Uses of Record Class
com.quantfinlib.data.PointInTimeUniverse.TerminalEvent
Packages that use PointInTimeUniverse.TerminalEvent
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.TerminalEvent in com.quantfinlib.data
Methods in com.quantfinlib.data that return PointInTimeUniverse.TerminalEventModifier and TypeMethodDescriptionPointInTimeUniverse.terminalEvent(String symbol) The symbol's terminal event, ornullwhile it lives.