QuantConnect / QuantConnect/Lean
Access to Price Adjustment Factors for QCAlgorithm
Open
Nobody has claimed this yet.
feature
- Dominant language
- C#
- Stars
- 21.7k
- Forks
- 5.3k
- Avg merge
- 2d 22h
- Merged PRs (30d)
- 34
Description
Expected Behavior
We can access the price factor being applied to the data feed
Nice to be able to convert back to the raw price if doing algorithms sensitive to the adjustments.
Actual Behavior
We can't access the price factor
Potential Solution
N/A
Checklist
- I have completely filled out this template
- I have confirmed that this issue exists on the current
masterbranch - I have confirmed that this is not a duplicate issue by searching issues
Contributor guide
First steps
- Read the whole issue, then the project's contributing guide.
- Comment on the issue to say you are picking it up — it saves two people doing the same work.
- Fork the repository and make your change on a branch.
- Open a pull request that references the issue number.
Research direction
Start by tracing how QCAlgorithm receives adjusted prices from the data feed and where price-adjustment information is handled. Define the public access point and verify that algorithms can retrieve the factor needed to convert adjusted prices back to raw prices, including coverage for relevant adjustment cases.
Written by the indexing model from the issue text.
Assessment
- Tech stack
- csharp
- Domain
- api
- Issue type
- Feature
- Difficulty
- 4/5
- Estimated time
- 3-5 days
- Activity status
- Stale
- Clarity
- Mostly clear
- Newbie friendliness
- 35/100