UniverseFilterTs#
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class sigtech.framework.equities.universe.UniverseFilterTs
A class implementing a universe filter timeseries.
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property bool_df
Return a boolean DataFrame with non-missing values mapped to True.
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property universe
Return the universe.
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adv(min_adv, window)
Return the single stocks with average daily volume (ADV) higher than a given threshold.
- Parameters:
min_adv – ADV threshold.
window – Input window.
- Returns:
pandas DataFrame.
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compliance()
Return the list of single stocks after applying the filter group
'compliance'.
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filtered_universe_ts()
Return the filtered universe timeseries.
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internal()
Return the list of single stocks after applying the filter group
'internal'.
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m_a_targets()
Return the list of single stocks after applying the filter group
'm_a_targets'.
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market_cap(top_n)
Return the single stocks with highest market cap.
- Parameters:
top_n – Number of single stocks returned.
- Returns:
pandas DataFrame.
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price(min_price)
Return the single stocks with price greater than a threshold value.
- Parameters:
min_price – Price threshold.
- Returns:
pandas DataFrame.
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price_history_length(window)
Return the single stocks with history length greater than the given window.
- Parameters:
window – Input window.
- Returns:
pandas DataFrame.
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rights_issues()
Return the list of single stocks after applying the filter group
'rights_issues'.
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sector(code) deprecated
Return the single stocks with a given TRBC code.
- Parameters:
code – TRBC code.
- Returns:
pandas DataFrame.
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surplus()
Return the list of single stocks after applying the filter group
'surplus'.
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ticker_filter(name)
Return the single stocks filtered by ticker identifier.
- Parameters:
name – Ticker identifier.
- Returns:
pandas DataFrame.