Has anyone worked with quotes_historical_yahoo module
> enough to know if the 7th attribute, adjusted price, is
> available? Adjusted price is sort of a total return figure
> -- price adjusted for splits and dividends and is actually
> the critical number to consider for performance over long
> periods of time. Finance.quothist in Perl provides this
> attribute as an option.
There is support for this in CVS -- you can pass the "adjusted" kwarg
to the function to get the adjusted price. There is also the asobject
kwarg, which when true, will return an object with the various
attributes (open, close, high, low, date, volume) as array
attributes. This is a little more convenient, especially when working
with multiple instruments. Eg
sp = finance.quotes_historical_yahoo(
'^GSPC', d1, d2, asobject=True, adjusted=True)
returns = (sp.open[1:] - sp.open[:-1])/sp.open[1:]
[n,bins,patches] = hist(returns, 100)
mu = mean(returns)
sigma = std(returns)
x = normpdf(bins, mu, sigma)
plot(bins, x, color='red', lw=2)
JDH