Greg Pomerantz
3c5bee96ce
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).
4.2 KiB
4.2 KiB
| 1 | Date | Dividends |
|---|---|---|
| 2 | 1997-05-30 | 0.064 |
| 3 | 1997-06-30 | 0.061 |
| 4 | 1997-07-31 | 0.064 |
| 5 | 1997-08-29 | 0.064 |
| 6 | 1997-09-30 | 0.061 |
| 7 | 1997-10-31 | 0.062 |
| 8 | 1997-11-28 | 0.059 |
| 9 | 1997-12-31 | 0.062 |
| 10 | 1998-01-30 | 0.063 |
| 11 | 1998-02-27 | 0.054 |
| 12 | 1998-03-31 | 0.059 |
| 13 | 1998-04-30 | 0.056 |
| 14 | 1998-05-29 | 0.057 |
| 15 | 1998-06-30 | 0.057 |
| 16 | 1998-07-31 | 0.063 |
| 17 | 1998-08-31 | 0.061 |
| 18 | 1998-09-30 | 0.057 |
| 19 | 1998-10-30 | 0.057 |
| 20 | 1998-11-30 | 0.053 |
| 21 | 1998-12-31 | 0.055 |
| 22 | 1999-01-29 | 0.055 |
| 23 | 1999-02-26 | 0.049 |
| 24 | 1999-03-31 | 0.054 |
| 25 | 1999-04-30 | 0.054 |
| 26 | 1999-05-28 | 0.058 |
| 27 | 1999-06-30 | 0.055 |
| 28 | 1999-07-30 | 0.061 |
| 29 | 1999-08-31 | 0.061 |
| 30 | 1999-09-30 | 0.058 |
| 31 | 1999-10-29 | 0.059 |
| 32 | 1999-11-30 | 0.057 |
| 33 | 1999-12-31 | 0.066 |
| 34 | 2000-01-31 | 0.062 |
| 35 | 2000-02-29 | 0.058 |
| 36 | 2000-03-31 | 0.062 |
| 37 | 2000-04-28 | 0.061 |
| 38 | 2000-05-31 | 0.068 |
| 39 | 2000-06-30 | 0.066 |
| 40 | 2000-07-31 | 0.07 |
| 41 | 2000-08-31 | 0.068 |
| 42 | 2000-09-29 | 0.065 |
| 43 | 2000-10-31 | 0.067 |
| 44 | 2000-11-30 | 0.065 |
| 45 | 2000-12-29 | 0.071 |
| 46 | 2001-01-31 | 0.071 |
| 47 | 2001-02-28 | 0.058 |
| 48 | 2001-03-30 | 0.061 |
| 49 | 2001-04-30 | 0.056 |
| 50 | 2001-05-31 | 0.053 |
| 51 | 2001-06-29 | 0.049 |
| 52 | 2001-07-31 | 0.049 |
| 53 | 2001-08-31 | 0.048 |
| 54 | 2001-09-28 | 0.045 |
| 55 | 2001-10-31 | 0.041 |
| 56 | 2001-11-30 | 0.037 |
| 57 | 2001-12-31 | 0.034 |
| 58 | 2002-01-31 | 0.03 |
| 59 | 2002-02-28 | 0.027 |
| 60 | 2002-03-28 | 0.031 |
| 61 | 2002-04-30 | 0.031 |
| 62 | 2002-05-31 | 0.035 |
| 63 | 2002-06-28 | 0.033 |
| 64 | 2002-07-31 | 0.033 |
| 65 | 2002-08-30 | 0.033 |
| 66 | 2002-09-30 | 0.032 |
| 67 | 2002-10-31 | 0.032 |
| 68 | 2002-11-29 | 0.029 |
| 69 | 2002-12-31 | 0.032 |
| 70 | 2003-01-31 | 0.031 |
| 71 | 2003-02-28 | 0.026 |
| 72 | 2003-03-31 | 0.031 |
| 73 | 2003-04-30 | 0.021 |
| 74 | 2003-05-30 | 0.024 |
| 75 | 2003-06-30 | 0.03 |
| 76 | 2003-07-31 | 0.031 |
| 77 | 2003-08-29 | 0.027 |
| 78 | 2003-09-30 | 0.025 |
| 79 | 2003-10-31 | 0.026 |
| 80 | 2003-11-28 | 0.026 |
| 81 | 2003-12-31 | 0.024 |
| 82 | 2004-01-30 | 0.029 |
| 83 | 2004-02-27 | 0.025 |
