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).
1.5 KiB
1.5 KiB
| 1 | Date | Dividends |
|---|---|---|
| 2 | 2011-11-15 | 0.11 |
| 3 | 2011-12-15 | 0.065 |
| 4 | 2012-01-13 | 0.067 |
| 5 | 2012-02-15 | 0.066 |
| 6 | 2012-03-15 | 0.074 |
| 7 | 2012-04-13 | 0.064 |
| 8 | 2012-05-15 | 0.062 |
| 9 | 2012-06-15 | 0.064 |
| 10 | 2012-07-13 | 0.064 |
| 11 | 2012-08-15 | 0.064 |
| 12 | 2012-09-14 | 0.062 |
| 13 | 2012-10-15 | 0.066 |
| 14 | 2012-11-15 | 0.067 |
| 15 | 2012-12-14 | 0.068 |
| 16 | 2013-01-15 | 0.069 |
| 17 | 2013-02-15 | 0.067 |
| 18 | 2013-03-15 | 0.065 |
| 19 | 2013-04-15 | 0.068 |
| 20 | 2013-05-15 | 0.071 |
| 21 | 2013-06-14 | 0.072 |
| 22 | 2013-07-15 | 0.072 |
| 23 | 2013-08-15 | 0.073 |
| 24 | 2013-09-13 | 0.062 |
| 25 | 2013-10-15 | 0.063 |
| 26 | 2013-11-15 | 0.06942 |
| 27 | 2013-12-13 | 0.07 |
| 28 | 2014-01-15 | 0.0708 |
| 29 | 2014-02-14 | 0.06925 |
| 30 | 2014-03-14 | 0.0684 |
| 31 | 2014-04-15 | 0.06858 |
| 32 | 2014-05-15 | 0.06725 |
| 33 | 2014-06-13 | 0.06545 |
| 34 | 2014-07-15 | 0.0649 |
| 35 | 2014-08-15 | 0.06467 |
| 36 | 2014-09-15 | 0.0636 |
| 37 | 2014-10-15 | 0.0597 |
| 38 | 2014-11-14 | 0.0698 |
| 39 | 2014-12-15 | 0.0675 |
| 40 | 2015-01-15 | 0.0 |
| 41 | 2015-02-13 | 0.0 |
| 42 | 2015-03-13 | 0.0 |
| 43 | 2015-04-15 | 0.0 |
| 44 | 2015-05-15 | 0.0 |
| 45 | 2015-06-15 | 0.0 |
| 46 | 2015-07-15 | 0.0 |
| 47 | 2015-08-14 | 0.0 |
| 48 | 2015-09-15 | 0.0 |
| 49 | 2015-10-15 | 0.0 |
| 50 | 2015-11-13 | 0.06505 |
| 51 | 2015-12-15 | 0.06159 |
| 52 | 2016-01-15 | 0.06585 |
| 53 | 2016-02-12 | 0.06438 |
| 54 | 2016-03-15 | 0.0666 |
| 55 | 2016-04-15 | 0.06165 |
| 56 | 2016-05-13 | 0.066 |
| 57 | 2016-06-15 | 0.05956 |
| 58 | 2016-07-15 | 0.06538 |
| 59 | 2016-08-15 | 0.06535 |
| 60 | 2016-09-15 | 0.06391 |
| 61 | 2016-10-14 | 0.06745 |
| 62 | 2016-11-15 | 0.06322 |
| 63 | 2016-12-15 | 0.06151 |
| 64 | 2017-01-13 | 0.06172 |
| 65 | 2017-02-15 | 0.066 |
| 66 | 2017-03-15 | 0.066 |
| 67 | 2017-04-13 | 0.071 |
| 68 | 2017-05-15 | 0.069 |
| 69 | 2017-06-15 | 0.065 |
| 70 | 2017-07-14 | 0.068 |
| 71 | 2017-08-15 | 0.075 |
| 72 | 2017-09-18 | 0.084 |
| 73 | 2017-10-23 | 0.072 |
| 74 | 2017-11-20 | 0.073 |
| 75 | 2017-12-18 | 0.066 |
| 76 | 2018-01-22 | 0.074 |
| 77 | 2018-02-20 | 0.071 |
| 78 | 2018-03-19 | 0.077 |
| 79 | 2018-04-23 | 0.078 |
| 80 | 2018-05-21 | 0.076 |
| 81 | 2018-06-18 | 0.073 |
| 82 | 2018-07-23 | 0.075 |
| 83 | 2018-08-20 | 0.078 |
| 84 | 2018-09-24 | 0.08 |
| 85 | 2018-10-22 | 0.081 |
| 86 | 2018-11-19 | 0.074 |
| 87 | 2018-12-24 | 0.093 |
| 88 | 2019-01-22 | 0.079 |