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).
555 B
555 B
| 1 | Date | Dividends |
|---|---|---|
| 2 | 2012-02-01 | 0.0 |
| 3 | 2012-03-01 | 0.0 |
| 4 | 2012-04-02 | 0.0 |
| 5 | 2012-05-01 | 0.0 |
| 6 | 2012-06-01 | 0.0 |
| 7 | 2012-07-02 | 0.0 |
| 8 | 2012-08-01 | 0.0 |
| 9 | 2012-09-04 | 0.0 |
| 10 | 2012-10-01 | 0.0 |
| 11 | 2012-11-01 | 0.0 |
| 12 | 2012-12-03 | 0.0 |
| 13 | 2013-01-02 | 0.0 |
| 14 | 2013-02-01 | 0.0 |
| 15 | 2013-03-01 | 0.0 |
| 16 | 2013-04-01 | 0.0 |
| 17 | 2013-05-01 | 0.0 |
| 18 | 2013-06-03 | 0.0 |
| 19 | 2013-07-01 | 0.0 |
| 20 | 2013-09-03 | 0.0 |
| 21 | 2013-10-01 | 0.0 |
| 22 | 2013-11-01 | 0.0 |
| 23 | 2013-12-02 | 0.0 |
| 24 | 2014-01-02 | 0.0 |
| 25 | 2014-02-03 | 0.0 |
| 26 | 2014-03-03 | 0.0 |
| 27 | 2014-04-01 | 0.0 |
| 28 | 2014-05-01 | 0.0 |
| 29 | 2014-06-02 | 0.0 |
| 30 | 2014-07-01 | 0.0 |
| 31 | 2014-08-01 | 0.0 |
| 32 | 2014-09-02 | 0.0 |
| 33 | 2014-10-01 | 0.0 |
| 34 | 2014-11-03 | 0.0 |
| 35 | 2015-01-02 | 0.0 |
| 36 | 2016-11-01 | 0.0 |
| 37 | 2016-12-01 | 0.0 |