Moving to: https://docs.google.com/document/d/1SC_q_t8TkLdPxglb2qcpG8q4wVe0VP-XU35FTI0ICRA/edit?usp=sharing
On Sun, Sep 13, 2020 at 12:44 AM Martin Blais <[email protected]> wrote: > Right now, Beancount does nothing about stock splits (nor does it know > about them either). > > You either (a) keep the same symbol and have a discontinuity in the price > series, or (b) switch to a new symbol and have two sets of prices. I've > been tending toward (a) in recent years, but in the past had used (b) -- > the extra symbol bothers me. Hasn't been much of a problem so far (though I > invest mostly in baskets so I only have relatively few of them). > > The price fetchers return adjusted prices for historical prices. For > example, if you fetch a historical price for day X before a split, the > price returned for day X will be different if you fetch it before or after > the split (you have to be careful with that). It's not pretty and could > lead to errors. Even with correct recording of prices on the split date it > could be tricky, e.g., a trade that posts the day before a split and > settles a day after it. > > > I haven't been too concerned with errors around split dates before, but > now with my recent work on computing returns, I'm having to pay a bit more > attention to that, and as I'm adding price plots I'm finding some small > errors in my input file if I look for info around splits. > > Has anyone done some thinking around how they'd like to see stock splits > handled? > Obviously we cannot change the numbers in the input file itself, but I'm > curious to hear if people have expectations or some clear idea about what > they'd like to see in a PTA system. > > Some quickly jotted down ideas: > - Checking for discontinuity in the price series to highlight errors (as a > script, probably). > - Adding explicit directives to record split information, and requiring > price directives on that date. > - Internally associating version numbers with price points based on splits > and having operations on them which take those into account. > > Not so sure how to go about it yet, I'm just starting to look into this. > > -- You received this message because you are subscribed to the Google Groups "Beancount" group. To unsubscribe from this group and stop receiving emails from it, send an email to [email protected]. To view this discussion on the web visit https://groups.google.com/d/msgid/beancount/CAK21%2BhP-Sban-rEjJC2LqtE7P-JwkB2TvJPMHuYgQFX9mhEK0g%40mail.gmail.com.
