10:04:01.957 [main] INFO c.n.nmutils.csvzip.CsvZipFileWriter,269 – writing ./log/Yahoo/AAPL.csv.zip
10:04:01.972 [main] INFO c.n.a.d.h.y.YahooEODCsvZipFileWriter,76 – writing csv.zip file ./log/Yahoo
10:04:02.002 [main] INFO c.n.a.d.h.y.YahooEODCsvZipFileWriter,89 – finished writing
Testcase: test_0020(com.numericalmethod.algoquant.data.cache.conversion.Cache2MatrixTest): FAILED
This is due to the fact that AAPL gives dividend now so Adj Close =/= Close . It seems that tests expects the close, but EODDataTransformer returns ADjClose.
One enhancement I can think of is to track dividends/CA separately and re-adjust the closes ourselves in Algoquant, instead of relying on Yahoo’s adj close.
It is important for users to easily know if the prices he’s requesting/feeding in his model are adjusted or not.