sthoooon
12/12/2017 - 3:15 PM

Set Data Normalization Mode

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.

SetDataNormalizationMode.py
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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