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Price repair: improve 'sudden change' repair for splits & currency #1931

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merged 1 commit into from
May 19, 2024

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@ValueRaider ValueRaider commented May 13, 2024

Original logic for repairing missing split adjustment only checked latest split.
Improved logic checks ALL splits in data, because any can be missing.

Then related changes to 'sudden change detection':

@ValueRaider ValueRaider mentioned this pull request May 13, 2024
@ValueRaider ValueRaider force-pushed the feature/improve-price-repair-bad-splits branch 2 times, most recently from d4869c1 to 036f393 Compare May 19, 2024 10:31
Original logic for repairing missing split adjustment only checked latest split.
Improved logic checks ALL splits in data, because any can be missing.

Then related changes to 'sudden change detection':
- use prices median not mean, reduce sensitivity to noise.
- handle Kuwait Dinar, which sub-divides into 1000x not 100x.
@ValueRaider ValueRaider force-pushed the feature/improve-price-repair-bad-splits branch from 036f393 to 97f35b7 Compare May 19, 2024 10:39
@ValueRaider ValueRaider changed the title Price repair: improve missing split adjustment Price repair: improve 'sudden change' repair for splits & currency May 19, 2024
@ValueRaider ValueRaider marked this pull request as ready for review May 19, 2024 10:40
@ValueRaider ValueRaider merged commit da1c466 into dev May 19, 2024
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@ValueRaider ValueRaider deleted the feature/improve-price-repair-bad-splits branch May 19, 2024 10:40
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