Observing some difference between actual value and LinesOperation var

[jsyadav]

Hi,
My first post here..

I am seeing some rounding error when comparing the original data from the csv file vs the value returned from LineOperations in "next()".

I tried to validate the High, Low, Open, all the fields are showing some delta between the two (original Data and Line Operation)

import backtrader as bt
from datetime import datetime

filename = 'AAPL1.csv'

csv_in = open(filename, "r")
d = []
for line in csv_in:
    field_list = line.split(',')  # split the line at commas
    d.append(field_list[2])
csv_in.close()

class SmaCross(bt.Strategy):

    def __init__(self):
        pass

    def next(self):
        print len(self.data.high),(round(float(d[len(self.data.high)]), 2) - self.data.high[0])


cerebro = bt.Cerebro()  # create a "Cerebro" engine instance
data = bt.feeds.YahooFinanceCSVData(dataname=filename,
                                 fromdate=datetime(2020, 2, 3),
                                 todate=datetime(2020, 2, 19))

cerebro.adddata(data)  # Add the data feed
cerebro.addstrategy(SmaCross)  # Add the trading strategy

cerebro.run()  # run it all

the AAPL1.CSV file used for this testing contains the following

Date,Open,High,Low,Close,Adj Close,Volume
2020-02-03,76.07499694824219,78.37249755859375,75.55500030517578,77.16500091552734,76.63629913330078,173985600
2020-02-04,78.82749938964844,79.91000366210938,78.40750122070312,79.7125015258789,79.16633605957031,136616400
2020-02-05,80.87999725341797,81.19000244140625,79.73750305175781,80.36250305175781,79.81189727783203,118826800
2020-02-06,80.64250183105469,81.30500030517578,80.06500244140625,81.30249786376953,80.74544525146484,105425600
2020-02-07,80.59249877929688,80.8499984741211,79.5,80.00749969482422,79.64789581298828,117684000
2020-02-10,78.54499816894531,80.38749694824219,78.4625015258789,80.38749694824219,80.02619171142578,109348800
2020-02-11,80.9000015258789,80.9749984741211,79.67749786376953,79.90249633789062,79.54336547851562,94323200
2020-02-12,80.36750030517578,81.80500030517578,80.36750030517578,81.80000305175781,81.4323501586914,113730400
2020-02-13,81.04750061035156,81.55500030517578,80.8375015258789,81.21749877929688,80.85246276855469,94747600
2020-02-14,81.18499755859375,81.49500274658203,80.7125015258789,81.23750305175781,80.87237548828125,80113600
2020-02-18,78.83999633789062,79.9375,78.65249633789062,79.75,79.39155578613281,152531200

And the result I see is

1 0.53
2 0.55
3 0.56
4 0.56
5 0.36
6 0.36
7 0.36
8 0.37
9 0.37
10 0.37
11 0.36

[jsyadav]

I found out that the price was divided by the adjfactor that is

adjfactor = c / adjustedclose

After setting the adjclose as False, the values are what I was looking for.

data = bt.feeds.YahooFinanceCSVData(dataname=filename,adjclose=False)

All good now.
Thanks.