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Consider Splits & Dividends in Paper Trading

Open Andreas-Buchner opened this issue 4 years ago • 6 comments

I am currently testing a longer term strategy (multiple months of holding a portfolio) and I receive distorted results, mainly because of stock splits not being considered in paper trading.

I would love to see stock splits and dividends to be considered in paper trading since it would lead to a more realistic way to test a strategy live. Even though Alpaca is not mainly meant to be used for strategy developing it would be a nice feature to have.

Regarding alternatives, I am now manually tracking splits and dividends and factor them in before rebalancing my portfolio by resetting my paper trading account. This is not an ideal solution however as you can imagine.

Hopefully somebody finds my request useful, so it will be implemented soon. Thank you in advance!

Andreas-Buchner avatar Apr 28 '21 17:04 Andreas-Buchner

It would be great to have stock split adjusted data from alpaca.

brohitv avatar May 10 '21 11:05 brohitv

+1 for adjusted data parameter. For both stock splits and dividends.

tifolson avatar May 29 '21 12:05 tifolson

+1, would be very useful for historical analysis

aidanjalili avatar Aug 14 '21 16:08 aidanjalili

I've been considering using Alpaca for a while now, and I keep pushing it off because Alpaca API doesn't have adjusted data.

binarymason avatar Aug 16 '21 18:08 binarymason

necro +1 This is pretty important given a lot of hot stocks have been splitting numerous times these past few years

MistaLemur avatar Apr 04 '22 06:04 MistaLemur