Unable to locate Adjusted Close pricing column in CSV data file. Prices cannot be adjusted.

[meman987]

I'm new to QSTrader (but I've played around with zipline a bit).

I get this error for all examples. I tried to add a Adjusted Close column (with the Close data) but it did not help:

Loading CSV files into DataFrames...
Loading CSV file for symbol 'EQ:SPY'...
Loading CSV file for symbol 'EQ:AGG'...
Adjusting pricing in CSV files...
Adjusting CSV file for symbol 'EQ:SPY'...
Traceback (most recent call last):
  File "/media/me/364b201e-3416-4537-bb16-98314b1ef284/git/gizur-trade-rndfy25/dec2024/qstrader/sixty_forty.py", line 27, in <module>
    data_source = CSVDailyBarDataSource(csv_dir, Equity, csv_symbols=strategy_symbols)
                  ^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
  File "/home/me/micromamba-qstrader/lib/python3.12/site-packages/qstrader/data/daily_bar_csv.py", line 42, in __init__
    self.asset_bid_ask_frames = self._convert_bars_into_bid_ask_dfs()
                                ^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
  File "/home/me/micromamba-qstrader/lib/python3.12/site-packages/qstrader/data/daily_bar_csv.py", line 197, in _convert_bars_into_bid_ask_dfs
    self._convert_bar_frame_into_bid_ask_df(bar_df)
  File "/home/me/micromamba-qstrader/lib/python3.12/site-packages/qstrader/data/daily_bar_csv.py", line 151, in _convert_bar_frame_into_bid_ask_df
    raise ValueError(
ValueError: Unable to locate Adjusted Close pricing column in CSV data file. Prices cannot be adjusted. Exiting.

Any help is much appreciated!

[dkelley725]

Just went the a similar exercise, i used 'Adj Close' for the column name and that worked.

[himilou]

When you call CSVDailyBarDataSource(...) you can add the parameter adjust_prices = False which will then skip adjusting prices between a close price and the Adjusted Close price.

this issue mainly occurs because yfinance changed the code for pulling historical data to make the close price reflect the adjusted closing price and then stopped including the adj close price column data.
This article explains the issue fairly well and also demostrates how to toggle yfinance into providing the adj close column in historical data https://medium.com/@josue.monte/why-adj-close-disappeared-in-yfinance-and-how-to-adapt-6baebf1939f6