Uses of Class
com.quantfinlib.data.PointInTimeUniverse

Packages that use PointInTimeUniverse

Package	Description
com.quantfinlib.alpha	The alpha research pipeline — signal to evaluated, validated, cost-aware, constructed, reported strategy, with each stage a separate, composable step: Signal generation — Factors: nine standard factors (MA crossover, contrarian RSI, MACD, Bollinger reversion, mean reversion, 12-1 momentum, value, quality, low volatility) producing raw cross-sectional scores over an AlphaContext panel; Evaluation — SignalEvaluator: rank IC, IR, t-stat, hit rate, turnover, cross-factor exposure — the cheap filter before any backtest; Validation — AlphaValidation: walk-forward selection with OOS efficiency, blocked k-fold consistency, Monte Carlo permutation p-values, parameter sensitivity — the overfitting defense; Execution-aware backtest — AlphaBacktester: commission, bid-ask spread, slippage and square-root market impact (microstructure.MarketImpactModel), with gross-vs-net cost decomposition; Portfolio construction — PortfolioConstruction: z-score sizing with caps, inverse-vol risk budgeting, sector and beta neutralization, mean-variance tilt; Reporting — AlphaReport: alpha decay with half-life, OLS factor attribution, drawdown curves, rolling Sharpe, and the shared ratio set from backtest.PerformanceAnalytics.
com.quantfinlib.backtest.portfolio	Multi-asset backtesting: PortfolioBacktester rebalances long/short weight targets from a PortfolioStrategy with commission and turnover tracking (input series must be index-aligned — see data.SeriesAligner), and in its survivorship-aware overload consumes a data.PointInTimeUniverse (delistings terminate at the delisting return, mergers convert at deal terms, index drops force sales) plus explicit ex-date cash dividends; CrossSectionalMomentum is the built-in point-in-time factor strategy (12-1 momentum ranked over the members alive at each rebalance); PositionSizing supplies Kelly, fixed-fractional risk, inverse-volatility weights and vol-target leverage.
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.
com.quantfinlib.screener	Stock screening: StockScreener applies composable ScreenFilters — TechnicalFilters (RSI, moving averages, MACD, ADX, VWAP, SuperTrend, Bollinger, Ichimoku, breakouts, volume spikes, gaps, 52-week levels) and FundamentalFilters (market cap, P/E, P/B, EPS, ROE, dividend yield, leverage) — then ranks survivors with the weighted min-max RankingEngine and exports to CSV.

Uses of PointInTimeUniverse in com.quantfinlib.alpha

Methods in com.quantfinlib.alpha with parameters of type PointInTimeUniverse

Modifier and Type	Method	Description
AlphaContext	AlphaContext.withUniverse(PointInTimeUniverse universe)	The same panel with a point-in-time universe attached: built-in factors then score non-members as NaN per bar (see the class doc).

Uses of PointInTimeUniverse in com.quantfinlib.backtest.portfolio

Methods in com.quantfinlib.backtest.portfolio with parameters of type PointInTimeUniverse

Modifier and Type	Method	Description
static PortfolioBacktester.Result	PortfolioBacktester.run(PortfolioStrategy strategy, Map<String, BarSeries> data, PortfolioBacktester.Config config, PointInTimeUniverse universe, Map<String, List<CorporateActions.CorporateAction>> cashDividends)	Survivorship-aware run (see the class doc for semantics).

Constructors in com.quantfinlib.backtest.portfolio with parameters of type PointInTimeUniverse

Modifier	Constructor	Description
	CrossSectionalMomentum(PointInTimeUniverse universe, CrossSectionalMomentum.Config config)

Uses of PointInTimeUniverse in com.quantfinlib.data

Methods in com.quantfinlib.data that return PointInTimeUniverse

Modifier and Type	Method	Description
PointInTimeUniverse	PointInTimeUniverse.addMembership(String symbol, long fromTimestamp)	Membership from a date with no known end (a current constituent).
PointInTimeUniverse	PointInTimeUniverse.addMembership(String symbol, long fromTimestamp, long toTimestampInclusive)	Adds a membership interval (inclusive of both endpoints).
static PointInTimeUniverse	UniverseCsvLoader.load(Path file)	Loads a universe file (see the class doc for the format).
static PointInTimeUniverse	UniverseCsvLoader.parse(List<String> lines)	Parses in-memory lines — same format, no file required (tests, HTTP).
PointInTimeUniverse	PointInTimeUniverse.recordDelisting(String symbol, long timestamp, double delistingReturn)	Records a delisting: membership (if any) is truncated at the event and the position terminates at lastClose × (1 + delistingReturn).
PointInTimeUniverse	PointInTimeUniverse.recordMerger(String symbol, long timestamp, double cashPerShare, double acquirerSharesPerShare, String acquirer)	Records a merger/acquisition: at the event each held share converts to cashPerShare cash plus acquirerSharesPerShare shares of acquirer.

Uses of PointInTimeUniverse in com.quantfinlib.screener

Methods in com.quantfinlib.screener with parameters of type PointInTimeUniverse

Modifier and Type	Method	Description
static List<StockSnapshot>	StockScreener.membersAsOf(List<StockSnapshot> snapshots, PointInTimeUniverse universe, long asOfTimestamp)	Filters snapshots to the point-in-time members at asOfTimestamp — the survivorship-safe way to build a historical screening universe (assuming the snapshot list itself includes the dead tickers).