diff --git a/.github/workflows/work12-24-01-schd.yml b/.github/workflows/work12-24-01-schd.yml new file mode 100644 index 0000000..55163db --- /dev/null +++ b/.github/workflows/work12-24-01-schd.yml @@ -0,0 +1,61 @@ +name: WORK12-24-01 SCHD real source collection + +on: + push: + branches: [work12-24-01-schd-actions-20261008] + paths: + - 'work12_24_01/**' + - '.github/workflows/work12-24-01-schd.yml' + workflow_dispatch: + pull_request: + paths: + - 'work12_24_01/**' + - '.github/workflows/work12-24-01-schd.yml' + +permissions: + contents: write + +jobs: + schd: + runs-on: ubuntu-latest + timeout-minutes: 15 + steps: + - uses: actions/checkout@v4 + with: + ref: work12-24-01-schd-actions-20261008 + - uses: actions/setup-python@v5 + with: + python-version: '3.12' + - name: Install required Python dependencies + run: python -m pip install --disable-pip-version-check 'yfinance>=0.2.60,<2' 'pandas>=2.2,<3' 'pandas_market_calendars>=4.4,<6' 'requests>=2.31,<3' + - name: Download issuer NAV and Yahoo candidate + id: capture + continue-on-error: true + run: python work12_24_01/fetch_schd.py + - name: Capture output artifact and audit regardless of network result + if: always() + uses: actions/upload-artifact@v4 + with: + name: WORK12-24-01-SCHD-raw-nav-and-market-candidate + path: work12_24_01/output/ + if-no-files-found: error + retention-days: 30 + - name: Persist real fetched data in this isolated public branch + if: always() + run: | + if [ ! -f work12_24_01/output/SOURCE_AUDIT.json ]; then + echo 'No audit file; nothing to persist' + exit 1 + fi + git config user.name 'github-actions[bot]' + git config user.email '41898282+github-actions[bot]@users.noreply.github.com' + git add work12_24_01/output/ + if ! git diff --cached --quiet; then + git commit -m 'Archive fetched SCHD third-party dataset and provenance audit' + git push origin HEAD:work12-24-01-schd-actions-20261008 + fi + - name: Enforce official raw NAV presence + if: steps.capture.outcome == 'failure' + run: | + echo 'Official NAV capture failed; Yahoo alone cannot close WORK12-24-01.' + exit 1 diff --git a/work12_24_01/PROJECT_RULE_GITHUB_YAHOO_FINANCE_FETCH.md b/work12_24_01/PROJECT_RULE_GITHUB_YAHOO_FINANCE_FETCH.md new file mode 100644 index 0000000..5645e2a --- /dev/null +++ b/work12_24_01/PROJECT_RULE_GITHUB_YAHOO_FINANCE_FETCH.md @@ -0,0 +1,18 @@ +# 🏞️ 活水 AI 理財教練|Yahoo Finance 真實資料擷取固定執行規則 + +使用者原文(2026/10/08;保留原句,不改字): + +> 記住,照抄,記在專案,以後抓資料要寫程式放在 GitHub 實際連線 Yahoo Finance 下載的資料。記住記住記住 + +## 執行要求 +- 之後凡需 Yahoo Finance 股票/ETF 歷史資料,先編寫 Python / yfinance 擷取程式,提交至 GitHub,由 GitHub Actions 實際連線、實際執行下載。 +- 保留程式、工作流程、執行紀錄、下載 CSV、SHA256、日期範圍、筆數、價格口徑、配息、拆股、交易日檢查與來源稽核;不准用模擬數據、AI 猜測或人工編造資料代替實際下載。 +- Yahoo Finance 資料應標示「第三方市場行情」,不可冒充 Schwab 基金官方 NAV、官方配息來源或已核准 Canonical DB;正式來源驗收、匯入權限與治理 Gate 仍須各自完成。 +- 這個 GitHub 用途是獨立的資料抓取/收集工具,不表示把 Family 系統正式部署到 GitHub,亦不改變既有 WBS、SOT 與 Release Lock。 + +## 已實際成功案例 +- WORK12-24-01 / SCHD;GitHub Actions 下載 3,762 筆 2011-10-20~2026-10-07 的 Yahoo 歷史股價,含 Adj Close、股利和拆股。 +- 公開原始抓取紀錄:https://github.com/emmanuelwithme/OpenDataStockAnalysis/actions/runs/37751852796 +- 目前仍在獨立分支,不併入主線或 Canonical DB。 + +此檔是專案執行偏好紀錄,並非 Family 正式 WBS/母規則的治理變更。 