Can't get stocks split event for TOPS

Back

Hello, I am investigating why my algorithm has unusual spike in profitability, I detected that this happens when there was a split for stocks with ticker TOPS - 8/10/2020. Not sure what am I doing wrong, I was using adjusted (default) prices.

I have created simple algo to try and catch split event, but it never appears, price just gaps up on 8/10. I tried with both default settings and DataNormalizationMode.Raw. 

Is there something wrong with the data?

Update Backtest








 
0

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.


Hey Yuri Lopukhov 

You are correct, there was a 25-reverse split on TOPS before the open of the 10th of August: 

https://finance.yahoo.com/news/top-ships-announces-reverse-stock-150000127.html

To help QC correct the erroneous data, the best is to open a data issue, and complete the observed problem about the data:
 

https://www.quantconnect.com/data/issues/open

 

1

Update Backtest





0

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.


Loading...

This discussion is closed