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pit-adjuster
Point-in-time fixed-basis adjustment for daily prices
What it is
A zero-dependency Python package that rebuilds daily equity prices onto a fixed back-adjusted basis from current-vintage forward-adjusted bars and a point-in-time corporate-action archive. Each day's price may depend only on events whose ex-date falls on or before that day, and checks ask whether the rebuild inverts the vendor factor chain and still matches raw prices. Researchers working through A-share history, and anyone who must show a historical price was knowable on its date, can run it before a backtest. It does not ship the corporate-action archive or forecast prices, and the caller has to supply and verify event dates, announcement timing, and coverage.
At a glance
Worth watchingOur rating, based on popularity, maintenance and how ready it is for real use.
| Best for | Professional quants |
|---|---|
| Used for | Backtesting, Data analysis |
| Markets | China A-shares |
| Stack | Python |
| Learning curve | Steep learning curve |
| Practical value | Medium practical value |
| Cost | Free and open source |
| Hardware | No GPU needed |
| Maintenance | Last commit 14 days ago |
GitHub stars, last 30 days
Daily snapshots since 2026-09-28 (up to 30 days): 0 over the period, now 0. Gaps mean no snapshot was taken that day.
Point-in-time fixed-basis back-adjustment for A-share daily prices: corporate-action factor chains, convention-drift detection, snapshot-equivalence gates and a full-window drift checker.
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