Would you please add the fuction about back adjustment?

[z135426]

It's a wonderful module to download data into python and analysis it. However, the futures in continuous contract need to be back adjustment to avoid the gap while changing contract to next month. TradingView has this function at the right bottom corner in the chart. It's a perfect module if you add this into tvdatafeed. Thanks a lot.

[Sinansi]

I would like to know if the prices downloaded using tvdatafeed are adjusted to dividend and splits or not?

[Sinansi]

I made test comparing chart prices and prices downloaded using tvdatafeed. I confirm that prices downloaded using tvdatafeed are not adjusted to dividend. tvdatafeed prices are adjusted for splits only.

Even if you login to your own account and you have dividend adjustment turned on, tvdatafeed will still download dividend unadjusted prices.

[mocchibocchi]

Anyone found a solution to this yet? Been searching...

[Pofatoezil]

@mocchibocchi ,try install this branch pip install --upgrade --no-cache-dir git+https://github.com/Pofatoezil/tvdatafeed.git@BackwardAdjustment

and use fut_badj in get_hist function to get backward adjustment price txf_h1_adj = tv.get_hist(symbol='TXF',exchange='TAIFEX',interval=Interval.in_1_hour,n_bars=10000,fut_contract=1,fut_badj=True) if you need origin data, use txf_h1 = tv.get_hist(symbol='TXF',exchange='TAIFEX',interval=Interval.in_1_hour,n_bars=10000,fut_contract=1,fut_badj=False)

[mocchibocchi]

Thanks, it appeared to install successfully. Errors when running it though -- just doesn't like fut_badj. For what it's worth, when i tried to load @.*** as a URL in browser, it said "Not Found".

This was the code I used: import pandas as pd from tvDatafeed import TvDatafeed, Interval

txf_h1_adj = tv.get_hist(symbol='TXF',exchange='TAIFEX',interval=Interval.in_1_hour,n_bars=10000,fut_contract=1,fut_badj=True) print(txf_h1_adj)

and this was the result:

---------------------------------------------------------------------------TypeError Traceback (most recent call last) Cell In[12], line 3 1 import pandas as pd 2 from tvDatafeed import TvDatafeed, Interval----> 3 txf_h1_adj = tv.get_hist(symbol='TXF',exchange='TAIFEX',interval=Interval.in_1_hour,n_bars=10000,fut_contract=1,fut_badj=True) 4 print(txf_h1_adj) TypeError: TvDatafeed.get_hist() got an unexpected keyword argument 'fut_badj'

On Fri, Mar 22, 2024 at 11:40 AM HuanYu Lee @.***> wrote:

@mocchibocchi https://github.com/mocchibocchi ,try install this branch pip install --upgrade --no-cache-dir git+ @.***

and use fut_badj in get_hist function to get backward adjustment price txf_h1_adj = tv.get_hist(symbol='TXF',exchange='TAIFEX',interval=Interval.in_1_hour,n_bars=10000,fut_contract=1,fut_badj=True) if you need origin data, use txf_h1 = tv.get_hist(symbol='TXF',exchange='TAIFEX',interval=Interval.in_1_hour,n_bars=10000,fut_contract=1,fut_badj=False)

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[Pofatoezil]

@mocchibocchi Perhaps you can refer to the [file changed] and try to fix it manually.