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).
2.6 KiB
2.6 KiB
| 1 | Date | Dividends |
|---|---|---|
| 2 | 2004-09-27 | 0.014 |
| 3 | 2004-10-25 | 0.02 |
| 4 | 2004-11-26 | 0.024 |
| 5 | 2004-12-23 | 0.022 |
| 6 | 2005-01-25 | 0.022 |
| 7 | 2006-12-26 | 0.041 |
| 8 | 2007-01-25 | 0.035 |
| 9 | 2007-02-26 | 0.039 |
| 10 | 2007-03-26 | 0.036 |
| 11 | 2007-04-25 | 0.04 |
| 12 | 2007-05-25 | 0.04 |
| 13 | 2007-06-25 | 0.039 |
| 14 | 2007-07-25 | 0.042 |
| 15 | 2007-08-27 | 0.041 |
| 16 | 2007-09-25 | 0.042 |
| 17 | 2007-10-25 | 0.042 |
| 18 | 2007-11-26 | 0.039 |
| 19 | 2007-12-26 | 0.087 |
| 20 | 2008-01-25 | 0.033 |
| 21 | 2008-02-25 | 0.04 |
| 22 | 2008-03-25 | 0.04 |
| 23 | 2008-04-25 | 0.037 |
| 24 | 2008-05-27 | 0.036 |
| 25 | 2008-06-25 | 0.041 |
| 26 | 2008-07-25 | 0.05 |
| 27 | 2008-08-25 | 0.04 |
| 28 | 2008-09-25 | 0.046 |
| 29 | 2008-10-27 | 0.038 |
| 30 | 2008-11-25 | 0.049 |
| 31 | 2008-12-26 | 0.052 |
| 32 | 2009-01-26 | 0.036 |
| 33 | 2009-02-25 | 0.041 |
| 34 | 2009-03-25 | 0.036 |
| 35 | 2009-04-27 | 0.037 |
| 36 | 2009-05-26 | 0.034 |
| 37 | 2009-06-25 | 0.039 |
| 38 | 2009-07-27 | 0.034 |
| 39 | 2009-08-25 | 0.031 |
| 40 | 2009-09-25 | 0.031 |
| 41 | 2009-10-26 | 0.028 |
| 42 | 2009-11-25 | 0.028 |
| 43 | 2009-12-28 | 0.033 |
| 44 | 2010-01-25 | 0.02 |
| 45 | 2010-02-25 | 0.029 |
| 46 | 2010-03-25 | 0.024 |
| 47 | 2010-05-25 | 0.025 |
| 48 | 2010-06-25 | 0.025 |
| 49 | 2010-07-26 | 0.025 |
| 50 | 2010-08-25 | 0.022 |
| 51 | 2010-09-27 | 0.023 |
| 52 | 2010-10-25 | 0.019 |
| 53 | 2010-11-26 | 0.023 |
| 54 | 2010-12-27 | 0.047 |
| 55 | 2011-01-25 | 0.016 |
| 56 | 2011-02-25 | 0.02 |
| 57 | 2011-03-25 | 0.019 |
| 58 | 2011-04-25 | 0.018 |
| 59 | 2011-05-25 | 0.021 |
| 60 | 2011-06-27 | 0.02 |
| 61 | 2011-07-25 | 0.018 |
| 62 | 2011-08-25 | 0.021 |
| 63 | 2011-09-26 | 0.018 |
| 64 | 2011-10-25 | 0.019 |
| 65 | 2011-11-28 | 0.02 |
| 66 | 2011-12-27 | 0.081 |
| 67 | 2012-01-25 | 0.015 |
| 68 | 2012-02-27 | 0.02 |
| 69 | 2012-03-26 | 0.017 |
| 70 | 2012-04-25 | 0.02 |
| 71 | 2012-05-25 | 0.019 |
| 72 | 2012-06-25 | 0.018 |
| 73 | 2012-07-25 | 0.019 |
| 74 | 2012-08-27 | 0.018 |
| 75 | 2012-09-25 | 0.018 |
| 76 | 2012-10-25 | 0.017 |
| 77 | 2012-11-26 | 0.017 |
| 78 | 2012-12-26 | 0.039 |
| 79 | 2013-01-25 | 0.013 |
