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).
503 B
503 B
| 1 | Date | Dividends |
|---|---|---|
| 2 | 1989-02-22 | 0.037 |
| 3 | 1989-12-22 | 1.093 |
| 4 | 1990-02-15 | 0.052 |
| 5 | 1991-12-24 | 0.03 |
| 6 | 1994-12-27 | 0.709 |
| 7 | 1995-12-28 | 0.902 |
| 8 | 1996-12-31 | 1.426 |
| 9 | 1997-12-31 | 1.604 |
| 10 | 1998-12-30 | 1.32 |
| 11 | 1999-12-16 | 1.221 |
| 12 | 2000-12-28 | 1.787 |
| 13 | 2001-12-27 | 1.061 |
| 14 | 2002-12-27 | 0.203 |
| 15 | 2003-12-29 | 0.036 |
| 16 | 2004-12-28 | 0.202 |
| 17 | 2005-12-29 | 0.874 |
| 18 | 2006-12-28 | 0.66 |
| 19 | 2007-12-28 | 1.059 |
| 20 | 2008-12-30 | 0.357 |
| 21 | 2010-12-29 | 0.29 |
| 22 | 2011-12-29 | 0.452 |
| 23 | 2012-12-28 | 0.322 |
| 24 | 2013-12-27 | 0.391 |
| 25 | 2014-12-30 | 0.609 |
| 26 | 2015-12-28 | 0.192 |
| 27 | 2016-12-29 | 0.05 |
| 28 | 2017-12-28 | 0.094 |
| 29 | 2018-12-28 | 0.742 |
| 30 | 2019-12-27 | 0.229 |