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Missing split adjustments for LBTY_B & LBTY_K?

Missing splits adjustments for LBTY_B & LBTY_K?

2014-03-03  PRINT LBTY_B  
2014-03-03  PRINT 85.4  
2014-03-03  PRINT LBTY_K  
2014-03-03  PRINT 83.32  
2014-03-04  PRINT LBTY_B  
2014-03-04  PRINT 44.34  
2014-03-04  PRINT LBTY_K  
2014-03-04  PRINT 42.236

https://www.splithistory.com/?symbol=lbtyb
https://www.splithistory.com/?symbol=lbtyk

Clone Algorithm
1
Loading...
Backtest from to with initial capital
Total Returns
--
Alpha
--
Beta
--
Sharpe
--
Sortino
--
Max Drawdown
--
Benchmark Returns
--
Volatility
--
Returns 1 Month 3 Month 6 Month 12 Month
Alpha 1 Month 3 Month 6 Month 12 Month
Beta 1 Month 3 Month 6 Month 12 Month
Sharpe 1 Month 3 Month 6 Month 12 Month
Sortino 1 Month 3 Month 6 Month 12 Month
Volatility 1 Month 3 Month 6 Month 12 Month
Max Drawdown 1 Month 3 Month 6 Month 12 Month
def initialize(context):
    context.stocks = [sid(27358),sid(27608)]
    
    schedule_function(print_price,date_rule=date_rules.every_day(),time_rule=time_rules.market_open())
 
def print_price(context,data):
    
    for stock in context.stocks:
        print stock.symbol
        print data.current(stock,'price')
There was a runtime error.
2 responses

Hi Grant,

Thanks for bringing this up. It looks like we're missing the splits for LBTY_A and LBTY_B. I've opened an internal issue so that they can be fixed. It looks like LBTY_K is correctly adjusted, however. (The price does halve, as you pointed out, but the number of shares in your portfolio correctly doubles.)

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Hi Nathan,

This problem has not been fixed, yet a fix would seem straightforward. What is the status?

Grant

2014-02-26  PRINT LBTY_A  
2014-02-26  PRINT current price: 84.725  
2014-02-26  PRINT portfolio value: 0.0  
2014-02-26  PRINT LBTY_B  
2014-02-26  PRINT current price: 86.4  
2014-02-26  PRINT portfolio value: 0.0  
2014-02-27  PRINT LBTY_A  
2014-02-27  PRINT current price: 84.63  
2014-02-27  PRINT portfolio value: 423.15  
2014-02-27  PRINT LBTY_B  
2014-02-27  PRINT current price: 85.28  
2014-02-27  PRINT portfolio value: 426.4  
2014-02-28  PRINT LBTY_A  
2014-02-28  PRINT current price: 85.37  
2014-02-28  PRINT portfolio value: 426.85  
2014-02-28  PRINT LBTY_B  
2014-02-28  PRINT current price: 85.4  
2014-02-28  PRINT portfolio value: 427.0  
2014-03-03  PRINT LBTY_A  
2014-03-03  PRINT current price: 85.265  
2014-03-03  PRINT portfolio value: 426.325  
2014-03-03  PRINT LBTY_B  
2014-03-03  PRINT current price: 85.4  
2014-03-03  PRINT portfolio value: 427.0  
2014-03-04  PRINT LBTY_A  
2014-03-04  PRINT current price: 43.86  
2014-03-04  PRINT portfolio value: 219.3  
2014-03-04  PRINT LBTY_B  
2014-03-04  PRINT current price: 44.34  
2014-03-04  PRINT portfolio value: 221.7

End of logs.  
Clone Algorithm
1
Loading...
Backtest from to with initial capital
Total Returns
--
Alpha
--
Beta
--
Sharpe
--
Sortino
--
Max Drawdown
--
Benchmark Returns
--
Volatility
--
Returns 1 Month 3 Month 6 Month 12 Month
Alpha 1 Month 3 Month 6 Month 12 Month
Beta 1 Month 3 Month 6 Month 12 Month
Sharpe 1 Month 3 Month 6 Month 12 Month
Sortino 1 Month 3 Month 6 Month 12 Month
Volatility 1 Month 3 Month 6 Month 12 Month
Max Drawdown 1 Month 3 Month 6 Month 12 Month
def initialize(context):
    
    context.stocks = [sid(27357), sid(27358)]
    
    schedule_function(order,date_rule=date_rules.every_day(),time_rule=time_rules.market_open())
    
    schedule_function(print_price,date_rule=date_rules.every_day(),time_rule=time_rules.market_open())

    context.order_placed = False
    
def order(context,data):
    
    if not context.order_placed:
        for stock in context.stocks:
            order_target_percent(stock,1.0/2)
            
    context.order_placed = True
        
def print_price(context,data):
    
    for stock in context.stocks:
        print stock.symbol
        print 'current price: ' + str(data.current(stock,'price'))
        print 'portfolio value: ' + str(context.portfolio.positions[stock].amount*data.current(stock,'price'))
There was a runtime error.