| 80 | 2013-02-25 | 0.014 |
| 81 | 2013-03-25 | 0.014 |
| 82 | 2013-04-25 | 0.016 |
| 83 | 2013-05-28 | 0.014 |
| 84 | 2013-06-25 | 0.015 |
| 85 | 2013-07-25 | 0.012 |
| 86 | 2013-08-26 | 0.013 |
| 87 | 2013-09-25 | 0.014 |
| 88 | 2013-10-25 | 0.013 |
| 89 | 2013-11-25 | 0.013 |
| 90 | 2013-12-26 | 0.037 |
| 91 | 2014-01-27 | 0.01 |
| 92 | 2014-02-25 | 0.014 |
| 93 | 2014-03-25 | 0.013 |
| 94 | 2014-04-25 | 0.014 |
| 95 | 2014-05-27 | 0.013 |
| 96 | 2014-06-25 | 0.014 |
| 97 | 2014-07-25 | 0.013 |
| 98 | 2014-08-25 | 0.012 |
| 99 | 2014-09-25 | 0.014 |
| 100 | 2014-10-27 | 0.012 |
| 101 | 2014-11-25 | 0.012 |
| 102 | 2014-12-26 | 0.024 |
| 103 | 2015-01-26 | 0.009 |
| 104 | 2015-01-28 | 0.009 |
| 105 | 2015-02-25 | 0.014 |
| 106 | 2015-03-25 | 0.013 |
| 107 | 2015-04-27 | 0.013 |
| 108 | 2015-05-26 | 0.011 |
| 109 | 2015-06-25 | 0.013 |
| 110 | 2015-07-27 | 0.012 |
| 111 | 2015-08-25 | 0.012 |
| 112 | 2015-09-25 | 0.012 |
| 113 | 2015-10-26 | 0.011 |
| 114 | 2015-11-25 | 0.013 |
| 115 | 2015-12-28 | 0.023 |
| 116 | 2016-01-25 | 0.009 |
| 117 | 2016-02-25 | 0.014 |
| 118 | 2016-03-28 | 0.013 |
| 119 | 2016-04-25 | 0.012 |
| 120 | 2016-05-25 | 0.013 |
| 121 | 2016-06-27 | 0.013 |
| 122 | 2016-07-25 | 0.012 |
| 123 | 2016-08-25 | 0.013 |
| 124 | 2016-09-26 | 0.012 |
| 125 | 2016-10-25 | 0.013 |
| 126 | 2016-11-25 | 0.012 |
| 127 | 2017-01-25 | 0.01 |
| 128 | 2017-02-27 | 0.013 |
| 129 | 2017-03-27 | 0.013 |
| 130 | 2017-04-25 | 0.014 |
| 131 | 2017-05-25 | 0.013 |
| 132 | 2017-06-26 | 0.014 |
| 133 | 2017-07-25 | 0.013 |
| 134 | 2017-08-25 | 0.014 |
| 135 | 2017-09-25 | 0.013 |
| 136 | 2017-10-25 | 0.015 |
| 137 | 2017-11-27 | 0.015 |
| 138 | 2017-12-26 | 0.022 |
| 139 | 2018-01-25 | 0.012 |
| 140 | 2018-02-26 | 0.015 |
| 141 | 2018-03-26 | 0.015 |
| 142 | 2018-04-25 | 0.017 |
| 143 | 2018-05-25 | 0.016 |
| 144 | 2018-06-25 | 0.016 |
| 145 | 2018-07-25 | 0.018 |
| 146 | 2018-08-27 | 0.019 |
| 147 | 2018-09-25 | 0.019 |
| 148 | 2018-10-25 | 0.019 |
| 149 | 2018-11-26 | 0.019 |
| 150 | 2018-12-26 | 0.026 |
| 151 | 2019-01-25 | 0.016 |
| 152 | 2019-02-25 | 0.019 |
| 153 | 2019-03-25 | 0.019 |
| 154 | 2019-04-25 | 0.023 |
| 155 | 2019-05-28 | 0.02 |
| 156 | 2019-06-25 | 0.021 |
| 157 | 2019-07-25 | 0.02 |
| 158 | 2019-08-26 | 0.02 |