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Improve dividend repair #2062

Merged
merged 1 commit into from
Sep 29, 2024
Merged

Improve dividend repair #2062

merged 1 commit into from
Sep 29, 2024

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ValueRaider
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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.

@ValueRaider ValueRaider mentioned this pull request Sep 29, 2024
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.
@ValueRaider ValueRaider merged commit dd663a4 into dev Sep 29, 2024
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@ValueRaider ValueRaider deleted the feature/improve-div-repair branch September 30, 2024 19:05
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