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pit-adjuster

Market & alternative dataPython⏱ Last commit 14 days ago

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 forProfessional quants
Used forBacktesting, Data analysis
MarketsChina A-shares
StackPython
Learning curveSteep learning curve
Practical valueMedium practical value
CostFree and open source
HardwareNo GPU needed
MaintenanceLast 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.

In the author's words

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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