Commit Graph

2 Commits

Author SHA1 Message Date
3c5bee96ce Clean multi-vintage 'ctime' files: 1,065 files, 2.2M stale rows
Some dump files carry a trailing 'ctime' column: an older pipeline
appended a FULL re-download of the symbol per download (up to ~28
vintages per date, 2019-2022). The consumer keeps the last row per date,
so it silently used stale (~2021) vintages where Yahoo later revised
values. scripts/clean_multivintage.py keeps, per date, the rows from the
newest ctime (event files keep distinct same-day amounts; history/split
keep the single newest row), drops the ctime column, sorts by date.
Applied to the data root and overrides/frozen (which carried the same
artifact): 1,065 files, 2,202,712 stale rows dropped.

Also: stripped 3 UTF-8 BOMs (teg/lo/krft), refreshed the event backup
with the cleaned files, and re-ran the double-listing scan: category C
(83 symbols, 18,636 repeated within-file rows) is fully explained by the
multi-vintage artifact and is now gone; A (6,589 pairs, corrected) and
B (12,366 pairs, open review list) are unchanged. Whole-set structural
QC after cleaning: 0 duplicate dates, 3 syms/15 rows of OHLC invariant
violations, 15 syms/2,897 rows of non-positive prices (mostly
long-delisted tickers), 8 unsorted files (reader sorts).
2026-08-31 22:25:02 -04:00
e20b2e30cb Double-listing: layout-agnostic invariants, whole-dump sweep, bulk corrections
Yahoo changed the shape of its event feed between downloads: a 2026-08
re-download of CVIX/JLPSX shows it no longer returns capitalGain events at
all (the dividend stream still carries the year-end rows), while stale
tickers now return no events at all. File-specific remove ops therefore
break silently on the next re-download, so the double-listing fix is now
expressed as layout-agnostic invariants applied at bundle assembly
(idempotent, hold for full and incremental builds):

  dedup: [[date, amount]]      keep at most one copy of a same-date/
      same-amount cross-file pair (the capitalGain copy when both present)
  drop_capg_copy: [date]       the capitalGain row on that date is the
      spurious copy of the dividend row

- data.py: apply_invariants() at bundle assembly + pure dedupe_event_rows()
  shared with verify_official and tests (8 new test cases, 22 passing)
- JLPSX/CVSIX corrections rewritten with the invariants (2019-08-08 now
  keeps the dividend amount per the verified same-date pattern)
- scripts/scan_double_listing.py: whole-dump sweep -> reports/double_listing/
  6,421 symbols scanned: 1,218 with same-amount pairs (6,589), 1,631 with
  differing-amount pairs (12,366, reported only - not distinguishable from
  legitimate same-day div+capg without per-fund official data), 83 with
  repeated within-file rows (ingest keep-last already collapses them)
- scripts/apply_dedup_corrections.py: bulk 'dedup' corrections for the
  1,218 same-amount symbols (1,212 new files; the 6 verified funds keep
  their explicit, official-verified corrections)
- scripts/check_corrections.py: integrity check for every correction op
  against the actual (frozen) files - caught a mis-filed CVSIX entry
2026-08-31 21:00:36 -04:00