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

Merged
merged 1 commit into from
May 19, 2024
Merged

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

merged 1 commit into from
May 19, 2024

Commits on May 19, 2024

  1. Price repair: improve 'sudden change' repair for splits & currency 

    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 committed May 19, 2024
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