| 84 | 2004-03-31 | 0.025 |
| 85 | 2004-04-30 | 0.023 |
| 86 | 2004-05-28 | 0.022 |
| 87 | 2004-06-30 | 0.017 |
| 88 | 2004-07-30 | 0.021 |
| 89 | 2004-08-31 | 0.026 |
| 90 | 2004-09-30 | 0.026 |
| 91 | 2004-10-29 | 0.027 |
| 92 | 2004-11-30 | 0.027 |
| 93 | 2004-12-31 | 0.03 |
| 94 | 2005-01-31 | 0.031 |
| 95 | 2005-02-28 | 0.028 |
| 96 | 2005-03-31 | 0.033 |
| 97 | 2005-04-29 | 0.033 |
| 98 | 2005-05-31 | 0.035 |
| 99 | 2005-06-30 | 0.035 |
| 100 | 2005-07-29 | 0.037 |
| 101 | 2005-08-31 | 0.035 |
| 102 | 2005-09-30 | 0.036 |
| 103 | 2005-10-31 | 0.039 |
| 104 | 2005-11-30 | 0.039 |
| 105 | 2005-12-30 | 0.042 |
| 106 | 2006-01-31 | 0.042 |
| 107 | 2006-02-28 | 0.038 |
| 108 | 2006-03-31 | 0.044 |
| 109 | 2006-04-28 | 0.045 |
| 110 | 2006-06-30 | 0.047 |
| 111 | 2006-07-31 | 0.051 |
| 112 | 2006-08-31 | 0.051 |
| 113 | 2006-09-29 | 0.048 |
| 114 | 2006-10-31 | 0.051 |
| 115 | 2006-11-30 | 0.05 |
| 116 | 2006-12-29 | 0.053 |
| 117 | 2007-01-31 | 0.052 |
| 118 | 2007-02-28 | 0.045 |
| 119 | 2007-03-30 | 0.05 |
| 120 | 2007-04-30 | 0.049 |
| 121 | 2007-05-31 | 0.053 |
| 122 | 2007-06-29 | 0.049 |
| 123 | 2007-07-31 | 0.05 |
| 124 | 2007-08-31 | 0.052 |
| 125 | 2007-09-28 | 0.054 |
| 126 | 2007-10-31 | 0.054 |
| 127 | 2007-11-30 | 0.05 |
| 128 | 2007-12-31 | 0.052 |
| 129 | 2008-01-31 | 0.051 |
| 130 | 2008-02-29 | 0.043 |
| 131 | 2008-03-31 | 0.045 |
| 132 | 2008-04-30 | 0.037 |
| 133 | 2008-05-30 | 0.037 |
| 134 | 2008-06-30 | 0.034 |
| 135 | 2008-07-31 | 0.034 |
| 136 | 2008-08-29 | 0.037 |
| 137 | 2008-09-30 | 0.036 |
| 138 | 2008-10-31 | 0.047 |
| 139 | 2008-11-28 | 0.044 |
| 140 | 2008-12-31 | 0.043 |
| 141 | 2009-01-30 | 0.035 |
| 142 | 2009-02-27 | 0.028 |
| 143 | 2009-03-31 | 0.034 |
| 144 | 2009-04-30 | 0.033 |
| 145 | 2009-05-29 | 0.029 |
| 146 | 2009-06-30 | 0.031 |
| 147 | 2009-07-31 | 0.032 |
| 148 | 2009-08-31 | 0.033 |
| 149 | 2009-09-30 | 0.034 |
| 150 | 2009-10-30 | 0.039 |
| 151 | 2009-11-30 | 0.04 |
| 152 | 2009-12-31 | 0.04 |
| 153 | 2010-01-29 | 0.037 |
| 154 | 2010-02-26 | 0.03 |
| 155 | 2010-03-31 | 0.031 |
| 156 | 2010-05-28 | 0.031 |
| 157 | 2010-06-30 | 0.031 |
| 158 | 2010-07-30 | 0.033 |
| 159 | 2010-08-31 | 0.033 |
| 160 | 2010-09-30 | 0.029 |
| 161 | 2010-10-29 | 0.029 |
| 162 | 2010-11-30 | 0.027 |
| 163 | 2010-12-31 | 0.028 |
| 164 | 2011-01-31 | 0.028 |
| 165 | 2011-02-28 | 0.026 |
| 166 | 2011-03-31 | 0.031 |
| 167 | 2011-04-29 | 0.03 |
| 168 | 2011-05-31 | 0.03 |
