Stock Split When Short Causes Negative Equity With Raw Data

[DerekMelchin]

Expected Behavior

If we are short a stock when a stock split occurs, our equity value doesn't drop below zero.

Actual Behavior

AlgorithmManager.Run(): Portfolio value is less than or equal to zero, stopping algorithm.

Potential Solution

N/A

Reproducing the Problem

https://www.quantconnect.com/terminal/processCache?request=embedded_backtest_5aaa2df0fe22fb61050280d5a61c07e6.html

The research notebook of this project shows that there is no price data issue.

TSLA and AAPL both have a stock split during the backtest period in this algorithm. If you swap the asset in the algorithm to AAPL, you'll get the same error.

The error only occurs with Raw data normalization. If you use adjusted prices, the error doesn't occur.

System Information

QC Cloud

Checklist

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• I have confirmed that this issue exists on the current master branch
• I have confirmed that this is not a duplicate issue by searching issues

• I have provided detailed steps to reproduce the issue