On Tue, Oct 12, 2010 at 10:11 AM, John Hunter <jdh2...@gmail.com> wrote:
> On Tue, Oct 12, 2010 at 11:47 AM, Keith Goodman <kwgood...@gmail.com> wrote:
>
>> Well, then perhaps the doc string needs tweaking?
>>
>> *adjusted*
>> If True (default) replace open, close, high, low, and volume with
>> their adjusted values.
>> The adjustment is by a scale factor, S = adjusted_close/close.
>> Adjusted volume is actual volume divided by S;
>> Adjusted prices are actual prices multiplied by S. Hence,
>> the product of price and volume is unchanged by the adjustment.
>>
>> It does state that volume is adjusted by S (where S contains dividend
>> info). I take it that volume is the same whether adjusted is True or
>> False, which means that dollar volume is not unchanged.
>
>
>
> How does this look?
>
> Parse the historical data in file handle fh from yahoo finance.
>
> *adjusted*
> If True (default) replace open, close, high, low, and volume with
> their adjusted values.
> The adjustment is by a scale factor, S = adjusted_close/close.
> Adjusted prices are actual prices multiplied by S. Hence,
>
> Note that volume is already backward split adjusted by Yahoo, so
> if you want to compute dollars traded, multiply volume by the
> adjusted close, regardless of whether you choose adjusted =
> True|False
Here are some suggested tweaks:
*adjusted*
If True (default) replace open, close, high, and low prices with
their adjusted values. The adjustment is by a scale factor,
S = adjusted_close/close. Adjusted prices are actual prices
multiplied by S.
Volume is not adjusted as it is already backward split adjusted
by Yahoo. If you want to compute dollars traded, multiply
volume by the adjusted close, regardless of whether you choose
adjusted = True|False.
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