Hi. This might be a dumb question, but I'm looking at the transaction log for my backtest and it seems like the listed price of the securities do not match the actual prices: https://imgur.com/a/qYgX7d5 Am I misunderstanding the value in that last column? My assumption is the last column represents the price of the stock at the time of purchase.
This a very good observation. This is one of the features of our platform which makes it close to what can happen in real scenario.
The price on the transaction log is from 2016, and the current price you are comparing as of today. Between this two timestamps, the stock went through a split (early this year I suppose). On blueshift we try to simulate history as it happened. This means trades are executed as of the traded price on a given day. Splits are handled by changing the number of units you hold on the day of split - close to what happens in a real brokerage account. This gives you better accuracy compared to a simplistic backtest using adjusted historical data as of today, especially in case where your capital is low, or the stock has a high dividend payout or you are trying pair trading.