unified

One price history per unified instrument, built from the brokers' own price tables.

unified.price_history holds every instrument's bars under its instrument_id. Equities, exchange traded funds and investment trusts are stored unadjusted and adjusted on read from unified.adjustment_factors; everything else is stored as the broker served it.

• sources decides which broker supplies which instrument and interval.
• resolution finds the instrument behind each broker series.
• calendar knows which days each exchange traded.
• loader copies bars across.
• yahoo and factors build the adjustment factors from Yahoo Finance.
• verify checks the result.

Modules:

Name	Description
calendar	The days each exchange traded, taken from the bars already stored.
corrections	Find where flattrade served a daily series already adjusted, and record the multiplier that undoes it.
factors	Derive split, bonus and demerger factors from Yahoo Finance and the stored raw prices.
loader	Copy the brokers' stored bars into unified.price_history.
resolution	Find the unified instrument behind each of a broker's stored price series.
sources	Which broker supplies which instrument's prices, and on what basis.
tables	The tables and views the unified price history reads and writes.
verify	Checks on unified.price_history and its adjustment factors.
yahoo	Daily history and split events from Yahoo Finance, for the adjustment factor builder.