On Tue, Oct 12, 2010 at 10:55 AM, Keith Goodman <kwgood...@gmail.com> wrote: > Thanks for the code. I added matplotlib's yahoo historical quote code > to my labeled array package, la. While doing so I noticed a couple of > possible bugs: > > - The doc string for parse_yahoo_historical says that the volume is > adjusted. But I don't see a line of code that does the adjustment.
We don't do the adjustment, Yahoo does. Eg, take a look at CROX around their 6/15/07 split. http://finance.yahoo.com/q/hp?s=CROX&a=05&b=1&c=2007&d=06&e=1&f=2007&g=d IDC reports consolidated volume on 6/14/07 (pre-split) was 4,366,319 shares. Yahoo reports 8,726,000 -- which is close to 2x the raw volume (I assume the difference is in how some of the shares transacted on non-primary exchanges are counted). Likewise, on 6/13/07, IDC reports 7,852,268 and Yahoo reports 15,544,200, which is close to 2x. So it appears they are backward split adjusting the volume. > quotes_historical_yahoo builds an error message from a variable > named "url" which doesn't exist in the scope of the function Fixed -- this was a legacy error message when we used to pass in urls but now pass in filehandles > "import time" and "from matplotlib.cbook import is_string_like" are not used Fixed. Thanks for the report -- fixed on the branch (8742) and will be merged to the trunk when MD resuscitates svnmerge.... JDH ------------------------------------------------------------------------------ Beautiful is writing same markup. Internet Explorer 9 supports standards for HTML5, CSS3, SVG 1.1, ECMAScript5, and DOM L2 & L3. Spend less time writing and rewriting code and more time creating great experiences on the web. Be a part of the beta today. http://p.sf.net/sfu/beautyoftheweb _______________________________________________ Matplotlib-devel mailing list Matplotlib-devel@lists.sourceforge.net https://lists.sourceforge.net/lists/listinfo/matplotlib-devel
