Uses of Enum Class
com.quantfinlib.data.PointInTimeUniverse.EventType
Packages that use PointInTimeUniverse.EventType
Package
Description
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 PointInTimeUniverse.EventType in com.quantfinlib.data
Subclasses with type arguments of type PointInTimeUniverse.EventType in com.quantfinlib.dataModifier and TypeClassDescriptionstatic enumHow a security's life ends.Methods in com.quantfinlib.data that return PointInTimeUniverse.EventTypeModifier and TypeMethodDescriptionPointInTimeUniverse.TerminalEvent.type()Returns the value of thetyperecord component.Returns the enum constant of this class with the specified name.static PointInTimeUniverse.EventType[]PointInTimeUniverse.EventType.values()Returns an array containing the constants of this enum class, in the order they are declared.Constructors in com.quantfinlib.data with parameters of type PointInTimeUniverse.EventTypeModifierConstructorDescriptionTerminalEvent(long timestamp, PointInTimeUniverse.EventType type, double delistingReturn, double cashPerShare, double acquirerSharesPerShare, String acquirer) Creates an instance of aTerminalEventrecord class.