Getting actual historic prices for split stock.

get_actual_historic_prices.R

get_actual_historic_prices <- function(adjusted_prices, split_date_periods, split_ratios) {
  n_splits <- length(split_ratios)
  #xts_list <- list()
  actual_historic_prices <- adjusted_prices[split_date_periods[n_splits + 1]]
  for (i in n_splits:1) {
    single_xts <- adjusted_prices[split_date_periods[[i]]] / prod(split_ratios[n_splits:i])
    #actual_historic_prices <- rbind.xts(actual_historic_prices, single_xts)
    actual_historic_prices <- rbind.xts(actual_historic_prices, single_xts)
  }
  return(actual_historic_prices)
}