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Dividend Adjustment potential Issue

Hi,
I have significant discrepancies with the following assets when compared to yahoo:

XLY Consumer Discrectionary SPDR Fund, XLF Financial SPDR Fund, XLK
Technology SPDR Fund, XLE Energy SPDR Fund, XLV Health Care SPRD Fund,
XLI Industrial SPDR Fund, XLP Consumer Staples SPDR Fund, XLB
Materials SPDR Fund, XLU Utilities SPDR Fund

using:

data.history(context.all_assets, "price", context.lookback, "1d")

basically gives me the unadjusted price (as per yahoo), not the split/div adjusted price.

while investigating this downside protection model:
https://www.quantopian.com/posts/a-simple-downside-protection-model