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关于A股配股增发的复权处理 #24

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qtbgo opened this issue Mar 26, 2024 · 0 comments
Open

关于A股配股增发的复权处理 #24

qtbgo opened this issue Mar 26, 2024 · 0 comments

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@qtbgo
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qtbgo commented Mar 26, 2024

您好,非常感谢您开源这个超棒的库。我研究了一下,有个关于复权的问题请教。
在为spectre准备csv数据的时候,假设csv里提供的ohlcv是原始价格,然后提供了额外两列,dividend, split_ratio,按我的理解,spectre在计算因子时,能够自动根据分红和分割比率来执行动态复权。

我使用的是米筐的分红送股数据。我发现,米筐只有送股才产生split数据,如果是配股,则没有split数据。
我的问题是,公司发生了配股,在csv文件中,dividend, split_ratio这两列应该怎么填?是不是dividend要填负数(因为是向公司交钱),split_ratio就按配股比率填?
还有,公司增发的复权处理是不是也像配股一样处理?

谢谢!

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