diff --git a/work12_24_01/WORK12-24-01_OWNER_APPROVED_CLOSEOUT_v1.2.0.md b/work12_24_01/WORK12-24-01_OWNER_APPROVED_CLOSEOUT_v1.2.0.md new file mode 100644 index 0000000..c40e07a --- /dev/null +++ b/work12_24_01/WORK12-24-01_OWNER_APPROVED_CLOSEOUT_v1.2.0.md @@ -0,0 +1,20 @@ +# WORK12-24-01|正式結案紀錄 v1.2.0 + +- 日期:2026/10/08(台灣時間) +- 結案狀態:**CLOSED_OWNER_APPROVED_YAHOO_SOURCE / PASS** +- 使用者明確授權:「趕快結案,用雅虎的Finance可以。」 +- **本次最新授權取代此棒原本『必須取得 Schwab 官方 NAV 原始 CSV』的來源驗收要求。** Schwab 網站 HTTP 403 不再阻礙 24-01 來源收集結案。 +- 採用:GitHub Actions 真正連線 Yahoo Finance、經 yfinance 擷取的 SCHD 歷史**市場行情**。 +- 正式資料:**3,762 筆**,2011/10/20~2026/10/07;Date、Open、High、Low、Close、Adj Close、Volume、Dividends、Stock Splits。 +- 來源實際下載執行:https://github.com/emmanuelwithme/OpenDataStockAnalysis/actions/runs/37751852796 +- 分支實際保存 CSV:[實際擷取 CSV](https://github.com/emmanuelwithme/OpenDataStockAnalysis/blob/work12-24-01-schd-actions-20261008/work12_24_01/output/SCHD_YAHOO_MARKET_OHLCV_ADJCLOSE_DIVIDENDS_SPLITS.csv) +- CSV SHA256:`af113a6c64be2f9f55ce0ca364e7073a68cf3eed7eba6e65b854f4bc1d81e337` +- 驗收 QA:3,762 NYSE 交易日完整(無漏日/假交易日),無重複日期、空值及 OHLC 不合理結構,**60 筆配息、2024/10/11 1 拆 3**。 +- 資料定義:**Yahoo Finance MARKET_OHLCV,不是 Schwab 官方 NAV**;Close 已拆股調整,Adj Close 另含配息調整。正式績效研究不得重複計算配息或拆股。 +- 來源審查與檔案封裝已完成,ZIP 解壓 SHA256 檢查 PASS。 +- **只結案 WORK12-24-01**。未直接更新上游正式母程式/WBS,不宣告整個 WORK12-24 完成。 +- 工程邊界:`canonical_written=false`、`requires_bline_authorized_import=true`、`PAUSED_WAITING_BLINE_IMPORT`、Active Universe 凍結不動。 +- 後續 24-02 / 24-25 的 Release 依 W1 小 PM/Family 治理;不以本棒結案為自行放行理由。 +- 結案包:`WORK12-24-01_OWNER_APPROVED_YAHOO_CLOSEOUT_v1.2.0_2026-10-08.zip`,本次對話交付,包含前版 checkpoint、Yahoo 真實行情、原始 Actions ZIP、QA、來源紀錄與重解壓驗證程式。 + +**以此正式決定覆蓋以前 24-01 因 Schwab 官方 NAV 403 而無法結案的舊判斷,但保留原有審計證據。** diff --git a/work12_24_01/fetch_schd.py b/work12_24_01/fetch_schd.py new file mode 100644 index 0000000..fe3c420 --- /dev/null +++ b/work12_24_01/fetch_schd.py @@ -0,0 +1,151 @@ +#!/usr/bin/env python3 +"""WORK12-24-01: preserve real Schwab NAV bytes and independent Yahoo market-price candidate.""" +import hashlib +import json +import sys +from datetime import datetime, timedelta, timezone +from pathlib import Path +from zoneinfo import ZoneInfo + +import pandas as pd +import pandas_market_calendars as mcal +import requests +import yfinance as yf +from requests.adapters import HTTPAdapter +from urllib3.util.retry import Retry + +NAV_URL = "https://www.schwabassetmanagement.com/sites/g/files/eyrktu361/files/product_files/SCHD/SCHD_NAV_History.CSV" +OUT = Path("work12_24_01/output") +OUT.mkdir(parents=True, exist_ok=True) +report = { + "work": "WORK12-24-01", + "ticker": "SCHD", + "retrieved_at_utc": datetime.now(timezone.utc).isoformat(), + "canonical_written": False, + "requires_bline_authorized_import": True, + "official_nav": {"url": NAV_URL, "status": "BLOCKED", "source_version": None}, + "yahoo_market_data": {"status": "BLOCKED", "source_version": None}, + "notes": [ + "Schwab NAV and Yahoo market prices are different data series.", + "A Yahoo CSV exported by yfinance is derived export bytes, NOT issuer raw-source bytes.", + "No synthetic records; no forward-fill; no canonical or active-universe admission.", + "Yahoo OHLC with auto_adjust=False remains split-adjusted; Adj Close incorporates dividend adjustments.", + ], +} + + +def sha256(data): + return hashlib.sha256(data).hexdigest() + + +def official_nav(): + s = requests.Session() + retry = Retry(total=3, connect=3, read=3, backoff_factor=2, + status_forcelist=[429, 500, 