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go-yfinance v1.1.0 Development Progress

Last Updated: 2026-01-26

Overview

Implementation of the Price Repair system to provide data quality equivalent to Python yfinance v1.1.0.

Branch Structure

main
 └── dev
      └── feature/v1.1.0-update          ← v1.1.0 integration branch (all phases merged)
           ├── feature/v1.1.0-phase1     ← ✅ Completed and merged
           ├── feature/v1.1.0-phase2     ← ✅ Completed and merged
           ├── feature/v1.1.0-phase3     ← ✅ Completed and merged
           ├── feature/v1.1.0-phase4     ← ✅ Completed and merged
           └── feature/v1.1.0-phase5     ← ✅ Completed and merged

Phase 1: Foundation (Completed)

Goal: Create statistics package and basic structure

Tasks

Item Status Notes
Create pkg/stats/ package ✅ Done
- percentile.go ✅ Done Percentile, IQR, Mean, Std, Median
- zscore.go ✅ Done Z-score, Rolling Mean/Std
- filter.go ✅ Done MedianFilter, MedianFilter2D, OutlierMask
- stats_test.go ✅ Done 20+ test cases
pkg/repair/ package structure ✅ Done
- doc.go ✅ Done Package documentation
- repair.go ✅ Done Repairer, Options, placeholders
Modify models/history.go ✅ Done CapitalGains, Repaired, RepairOptions
Modify ticker/history.go ✅ Done Capital Gains parsing
MkDocs documentation update ✅ Done advanced/price-repair.md
Phase 1 merge ✅ Done → feature/v1.1.0-update (2026-01-26)

Changed Files

pkg/
├── stats/                    ← New
│   ├── doc.go
│   ├── percentile.go
│   ├── zscore.go
│   ├── filter.go
│   └── stats_test.go
├── repair/                   ← New
│   ├── doc.go
│   └── repair.go
└── models/
    └── history.go            ← Modified

Phase 2: Core Repair (Completed)

Goal: Implement Capital Gains and Stock-Split Repair

Tasks

Item Status Notes
repair/capital_gains.go ✅ Done Double-counting detection and fix
repair/split.go ✅ Done IQR-based detection, split correction
Test fixtures ✅ Done 18+ test cases
MkDocs documentation ✅ Done advanced/price-repair.md
Phase 2 merge ✅ Done → feature/v1.1.0-update (2026-01-26)

Phase 3: Advanced Repair (Completed)

Goal: Unit Mixup and Zero Value Repair

Tasks

Item Status Notes
repair/unit_mixup.go ✅ Done 100x currency errors ($/cents, £/pence)
repair/zeroes.go ✅ Done Missing/zero value correction
repair/unit_mixup_test.go ✅ Done 15+ test cases
repair/zeroes_test.go ✅ Done 15+ test cases
Phase 3 merge ✅ Done → feature/v1.1.0-update (2026-01-26)

Changed Files

pkg/repair/
├── unit_mixup.go        ← New (Random mixups, Unit switch detection/fix)
├── unit_mixup_test.go   ← New
├── zeroes.go            ← New (Zero/NaN detection/fix)
├── zeroes_test.go       ← New
└── repair.go            ← Modified (placeholder removed)

Algorithm Details

Unit Mixup Repair:

  1. Random 100x errors: Detect ~100x values using 2D MedianFilter
  2. Unit Switch: IQR-based detection of sudden 100x price changes
  3. KWF (Kuwaiti Dinar) special handling (1000 unit)

Zero Value Repair:

  1. Detect zero bars where trading occurred (Volume > 0, Splits, Dividends)
  2. Neighbor-based interpolation (Forward fill, Backward fill)
  3. Partial zero correction (when only some OHLC values are zero)

Phase 4: Dividend Repair (Completed)

Goal: Implement Dividend Repair

Tasks

Item Status Notes
repair/dividend.go ✅ Done Dividend adjustment error correction
repair/dividend_test.go ✅ Done 27+ test cases
Phase 4 merge ✅ Done → feature/v1.1.0-update (2026-01-26)

Changed Files

pkg/repair/
├── dividend.go          ← New (Dividend analysis and correction)
├── dividend_test.go     ← New
└── repair.go            ← Modified (placeholder removed)

Algorithm Details

Dividend Repair:

  1. Missing Adjustment: Detect and fix when Adj Close = Close
  2. Too Large (100x): Dividend currency unit error (100x too large)
  3. Too Small (0.01x): Dividend currency unit error (100x too small)
  4. Phantom Detection: Detect duplicate dividends within 7-17 days
  5. Window Volatility: Error determination based on surrounding price volatility

Phase 5: MIC Mapping and Finalization (Completed)

Goal: MIC code support and final cleanup

Tasks

Item Status Notes
pkg/utils/mic.go ✅ Done ISO 10383 MIC code mapping (60+ exchanges)
pkg/utils/mic_test.go ✅ Done 10 test cases
Final documentation ✅ Done Added docs/advanced/mic-codes.md
v1.1.0 release notes ✅ Done RELEASE_NOTES_v1.1.0.md
Phase 5 merge ✅ Done → feature/v1.1.0-update (2026-01-26)

Changed Files

pkg/utils/
├── mic.go          ← New (MIC↔Yahoo Suffix mapping)
└── mic_test.go     ← New (10 test cases)

Key Features

MIC Code Mapping: - MICToYahooSuffix: ISO 10383 MIC → Yahoo Finance suffix - YahooSuffixToMIC: Yahoo suffix → MIC (reverse mapping) - GetYahooSuffix(mic): Look up suffix from MIC - GetMIC(suffix): Look up MIC from suffix - FormatYahooTicker(base, mic): "AAPL" + "XLON" → "AAPL.L" - ParseYahooTicker(ticker): "AAPL.L" → ("AAPL", "L") - IsUSExchange(mic): Check if US exchange - AllMICs(): List of all supported MIC codes - AllYahooSuffixes(): List of all supported Yahoo suffixes

Change History

Date Description
2026-01-26 Branch structure setup, Phase 1 started
2026-01-26 Phase 1 completed and merged, Phase 2 started
2026-01-26 Phase 2 completed and merged (Capital Gains, Stock Split Repair)
2026-01-26 Phase 3 completed and merged (Unit Mixup, Zero Value Repair)
2026-01-26 Phase 4 completed and merged (Dividend Repair)
2026-01-26 Phase 5 completed and merged (MIC Code Mapping)