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).
1.0 KiB
1.0 KiB
| 1 | Date | Dividends |
|---|---|---|
| 2 | 2006-12-15 | 0.007 |
| 3 | 2006-12-28 | 0.415 |
| 4 | 2007-03-30 | 0.11 |
| 5 | 2007-06-29 | 0.087 |
| 6 | 2007-09-28 | 0.113 |
| 7 | 2007-12-14 | 0.131 |
| 8 | 2007-12-28 | 0.161 |
| 9 | 2008-03-31 | 0.088 |
| 10 | 2008-06-30 | 0.136 |
| 11 | 2008-09-30 | 0.101 |
| 12 | 2008-12-30 | 0.076 |
| 13 | 2009-03-31 | 0.149 |
| 14 | 2009-06-30 | 0.055 |
| 15 | 2009-09-30 | 0.099 |
| 16 | 2009-12-30 | 0.105 |
| 17 | 2010-03-31 | 0.104 |
| 18 | 2010-04-30 | 0.02 |
| 19 | 2010-06-30 | 0.104 |
| 20 | 2010-09-30 | 0.117 |
| 21 | 2010-12-30 | 0.12 |
| 22 | 2011-03-31 | 0.11 |
| 23 | 2011-06-30 | 0.109 |
| 24 | 2011-09-30 | 0.126 |
| 25 | 2011-12-29 | 0.146 |
| 26 | 2012-03-30 | 0.133 |
| 27 | 2012-06-29 | 0.145 |
| 28 | 2012-09-28 | 0.131 |
| 29 | 2012-12-28 | 0.232 |
| 30 | 2013-03-28 | 0.129 |
| 31 | 2013-06-28 | 0.141 |
| 32 | 2013-09-30 | 0.145 |
| 33 | 2013-12-13 | 0.192 |
| 34 | 2013-12-30 | 0.153 |
| 35 | 2014-03-31 | 0.152 |
| 36 | 2014-06-30 | 0.156 |
| 37 | 2014-09-30 | 0.148 |
| 38 | 2014-12-15 | 1.065 |
| 39 | 2014-12-30 | 0.141 |
| 40 | 2015-03-31 | 0.149 |
| 41 | 2015-06-30 | 0.152 |
| 42 | 2015-09-30 | 0.153 |
| 43 | 2015-12-15 | 1.42 |
| 44 | 2015-12-30 | 0.162 |
| 45 | 2016-03-31 | 0.159 |
| 46 | 2016-06-30 | 0.14 |
| 47 | 2016-09-30 | 0.161 |
| 48 | 2016-12-29 | 0.168 |
| 49 | 2017-03-31 | 0.168 |
| 50 | 2017-06-30 | 0.156 |
| 51 | 2017-09-29 | 0.175 |
| 52 | 2017-12-15 | 1.229 |
| 53 | 2017-12-28 | 0.149 |
| 54 | 2018-03-29 | 0.155 |
| 55 | 2018-06-29 | 0.187 |
| 56 | 2018-08-22 | 1.75 |
| 57 | 2018-09-28 | 0.18 |
| 58 | 2018-12-17 | 0.296 |
| 59 | 2018-12-28 | 0.135 |
| 60 | 2019-03-29 | 0.18 |
| 61 | 2019-06-28 | 0.174 |