Repository navigation
fix: restore inclusive date ranges and complete Massive histories - #85
Merged
Merged
Conversation
A YYYY-MM end bound used day 28, so daily and weekly observations on the 29th through the 31st were dropped from the requested month. Co-authored-by: quantum-like <quantum-like@users.noreply.github.com>
Storage reads treat the end bound as exclusive, but gap detection treats it as inclusive. A bar timestamped on the requested end date was omitted and reported as a one-day gap. Co-authored-by: quantum-like <quantum-like@users.noreply.github.com>
yfinance treats the download end as exclusive. The treasury fallback passed the configured end through unchanged, so the last requested session was omitted. Co-authored-by: quantum-like <quantum-like@users.noreply.github.com>
Naive datetimes were converted with the local timezone, and a date-only end stopped at midnight, so the requested end day was shifted or truncated. Co-authored-by: quantum-like <quantum-like@users.noreply.github.com>
OHLCV responses stopped after the first page. Requests larger than the 50,000-row limit silently returned only the earliest bars. Co-authored-by: quantum-like <quantum-like@users.noreply.github.com>
3 of 9 tasks
This file contains hidden or 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
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Outdated suggestions cannot be applied.This suggestion has been applied or marked resolved.Suggestions cannot be applied from pending reviews.Suggestions cannot be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.
Outcome
Date ranges dropped requested observations in Fama-French, storage gap detection, the macro Yahoo fallback, and Finnhub. Massive OHLCV requests returned only the first aggregate page. This change includes the true month-end and end-date observations, interprets Finnhub dates in UTC, and follows Massive aggregate cursors.
Closes #73
The five commits preserve the authorship and co-author credit from quantum-like's PR #74. Its Kalshi and Polymarket fixes are already implemented by merged PR #76, so those commits are omitted.
Compatibility and numerical behavior
Results can include observations previously omitted at the end of a requested range, and Massive histories can contain more than 50,000 bars. No public signatures change. Storage gap detection no longer reports an absent final bar when that bar is stored.
Verification
Reviewed contributor revision: e09a0e8.
Original base: 885bc11.
Original replacement commits: 781a78d.
Reviewed integration head: 81fda99, based on merged main 72b5e9b.
The same seven contributor regression tests passed at their exact head and failed after restoring only their production files to the original base, under TZ=America/New_York. They exercise cached factor acquisition, real Hive storage, and the HTTP/download boundaries of the providers.
Executed at original replacement commit 781a78d (267 passed):
Ruff check and format checks on the ten changed files, plus
uv run ty check, passed. The seven original negative-control node IDs were:The simulated combination with PRs #81, #78, #80, and #83 passed 3,768 offline tests at 85.98% coverage and 3,768 tests with ResourceWarning treated as an error. Strict documentation and link validation, actionlint, pre-commit, wheel and sdist metadata, isolated installs, CLI help, and the README quick start passed. Public CI on this PR must complete before merge.
AI assistance
The original implementation was contributed through PR #74 by quantum-like with Cursor Agent assistance. Codex independently reviewed and reproduced the regressions, preserved the five applicable commits, and prepared and verified this replacement. The recorded commands and results support the proposed behavior changes.
Documentation and release
Include the five corrected date-range and pagination behaviors in the next patch release notes. The proposed release is 0.2.1 after the approved maintenance batch passes qualification on merged main.