Make test results time-invariant #14
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Progress toward figuring out a way to reliably reverse adjustments made to historical price data (splits, dividends, etc.) so test results remain consistent over time. At the moment, results for a script I run today will be slightly different in a few months and noticeably different in a few years.
Comparisons of strategies against each other calculated at the same time are OK, but comparing a calculation from 2022 to one from today is not apples-to-apples. For example, maybe the differently-adjusted price data leads a strategy to sell an extra share of an asset during a rebalance in today's simulation where it wouldn't have done so in the past. The differences aren't large, but it would be nice to achieve full reproducibility.