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| Ticker | TVIX |
| From | 2012-12-21 00:00:00 |
| To | 2013-08-30 00:00:00 |
| Security Type | Equity |
| Market | USA |
| Resolution | Minute |
| Status | Resolved |
#Check for TVIX splits
if data.Splits.ContainsKey("TVIX"):
## Log split information
self.tvixSplit = data.Splits['TVIX']
if self.tvixSplit.Type == 0:
self.tvixSplitTrigger = 1
self.Log('TVIX stock will split next trading day. Holdings will be liquidated')
if self.tvixSplit.Type == 1:
self.Log("Split type: {0}, Split factor: {1}, Reference price: {2}".format(self.tvixSplit.Type, self.tvixSplit.SplitFactor, self.tvixSplit.ReferencePrice))
Using the above code block in my OnData() method I notice that the two reverse splits on 12/21/2012 and 8/30/2013 are not captured in my logs while all subsequent splits are. This is causing unusual backtest results on those days. Am I interpreting these results incorrectly?
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