fix(yahoo): use adjclose for $change calculation#2161
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Bortlesboat wants to merge 1 commit intomicrosoft:mainfrom
Open
fix(yahoo): use adjclose for $change calculation#2161Bortlesboat wants to merge 1 commit intomicrosoft:mainfrom
Bortlesboat wants to merge 1 commit intomicrosoft:mainfrom
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calc_change used df["close"] to compute daily returns, producing incorrect values for stocks with splits or dividends. Switch to df["adjclose"] when available, falling back to "close" for data sources that do not provide an adjusted close column. Fixes microsoft#1563 Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
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Summary
Fixes #1563. The Yahoo data collector's
calc_change()computes daily returns using rawcloseprices, which produces incorrect values for stocks with splits or dividends (the raw close has discontinuities at those dates).adjclosecolumn when available, falls back toclosefor data sources without adjusted pricesYahooNormalize.calc_change()Test plan
adjclosecolumn exists in Yahoo Finance dataclosewhenadjcloseis missing$changeoutput before/after for a stock with a known split (e.g., AAPL 4:1 split Aug 2020)