Uses of Class
com.quantfinlib.data.AsyncTickCapture

Packages that use AsyncTickCapture

Package

Description

com.quantfinlib.data

Data in, out, and preparation — the bridge between real-world files/feeds and the analytics stack: CsvBarLoader (RFC-4180-tolerant CSV bars), HttpBarFetcher (CSV over HTTP), TickFileWriter/TickFileReader (QFLT binary tick format with as-fast-as-possible or paced replay), TickCapture (record the live bus for deterministic replay), SeriesAligner (timestamp intersection / union+forward-fill for ragged multi-asset data) CorporateActions (split/dividend back-adjustment) 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 UniverseCsvLoader as its documented CSV interchange format for user-supplied membership/lifecycle data.

Uses of AsyncTickCapture in com.quantfinlib.data

Methods in com.quantfinlib.data that return AsyncTickCapture

Modifier and Type	Method	Description
static AsyncTickCapture	AsyncTickCapture.attach(HftMarketDataBus bus, Path file, int ringCapacity)	Creates the capture, subscribes it to every symbol, starts the writer.