Feature - repair 100x price errors #1110
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Yahoo sometimes returns random prices 100x correct value. Only seen in London tickers, typically weekly data. Looks like Yahoo is mixing up currency units £ and pence. See issue #552 for detail.
Solution uses a
scipymodule to find these outliers. For Open/Close divide by 100, simple. For High/Low must recalculate because corrupted - 100 x low = new high. Recalculation fetches data at next resolution, e.g. if repairing weekly data fetch daily data for that week. Potential to trigger Yahoo spam detection, but normally only few outliers in a year of data so not expecting to trigger.Deliberately not adding scipy to dependencies, assuming most users won't use this feature.