maddes8cht commited on
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1 Parent(s): 57ab315

Update data. Note: Don't use intraday Data in current state. Look at 'README.md'

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I found a bug, leaving the data for hours and minutes not properly adjusted for splits and dividends.
Days data is all fine and usable.
Active fix for full dataset is in progrsess. Until then, don't use hours and minutes data.

This view is limited to 50 files because it contains too many changes.   See raw diff
Files changed (50) hide show
  1. .gitignore +2 -1
  2. README.md +19 -16
  3. Stock/0001.HK/0001.HK.minutes.valid.parquet +2 -2
  4. Stock/0002.HK/0002.HK.hours.valid.parquet +2 -2
  5. Stock/0002.HK/0002.HK.minutes.valid.parquet +2 -2
  6. Stock/0003.HK/0003.HK.minutes.valid.parquet +2 -2
  7. Stock/0005.HK/0005.HK.minutes.valid.parquet +2 -2
  8. Stock/0006.HK/0006.HK.days.valid.parquet +2 -2
  9. Stock/0006.HK/0006.HK.hours.valid.parquet +2 -2
  10. Stock/0006.HK/0006.HK.minutes.valid.parquet +2 -2
  11. Stock/0011.HK/0011.HK.hours.valid.parquet +2 -2
  12. Stock/0011.HK/0011.HK.minutes.valid.parquet +2 -2
  13. Stock/0012.HK/0012.HK.days.valid.parquet +2 -2
  14. Stock/0012.HK/0012.HK.hours.valid.parquet +2 -2
  15. Stock/0012.HK/0012.HK.minutes.valid.parquet +2 -2
  16. Stock/0016.HK/0016.HK.hours.valid.parquet +2 -2
  17. Stock/0016.HK/0016.HK.minutes.valid.parquet +2 -2
  18. Stock/0017.HK/0017.HK.minutes.valid.parquet +2 -2
  19. Stock/0027.HK/0027.HK.hours.valid.parquet +2 -2
  20. Stock/0027.HK/0027.HK.minutes.valid.parquet +2 -2
  21. Stock/0066.HK/0066.HK.days.valid.parquet +2 -2
  22. Stock/0066.HK/0066.HK.hours.valid.parquet +2 -2
  23. Stock/0066.HK/0066.HK.minutes.valid.parquet +2 -2
  24. Stock/0101.HK/0101.HK.hours.valid.parquet +2 -2
  25. Stock/0101.HK/0101.HK.minutes.valid.parquet +2 -2
  26. Stock/0175.HK/0175.HK.days.valid.parquet +2 -2
  27. Stock/0175.HK/0175.HK.hours.valid.parquet +2 -2
  28. Stock/0175.HK/0175.HK.minutes.valid.parquet +2 -2
  29. Stock/0241.HK/0241.HK.days.valid.parquet +2 -2
  30. Stock/0241.HK/0241.HK.minutes.valid.parquet +2 -2
  31. Stock/0267.HK/0267.HK.minutes.valid.parquet +2 -2
  32. Stock/0288.HK/0288.HK.hours.valid.parquet +2 -2
  33. Stock/0288.HK/0288.HK.minutes.valid.parquet +2 -2
  34. Stock/0291.HK/0291.HK.minutes.valid.parquet +2 -2
  35. Stock/0316.HK/0316.HK.hours.valid.parquet +2 -2
  36. Stock/0316.HK/0316.HK.minutes.valid.parquet +2 -2
  37. Stock/0322.HK/0322.HK.minutes.valid.parquet +2 -2
  38. Stock/0386.HK/0386.HK.hours.valid.parquet +2 -2
  39. Stock/0386.HK/0386.HK.minutes.valid.parquet +2 -2
  40. Stock/0388.HK/0388.HK.minutes.valid.parquet +2 -2
  41. Stock/0669.HK/0669.HK.hours.valid.parquet +2 -2
  42. Stock/0669.HK/0669.HK.minutes.valid.parquet +2 -2
  43. Stock/0688.HK/0688.HK.hours.valid.parquet +2 -2
  44. Stock/0688.HK/0688.HK.minutes.valid.parquet +2 -2
  45. Stock/0700.HK/0700.HK.hours.valid.parquet +2 -2
  46. Stock/0700.HK/0700.HK.minutes.valid.parquet +2 -2
  47. Stock/0762.HK/0762.HK.days.valid.parquet +2 -2
  48. Stock/0762.HK/0762.HK.minutes.valid.parquet +2 -2
  49. Stock/0823.HK/0823.HK.hours.valid.parquet +2 -2
  50. Stock/0823.HK/0823.HK.minutes.valid.parquet +2 -2
.gitignore CHANGED
@@ -28,4 +28,5 @@ README.preview.md
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  **pycache**/
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  *.pyc
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  .env
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- logs/
 
