Class SeriesAligner

java.lang.Object

com.quantfinlib.data.SeriesAligner

public final class SeriesAligner
extends Object

Aligns multi-asset bar series onto one shared timeline — the bridge from raw vendor files (CsvBarLoader) to the index-aligned input the PortfolioBacktester requires. Real data never lines up: different holidays, listing dates, and gaps.

• intersect(java.util.Map<java.lang.String, com.quantfinlib.core.BarSeries>) — keep only timestamps present in every series (strictest, no synthetic bars).
• unionForwardFill(java.util.Map<java.lang.String, com.quantfinlib.core.BarSeries>) — union of timestamps from each series' first bar onward; gaps carry the previous close forward as a flat zero-volume bar.

Method Summary

Modifier and Type	Method	Description
static Map<String, BarSeries>	intersect(Map<String, BarSeries> input)	Timestamps common to all series, in order; input map order preserved.
static Map<String, BarSeries>	unionForwardFill(Map<String, BarSeries> input)	Union of timestamps from the latest series start onward; missing bars are forward-filled as flat bars at the previous close with zero volume.

Methods inherited from class java.lang.Object

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

Method Details

intersect

public static Map<String, BarSeries> intersect(Map<String, BarSeries> input)

Timestamps common to all series, in order; input map order preserved.

unionForwardFill

public static Map<String, BarSeries> unionForwardFill(Map<String, BarSeries> input)

Union of timestamps from the latest series start onward; missing bars are forward-filled as flat bars at the previous close with zero volume.