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alpacahq / Alpaca-API

The Alpaca API is a developer interface for trading operations and market data reception through the Alpaca platform.
https://alpaca.markets/
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Consider Splits & Dividends in Paper Trading #181

Open Andreas-Buchner opened 3 years ago

Andreas-Buchner commented 3 years ago

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!

brohitv commented 3 years ago

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

tifolson commented 3 years ago

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

aidanjalili commented 3 years ago

+1, would be very useful for historical analysis

binarymason commented 3 years ago

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

MistaLemur commented 2 years ago

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

bluusun commented 4 months ago

Dividends are REALLY important for my strategies. Shouldn't be hard to add?