Thanks, will respond in the doc On Tue, Sep 15, 2020 at 8:34 PM Simon <simon.emr...@gmail.com> wrote:
> Hi Martin, > Long-time lurker, first-time poster... I added some comments to the > document as a starting point - hope I did it right! > > I have a decent amount of experience with the treatment of corporate > actions - would love to contribute. > > Kind regards, > Simon > > On Sunday, September 13, 2020 at 2:02:45 AM UTC-4 bl...@furius.ca wrote: > >> Moving to: >> >> https://docs.google.com/document/d/1SC_q_t8TkLdPxglb2qcpG8q4wVe0VP-XU35FTI0ICRA/edit?usp=sharing >> >> >> On Sun, Sep 13, 2020 at 12:44 AM Martin Blais <bl...@furius.ca> wrote: >> >>> Right now, Beancount does nothing about stock splits (nor does it know >>> about them either). >>> >>> You either (a) keep the same symbol and have a discontinuity in the >>> price series, or (b) switch to a new symbol and have two sets of prices. >>> I've been tending toward (a) in recent years, but in the past had used (b) >>> -- the extra symbol bothers me. Hasn't been much of a problem so far >>> (though I invest mostly in baskets so I only have relatively few of them). >>> >>> The price fetchers return adjusted prices for historical prices. For >>> example, if you fetch a historical price for day X before a split, the >>> price returned for day X will be different if you fetch it before or after >>> the split (you have to be careful with that). It's not pretty and could >>> lead to errors. Even with correct recording of prices on the split date it >>> could be tricky, e.g., a trade that posts the day before a split and >>> settles a day after it. >>> >> >> >> >>> >>> I haven't been too concerned with errors around split dates before, but >>> now with my recent work on computing returns, I'm having to pay a bit more >>> attention to that, and as I'm adding price plots I'm finding some small >>> errors in my input file if I look for info around splits. >>> >>> Has anyone done some thinking around how they'd like to see stock splits >>> handled? >>> Obviously we cannot change the numbers in the input file itself, but I'm >>> curious to hear if people have expectations or some clear idea about what >>> they'd like to see in a PTA system. >>> >>> Some quickly jotted down ideas: >>> - Checking for discontinuity in the price series to highlight errors (as >>> a script, probably). >>> - Adding explicit directives to record split information, and requiring >>> price directives on that date. >>> - Internally associating version numbers with price points based on >>> splits and having operations on them which take those into account. >>> >>> Not so sure how to go about it yet, I'm just starting to look into this. >>> >>> -- > You received this message because you are subscribed to the Google Groups > "Beancount" group. > To unsubscribe from this group and stop receiving emails from it, send an > email to beancount+unsubscr...@googlegroups.com. > To view this discussion on the web visit > https://groups.google.com/d/msgid/beancount/2312f29d-baef-45cb-8007-ea46172445b4n%40googlegroups.com > <https://groups.google.com/d/msgid/beancount/2312f29d-baef-45cb-8007-ea46172445b4n%40googlegroups.com?utm_medium=email&utm_source=footer> > . > -- You received this message because you are subscribed to the Google Groups "Beancount" group. To unsubscribe from this group and stop receiving emails from it, send an email to beancount+unsubscr...@googlegroups.com. To view this discussion on the web visit https://groups.google.com/d/msgid/beancount/CAK21%2BhOr2C7mo%3DUpxkGhF1v2KPALXnsj0AYjB8yD%2Bw%2BuA7%3D7CQ%40mail.gmail.com.
