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).
402 B
402 B
| 1 | Date | Dividends |
|---|---|---|
| 2 | 2015-07-16 | 0.005 |
| 3 | 2015-10-15 | 0.026 |
| 4 | 2015-12-23 | 0.086 |
| 5 | 2016-04-13 | 0.062 |
| 6 | 2016-07-21 | 0.022 |
| 7 | 2016-10-13 | 0.032 |
| 8 | 2016-12-22 | 0.047 |
| 9 | 2017-04-12 | 0.055 |
| 10 | 2017-07-20 | 0.055 |
| 11 | 2017-10-12 | 0.046 |
| 12 | 2017-12-21 | 0.065 |
| 13 | 2018-04-11 | 0.067 |
| 14 | 2018-07-19 | 0.078 |
| 15 | 2018-08-21 | 0.0 |
| 16 | 2018-10-11 | 0.07 |
| 17 | 2018-12-28 | 0.071 |
| 18 | 2019-04-10 | 0.056 |
| 19 | 2019-07-18 | 0.053 |
| 20 | 2019-10-10 | 0.048 |
| 21 | 2019-12-30 | 0.028 |
| 22 | 2020-04-08 | 0.028 |
| 23 | 2020-07-16 | 0.04 |
| 24 | 2020-12-30 | 0.064 |