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Category
Import Specification
Description
Whether to detect and repair common data errors during import
Choices
False - don't repair data (default)
True - repair data
Notes
When enabled, RealTest scans all imported bars after loading and attempts to fix the following types of data errors:
1.Zero OHLC fields — a bar with a zero Open, High, Low, or Close (but at least one positive field) has the zero field filled in from the previous close or the bar's other OHLC fields.
2.100x field errors — a single OHLC field that is approximately 100x or 1/100x the median of the other three fields is divided or multiplied by 100.
3.Impossible bars — High/Low values that don't contain Open/Close are clamped to valid ranges (e.g. if Close > High, High is set to Close).
4.Flat spike bars — Bars where Open = High = Low = Close with zero volume, at a price different from the previous close, are replaced with the previous close. These typically indicate placeholder bars inserted by the data vendor. Bars that appear to be legitimate close-only data (neighboring bars also have O=H=L=C) are left unchanged.
5.100x price errors — Bars where the split-adjusted price is approximately 100x or 1/100x the previous bar, without a corresponding split event. Both scattered errors (a short run of wrong bars bracketed by opposite transitions) and block errors (all bars before or after a single transition) are detected and corrected.
6.Duplicate dividends — Dividend events within 7 days of each other with amounts within 10% are assumed to be duplicates; the later one is removed.
7.100x dividend errors — Dividend amounts that exceed the closing price on the ex-date are assumed to be 100x too large and are divided by 100.
All repairs are logged to the import log file (if enabled) with the symbol, date, and a description of each correction. The log also reports the total number of repairs made.
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