevClose - d) / prevClose, where prevClose is the last close before the ex-date.

Nested Class Summary

Nested Classes

Modifier and Type	Class	Description
static final record	CorporateActions.CorporateAction
static enum	CorporateActions.Type

Method Summary

Modifier and Type	Method	Description
static BarSeries	adjust(BarSeries series, List<CorporateActions.CorporateAction> actions)	Returns a new back-adjusted series; the input is untouched.

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Method Details

adjust

public static BarSeries adjust(BarSeries series,
 List<CorporateActions.CorporateAction> actions)

Returns a new back-adjusted series; the input is untouched.