Class StockScreener
java.lang.Object
com.quantfinlib.screener.StockScreener
Professional Stock Screener: applies technical and fundamental filters to a
universe, optionally ranks matches, and exports results to CSV.
Survivorship caution: the screener sees exactly the universe it
is given. A universe built from today's constituents has already
dropped every delisted or acquired name — the bias enters before any
filter runs. For historical screens, construct the snapshot list
point-in-time via membersAsOf(java.util.List<com.quantfinlib.screener.StockSnapshot>, com.quantfinlib.data.PointInTimeUniverse, long) with a
PointInTimeUniverse that includes dead tickers.
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Constructor Summary
Constructors -
Method Summary
Modifier and TypeMethodDescriptionstatic voidexportCsv(Path path, List<RankingEngine.ScoredStock> results) Exports ranked results (symbol, score, last close, fundamentals) to CSV.static List<StockSnapshot> membersAsOf(List<StockSnapshot> snapshots, PointInTimeUniverse universe, long asOfTimestamp) Filters snapshots to the point-in-time members atasOfTimestamp— the survivorship-safe way to build a historical screening universe (assuming the snapshot list itself includes the dead tickers).screen(ScreenFilter... filters) Returns stocks matching every supplied filter.screenAndRank(RankingEngine ranking, ScreenFilter... filters) Screens then ranks the survivors best-first.
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Constructor Details
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StockScreener
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Method Details
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membersAsOf
public static List<StockSnapshot> membersAsOf(List<StockSnapshot> snapshots, PointInTimeUniverse universe, long asOfTimestamp) Filters snapshots to the point-in-time members atasOfTimestamp— the survivorship-safe way to build a historical screening universe (assuming the snapshot list itself includes the dead tickers). -
screen
Returns stocks matching every supplied filter. -
screenAndRank
public List<RankingEngine.ScoredStock> screenAndRank(RankingEngine ranking, ScreenFilter... filters) Screens then ranks the survivors best-first. -
exportCsv
Exports ranked results (symbol, score, last close, fundamentals) to CSV.- Throws:
IOException
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