alpacahq/alpaca-backtrader-api

Stock splits

MislavSag opened this issue · 4 comments

MislavSag commented

I have just tried my backtest strategy on AAPL stock.

Around date 28-08-2020 I get a sharp price decline. It seems a stock splits happened on that day. Is there an adjusted price line in Alpaca DataFactory that I can use instead of Close?
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shlomiku commented

Hi, sadly no. it's not provided by the api
you could submit a feature request to include adjusted data in the Alpaca forum

kevindra commented

I'm also looking for the same.

haron4igg commented

Same problem.... even Yahoo's finance free API provides adjusted data. But payed alpaca data are not :(

AlphaGit commented

Hi folks, the Alpaca Bars historical data API includes a parameter called adjustment that you can use to get adjusted prices. https://alpaca.markets/docs/api-references/market-data-api/stock-pricing-data/historical/#bars