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I am running some local back testing experiments. I imported the split adjusted data into LEAN. However, when I run the backtest, LEAN still adjusts the data for split. This creates a big price jump when a split happens. I tried to use difference data normalization mode, but it doesn't help. Does anybody know how to prevent the data adjustment that is seemly default in LEAN? Thanks a lot!
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I found out that the files in Data/equity/usa/factor_files store the split information. I manually updated this file to reflect the adjusted data. Now the prices match the imported prices. Thanks!
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The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
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