Skip to content
New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

'Adj Close' dropped from .download in version 0.2.54 #2283

Open
sanyearng opened this issue Feb 19, 2025 · 4 comments
Open

'Adj Close' dropped from .download in version 0.2.54 #2283

sanyearng opened this issue Feb 19, 2025 · 4 comments

Comments

@sanyearng
Copy link

Many thanks for the fast release on this version! I noticed this no longer includes 'Adj Close' data in the '.download' dataframe (both for single ticker calls and for multiple ticker calls). Is there a way to have this produced again alongside the OHLCV data? Thanks in advance for any insight or help.

@sanyearng
Copy link
Author

Following the code on this, and - as I'm sure you're aware - this is related to a change in default behaviour to auto_adjust=True setting in download(). I assume the prior default was auto_adjust=False (which produces the additional 'Adj Close' values).

Assuming that is the case, I'd like to request that the auto_adjust default be restored to False for download(), if that's possible. I use this and call this embedded in so many places and the consistency would be very much appreciated. Many thanks, if possible.

@ValueRaider
Copy link
Collaborator

The switch was to get consistency with Ticker.history, where default behaviour matches more use cases - return prices dividend-adjusted. Don't need to calculate yourself.

@sanyearng
Copy link
Author

I hardly ever use Ticker.history but I use download all the time. Your answer implies (and perhaps I should know) that there are cross-dependencies,between the functions. Is that the case? Does auto_adjust =True additionally modify OHL and not just C? From what I understand now, I would still recommend setting auto_adjust=False for download() as it seems to produce a superset of data for download() I.e. with the inclusion of ‘Adj Close’ and ‘Close’.

@ValueRaider
Copy link
Collaborator

No cross-dependency

OHLC is adjusted

Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment
Labels
None yet
Projects
None yet
Development

No branches or pull requests

2 participants