You can control the Data Normalization Mode for each asset individually.
This is done with the security.SetDataNormalizationMode() method.
The accepted values are: Raw, Adjusted(default), SplitAdjusted and TotalReturn.
class BootCampTask(QCAlgorithm):
def Initialize(self):
self.SetStartDate(2017, 06, 01)
self.SetEndDate(2017, 06, 15)
# Manually Select Data
self.spy = self.AddEquity("SPY", Resolution.Daily)
self.spy.SetDataNormalizationMode(DataNormalizationMode.Raw)
//Same as above; accessing securities properties and methods.
//self.Securities["SPY"].SetDataNormalizationMode(DataNormalizationMode.Adjusted)
self.iwm = self.AddEquity("IWM", Resolution.Daily);
self.iwm.SetLeverage(1)
def OnData(self, data):
pass