StrategySingleStockFilterTs

class sigtech.framework.equities.universe.StrategySingleStockFilterTs

A class generating single stock universes based on customized filters. It supports filters including price level, ADV, market cap, M&A target, price history length, TRBC sector, compliance related, internal restriction.

Input includes:

• universe_ticker: Ticker string representing the overall universe before filtering.

• date_list: List of dates for the filtered universe.

• firm_filters: Internal or compliance related filtering.

• strategy_filters: Price, ADV, MarketCap, etc. related filters.

filtered_universe_ts()

Return the filtered universe in Series format.