stock close are not the correct
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Hello
I am using backtrader historical data, but close price does not match wit the yahoo and tradingview close price, what I am missing
symbol = "AAPL"
data = DataFactory(dataname=symbol, historical=True, fromdate=datetime(
2020, 7, 1), timeframe=bt.TimeFrame.Days)
datafeed
2020-10-28, Close, 111.15
2020-10-29, Close, 114.52
2020-10-30, Close, 108.90
2020-11-02, Close, 108.77yahoo
Nov 02, 2020 109.11 110.67 107.32 108.07 108.07 101,087,769
Oct 30, 2020 111.06 111.99 107.72 108.86 108.86 190,272,600 -
@yanke_zulu said in stock close are not the correct:
I am using backtrader historical data
bt
doesn't have its own historical data. what broker implementation do you use?as a guess -
yahoo
adjusted prices are used inbt
by default settings. broker you used can have non-adjusted prices. -
@ab_trader said in stock close are not the correct:
as a guess - yahoo adjusted prices are used in bt by default settings. broker you used can have non-adjusted prices.
The adj close shouldn't be off by so much at such an early date. I double checked on yahoo finance and they are not. I cannot replicate the op error. @yanke_zulu will need to dig into the supplier of the data.
Close Adj Close Date 2020-10-28 111.20 111.20 2020-10-29 115.32 115.32 2020-10-30 108.86 108.86 2020-11-02 108.77 108.77
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I was using the standard script for sample strategy, like below
if not ALPACA_PAPER:
broker = store.getbroker() # or just alpaca_backtrader_api.AlpacaBroker()
cerebro.setbroker(broker)DataFactory = store.getdata # or use alpaca_backtrader_api.AlpacaData
data = DataFactory(dataname=symbol, historical=True, fromdate=datetime(2020, 10, 1), timeframe=bt.TimeFrame.Days)