Cannot get actual price from qlib data.

[langslike]

Yes, I read the docs about adjusted price data and how to dump my own csv to bins. But the problem is, the price I got in qlib is far diferent from actual price:

for stock SH600519, use code below:
qdl = QlibDataLoader(config=(['$close', '$high'],['close', 'high']))
qdl.load(instruments=['SH600519'], start_time='20200101', end_time='20201231')
the result is :

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		close	high
datetime	instrument
2020-01-02	SH600519	237.950500	241.121780
2020-01-03	SH600519	227.118515	235.213028
2020-01-06	SH600519	226.998474	230.138153
2020-01-07	SH600519	230.481384	231.422653
2020-01-08	SH600519	229.135818	229.135818
...	...	...	...
2020-09-21	SH600519	355.087494	360.617889
2020-09-22	SH600519	354.850983	359.386536
2020-09-23	SH600519	351.504211	354.919189
2020-09-24	SH600519	347.102905	353.400238
2020-09-25	SH600519	348.336365	351.508484

180 rows × 2 columns

but the post-adjustd price data from choice database is:

Yes, I know the price in qlib and the actual price they are pertty similar: I only need to apply a value resize to make the equal. But if I update the qlib data with my own csv actual backward adjusted data, will qlib remember to do the reverse resize to keep the price series consistent?