[R-Forge #735] problems when using adjust=T in getSymbols family

[joshuaulrich]

Submitted by: ivan popivanov
Assigned to: Joshua Ulrich
R-Forge link

ge = getSymbols('ge', src='yahoo', from='1900-01-01', auto.assign=F, adjust=T)
Error in sprintf('%.2d', to.d) :
invalid format '%.2d'; use format %f, %e, %g or %a for numeric objects

The problem occurs when the call to getDividends is made, because it passes the default to.d which is Sys.Date() instead of string.

ge = getSymbols('ge', src='yahoo', from='1900-01-01', to='2050-01-01', auto.assign=F, adjust=T)

The above works fine, which confirms the type problem. Now:

head(ge)
GE.Open GE.High GE.Low GE.Close GE.Volume GE.Adjusted
1962-01-02 0.5538378 0.5630685 0.5482994 0.5519917 2925044 0.18
1962-01-03 0.5491856 0.5491856 0.5446072 0.5464533 2004197 0.18
1962-01-04 0.5464533 0.5510317 0.5353766 0.5399550 2491704 0.18
1962-01-05 0.5399550 0.5409149 0.5169153 0.5261459 3696931 0.17
1962-01-08 0.5261459 0.5261459 0.5095308 0.5251859 4197980 0.17
1962-01-09 0.5251859 0.5325705 0.5214937 0.5279921 3155256 0.17

Hmm, looks like the adjustment is bad. Why do you have to use the splits and the dividends to adjust when the Adjusted column is available? Just take the ratio between Adjusted and Close and use this ratio to adjust Open, High, Low and Close. Is this wrong for some reason?!

Followups:

Date: 2014-12-07 20:04
Sender: Joshua Ulrich
The first issue seems to have been fixed awhile ago. The second issue is fixed in r618. getSymbols.yahoo now uses adjustOHLC if adjust=TRUE. I think the differences were because the previous getSymbols.yahoo adjustment did not un-adjust dividends for splits (Yahoo already adjusts dividends for splits) before calculating the adjustment ratios.