 
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  **pycache**/
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  *.pyc
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  .env
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+ logs/
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+ *.yaml
README.md CHANGED
@@ -76,28 +76,31 @@ size_categories:
76
  >
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  > If the full correction takes longer than expected, an intermediate step may be applied: removing affected (unadjusted) intraday segments to keep the published dataset accurate, even if temporarily reduced in scope. (***update January 13.: Fix is in place, there seems no need for this***)
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  >
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- > ### **Current Status (updated January 13, 2026):**
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- > A promising fix for the missing split/dividend adjustments in minute- and hourly data has been developed and is currently being validated across the entire dataset.
 
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  >
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- > **Progress so far:**
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- > - The adjustment logic appears to work correctly on initial test samples
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- > - Full re-processing of several GB of Parquet files is in progress (this will take some time)
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- > - A representative subset is already being re-processed and manually spot-checked for plausibility
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  >
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- > **Next steps:**
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- > - Complete validation on a larger representative sample
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- > - Manually verify correctness on a solid selection of symbols / time periods
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- > - If everything checks out: re-publish the fully corrected dataset
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- > - If needed as safety net: publish an intermediate reduced-but-accurate version first
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  >
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- > **Important:** Until the fix is fully validated and re-published, **the current dataset version should not be used for intraday strategies** that require correct split/dividend adjustments.
 
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  >
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- > **Outlook:**
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- > This pause prioritizes reliability over rapid expansion – a necessary step for a dataset meant to support serious quantitative research and autonomous trading systems.
 
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  >
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- > I will post updates here and on X (@TroveLedger) as soon as meaningful milestones are reached (validation complete, reduced version live, full version live).
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  >
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- > Thank you very much for your patience — this extra care will make TroveLedger significantly more reliable for serious quant work and autonomous trading systems.
 
101
 
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  ![Error](media/Error.jpg)
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  >
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  > If the full correction takes longer than expected, an intermediate step may be applied: removing affected (unadjusted) intraday segments to keep the published dataset accurate, even if temporarily reduced in scope. (***update January 13.: Fix is in place, there seems no need for this***)
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  >
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+ > ### **Current Status (updated January 19, 2026):**
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+ > The adjustment logic for splits and dividends in minute- and hourly data is showing promising results in testing. > It detects and applies known splits correctly and handles most dividend events sensibly.
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+ > However, the details are taking more time than expected.
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  >
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+ > **Challenges & next steps:**
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+ > - Some noise/false positives appear in dividend detection (adjustments applied where none occurred).
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+ > - Fine-tuning thresholds and filters is ongoing to reduce this noise while preserving real events.
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+ > - This requires additional experimentation and manual verification over the weekend.
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  >
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+ >**Progress summary:**
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+ > - Core fix works in principle clear improvement visible on tested samples
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+ > - Full-dataset re-processing continues in background
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+ > - Still in validation phase – no re-publish until confident in the quality
 
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  >
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+ >**Important reminder:**
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+ > Until the fix is validated and re-published, **do not use the current intraday data** for strategies/backtests that depend on accurate split/dividend adjustments.
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  >
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+ > **Ongoing operations:**
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+ > Daily OHLCV accumulation for existing symbols continues normally (no gaps).
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+ > No new indices/symbols are being added during this phase.
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  >
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+ > Updates will be posted here and on X (@TroveLedger) as soon as next milestones are reached (threshold tuning done, validation samples passed, reduced/clean version live, full version live).
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  >
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+ > Thank you for your continued patience — this extra refinement will make the dataset noticeably more reliable for serious AI trading bot training and quant work.
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+
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  ![Error](media/Error.jpg)
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