Series build: a count of 0.01 is the vendor's zero, a ratio bar closing at 0 is a hole (0.3.2) - #34
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…ng at 0 is a hole (0.3.2) Two conventions measured on the full-history pulls of 2026-09-17, both of which the nightly routine would also hit on the wrong day: - TradingView prints a count of zero as 0.01. INDEX:HIGQ reads 0.01 on 2020-03-13 (the crash week's bottom) and INDEX:LOWN on 65 of 5000 days. The whole-number check refused the file. A count series value below 0.5 is now stored as 0; the check then applies to everything else. - USI:PCCE carries two bars (2026-06-18, 2026-07-02) with a real open and high and a zero low and close. A put/call ratio of zero is impossible, so a ratio bar with a non-positive Close is dropped and named in the build's output, never stored as 0; a zero open, high or low beside a positive close is still refused. The raw file keeps what the vendor sent; only the built series carries the meaning. Tests for both, and a file left empty by dropping is refused. Co-Authored-By: Claude Opus 5 <noreply@anthropic.com>
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Summary
Two vendor conventions measured on the full-history pulls of 2026-09-17, both of which the nightly routine would also hit on the wrong day:
INDEX:HIGQreads 0.01 on 2020-03-13 (the crash week's bottom),INDEX:LOWNon 65 of 5000 days. The whole-number check refused the file. A count value below 0.5 is now stored as 0.USI:PCCEhas two (2026-06-18, 2026-07-02), real open and high, zero low and close. Dropped and named in the build output, never stored as 0. A zero open, high or low beside a positive close is still refused.Raw files stay verbatim; the built series carries the meaning. 0.3.1 → 0.3.2.
Test plan
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