Merge pull request #1191 from quantopian/almost-correct

BUG: fix inverted splits in quandl data
quantcatalyst · May 9, 2016 · e4934cc · e4934cc
2 parents 10daf9e + 55f1548
commit e4934cc
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Showing 2 changed files with 3 additions and 3 deletions.
diff --git a/tests/data/bundles/test_quandl.py b/tests/data/bundles/test_quandl.py
@@ -162,7 +162,7 @@ def expected_dividend_adjustment(idx, symbol):
                     last_row=i(108),
                     first_col=sids['AAPL'],
                     last_col=sids['AAPL'],
-                    value=7.0,
+                    value=1.0 / 7.0,
                 )],
             },
         ] * (len(self.columns) - 1) + [
@@ -173,7 +173,7 @@ def expected_dividend_adjustment(idx, symbol):
                     last_row=i(108),
                     first_col=sids['AAPL'],
                     last_col=sids['AAPL'],
-                    value=1 / 7,
+                    value=7.0,
                 )],
             }
         ]

diff --git a/zipline/data/bundles/quandl.py b/zipline/data/bundles/quandl.py
@@ -206,7 +206,7 @@ def fetch_single_equity(api_key,
 
 def _update_splits(splits, asset_id, raw_data):
     split_ratios = raw_data.split_ratio
-    df = pd.DataFrame({'ratio': split_ratios[split_ratios != 1]})
+    df = pd.DataFrame({'ratio': 1 / split_ratios[split_ratios != 1]})
     df.index.name = 'effective_date'
     df.reset_index(inplace=True)
     df['sid'] = asset_id