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should we use colse or adjclose? #5

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qtbgo opened this issue Sep 13, 2021 · 0 comments
Open

should we use colse or adjclose? #5

qtbgo opened this issue Sep 13, 2021 · 0 comments

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@qtbgo
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qtbgo commented Sep 13, 2021

Thank you for sharing your code.
In file backtest_metrics\Baseline and Metrics.ipynb,you use close price to construct feature. I think we should use adjclose to construct feature. Am I right?

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