Hello,
I am a newbie on the platform so I might be missing some points. I am trying to implement a momentum strategy based on price change over 4 weeks (and some fundamentals), and while debugging my code I found out that some historical price data looks strange.
This is what I get using: history = self.History(symbols, timedelta(days=4*7), Resolution.Daily)
within a backtest and first step on 25/1/2019
For example for SNX stock:
25/1/2019: SNX price 48.01 (yahoo), 37.07 (history QC)
28/12/2018 (4 weeks earlier): SNX price 40.03 (yahoo), 31.82 (history QC)
I checked and I see only one stock split 2:1 in Jan 2020, so it does not seem to explain the difference.
Any idea of what is wrong?
Thanks for your help,
Fred Painchaud
Hi Cyril,
You should report the problem here by opening a new data issue:
Cheers,
Fred
Cyril
Thks Fred, issue open
Cyril
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