"Close" attribute has a different meaning when returned from yf.Ticker.history vs yf.download

[ndamclean]

Describe bug

The yf.Ticker.history function returns "adjusted close" data labelled as "Close" values for tickers.

The yf.download function provides "Close" and "Adj Close" values separately.

This is confusing because I would expect the "Close" price to have the same meaning regardless of which API function I am using.

Simple code that reproduces your problem

import pandas as pd
import yfinance as yf

yf.enable_debug_mode() 

ticker = "ALX"
start_date, end_date = "2019-01-01", "2024-11-01"

stock = yf.Ticker(ticker)
share_price_download = yf.download(ticker, start_date, end_date)
share_price_download.index = share_price_download.index.tz_localize(None)
share_price_download_close = share_price_download["Close"][ticker]
share_price_download_adj_close = share_price_download["Adj Close"][ticker]

share_price_yf_history = stock.history(start=start_date, end=end_date)
share_price_yf_history.index = share_price_yf_history.index.tz_localize(None)
share_price_yf_history_close = share_price_yf_history.Close

pd.merge(
    pd.DataFrame(share_price_download_close.rename("close - yf.download")),
    pd.DataFrame(share_price_yf_history_close.rename("close - yf.Ticker.history")),
    left_index=True,
    right_index=True,
).plot(title=ticker)

pd.merge(
    pd.DataFrame(share_price_download_close.rename("close - yf.download")),
    pd.DataFrame(share_price_download_adj_close.rename("adj close - yf.download")),
    left_index=True,
    right_index=True,
).plot(title=ticker)

Debug log

DEBUG Entering download()
DEBUG Disabling multithreading because DEBUG logging enabled
DEBUG Entering history()
DEBUG Entering history()
DEBUG ALX: Yahoo GET parameters: {'period1': '2019-01-01 00:00:00-05:00', 'period2': '2024-11-01 00:00:00-04:00', 'interval': '1d', 'includePrePost': False, 'events': 'div,splits,capitalGains'}
DEBUG ALX: yfinance received OHLC data: 2019-01-02 14:30:00 -> 2024-10-31 13:30:00
DEBUG ALX: OHLC after cleaning: 2019-01-02 09:30:00-05:00 -> 2024-10-31 09:30:00-04:00
DEBUG ALX: OHLC after combining events: 2019-01-02 00:00:00-05:00 -> 2024-10-31 00:00:00-04:00
DEBUG ALX: yfinance returning OHLC: 2019-01-02 00:00:00-05:00 -> 2024-10-31 00:00:00-04:00
DEBUG Exiting history()
DEBUG Exiting history()
DEBUG Exiting download()
DEBUG Entering history()
DEBUG Entering history()
DEBUG ALX: Yahoo GET parameters: {'period1': '2019-01-01 00:00:00-05:00', 'period2': '2024-11-01 00:00:00-04:00', 'interval': '1d', 'includePrePost': False, 'events': 'div,splits,capitalGains'}
DEBUG ALX: yfinance received OHLC data: 2019-01-02 14:30:00 -> 2024-10-31 13:30:00
DEBUG ALX: OHLC after cleaning: 2019-01-02 09:30:00-05:00 -> 2024-10-31 09:30:00-04:00
DEBUG ALX: OHLC after combining events: 2019-01-02 00:00:00-05:00 -> 2024-10-31 00:00:00-04:00
DEBUG ALX: yfinance returning OHLC: 2019-01-02 00:00:00-05:00 -> 2024-10-31 00:00:00-04:00
DEBUG Exiting history()
DEBUG Exiting history()

Bad data proof

yfinance version

0.2.50

Python version

Python 3.11.1

Operating system

Ubuntu 22.04

[ValueRaider]

Duplicate of #1999, but that was closed when you posted so I'll leave this open.

You're 100% right. It should be auto_adjust=True imo, stop naive algo-trading triggering on ex-div drops. #1084

[jkoestner]

imo this is now fixed with auto_adjust being defaulted to True in 0.2.51 for download.