self.SetSecurityInitializer(self.CustomSecurityInitializer)

def CustomSecurityInitializer(self, security):
security.SetDataNormalizationMode(DataNormalizationMode.SplitAdjusted)

Hey everyone, 

I would just like to enquire more about the stock splits in backtesting. 

I understand that Tesla recently had a stock split but for some reason, this was not reflected in my backtest. My portfolio rebalances itself monthly and on August I owned 13 shares of Tesla at 1455 and in September during rebalancement, the stock split was not reflected and I sold 13 shares of Tesla at 481 (post their stock split on the 28th August). 

Can someone help me out with this issue?

Thank you.