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).
301 B
301 B
| 1 | Date | Dividends |
|---|---|---|
| 2 | 2003-12-26 | 0.113 |
| 3 | 2004-12-27 | 0.12 |
| 4 | 2005-10-28 | 0.349 |
| 5 | 2006-04-19 | 0.0 |
| 6 | 2006-12-22 | 0.442 |
| 7 | 2007-12-21 | 0.071 |
| 8 | 2008-12-23 | 0.223 |
| 9 | 2009-12-23 | 0.088 |
| 10 | 2010-12-23 | 0.169 |
| 11 | 2011-12-23 | 0.134 |
| 12 | 2012-12-26 | 0.165 |
| 13 | 2013-12-23 | 0.133 |
| 14 | 2018-12-21 | 0.419 |
| 15 | 2019-12-04 | 0.293 |
| 16 | 2020-09-23 | 0.032 |
| 17 | 2020-12-23 | 0.027 |
| 18 | 2021-03-24 | 0.026 |