microsoft / microsoft/qlib

Which type of data source should be?

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Dominant language
Python
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Description

❓ Questions and Help

I am so confused about whether the data source of open, close, high, and low should be adjusted or not.

I found the document saying that the data is adjusted, but if we directly place the adjusted data as a data source, why is a factor needed?

I am just confused whether I should put the adjusted close or the unadjusted close.

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Research direction

The issue names no files, tests, or entry points. Start by reviewing the data-adjustment documentation referenced in the question and the guidance for configuring data sources. Done means documenting whether open, close, high, and low should use adjusted or unadjusted values and explaining the factor's role.

Written by the indexing model from the issue text.

Assessment

Tech stack
python
Domain
data, fintech-quant
Issue type
Documentation
Difficulty
5/5
Estimated time
Over a week
Activity status
Stale
Clarity
Needs clarification
Newbie friendliness
20/100

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