Stock splits

[NicBT]

Hi Yacoubb, Just wanted to give you a heads up that it doesn't appear your code accounts for stocks splits at all. You probably didnt encounter this since MSFT hasnt had a split in the last 500 days, but for other stocks this may be an issue. you can actually see one such split in this graph you posted by looking at the huge price drop circa day 900:

Might be good to use alpha_vantage's "daily_adj" (which i'm aware you've included), and check for any stock splits in the "split coefficient" column and adjust all the ohlcv values accordingly.

cheers