FirmLevelSingleStockFilter

class sigtech.framework.equities.universe.FirmLevelSingleStockFilter

A class implementing a single stock filter (firm level).

internal()

Return the list of single stocks after applying the filter group 'internal'.

compliance()

Return the list of single stocks after applying the filter group 'compliance'.

filter_history(name)

Return the list of filters defined for a group of universe filter.

Parameters

name – Filter group identifier.

Returns

List of filters.

filtered_universe()

Apply the filters and return the filtered universe.