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quantra-go-algo/step_2_getting_the_data_right_2.py

Created June 24, 2026 01:29
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guardrailed-llm-agent — Step 2: Getting the Data Right (snippet 2)
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step_2_getting_the_data_right_2.py
# Sanity check: the biggest daily move on split-adjusted AAPL should be
# around -52% (Sep 2000 earnings warning). If you see moves > 100%,
# the data is unadjusted.
_top = feat['ret'].abs().sort_values(ascending=False).head(5)
if feat['ret'].abs().max() > 1.0:
print('WARNING: possible split artifact: check auto_adjust=True')
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