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Update data-normalization.php
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DerekMelchin authored Aug 2, 2024
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2 changes: 1 addition & 1 deletion Resources/securities/data-normalization.php
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<p>The data normalization mode defines how historical data is adjusted for <a href='/docs/v2/writing-algorithms/securities/asset-classes/us-equity/corporate-actions'>corporate actions</a>.<? if ($writingAlgorithms) { ?> The data normalization mode affects the data that LEAN passes to <code class="csharp">OnData</code><code class="python">on_data</code> and the data from <a href='/docs/v2/writing-algorithms/historical-data/history-requests'>history requests</a>. <? } ?> By default, LEAN adjusts US Equity data for splits and dividends to produce a smooth price curve, but the following data normalization modes are available:</p>

<div data-tree='QuantConnect.DataNormalizationMode' data-fields='Raw,Adjusted,SplitAdjusted,TotalReturn<?=$research ? ",ScaledRaw" : "";?>'></div>
<div data-tree='QuantConnect.DataNormalizationMode' data-fields='Raw,raw,Adjusted,adjusted,SplitAdjusted,split_adjusted,TotalReturn,total_return<?=$research ? ",ScaledRaw,scaled_raw" : "";?>'></div>

<? include(DOCS_RESOURCES."/datasets/data-normalization.php"); ?>

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