I have an algo which bought BAX around last week of June 2015. There was a split for BAX in the first week of July 2015. My positions did not reflect the split which messed up the results of the algo resulting in a big drawdown.
Do we have to code for splits and adjust positions OR Quantopian automatically accounts for splits. Is this is a data glitch which needs to be resolved?
Any help/feedback will be appreciated.