The Alpha158 could not match the actual data

[tengerye]

I ran the example code and displayed the data.

I carefully check the price. The close prices of SH600008 on 2015-01-05, 2015-01-06, 2015-01-07 are 4.75, 5.21, and 5.00 respectively. According to the explanation and this answer, the label is expected to be -0.04.

[Wangwuyi123]

@tengerye
The stats you noticed were via Prosess.So it's different from the theory

[tengerye]

@Wangwuyi123 Thank you for your kind reply, but I am still confused. If possible, would you please give more details? Such as, what do you mean by process and theory?

[tengerye]

@Wangwuyi123 I have also checked the data from your document. It does not make any sense.

[you-n-g]

@tengerye
Can the docs here answer your question?

The price volume data look different from the actual dealling price because of they are adjusted (adjusted price). And then you may find that the adjusted price may be different from different data sources. This is because different data sources may vary in the way of adjusting prices. Qlib normalize the price on first trading day of each stock to 1 when adjusting them.

[tengerye]

@you-n-g Thank you for your kind reply. So the data depends on the stocks I prepare for training. May I ask is it possible to check the raw actual price data please?

[you-n-g]

@tengerye
Can this answer your questions?
#878

[tengerye]

@you-n-g Sorry for the late reply. Is the following operation correct?

As you can see, the price could not match.

[igor17400]

@tengerye Shouldn't the calculatioin be '$adjclose * $factor'?

[you-n-g]

@tengerye

Our data is from Yahoo! finance.
It looks the same as it returns

[igor17400]

@tengerye Did you figure out why LABEL0 has a different value than the one you calculated?
Because, even if you normalize the results I've not managed to understand how the value of LABEL0 is obtained.
Similar issue in #1024 but with different data format (Alpha360)

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