WallStreetBets CSV merge retains revised dates as duplicate rows
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调研方向
Read DataProcessing/QuiverWallStreetBetsDataDownloader.cs, focusing on SaveContentToFile and how it distinguishes ticker rows from universe rows. Add tests for revised values and pre-existing duplicates, using date as the ticker key and security as the universe key. Done means each key has one row, with fetched values replacing stored values.
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描述
QuiverWallStreetBetsDataDownloader.SaveContentToFile merges by the entire CSV line, so a revised value for an existing date is appended alongside the old value rather than replacing it.
I reproduced the merge using the current helper body in an isolated .NET 10 harness:
- Existing
abc.csv:20260808,10,1,0.1 - Fetched contents:
20260808,12,1,0.1 - Actual output:
20260808,12,1,0.1 20260808,10,1,0.1
The ticker file now contains two observations for the same date. The same helper also merges universe rows by whole line, so a revised row for the same security can coexist with its older value.
Cause: DataProcessing/QuiverWallStreetBetsDataDownloader.cs, SaveContentToFile constructs a HashSet<string> from fetched lines and then adds stored lines. Unequal values do not deduplicate by date/security identity.
A fix should keep one observation per date in ticker files and per security in a daily universe, letting fetched values replace stored ones. Include tests with revised values and pre-existing duplicates. Suggestion: index by the logical row key rather than the whole line. No provider download was used in this synthetic reproduction.
- 主要语言
- C#
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