- vendors/yahoo: ohlcv (loader and cache), market (prices, indicators), fundamentals (profile, statements, insider), news, snapshot
- vendors/alpha_vantage is a package; sec_edgar, fred, polymarket, reddit and stocktwits sit beside it
- the one-method StockstatsUtils class is a function; the duplicate Yahoo host constant is gone
- tests are named after the modules they cover: test_ohlcv_date_column, test_yahoo_snapshot, and the ohlcv and snapshot aliases
- interface -> router; symbol_utils -> symbols, which also takes safe_ticker_component
- utils is split: get_current_date to date_window, the HTTP helpers to net
- dataflows imports are absolute; the NoMarketDataError re-export from symbols is gone
- gap filling keeps indicators on a continuous series, but put the previous session's open, high and low under an unsettled bar's date
- load_ohlcv takes fill_gaps, and the snapshot reads the frame as reported
- a newest bar with no close made load_ohlcv reject the whole frame, so the
routing layer answered with its no-data sentinel: the caller lost the entire
price history and was told the symbol may be invalid, delisted or not
covered, when only the latest session had not settled
- treat a closeless newest bar as an unsettled session instead. The gap fill
already drops it, here and mid-series alike, so the frame ends at the last
settled bar; only a range with no close anywhere is still no data
- the staleness check keeps deciding whether what remains is recent enough, so
falling back cannot resurrect a long-dead series
- log which bars had no close and which date is being used as the latest close
- the latest in-range bar with a NaN close was dropped before the curr_date
cutoff, so the previous trading day looked like the latest; dates were also
compared without timezone normalization
- normalize bar dates and curr_date to naive midnight (per element, so 5-year
ranges spanning DST and non-US positive-offset markets keep their local date),
then raise NoMarketDataError on a missing latest close rather than falling back
- split the fill step (_fill_price_gaps) from date/price normalization so the
latest bar can be inspected before incomplete rows are dropped #1201
Yijia-Xiao