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When new split is introduced the holdings of that instrument needs to be updated to counter the effect of adjusting prices. The trigger ought to be implemented as follows:
New split of instrument that is in holding table -> new transaction is created for each old transaction before split date. These transactions are on the same date as respective original transaction but at price 0 and quantity n*split_factor, n is quantity of original split.
Furthermore, transaction to holding trigger needs to be changed so the above, retroactive transactions, effect the holdings even though if they are closed.
The text was updated successfully, but these errors were encountered:
When new split is introduced the holdings of that instrument needs to be updated to counter the effect of adjusting prices. The trigger ought to be implemented as follows:
New split of instrument that is in holding table -> new transaction is created for each old transaction before split date. These transactions are on the same date as respective original transaction but at price 0 and quantity n*split_factor, n is quantity of original split.
Furthermore, transaction to holding trigger needs to be changed so the above, retroactive transactions, effect the holdings even though if they are closed.
The text was updated successfully, but these errors were encountered: