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).
879 B
879 B
| 1 | Date | Dividends |
|---|---|---|
| 2 | 1995-10-06 | 0.0 |
| 3 | 1995-12-08 | 0.0 |
| 4 | 1996-10-04 | 0.0 |
| 5 | 1996-12-13 | 0.0 |
| 6 | 1997-10-03 | 0.0 |
| 7 | 1997-12-26 | 0.0 |
| 8 | 1998-10-02 | 0.0 |
| 9 | 1999-10-01 | 0.05 |
| 10 | 2000-10-06 | 0.08 |
| 11 | 2000-12-22 | 0.02 |
| 12 | 2001-10-05 | 0.02 |
| 13 | 2001-12-21 | 0.01 |
| 14 | 2002-06-07 | 1.0 |
| 15 | 2002-12-20 | 0.03 |
| 16 | 2003-10-03 | 0.05 |
| 17 | 2003-12-19 | 0.02 |
| 18 | 2004-10-08 | 0.01 |
| 19 | 2004-12-17 | 0.1 |
| 20 | 2005-10-07 | 0.03 |
| 21 | 2005-12-16 | 0.03 |
| 22 | 2006-10-06 | 0.02 |
| 23 | 2006-12-15 | 0.02 |
| 24 | 2007-10-05 | 0.0 |
| 25 | 2007-12-07 | 0.02 |
| 26 | 2008-10-10 | 0.043 |
| 27 | 2008-12-05 | 0.005 |
| 28 | 2009-10-09 | 0.093 |
| 29 | 2009-12-04 | 0.025 |
| 30 | 2009-12-30 | 0.006 |
| 31 | 2010-04-30 | 0.022 |
| 32 | 2010-10-08 | 0.08 |
| 33 | 2010-12-03 | 0.056 |
| 34 | 2011-10-07 | 0.123 |
| 35 | 2011-12-02 | 0.066 |
| 36 | 2012-10-05 | 0.127 |
| 37 | 2012-12-07 | 0.054 |
| 38 | 2013-10-04 | 0.143 |
| 39 | 2013-12-06 | 0.073 |
| 40 | 2014-10-10 | 0.356 |
| 41 | 2014-12-05 | 0.064 |
| 42 | 2015-10-09 | 0.121 |
| 43 | 2015-12-04 | 0.081 |
| 44 | 2016-10-07 | 0.198 |
| 45 | 2016-12-02 | 0.063 |
| 46 | 2017-10-06 | 0.15 |
| 47 | 2017-12-01 | 0.09 |
| 48 | 2018-10-05 | 0.211 |
| 49 | 2018-12-14 | 0.117 |
| 50 | 2019-10-04 | 0.952 |
| 51 | 2019-12-20 | 0.191 |
| 52 | 2020-10-09 | 0.216 |
| 53 | 2020-12-18 | 0.016 |
| 54 | 2021-04-13 | 0.013 |