Hi, I wrote code to test UVXY.  Here is my code:

it is very simple, but, UVXY is reverse_split as 1:5. When I short it on Friday, I short 100 shares, then when I bought back on Monday, it should be 20 shares cause, it has been rs. But, the log shows that I bought 100. .. this is the log


namespace QuantConnect 
{   

    public class BasicTemplateAlgorithm : QCAlgorithm
    {
        
        private  string symbol = "UVXY";
        private  int quantity=100;
        private  int trigger=0;
        //movingaveragealgorithm emafast=new movingaveragealgorithm(10);
        //movingaveragealgorithm emaslow=new movingaveragealgorithm(50);
        //MovingAverageConvergenceDivergence _macd;

        
   public override void Initialize()
        {
            SetStartDate(2016, 07, 22);
            SetEndDate(2016, 07, 27);
            SetCash(30000);
            AddSecurity(SecurityType.Equity, symbol, Resolution.Daily);
            
            Securities["UVXY"].SetDataNormalizationMode(DataNormalizationMode.SplitAdjusted);

            Schedule.On(DateRules.Every(DayOfWeek.Friday), TimeRules.AfterMarketOpen("UVXY",0), () =>
            {
                trigger=-1;
                Log(Time.ToString()+"");
            });
            
           Schedule.On(DateRules.Every(DayOfWeek.Monday), TimeRules.BeforeMarketClose("UVXY",0), () =>
            {
                trigger=1;
                Log(Time.ToString()+"");
            });
         
         
         }

        public void OnData(TradeBars data) 
        {  
            Log(Time.ToString()+"\t"+Securities["UVXY"].Close);
            Log(Portfolio["UVXY"].Quantity+"cdd");

            if(trigger==-1&&!Portfolio.HoldStock)
            {
                Order(symbol, -quantity);
                Log(Time.ToString()+"\t"+"short "+quantity);
            }
            else if(trigger==1&&Portfolio.HoldStock)
            {
                Log(Portfolio["UVXY"].Quantity+"abb");
                Order(symbol,quantity);
                Log(Time.ToString()+"\t"+"close "+quantity);
                

            }
            
        
            
        }
    }
}