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Adjust for stock splits in portfolio engine (#4195)

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* Adjust for stock splits in portfolio engine

* Lint

* Lint2

---------

Co-authored-by: James Maslek <jmaslek11@gmail.com>
This commit is contained in:
Rajan
2023-03-28 00:56:35 +02:00
committed by GitHub
parent 1fb918f6f9
commit 55c4b54ea7
1 changed files with 26 additions and 0 deletions
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26
openbb_terminal/portfolio/portfolio_engine.py
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@@ -19,6 +19,7 @@ from openbb_terminal.portfolio.portfolio_helper import (
make_equal_length,
)
from openbb_terminal.rich_config import console
from openbb_terminal.stocks.fundamental_analysis.yahoo_finance_model import get_splits
from openbb_terminal.terminal_helper import suppress_stdout
# pylint: disable=E1136,W0201,R0902,C0302
@@ -285,6 +286,31 @@ class PortfolioEngine:
abs(self.__transactions["Quantity"]) * self.__transactions["Signal"]
)
# Adjust quantity and price for splits
for ticker in self.__transactions["Ticker"].unique():
try:
splits_df = get_splits(ticker)
if not splits_df.empty:
splits_df = splits_df.tz_localize(tz=None)
for split_date in splits_df.index:
self.__transactions["Quantity"] = np.where(
(self.__transactions["Ticker"] == ticker)
& (self.__transactions["Date"] < split_date),
self.__transactions["Quantity"]
* splits_df.loc[split_date].values,
self.__transactions["Quantity"],
)
self.__transactions["Price"] = np.where(
(self.__transactions["Ticker"] == ticker)
& (self.__transactions["Date"] < split_date),
self.__transactions["Price"]
/ splits_df.loc[split_date].values,
self.__transactions["Price"],
)
except Exception:
console.print("\nCould not get splits adjusted")
p_bar.n += 1
p_bar.refresh()