Add adjust_ohlcv.py

adjust_ohlcv.py

@@ -78,6 +78,17 @@ def _close_prior(df: pd.DataFrame, ex_date: dt.date) -> float | None:
     return float((regular if not regular.empty else last_day)["close"].iloc[-1])
 
 
+def _add_dividend(events: dict, df: pd.DataFrame, ex_date: dt.date, amount: float, close_prior) -> None:
+    """Insert one dividend; a repeat ex-date adds to the amount already recorded."""
+    if ex_date in events:
+        events[ex_date] = (events[ex_date][0] + amount, events[ex_date][1])
+        return
+    if pd.isna(close_prior):
+        close_prior = _close_prior(df, ex_date)
+    if close_prior is not None and close_prior > 0:
+        events[ex_date] = (amount, float(close_prior))
+
+
 def _dividend_events(df: pd.DataFrame, dividends: pd.DataFrame | None) -> dict[dt.date, tuple[float, float]]:
     """{ex_date: (amount, close_prior)}; close_prior is taken from the bars unless given.
 
@@ -88,13 +99,7 @@ def _dividend_events(df: pd.DataFrame, dividends: pd.DataFrame | None) -> dict[d
     events: dict[dt.date, tuple[float, float]] = {}
     given = dividends["close_prior"] if "close_prior" in dividends else [None] * len(dividends)
     for d, amount, cp in zip(dividends["date"], dividends["amount"], given, strict=True):
-        ex_date = pd.Timestamp(d).date()
-        if ex_date in events:
-            events[ex_date] = (events[ex_date][0] + float(amount), events[ex_date][1])
-            continue
-        close_prior = cp if not pd.isna(cp) else _close_prior(df, ex_date)
-        if close_prior is not None and close_prior > 0:
-            events[ex_date] = (float(amount), float(close_prior))
+        _add_dividend(events, df, pd.Timestamp(d).date(), float(amount), cp)
     return events