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How to use zipline.utils.factory.load_from_yahoo (Adjusted = False or True)?
Ryan YUAN
posted
Seeking Help Getting Started Using Data

Hi, I'm a new learner on quant. When I was studying the code of a trading strategy, I found a question.
data = zp.utils.factory.load_from_yahoo(stocks = ['KO', 'PEP'], indexes = {},
start = start,
end = end,
adjusted = True)

I do not understand the meaning of "adjusted = True". What is the adjustment? What does this do to my data? Especially when I tried to plot for "True" and "False", I found the data was different.

So, what does this "adjusted = True" do my data.
I'd appreciate it if you can answer me !
BTW, can anyone tell me where to learn the grammar of zipline?

3 responses
Jamie McCorriston

Hi Ryan,

You can find the Zipline repository here: https://github.com/quantopian/zipline

And you can find the load_from_yahoo() function in this file:
https://github.com/quantopian/zipline/blob/master/zipline/data/loader.py

The adjusted optional parameter determines whether the data includes stock split and dividend adjustments or not.

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The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by Quantopian. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. No information contained herein should be regarded as a suggestion to engage in or refrain from any investment-related course of action as none of Quantopian nor any of its affiliates is undertaking to provide investment advice, act as an adviser to any plan or entity subject to the Employee Retirement Income Security Act of 1974, as amended, individual retirement account or individual retirement annuity, or give advice in a fiduciary capacity with respect to the materials presented herein. If you are an individual retirement or other investor, contact your financial advisor or other fiduciary unrelated to Quantopian about whether any given investment idea, strategy, product or service described herein may be appropriate for your circumstances. All investments involve risk, including loss of principal. Quantopian makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances.

Ryan YUAN

@Jamie McCorriston thank you so much Jamie! BTW, can I run my algorithm of quantopian in IPython Notebook? Is the code same?

Jamie McCorriston

Hi Ryan,

If you are referring to Resesarch, then yes, you can run your algorithm in IPython Notebook. The code is not the exact same, but there is a tutorial in your Research notbooks under Tutorials and Documentation for Backtesting with Zipline: https://www.quantopian.com/research/notebooks/Tutorials%20and%20Documentation/Tutorial%20(Advanced)%20-%20Backtesting%20with%20Zipline.ipynb

Check it out!

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The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by Quantopian.

In addition, the material offers no opinion with respect to the suitability of any security or specific investment. No information contained herein should be regarded as a suggestion to engage in or refrain from any investment-related course of action as none of Quantopian nor any of its affiliates is undertaking to provide investment advice, act as an adviser to any plan or entity subject to the Employee Retirement Income Security Act of 1974, as amended, individual retirement account or individual retirement annuity, or give advice in a fiduciary capacity with respect to the materials presented herein. If you are an individual retirement or other investor, contact your financial advisor or other fiduciary unrelated to Quantopian about whether any given investment idea, strategy, product or service described herein may be appropriate for your circumstances. All investments involve risk, including loss of principal. Quantopian makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances.