Merge pull request #55 from ValueRaider/fix/financials-nonsense-dates…

…-from-Yahoo Handle nonsense financials dates from Yahoo that survived pruning
ValueRaider · Apr 16, 2024 · 52edbf7 · 52edbf7
2 parents c63da6a + 6240413
commit 52edbf7
Showing 1 changed file with 12 additions and 3 deletions.
diff --git a/yfinance_cache/yfc_financials_manager.py b/yfinance_cache/yfc_financials_manager.py
@@ -416,15 +416,19 @@ def _get_interval_from_table(self, tbl):
 
         interval = None
         intervals = [(dates[i-1] - dates[i]).days for i in range(1,len(dates))]
+        intervals = np.array(intervals)
         sdm_thresold = 0.1
         if len(intervals) == 1:
             interval = intervals[0]
         else:
-            avg = mean(intervals)
-            sdm = stdev(intervals) / avg
+            # First, discard impossibly small intervals:
+            f_too_small = intervals < 60
+            if f_too_small.any():
+                intervals = intervals[~f_too_small]
+            avg = np.mean(intervals)
+            sdm = np.std(intervals) / avg
             if sdm > sdm_thresold:
                 # Discard large outliers
-                intervals = np.array(intervals)
                 intervals = intervals[intervals<avg]
                 if len(intervals) == 1:
                     interval = intervals[0]
@@ -1167,6 +1171,11 @@ def _check_release_dates(self, releases, finType, period, refresh):
         # else:
         #     interval_td = self._get_interval(finType, refresh)
 
+        # Ignore releases with no date:
+        # - can happen with nonsense financials dates from Yahoo that
+        #   even my prune function couldn't safely remove
+        releases = [r for r in releases if r.release_date is not None]
+
         for i0 in range(len(releases)-1):
             r0 = releases[i0]
             r0rd = r0.release_date