Price repair: improve 'sudden change' repair for splits & currency #1931
Conversation
This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
Merged
ValueRaider
force-pushed
the
feature/improve-price-repair-bad-splits
branch
2 times, most recently
from
d4869c1
to
036f393
Compare
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
force-pushed
the
feature/improve-price-repair-bad-splits
branch
from
036f393
to
97f35b7
Compare
ValueRaider
changed the title
Sign up for free
to join this conversation on GitHub.
Already have an account?
Sign in to comment
Add this suggestion to a batch that can be applied as a single commit.
This suggestion is invalid because no changes were made to the code.
Suggestions cannot be applied while the pull request is closed.
Suggestions cannot be applied while viewing a subset of changes.
Only one suggestion per line can be applied in a batch.
Add this suggestion to a batch that can be applied as a single commit.
Applying suggestions on deleted lines is not supported.
You must change the existing code in this line in order to create a valid suggestion.
Outdated suggestions cannot be applied.
This suggestion has been applied or marked resolved.
Suggestions cannot be applied from pending reviews.
Suggestions cannot be applied on multi-line comments.
Suggestions cannot be applied while the pull request is queued to merge.
Suggestion cannot be applied right now. Please check back later.
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':