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Hi,
I am trading india stock and i wanted to download data from NSE stock exchange. NSE gives data in RAW unadjusted format. However in source code, i see that Lean automatically adjusts the data for splits when backtesting - how does it do that ? I mean how does it know the split ratio by itself ? If we do have to provide split ratios or dividends to it, what is the format of that file ?
Also do we have data regarding a performance penalty at runtime when adjusting splits at runtime versus using the adjusted data ?
Regards,
Vishal.
Jared Broad
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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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