diff --git a/qf_lib/data_providers/yfinance/yfinance_data_provider.py b/qf_lib/data_providers/yfinance/yfinance_data_provider.py
index c9b19cfa..7524f3c9 100644
--- a/qf_lib/data_providers/yfinance/yfinance_data_provider.py
+++ b/qf_lib/data_providers/yfinance/yfinance_data_provider.py
@@ -67,7 +67,8 @@ def price_field_to_str_map(self, *args) -> Dict[PriceField, str]:
 
     def get_history(self, tickers: Union[YFinanceTicker, Sequence[YFinanceTicker]], fields: Union[None, str, Sequence[str]],
                     start_date: datetime, end_date: datetime = None, frequency: Frequency = None,
-                    look_ahead_bias: bool = False, **kwargs) -> Union[QFSeries, QFDataFrame, QFDataArray]:
+                    look_ahead_bias: bool = False, auto_adjust: bool = True, **kwargs) \
+            -> Union[QFSeries, QFDataFrame, QFDataArray]:
         """
         Gets historical attributes (fields) of different securities (tickers).
 
@@ -87,6 +88,8 @@ def get_history(self, tickers: Union[YFinanceTicker, Sequence[YFinanceTicker]],
             frequencies at the following intervals: 60, 30, 15, 5 and 1 minute.
         look_ahead_bias: bool
             if set to False, the look-ahead bias will be taken care of to make sure no future data is returned
+        auto_adjust: bool
+            Adjust back all OHLC prices automatically. Default values is True.
 
         Returns
         -------
@@ -117,6 +120,7 @@ def get_history(self, tickers: Union[YFinanceTicker, Sequence[YFinanceTicker]],
         tickers_str = [t.as_string() for t in tickers]
         df = yf.download(list(set(tickers_str)), start_date, end_date, keepna=True,
                          interval=self._frequency_to_period(frequency),
+                         auto_adjust=auto_adjust,
                          progress=False)
         df = df.reindex(columns=MultiIndex.from_product([fields, tickers_str]))
         values = df.values.reshape(len(df), len(tickers), len(fields))
diff --git a/qf_lib/tests/integration_tests/data_providers/yfinance_data_provider/test_yfinance_data_provider.py b/qf_lib/tests/integration_tests/data_providers/yfinance_data_provider/test_yfinance_data_provider.py
index f1a9d1f8..cfa29642 100644
--- a/qf_lib/tests/integration_tests/data_providers/yfinance_data_provider/test_yfinance_data_provider.py
+++ b/qf_lib/tests/integration_tests/data_providers/yfinance_data_provider/test_yfinance_data_provider.py
@@ -85,7 +85,7 @@ def assert_equal(result, expected_value, decimals=2):
 )
 def test_get_history__daily__real_timer(tickers, fields, start_date, end_date, expected_values, data_provider):
     result = data_provider.get_history(YFinanceTicker.from_string(tickers), fields, str_to_date(start_date),
-                                       str_to_date(end_date))
+                                       str_to_date(end_date), auto_adjust=False)
     assert_equal(result, expected_values)
 
 
@@ -107,7 +107,7 @@ def test_get_history__daily__real_timer(tickers, fields, start_date, end_date, e
 )
 def test_incorrect_inputs(tickers, fields, start_date, end_date, expected_values, data_provider):
     result = data_provider.get_history(YFinanceTicker.from_string(tickers), fields, str_to_date(start_date),
-                                       str_to_date(end_date))
+                                       str_to_date(end_date), auto_adjust=False)
 
     assert_equal(result, expected_values)
 
@@ -123,7 +123,8 @@ def test_incorrect_inputs(tickers, fields, start_date, end_date, expected_values
 )
 def test_get_history__various_frequencies_real_timer(tickers, fields, start_date, end_date, frequency,
                                                      expected_values, data_provider):
-    result = data_provider.get_history(YFinanceTicker.from_string(tickers), fields, start_date, end_date, frequency)
+    result = data_provider.get_history(YFinanceTicker.from_string(tickers), fields, start_date, end_date, frequency,
+                                       auto_adjust=False)
     assert_equal(result, expected_values)
 
 
@@ -151,5 +152,6 @@ def test_get_history__settable_timer(tickers, fields, start_date, end_date, freq
     MarketOpenEvent.set_trigger_time({"hour": 9, "minute": 30, "second": 0, "microsecond": 0})
 
     data_provider.timer = SettableTimer(current_time)
-    result = data_provider.get_history(YFinanceTicker.from_string(tickers), fields, start_date, end_date, frequency)
+    result = data_provider.get_history(YFinanceTicker.from_string(tickers), fields, start_date, end_date, frequency,
+                                       auto_adjust=False)
     assert_equal(result, expected_values)
diff --git a/qf_lib/tests/unit_tests/data_providers/yfinance_data_provider/test_yfinance_data_provider.py b/qf_lib/tests/unit_tests/data_providers/yfinance_data_provider/test_yfinance_data_provider.py
index afcaddbe..1f2426bd 100644
--- a/qf_lib/tests/unit_tests/data_providers/yfinance_data_provider/test_yfinance_data_provider.py
+++ b/qf_lib/tests/unit_tests/data_providers/yfinance_data_provider/test_yfinance_data_provider.py
@@ -39,7 +39,7 @@ def data_provider():
 def mock_daily_yfinance_download():
     """ Fixture to mock yfinance.download to return hardcoded data. """
 
-    def _mock_download(tickers, start, end, interval, keepna, progress):
+    def _mock_download(tickers, start, end, **kwargs):
         # Hardcoded data for testing
         data = {
             "AAPL": pd.DataFrame({