ValueRaider
commented
6 months ago I might be able to improve price-repair to handle - is this right? Not sure on dividend. And are other Arab exchanges affected?
Close Volume Dividends Repaired?
Date
2024-04-01 00:00:00+03:00 887.935758 934312 0.000 True
2024-04-02 00:00:00+03:00 891.638815 3488921 0.000 True
2024-04-03 00:00:00+03:00 874.046981 6309698 0.025 True
2024-04-08 00:00:00+03:00 872.000000 3358161 0.000 False
2024-04-14 00:00:00+03:00 866.000000 2829391 0.000 False
2024-04-15 00:00:00+03:00 862.000000 6771672 0.000 False
Describe bug
Hello,
I am looking at the stock NBK.KW
on 08th April 2024 it had a corporate action of stock dividends/cash bonus etc. as the case may be.
In the Boursa Kuwait stock market the price of the stock is reflected in fils (cents equivalent in US).
once the corporate action takes effect yfinance tries to do a historic price readjustment but ignores that the values are in fils, resulting in incorrect prices for day before the corporate action.
You will have the same problem for all stocks in GCC markets that are reflected in fils or cents equivalent.
Simple code that reproduces your problem
yfinance.download("NBK.KW")
Debug log
DEBUG Entering download() DEBUG Disabling multithreading because DEBUG logging enabled DEBUG Entering history() DEBUG Entering history() DEBUG NBK.KW: Yahoo GET parameters: {'period1': '1925-06-10 03:07:00+03:07', 'period2': '2024-05-16 03:36:03+03:00', 'interval': '1d', 'includePrePost': False, 'events': 'div,splits,capitalGains'} DEBUG Entering get() DEBUG url=https://query2.finance.yahoo.com/v8/finance/chart/NBK.KW DEBUG params={'period1': -1406246400, 'period2': 1715819763, 'interval': '1d', 'includePrePost': False, 'events': 'div,splits,capitalGains'} DEBUG Entering _get_cookie_and_crumb() DEBUG cookie_mode = 'basic' DEBUG Entering _get_cookie_and_crumb_basic() DEBUG loaded persistent cookie DEBUG reusing cookie DEBUG crumb = 'iI3kLNAmXIK' DEBUG Exiting _get_cookie_and_crumb_basic() DEBUG Exiting _get_cookie_and_crumb() DEBUG response code=200 DEBUG Exiting get() DEBUG NBK.KW: yfinance received OHLC data: 2000-01-03 06:00:00 -> 2024-05-15 06:00:00 DEBUG NBK.KW: OHLC after cleaning: 2000-01-03 09:00:00+03:00 -> 2024-05-15 09:00:00+03:00 DEBUG NBK.KW: OHLC after combining events: 2000-01-03 00:00:00+03:00 -> 2024-05-15 00:00:00+03:00 DEBUG NBK.KW: yfinance returning OHLC: 2000-01-03 00:00:00+03:00 -> 2024-05-15 00:00:00+03:00 DEBUG Exiting history() DEBUG Exiting history() DEBUG Exiting download() DEBUG get_raw_json(): https://query2.finance.yahoo.com/v10/finance/quoteSummary/NBK.KW DEBUG Entering get() DEBUG url=https://query2.finance.yahoo.com/v10/finance/quoteSummary/NBK.KW DEBUG params={'modules': 'financialData,quoteType,defaultKeyStatistics,assetProfile,summaryDetail', 'corsDomain': 'finance.yahoo.com', 'formatted': 'false', 'symbol': 'NBK.KW'} DEBUG Entering _get_cookie_and_crumb() DEBUG cookie_mode = 'basic' DEBUG Entering _get_cookie_and_crumb_basic() DEBUG reusing cookie DEBUG reusing crumb DEBUG Exiting _get_cookie_and_crumb_basic() DEBUG Exiting _get_cookie_and_crumb() DEBUG response code=200 DEBUG Exiting get() DEBUG Entering get() DEBUG url=https://query1.finance.yahoo.com/ws/fundamentals-timeseries/v1/finance/timeseries/NBK.KW?symbol=NBK.KW&type=trailingPegRatio&period1=1700092800&period2=1715904000 DEBUG params=None DEBUG Entering _get_cookie_and_crumb() DEBUG cookie_mode = 'basic' DEBUG Entering _get_cookie_and_crumb_basic() DEBUG reusing cookie DEBUG reusing crumb DEBUG Exiting _get_cookie_and_crumb_basic() DEBUG Exiting _get_cookie_and_crumb() DEBUG response code=200 DEBUG Exiting get()
Bad data proof
yfinanceversion0.2.38
Python version
3.12
Operating system
Windows 10 Home