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price discrepancy
Fiacc Larkin
posted Jun 9, 2016
Seeking Help Using Data Q Updates Research

I am seeing price discrepancies between my backtest and research notebook.

sym: 'PRK'
date: 2010-03-19

If I access PRK's closing price using get_pricing in a notebook I get the value 62.25 which is the same value I see for that day's close in backtest if I use data.history with the date on or close by 2010-03-19.

However if I skip 270 days ahead in backtest and again use data.history('PRK', 'close', 270, '1d') then the close value I see for 2010-03-19 is 58.805

Obviously this has been adjusted in some way (given its got 3 decimal places) and that adjustment is not being applied in my notebook. I was under the impression that prices in backtest and notebooks should be identical with the same approach taken to adjust for split/divs, is this not the case ?

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