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Depending on your provider, but there could be an "Adjusted Close" (Yahoo has it) which includes stock splits and dividends. I tried a few backtesting libraries
by 1ark 3y ago
Depending on your provider, but there could be an "Adjusted Close" (Yahoo has it) which includes stock splits and dividends. I tried a few backtesting libraries, thought backtesting.py[1] was easy to work with and straight to the point.
1. https://github.com/kernc/backtesting.py https://github.com/kernc/backtesting.py
- jimmysnuka 3y agoThanks. I've heard that yahoo finance historical price data is usually pretty accurate, but can get it wrong sometimes. Is there a better source for price data, or is yahoo finance good enough in your experience?
- 1ark 3y agoGood enough for daily time-frames, and since you don't have to pay.