quantopian/zipline — pull request #99 by jlowin (2013-03-03 14:35:35+00:00)
Title: Adjust OHLC when loading bars to remove split/dividend noise

Since "price" is the primary key for most algorithms, load_bars_from_yahoo should also adjust the OHLC columns to avoid splits/dividends. This is especially desirable because the motivation for this function is ta-lib compatibility, and technicals should disregard splits/dividends.