Class RankingEngine

java.lang.Object

com.quantfinlib.screener.RankingEngine

public final class RankingEngine
extends Object

Ranking engine: scores stocks by a weighted blend of min-max-normalized criteria and sorts them best-first.

Why normalize before blending: raw metrics live on wildly different scales (ROE ~0.15, market cap ~1e11), so a weighted sum of raw values is just "whichever metric has the biggest units wins". Min-max normalization maps each criterion to [0,1] ACROSS THE CANDIDATE SET first; the weights then express genuine relative importance. Two consequences to design around: scores are relative to this run's universe (the same stock scores differently in a different candidate list — fine for "pick the best 20 today", wrong for tracking one name through time), and min-max is outlier-sensitive (one absurd P/E compresses everyone else's spread; screen out garbage with FundamentalFilters BEFORE ranking, which is the intended pipeline order). Negative weights invert a criterion — lower P/E ranks higher — without a separate "ascending" flag.

Nested Class Summary

Nested Classes

Modifier and Type	Class	Description
static final record	RankingEngine.ScoredStock

Constructor Summary

Constructors

Constructor	Description
RankingEngine()

Method Summary

Modifier and Type	Method	Description
RankingEngine	addCriterion(String name, double weight, ToDoubleFunction<StockSnapshot> extractor)
List<RankingEngine.ScoredStock>	rank(List<StockSnapshot> stocks)

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Details

RankingEngine

public RankingEngine()

Method Details

addCriterion

public RankingEngine addCriterion(String name,
 double weight,
 ToDoubleFunction<StockSnapshot> extractor)

Parameters:

weight - relative importance; use a negative weight to prefer smaller values (e.g. lower P/E ranks higher)

extractor - metric to score, e.g. s -> s.fundamentals().roe()

rank

public List<RankingEngine.ScoredStock> rank(List<StockSnapshot> stocks)