Improve dividend repair

ranaroussi / yfinance

Download market data from Yahoo! Finance's API

https://aroussi.com/post/python-yahoo-finance

Apache License 2.0

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Closed ValueRaider closed 1 month ago

ValueRaider commented 1 month ago

Improve dividend repair:

detect wrong date
detect split missing from coincident dividend
improve detecting adjust contradicting price action
improve detecting when Close has adjustment (remove phantoms before, then use AdjClose -> AdjLow deltas)

Stop negative 'Adj Close' triggering a 'sudden change' repair.