Thursday, 30 April 2026
New strategy
YP
Reference · Data

Where the data comes from.

No black box. Every field, every cached file, every assumption is documented here.

Active sources
Live data backing the engine right now
Cache: 12 hours
  • Yahoo Finance — daily OHLCV
    live

    Adjusted close, raw OHLCV, splits and dividends events. NSE tickers via `.NS` suffix; benchmarks via `^NSEI`, `^CNX100`, `^CRSLDX`.

    Coverage: 1996–today (varies by symbol)·Cache: 12 hours · disk-backed
  • Index constituents — current
    live

    Nifty 50 and Nifty 100 hardcoded from current NSE membership. Nifty 500 ships in v0.2.

    Coverage: Point-in-time membership only·Cache: Bundled with app
  • Corporate actions
    live

    Splits and dividend events embedded in Yahoo Finance adjusted closes. Standalone events list also available per security.

    Coverage: Same window as price series·Cache: 12 hours · disk-backed
  • Sector classifications
    live

    Static sector mapping bundled with the app for the working universe.

    Coverage: Nifty 100·Cache: Bundled
  • Historical index constituents — survivorship-bias-free
    v2

    Requires a paid vendor (NSE indices feed, Refinitiv, S&P Global). Currently flagged in the universe picker.

    Coverage: ·Cache:
  • Fundamentals — quarterly financials
    v2

    ROCE, debt/equity, sales/profit growth, valuation multiples — needed for the quality and value templates' filters.

    Coverage: ·Cache:
  • Intraday / tick / order book
    out of scope v1

    v1 deliberately limits to daily bars. Intraday, F&O, and tick data are out of scope.

    Coverage: ·Cache:
Data quality checks
What we validate before a backtest runs
  • • Missing OHLCV rows are dropped before alignment.
  • • Bars are forward-filled across the benchmark calendar to avoid look-ahead from gaps.
  • • Securities with fewer than 252 daily bars are excluded from ranking (insufficient warm-up).
  • • Adjusted close is used for ranking and PnL; raw OHLC is used for execution price modelling.
  • • Dividends and splits are embedded in adjusted close (Yahoo Finance convention).