| 169 | 2011-06-30 | 0.029 |
| 170 | 2011-07-29 | 0.03 |
| 171 | 2011-08-31 | 0.031 |
| 172 | 2011-09-30 | 0.028 |
| 173 | 2011-10-31 | 0.029 |
| 174 | 2011-11-30 | 0.028 |
| 175 | 2011-12-30 | 0.03 |
| 176 | 2012-01-31 | 0.031 |
| 177 | 2012-02-29 | 0.03 |
| 178 | 2012-03-30 | 0.032 |
| 179 | 2012-04-30 | 0.031 |
| 180 | 2012-05-31 | 0.032 |
| 181 | 2012-06-29 | 0.032 |
| 182 | 2012-07-31 | 0.032 |
| 183 | 2012-08-31 | 0.033 |
| 184 | 2012-09-28 | 0.033 |
| 185 | 2012-10-31 | 0.035 |
| 186 | 2012-11-30 | 0.033 |
| 187 | 2012-12-31 | 0.033 |
| 188 | 2013-01-31 | 0.032 |
| 189 | 2013-02-28 | 0.029 |
| 190 | 2013-03-28 | 0.032 |
| 191 | 2013-04-30 | 0.029 |
| 192 | 2013-05-31 | 0.029 |
| 193 | 2013-06-28 | 0.026 |
| 194 | 2013-07-31 | 0.026 |
| 195 | 2013-08-30 | 0.027 |
| 196 | 2013-09-30 | 0.028 |
| 197 | 2013-10-31 | 0.027 |
| 198 | 2013-11-29 | 0.025 |
| 199 | 2013-12-31 | 0.026 |
| 200 | 2014-01-31 | 0.029 |
| 201 | 2014-02-28 | 0.025 |
| 202 | 2014-03-31 | 0.028 |
| 203 | 2014-04-30 | 0.026 |
| 204 | 2014-05-30 | 0.026 |
| 205 | 2014-06-30 | 0.027 |
| 206 | 2014-07-31 | 0.029 |
| 207 | 2014-08-29 | 0.03 |
| 208 | 2014-09-30 | 0.029 |
| 209 | 2014-10-31 | 0.03 |
| 210 | 2014-11-28 | 0.029 |
| 211 | 2014-12-31 | 0.032 |
| 212 | 2015-01-30 | 0.031 |
| 213 | 2015-02-27 | 0.028 |
| 214 | 2015-03-31 | 0.03 |
| 215 | 2015-04-30 | 0.03 |
| 216 | 2015-05-29 | 0.029 |
| 217 | 2015-06-30 | 0.029 |
| 218 | 2015-07-31 | 0.03 |
| 219 | 2015-08-31 | 0.031 |
| 220 | 2015-09-30 | 0.031 |
| 221 | 2015-10-30 | 0.032 |
| 222 | 2015-11-30 | 0.04 |
| 223 | 2015-12-31 | 0.033 |
| 224 | 2016-01-29 | 0.03 |
| 225 | 2016-02-29 | 0.028 |
| 226 | 2016-03-31 | 0.029 |
| 227 | 2016-04-29 | 0.028 |
| 228 | 2016-05-31 | 0.028 |
| 229 | 2016-06-30 | 0.028 |
| 230 | 2016-07-29 | 0.026 |
| 231 | 2016-08-31 | 0.025 |
| 232 | 2016-09-30 | 0.028 |
| 233 | 2016-10-31 | 0.028 |
| 234 | 2016-11-30 | 0.027 |
| 235 | 2016-12-30 | 0.031 |
| 236 | 2017-01-31 | 0.03 |
| 237 | 2017-02-28 | 0.025 |
| 238 | 2017-03-31 | 0.026 |
| 239 | 2017-04-28 | 0.02 |
| 240 | 2017-05-31 | 0.021 |
| 241 | 2017-06-30 | 0.022 |
| 242 | 2017-07-31 | 0.027 |
| 243 | 2017-08-31 | 0.028 |
| 244 | 2017-09-29 | 0.025 |
| 245 | 2017-10-31 | 0.025 |
| 246 | 2017-11-30 | 0.025 |
| 247 | 2017-12-27 | 0.002 |
| 248 | 2017-12-29 | 0.028 |
| 249 | 2018-01-31 | 0.027 |
| 250 | 2018-02-28 | 0.025 |
| 251 | 2018-03-29 | 0.028 |
| 252 | 2018-04-30 | 0.028 |