The new dividend repair logic looks for too big/small dividends/adjusts. Because it analyses prices, it needs prices to be consistent - this means for some exchanges, prices are converted to major currency e.g. pence -> £. These exchanges are: .L, .TA, .JO
Also, multiday intervals are created by resampling adjusted 1d intervals.
Related change: _fix_prices_sudden_change() now fixes dividends with prices
Other repair fixes:
add basic repair function to fix_Yahoo_returning_live_separate() to handle simple 100x price errors within same week/month
fix _fix_prices_sudden_change() false positive on real massive price drop (clue = massive volume spike)
price reconstruct fixes:
calibration: stop NaNs breaking, and detect currency unit mixup
The new dividend repair logic looks for too big/small dividends/adjusts. Because it analyses prices, it needs prices to be consistent - this means for some exchanges, prices are converted to major currency e.g. pence -> £. These exchanges are: .L, .TA, .JO Also, multiday intervals are created by resampling adjusted 1d intervals.
Related change:
_fix_prices_sudden_change()now fixes dividends with pricesOther repair fixes:
fix_Yahoo_returning_live_separate()to handle simple 100x price errors within same week/month_fix_prices_sudden_change()false positive on real massive price drop (clue = massive volume spike)