Skip to content
New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

Stock splits #19

Open
NicBT opened this issue Aug 17, 2020 · 0 comments
Open

Stock splits #19

NicBT opened this issue Aug 17, 2020 · 0 comments

Comments

@NicBT
Copy link

NicBT commented Aug 17, 2020

Hi Yacoubb,
Just wanted to give you a heads up that it doesn't appear your code accounts for stocks splits at all. You probably didnt encounter this since MSFT hasnt had a split in the last 500 days, but for other stocks this may be an issue.
you can actually see one such split in this graph you posted by looking at the huge price drop circa day 900:
image

Might be good to use alpha_vantage's "daily_adj" (which i'm aware you've included), and check for any stock splits in the "split coefficient" column and adjust all the ohlcv values accordingly.

cheers

Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment
Labels
None yet
Projects
None yet
Development

No branches or pull requests

1 participant