Yahoo dividends are no longer split adjusted

Yahoo Finance used to return split-adjusted dividends. Now they return
the raw dividend data. Update getDividends() to adjust the raw dividend
data for splits by default, and do nothing if 'split.adjust = FALSE'.

Thanks to Douglas Barnard for the detailed report!

Fixes #253.

R/getDividends.R

@@ -25,11 +25,11 @@ function(Symbol,from='1970-01-01',to=Sys.Date(),env=parent.frame(),src='yahoo',
   fr <- xts(fr[,2],as.Date(fr[,1]))
   colnames(fr) <- paste(Symbol.name,'div',sep='.')
 
-  # dividends from Yahoo are split-adjusted; need to un-adjust
-  if(src[1] == "yahoo" && !split.adjust) {
+  # dividends from Yahoo are not split-adjusted
+  if(src[1] == "yahoo" && split.adjust) {
     splits <- getSplits(Symbol.name, from="1900-01-01")
     if(is.xts(splits) && is.xts(fr) && nrow(splits) > 0 && nrow(fr) > 0) {
-      fr <- fr / adjRatios(splits=merge(splits, index(fr)))[,1]
+      fr <- fr * adjRatios(splits=merge(splits, index(fr)))[,1]
     }
   }
 

tests/test_getDividends.R

@@ -0,0 +1,7 @@
+library(quantmod)
+
+# split-adjusted by default
+cf.div.adj <- as.numeric(getDividends("CF")["2015"])
+stopifnot(isTRUE(all.equal(cf.div.adj, rep(0.3, 4))))
+cf.div.raw <- as.numeric(getDividends("CF", split.adjust = FALSE)["2015"])
+stopifnot(isTRUE(all.equal(cf.div.raw, c(1.5, 1.5, 0.3, 0.3))))