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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.
Shile Wen
Hi Ethan,
We are aware of this, and the effects of the split should be integrated soon.
Best,
Shile Wen
John Fogel
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