Package com.quantfinlib.data

package 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.

Class	Description
AsyncTickCapture	Tick capture with the file I/O taken OFF the bus consumer thread — the hot-lane variant of TickCapture.
CorporateActions	Corporate action adjustment: back-adjusts a raw price series for splits and cash dividends (CRSP-style multiplicative factors), so returns computed across ex-dates reflect economics rather than mechanical price drops — the difference between toy and usable equity backtests.
CorporateActions.CorporateAction
CorporateActions.Type
CsvBarLoader	CSV market data I/O: loads real historical OHLCV bars into a BarSeries and saves series back out — the interchange format for the whole library.
HttpBarFetcher	Fetches OHLCV data over HTTP from any endpoint serving CSV bars (most free market data APIs offer a CSV export) and parses it with CsvBarLoader.
PointInTimeUniverse	Point-in-time universe membership — the engine-side half of survivorship-bias-free backtesting.
PointInTimeUniverse.EventType	How a security's life ends.
PointInTimeUniverse.TerminalEvent	A security's terminal event.
SeriesAligner	Aligns multi-asset bar series onto one shared timeline — the bridge from raw vendor files (CsvBarLoader) to the index-aligned input the PortfolioBacktester requires.
TickCapture	Records every tick flowing through an HftMarketDataBus into a QFLT tick file: attach once, trade/observe as usual, close to flush — then replay the session deterministically with TickFileReader.
TickFileReader	Reader/replayer for QFLT tick files (see TickFileWriter).
TickFileReader.ReplayHandler	Replay callbacks: primitive tick data plus symbol definitions as encountered.
TickFileWriter	Writer for the QFLT binary tick format — compact capture of live tick streams for deterministic replay (28 bytes per tick, buffered sequential writes).
UniverseCsvLoader	Loads a PointInTimeUniverse from a user-supplied CSV file — the defined interchange format for the membership/lifecycle data the engine cannot invent.