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Category
Import Specification
Description
CSV field order (comma-separated list)
Choices
Date - bar date
Time - bar time
Open - open price
High - high price
Low - low price
Close - close price
Volume - volume
AdjClose - adjusted close price
RealClose - unadjusted (as-traded) close price
Split - split ratio (real close / adjusted close)
Dividend - dividend amount (should be 0 except on ex-dividend dates)
Extra - value that can be referenced as Extra
Notes
CSV field order must be specified for CSV Import to work. If CSV data files include header rows with column labels, these are simply ignored.
Here is a partial example of a CSV import specification showing how this looks:
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Note that CSV field names (like all names in RealTest) are not case-sensitive.
To ignore a column in a CSV file, add an extra comma to the field order list, e.g. "date,,,open,high,low,close,,volume".
To ignore the first one or more columns, add extra comma(s) at the start of the list, e.g. ",,date,close".
Providing split adjustment data
RealTest needs a cumulative split factor for each bar in order to correctly perform on-the-fly split adjustment when calculating multi-bar functions and indicators.
There are three alternative ways to provide this information in a CSV file. Choose the one that matches your data source.
•AdjClose — Use when your OHLCV data is unadjusted (as-traded prices) and your data source provides a separate adjusted close column. RealTest derives the split factor as Close / AdjClose. This is the format used by Tiingo.
•RealClose — Use when your OHLCV data is split-adjusted and your data source provides a separate unadjusted close column. RealTest derives the split factor as RealClose / Close, then un-adjusts the OHLCV data back to as-traded prices. This is the format used by Norgate.
•AdjClose + RealClose — If your data source provides both an adjusted and an unadjusted close, you may specify both. RealTest derives the split factor as RealClose / AdjClose and un-adjusts the OHLCV data. The OHLCV columns are assumed to be split-adjusted in this case (same as RealClose alone).
•Split — Use when your data source provides the split ratio directly instead of a second close price. OHLCV data must be unadjusted. Two formats are supported and auto-detected:
1.Event-based ratio: The split ratio on ex-split dates (e.g. 2 for a 2:1 split, 0.5 for a 1:2 reverse split), with 1.0 on all other dates. Dates must be in descending order.
2.Cumulative factor: The cumulative split adjustment factor on every bar (e.g. 1.0 for recent bars, 2.0 for all bars before a 2:1 split). Dates may be in any order.
Split cannot be combined with AdjClose or RealClose — it is an alternative way to provide split information, not a supplement to those columns.
If none of these columns are specified, RealTest assumes the data is unadjusted with no split history, and all split factors default to 1.0.
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