Commit History
-
Fix three correctness bugs in the Yahoo ingest
ClaudeUnverified signatureAll three are silent: nothing raises, the numbers are just wrong. Unadjusted prices. yahoo.auto_adjust defaulted to false and _normalize_ohlcv selects only the required columns, discarding 'adj close'. So splits were not adjusted for: NVDA's June 2024 10:1 reads as a -90% single-day return and AAPL's 2020 4:1 as -75%. Any strategy or risk control spanning a split saw a phantom crash. Default is now true, opting out logs a warning, and _warn_if_unadjusted names the dates of daily-or-slower bars moving more than 35% as a backstop when adjustment is off. Partial bars reported as final. _poll_once pulls period='5d' and _ingest_new_bars took every row past the watermark, including the period Yahoo is still building. It emitted that in-progress bar, advanced _last_bar_ts past it, and so never re-emitted the finished version — the strategy acted on a close that had not happened yet, then never saw the real one. _drop_incomplete now withholds a bar until its interval has elapsed; yahoo.emit_…9d67baa -
feat: add Yahoo ingest on the FinRL tree and stop extra branch creation
Edwin Salguero +1: CursorKeep csv/alpaca/synthetic/FinRL paths unchanged. Add yfinance>=1.0 as an optional data_source, rewrite the README, and remove Dependabot plus the weekly dependency-updates workflow so only main and dev remain. Co-authored-by: Cursor <cursoragent@cursor.com>8a5d4f8