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Question about dividends

Open gabrielfior opened this issue 3 years ago • 0 comments

I would like to include dividends in my backtest for 2 tickers: ABCP11.SA and AIEC11.SA. They have paid dividends in every month (kind of REIT). Please see my implementation for data fetching below:

data = bt.get('ABCP11.SA,AIEC11.SA', start='2022-01-01')
print(data.head())

This yields:

             abcp11sa   aiec11sa
Date                            
2022-03-15  69.217567  72.002869
2022-03-16  69.330429  72.050095
2022-03-17  69.264595  73.088821
2022-03-18  69.038857  73.372116
2022-03-21  69.057655  72.408920

However, dividend data is missing. Therefore 2 questions:

  • Is there a way to directly retrieve dividend data using bt (maybe extra params on the bt.get function)?
  • Is there a way to reinvest dividends automatically as part of a strategy? I am aware of other questions that went in this direction, mainly this one, but still am looking for guidance. Many thanks!

gabrielfior avatar Nov 17 '22 10:11 gabrielfior