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Measurements

Sharadar zero dividend quarantine

The measurement

Author
Arhan Canli
Content hash
sha256:01e743030356b2dc149da404d6504739b9a7a18531fd773d0abb573eeb74ab4c
Decision
QUARANTINE_REQUIRED_NO_AUTOMATIC_REPAIR
Hypotheses spent
0
Return data opened
no
Schema
canli.alphac-sharadar-zero-dividend-audit.v1
Status
DATA_CORRECTION_BLOCKED_ON_EXECUTABLE_SEMANTICS

External primary evidence

Issuer 20f

Facts

1 further fields. Read them in the artifact.

Issuer 6k

Facts

3 further fields. Read them in the artifact.

Vendor schema

Facts

2 further fields. Read them in the artifact.

Gates

Automatic amount or date imputation permitted
no
Executable lake row uniquely identified
yes
Issuer declared positive underlying dividend
yes
Net usd cash per ads established from primary evidence
no
Raw hdb row uniquely identified
yes
Raw to lake propagation proven
yes
Vendor date semantics established for this row
no

Lineage

Engine path
src/alphaforge/backtest/engine.py
Engine sha256
sha256:fe2b70d304a615f44eb7cf87bb3381f383cb526fc987f2a0569db7faa4535103
Lake partition sha256
sha256:a4985291c6eb3bbafd3f2e3df513dd5b98b11185914f746db04305475921de17
Loader path
scripts/sharadar_load.py
Loader sha256
sha256:a1647ebdabe1396ca52cfe812d44c26ab88974bf79b3b3a96f23befe0bd2fa91
Raw archive path
data/sharadar_raw/ACTIONS.zip
Raw archive sha256
sha256:166d6ae17921b6a3a1f13a734e43bfd32ca5d9e88398030290a5246c89d7185c
Raw member
SHARADAR_ACTIONS_2_29fe246cadf640e7e1609af39f779093.csv

Quarantine contract

Existing row. Preserve the raw archive and current partition by hash. Do not silently drop, move, or replace the row in an identity-bound replay.

Future ingest. Reject every split or dividend whose value is non-finite or non-positive before writing the executable corporate-action lake.

Unlock. Obtain an issuer/depositary or corrected-vendor record establishing the ADS ex-date, knowable-at timestamp, and net USD cash amount. Then create a new versioned corrected lake and replay environment; retain this failed attempt.

Source defect

Lake nonpositive dividend rows
1
Raw archive nonpositive dividend rows
11
Raw hdb nonpositive dividend rows
1

Lake row

Action type
dividend
Available at
2025-06-26 04:00:00+04
Cash amount
0
Ex date
2025-06-26 04:00:00+04
Ingested at
2026-06-25 16:25:02.14+04
Instrument id
XUSE:CASH:HDBUSD
Ratio
1

Path. data/lake_sharadar/corporate_actions/instrument_id=XUSE:CASH:HDBUSD/year=2025/data.parquet

Raw archive nonpositive dividend tickers

  • BIB
  • BIS
  • GROM
  • GROW
  • HDB
  • HYZD
  • IMVIQ
  • PTF
  • RVPH
  • TECL
  • WAVC

Raw hdb row

Action
dividend
Contraname
N/A
Contraticker
N/A
Date
2025-06-26
Name
HDFC BANK LTD
Ticker
HDB
Value
0.0

Check it yourself

Every figure above is read from /glassbox/sharadar_zero_dividend_quarantine.json, the artifact the engine wrote.

All 89 measurements · The glass box · The research library