股票价格数据清洗

Data sanity check.

• scan new (adjusted price) data for ~50% drops or 200% gains (probably a split). very rare for real data. (修正后价格出现-50%或者是+200%有可能是因为拆股)
• NaNs in DOW stocks (probably data feed bad). (DOW的股票没有股价)
• Recent adjusted prices less than 0.01.(修正后价格低于0.01)
• NaNs > 20 trading days.(20天以上没有任何交易. 有可能是因为被摘牌delisted)

Data scrubbing

• remove or repair? easier to remove. 删除这些数据会比较容易
• repair if you have multiple sources. 或者是从其他数据源做修复