backtest_lib.universe.PastUniversePrices

class backtest_lib.universe.PastUniversePrices(close: PastView[float, Index], open: PastView[float, Index] | None = None, high: PastView[float, Index] | None = None, low: PastView[float, Index] | None = None)

Bases: Generic

Container of historical price views for a universe.

Holds the close price view and optional open/high/low views. Each price view is a PastView aligned over the same periods and securities.

close

Close prices for the universe.

Type:

PastView[float, Index]

open

Optional open prices.

Type:

PastView[float, Index] | None

high

Optional high prices.

Type:

PastView[float, Index] | None

low

Optional low prices.

Type:

PastView[float, Index] | None