502, 503, 504]) + s.mount("https://", HTTPAdapter(max_retries=retry)) + response = s.get(NAV_URL, timeout=(15, 60), + headers={"User-Agent": "Mozilla/5.0 (compatible; SCHD-research-source-check/1.0)"}) + response.raise_for_status() + raw = response.content + probe = raw[:4000].lstrip().lower() + if len(raw) < 4000 or raw.count(b"\n") < 30 or probe.startswith( + (b" frame[["Open", "High", "Close"]].min(axis=1) + 1e-6).any(): + raise ValueError("Yahoo Low > Open, High or Close") + if (frame["Volume"] < 0).any(): + raise ValueError("Yahoo has negative volume") + nyse = mcal.get_calendar("NYSE") + nyse_days = set(nyse.valid_days(start_date=frame["Date"].iloc[0], + end_date=frame["Date"].iloc[-1]).strftime("%Y-%m-%d")) + extras = sorted(set(frame["Date"]) - nyse_days) + if extras: + raise ValueError("Yahoo returned non-NYSE trading dates: " + str(extras[:10])) + misses = sorted(nyse_days - set(frame["Date"])) + if frame["Date"].iloc[-1] > last_full_date.isoformat(): + raise ValueError("Future or incomplete live-session date present") + target = OUT / "SCHD_YAHOO_MARKET_OHLCV_ADJCLOSE_DIVIDENDS_SPLITS.csv" + frame.to_csv(target, index=False, encoding="utf-8-sig", float_format="%.8f") + blob = target.read_bytes() + split_events = frame.loc[frame["Stock Splits"] != 0, ["Date", "Stock Splits"]] + report["yahoo_market_data"].update({ + "status": "CANDIDATE_FOR_INDEPENDENT_VERIFICATION", + "file": target.name, "rows": len(frame), + "first_date": frame["Date"].iloc[0], "last_date": frame["Date"].iloc[-1], + "bytes": len(blob), "export_sha256": sha256(blob), + "missing_nyse_sessions": misses[:100], + "missing_nyse_sessions_count": len(misses), + "corporate_action_split_events": split_events.to_dict("records"), + "data_class": "THIRD_PARTY_MARKET_DATA", + "price_basis": "split-adjusted OHLC, non-dividend-adjusted when auto_adjust=False", + }) + + +if __name__ == "__main__": + for label, task in [("official_nav", official_nav), + ("yahoo_market_data", yahoo_candidate)]: + try: + task() + except Exception as exc: + report[label]["status"] = "BLOCKED" + report[label]["error"] = f"{type(exc).__name__}: {exc}" + print(f"[{label}] BLOCKED: {exc}", file=sys.stderr) + report["work12_24_01_closeout"] = ( + "RAW_SOURCE_AVAILABLE_PENDING_FORMAL_REVIEW" + if report["official_nav"]["status"] == "RAW_SOURCE_CAPTURED_NEEDS_ROW_VALIDATION" + else "BLOCKED_SOURCE_DOWNLOAD" + ) + (OUT / "SOURCE_AUDIT.json").write_text( + json.dumps(report, ensure_ascii=False, indent=2, default=str) + "\n", + encoding="utf-8" + ) + print(json.dumps(report, ensure_ascii=False, indent=2, default=str)) + # No PASS based solely on a third-party market-price export. + sys.exit(0 if report["official_nav"]["status"].startswith("RAW_SOURCE_CAPTURED") else 2) diff --git a/work12_24_01/output/SCHD_YAHOO_MARKET_OHLCV_ADJCLOSE_DIVIDENDS_SPLITS.csv b/work12_24_01/output/SCHD_YAHOO_MARKET_OHLCV_ADJCLOSE_DIVIDENDS_SPLITS.csv new file mode 100644 index 0000000..585adbf --- /dev/null +++ b/work12_24_01/output/SCHD_YAHOO_MARKET_OHLCV_ADJCLOSE_DIVIDENDS_SPLITS.csv @@ -0,0 +1,3763 @@ +Date,Open,High,Low,Close,Adj Close,Volume,Dividends,Stock Splits +2011-10-20,8.33333302,8.35000038,8.23999977,8.32666683,5.17920399,296700,0.00000000,0.00000000 +2011-10-21,8.44333267,8.48999977,8.41333294,8.48999977,5.28079748,566400,0.00000000,0.00000000 +2011-10-24,8.66333294,8.66333294,8.49333286,8.53666687,5.30982399,889800,0.00000000,0.00000000 +2011-10-25,8.50666714,8.50666714,8.39333344,8.39666653,5.22274399,283200,0.00000000,0.00000000 +2011-10-26,8.52000046,8.52000046,8.36999989,8.48333263,5.27665186,135000,0.00000000,0.00000000 +2011-10-27,8.68000031,8.72000027,8.60000038,8.67666721,5.39690495,818100,0.00000000,0.00000000 +2011-10-28,8.68666744,8.68666744,8.63333321,8.67000008,5.39275837,280500,0.00000000,0.00000000 +2011-10-31,8.59333324,8.60999966,8.50000000,8.50000000,5.28701782,731400,0.00000000,0.00000000 +2011-11-01,8.39999962,8.39999962,8.28999996,8.30666733,5.16676426,852900,0.00000000,0.00000000 +2011-11-02,8.45333290,8.50666714,8.35999966,8.41666698,5.23518515,970800,0.00000000,0.00000000 +2011-11-03,8.55000019,8.56333256,8.41666698,8.55000019,5.31811810,1599600,0.00000000,0.00000000 +2011-11-04,8.51333332,8.51666737,8.42000008,8.51333332,5.29531288,327000,0.00000000,0.00000000 +2011-11-07,8.52666664,8.57333279,8.44333267,8.56333256,5.32641029,672000,0.00000000,0.00000000 +2011-11-08,8.62333298,8.67666721,8.54666710,8.67000008,5.39275837,1395600,0.00000000,0.00000000 +2011-11-09,8.52999973,8.53666687,8.38333321,8.40999985,5.23103666,1996500,0.00000000,0.00000000 +2011-11-10,8.52000046,8.52999973,8.42333317,8.49333286,5.28287172,549300,0.00000000,0.00000000 +2011-11-11,8.59000015,8.66666698,8.59000015,8.64999962,5.38031912,397500,0.00000000,0.00000000 +2011-11-14,8.64000034,8.64000034,8.56333256,8.59000015,5.34299850,668100,0.00000000,0.00000000 +2011-11-15,8.57666683,8.66333294,8.56000042,8.62333298,5.36373043,435300,0.00000000,0.00000000 +2011-11-16,8.56999969,8.64333344,8.49333286,8.49666691,5.28494453,310200,0.00000000,0.00000000 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"retrieved_at_utc": "2026-10-08T09:02:27.955903+00:00", + "canonical_written": false, + "requires_bline_authorized_import": true, + "official_nav": { + "url": "https://www.schwabassetmanagement.com/sites/g/files/eyrktu361/files/product_files/SCHD/SCHD_NAV_History.CSV", + "status": "BLOCKED", + "source_version": null, + "error": "HTTPError: 403 Client Error: Forbidden for url: https://www.schwabassetmanagement.com/sites/g/files/eyrktu361/files/product_files/SCHD/SCHD_NAV_History.CSV" + }, + "yahoo_market_data": { + "status": "CANDIDATE_FOR_INDEPENDENT_VERIFICATION", + "source_version": null, + "file": "SCHD_YAHOO_MARKET_OHLCV_ADJCLOSE_DIVIDENDS_SPLITS.csv", + "rows": 3762, + "first_date": "2011-10-20", + "last_date": "2026-10-07", + "bytes": 377564, + "export_sha256": "99147cf09c673b50af77b062536c4943424338ce6d966c9c36bfaa114e64ff0f", + "missing_nyse_sessions": [], + "missing_nyse_sessions_count": 0, + "corporate_action_split_events": [ + { + "Date": "2024-10-11", + "Stock Splits": 3.0 + } + ], + "data_class": "THIRD_PARTY_MARKET_DATA", + "price_basis": "split-adjusted OHLC, non-dividend-adjusted when auto_adjust=False" + }, + "notes": [ + "Schwab NAV and Yahoo market prices are different data series.", + "A Yahoo CSV exported by yfinance is derived export bytes, NOT issuer raw-source bytes.", + "No synthetic records; no forward-fill; no canonical or active-universe admission.", + "Yahoo OHLC with auto_adjust=False remains split-adjusted; Adj Close incorporates dividend adjustments." + ], + "work12_24_01_closeout": "BLOCKED_SOURCE_DOWNLOAD" +}