SingleStockFilter

class sigtech.framework.equities.universe.SingleStockFilter

A class implementing a single stock filter.

Keyword arguments:

• d: datetime.date representing the date at which the filter is applied.

• universe: Input universe on which the filter is applied, sorted by market cap (desc.).

• filters: List of strings or tuples. If tuples are provided, the first element of a tuple must be the name of the filter function and the second element input kwargs, e.g.: (‘price’, {‘min_price’: 20}).

filtered_universe()

Apply the filters and return the filtered universe.

filter_history(name)

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

Parameters

name – Filter group identifier.

Returns

List of filters.