sync dev -> main #1661
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sync dev -> main #1661
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Adjust PEP 8 + minor improvement
Several improvements to price repair
Repair 100x and split errors:
- Handle stocks that recently suspended - use latest ACTIVE trading as baseline
- Improve error identification:
- Restrict repair to no older than 1 year before oldest split
- To reduce false positives when checking for multiday split errors,
only analyse 'Open' and 'Close' and use average change instead of nearest-to-1
- For weekly intervals reduce threshold to 3x standard deviation (5x was too high),
and for monthly increase to 6x
- For multiday intervas, if errors only detected in 1 column then assume false positive => ignore
Repair missing div-adjust:
- Fix repair of multiday intervals containing dividend
Price reconstruction:
- Move to after repairing 100x and split errors, so calibration works properly
- Fix maximum depth and reduce to 1
- Restrict calibration to 'Open' and 'Close', because 'Low' and 'High' can differ significantly between e.g. 1d and day-of-1h
Miscellaneous:
- Deprecate repair='silent', the logging module handles this
- Improve tests for 100x and split errors
- New test for 'repair missing div adjust'
Fix typo in Ticker.history(30m)
Adjust PEP 8 + minor improvements + f-strings in base.py
PEP 8 changes + minor performance improvements
option_chain() return underlying data that comes with the options data
Improve bad-split-repair on multiday intervals Switch some repair log msgs from warning -> info
…ments Improve price repair
Commit a4d7d6 introduced a circular import into utils.py
Fix circular import in utils.py
Price repair fixes and improvement Fixes: - fix reconstruction mis-calibration with tiny DataFrames - fix detecting last-active-trading-interval when NaNs in DataFrame - redesign mapping 100x signals to ranges: - no change for signals before last-active-trading-interval - but for signals after last-active-trading-interval, process in reverse order Improvements: - increase max reconstruction depth from 1 to 2. E.g. now 1wk can be repaired with 1h (1wk->1d->1h)
…libration Fix price repair: 100x & calibration
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Summary of changes: