Hello everyone,
I am new to Quantopian / Python / Finance.
Did BRCD really lose ~99% of its value in 2007?
Assuming I would have bought one share, does that mean I would have to record an ~$800 loss?
Thank you in advance for your answer.
Kevin
Hello everyone,
I am new to Quantopian / Python / Finance.
Did BRCD really lose ~99% of its value in 2007?
Assuming I would have bought one share, does that mean I would have to record an ~$800 loss?
Thank you in advance for your answer.
Kevin
Looks like there is a bug in handling the BRCD return on June 27, 2007.
https://www.stocksplithistory.com/?symbol=brcd
def initialize(context):
schedule_function(trade, date_rules.every_day(), time_rules.market_close())
context.first = True
def trade(context, data):
stock = symbol('BRCD')
# stock = sid(20061)
prices = data.history(stock, 'close', 2, '1d')
daily_return = prices[-1]/ prices[-2] - 1.0
record(daily_return = daily_return)
print (prices[-2], prices[-1])
if context.first and data.can_trade(stock):
order_target_percent(stock, 1.0)
context.first = False
2007-06-25 12:59 PRINT (8.5899999999999999, 8.4100000000000001)
2007-06-26 12:59 PRINT (8.4100000000000001, 8.3100000000000005)
2007-06-27 12:59 PRINT (830.0, 8.3800000000000008)
2007-06-28 12:59 PRINT (8.3800000000000008, 8.120000000000001)