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).
980 B
980 B
| 1 | Date | Dividends |
|---|---|---|
| 2 | 2012-08-03 | 0.011 |
| 3 | 2012-09-07 | 0.015 |
| 4 | 2012-10-05 | 0.012 |
| 5 | 2012-11-02 | 0.014 |
| 6 | 2012-12-21 | 0.18 |
| 7 | 2013-02-08 | 0.012 |
| 8 | 2013-02-15 | 0.016 |
| 9 | 2013-03-01 | 0.01 |
| 10 | 2013-04-05 | 0.017 |
| 11 | 2013-05-03 | 0.019 |
| 12 | 2013-06-07 | 0.027 |
| 13 | 2013-07-05 | 0.015 |
| 14 | 2013-08-02 | 0.016 |
| 15 | 2013-09-06 | 0.019 |
| 16 | 2013-10-04 | 0.019 |
| 17 | 2013-11-01 | 0.019 |
| 18 | 2013-12-20 | 0.033 |
| 19 | 2014-02-07 | 0.018 |
| 20 | 2014-03-07 | 0.013 |
| 21 | 2014-04-04 | 0.015 |
| 22 | 2014-05-02 | 0.017 |
| 23 | 2014-06-06 | 0.016 |
| 24 | 2014-07-03 | 0.013 |
| 25 | 2014-08-08 | 0.018 |
| 26 | 2014-09-05 | 0.016 |
| 27 | 2014-10-03 | 0.014 |
| 28 | 2014-11-07 | 0.02 |
| 29 | 2014-12-26 | 0.029 |
| 30 | 2015-01-29 | 0.033 |
| 31 | 2015-02-06 | 0.018 |
| 32 | 2015-02-13 | 0.032 |
| 33 | 2015-03-06 | 0.014 |
| 34 | 2015-04-01 | 0.017 |
| 35 | 2015-05-01 | 0.017 |
| 36 | 2015-06-05 | 0.023 |
| 37 | 2015-07-01 | 0.016 |
| 38 | 2015-08-07 | 0.017 |
| 39 | 2015-09-02 | 0.015 |
| 40 | 2015-10-02 | 0.016 |
| 41 | 2015-11-06 | 0.02 |
| 42 | 2015-12-23 | 0.034 |
| 43 | 2016-02-05 | 0.018 |
| 44 | 2016-03-04 | 0.018 |
| 45 | 2016-04-08 | 0.012 |
| 46 | 2016-05-06 | 0.013 |
| 47 | 2016-06-03 | 0.013 |
| 48 | 2016-07-08 | 0.016 |
| 49 | 2016-08-05 | 0.016 |
| 50 | 2016-09-09 | 0.017 |
| 51 | 2016-10-07 | 0.014 |
| 52 | 2016-11-04 | 0.013 |
| 53 | 2016-12-23 | 0.041 |
| 54 | 2017-02-03 | 0.012 |
| 55 | 2017-03-03 | 0.013 |
| 56 | 2017-04-07 | 0.011 |
| 57 | 2017-05-05 | 0.013 |
| 58 | 2017-06-02 | 0.012 |