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).
303 B
303 B
| 1 | Date | Dividends |
|---|---|---|
| 2 | 2013-06-27 | 0.025 |
| 3 | 2013-09-27 | 0.022 |
| 4 | 2013-12-27 | 0.06 |
| 5 | 2014-03-28 | 0.011 |
| 6 | 2014-06-27 | 0.049 |
| 7 | 2014-09-29 | 0.014 |
| 8 | 2014-12-30 | 0.015 |
| 9 | 2015-03-27 | 0.004 |
| 10 | 2015-06-26 | 0.062 |
| 11 | 2015-09-28 | 0.087 |
| 12 | 2015-12-30 | 0.183 |
| 13 | 2016-11-29 | 0.171 |
| 14 | 2016-12-14 | 0.033 |
| 15 | 2017-12-12 | 0.103 |
| 16 | 2018-12-07 | 0.242 |
| 17 | 2019-12-23 | 0.604 |
| 18 | 2020-05-22 | 0.072 |