Split-Adjust for Yfinance data

• yfinance data adjustment for split and dividend

• sometimes you may need an original price,but unfortunately yfinance provide the OHLC prices adjusted for split, users may want to adjust backward for some reason to get the original prices. at this time, it is the piece of code that may help with you.

• the single function returns a dataframe structure that contains adj. OHLC(i.e. adj. Close adj. High ...) and at the same time it can reverse the already split-adjusted OHLC to the unadjusted, original ones if the 'adjustback_for_split' boolean value is set to True

Quick Start

• 1,import your yfinance data,with actions = True

import yfinance as yf

msft = yf.download("MSFT",actions = True)

# warning: DON'T use history(),the data is somehow incorrect for adjustment 

• 2,call the function with adjustback_for_split = True if you want to get the original prices.

msft = adjust_yfinance_stock_price(msft,adjustback_for_split = True)

Output example for msft:

	Open	High	Low	Close	Adj Close	Volume	Dividends	Stock Splits	Split Ratio	Adj. Close	Adj. Volume	Adj. Open	Adj. High	Adj. Low
Date
1986-03-13	25.500096	29.250144	25.500096	27.999936	0.059946	3582600.0	0.0	0.0	1.0	0.059946	1.031789e+09	0.054594	0.062623	0.054594
1986-03-14	27.999936	29.500128	27.999936	28.999872	0.062087	1070000.0	0.0	0.0	1.0	0.062087	3.081600e+08	0.059946	0.063158	0.059946
1986-03-17	28.999872	29.750112	28.999872	29.500128	0.063158	462400.0	0.0	0.0	1.0	0.063158	1.331712e+08	0.062087	0.063694	0.062087
1986-03-18	29.500128	29.750112	28.499904	28.749888	0.061552	235300.0	0.0	0.0	1.0	0.061552	6.776640e+07	0.063158	0.063694	0.061017
1986-03-19	28.749888	28.999872	27.999936	28.249920	0.060482	166300.0	0.0	0.0	1.0	0.060482	4.789440e+07	0.061552	0.062087	0.059946
...	...	...	...	...	...	...	...	...	...	...	...	...	...	...
2024-09-09	407.239990	408.649994	402.149994	405.720001	405.720001	15295100.0	0.0	0.0	1.0	405.720001	1.529510e+07	407.239990	408.649994	402.149994
2024-09-10	408.200012	416.329987	407.700012	414.200012	414.200012	19594300.0	0.0	0.0	1.0	414.200012	1.959430e+07	408.200012	416.329987	407.700012
2024-09-11	415.500000	423.989990	409.579987	423.040009	423.040009	19266900.0	0.0	0.0	1.0	423.040009	1.926690e+07	415.500000	423.989990	409.579987
2024-09-12	423.309998	427.369995	419.750000	427.000000	427.000000	17418800.0	0.0	0.0	1.0	427.000000	1.741880e+07	423.309998	427.369995	419.750000
2024-09-13	425.829987	431.829987	425.459991	430.589996	430.589996	15861900.0	0.0	0.0	1.0	430.589996	1.586190e+07	425.829987	431.829987	425.459991

9704 rows × 14 columns