data / tools / screen.pit
Point-in-time screener screen.pit
Backtest-safe screener API. No lookahead. Replay any date.
PIT · Core tier · 2003-01 → today · — rows
Coming soon — not served by the API yet.
Methodology
A screen is evaluated as of a date against the data visible on that date, which makes it the natural entry point to a backtest: the same predicate that produced yesterday's universe reproduces it exactly when replayed. Membership is recorded rather than recomputed, so a screening rule that is edited later does not rewrite history. Symbols are resolved through the identifier table before evaluation, so a name that changed ticker mid-sample is screened under the ticker that was in force.
Schema
| Column | Type | Role |
|---|---|---|
as_of_ts | timestamp | knowledge time · UTC |
effective_ts | date | PIT key · screen date |
screen_id | string | predicate identity |
symbol | string | ticker in force on effective_ts |
rule | string | predicate that matched |
passed | bool | membership result |
rank | int32 | within the result set |
score | float64 | ranking input |
Use cases
- Reproduce a historical universe for a walk-forward backtest.
- Publish a rule-based screen without leaking future membership.
- Freeze a universe definition for a reproducible experiment.