pacocartones

pacocartones/market-data-sanity-checker

Trust layer for market data: validate, score and explain anomalies in OHLCV, dividends, splits & fundamentals. 36 rules, each citing the documented failure behind it. CLI + TypeScript SDK.

38 good first / help-wanted issues · TypeScript · last activity Oct 8, 2026

2 stars 0 forks 2 watchers TypeScript MIT License
anomaly-detection backtesting cli corporate-actions data-observability data-quality data-validation dividends equities finance fintech market-data ohlcv quant status-active stock-market stocks trading typescript yahoo-finance
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38 Open Issues Need Help Last updated: Oct 8, 2026

Open Issues Need Help

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[good first issue] Real-case fixture for TS_DUPLICATED (yfinance #765, DRREDDY.NS 2021-07-09) 6 days ago
good first issue hacktoberfest
pacocartones/market-data-sanity-checker
2

Trust layer for market data: validate, score and explain anomalies in OHLCV, dividends, splits & fundamentals. 36 rules, each citing the documented failure behind it. CLI + TypeScript SDK.

TypeScript
#anomaly-detection#backtesting#cli#corporate-actions#data-observability#data-quality#data-validation#dividends#equities#finance#fintech#market-data#ohlcv#quant#status-active#stock-market#stocks#trading#typescript#yahoo-finance
Add a real market-data error from a free provider as an incident case 6 days ago
good first issue hacktoberfest data
pacocartones/market-data-sanity-checker
2

Trust layer for market data: validate, score and explain anomalies in OHLCV, dividends, splits & fundamentals. 36 rules, each citing the documented failure behind it. CLI + TypeScript SDK.

TypeScript
#anomaly-detection#backtesting#cli#corporate-actions#data-observability#data-quality#data-validation#dividends#equities#finance#fintech#market-data#ohlcv#quant#status-active#stock-market#stocks#trading#typescript#yahoo-finance
[good first issue] Test the Node.js floor we promise: add 22.12 to the CI matrix 12 days ago
good first issue chore hacktoberfest
pacocartones/market-data-sanity-checker
2

Trust layer for market data: validate, score and explain anomalies in OHLCV, dividends, splits & fundamentals. 36 rules, each citing the documented failure behind it. CLI + TypeScript SDK.

TypeScript
#anomaly-detection#backtesting#cli#corporate-actions#data-observability#data-quality#data-validation#dividends#equities#finance#fintech#market-data#ohlcv#quant#status-active#stock-market#stocks#trading#typescript#yahoo-finance
[good first issue] `mdsc providers --format json`, including each provider's daily request cap 13 days ago
feature good first issue hacktoberfest
pacocartones/market-data-sanity-checker
2

Trust layer for market data: validate, score and explain anomalies in OHLCV, dividends, splits & fundamentals. 36 rules, each citing the documented failure behind it. CLI + TypeScript SDK.

TypeScript
#anomaly-detection#backtesting#cli#corporate-actions#data-observability#data-quality#data-validation#dividends#equities#finance#fintech#market-data#ohlcv#quant#status-active#stock-market#stocks#trading#typescript#yahoo-finance
Add the Yahoo chart API duplicate last-day row (yfinance#573) to incidents.md (about 1 hour) 13 days ago
docs good first issue data
pacocartones/market-data-sanity-checker
2

Trust layer for market data: validate, score and explain anomalies in OHLCV, dividends, splits & fundamentals. 36 rules, each citing the documented failure behind it. CLI + TypeScript SDK.

TypeScript
#anomaly-detection#backtesting#cli#corporate-actions#data-observability#data-quality#data-validation#dividends#equities#finance#fintech#market-data#ohlcv#quant#status-active#stock-market#stocks#trading#typescript#yahoo-finance
Add the negative adjusted prices case (yfinance#138, FPE3.DE, HCHC, ITRN) to incidents.md (about 1 hour) 13 days ago
docs good first issue data
pacocartones/market-data-sanity-checker
2

Trust layer for market data: validate, score and explain anomalies in OHLCV, dividends, splits & fundamentals. 36 rules, each citing the documented failure behind it. CLI + TypeScript SDK.

TypeScript
#anomaly-detection#backtesting#cli#corporate-actions#data-observability#data-quality#data-validation#dividends#equities#finance#fintech#market-data#ohlcv#quant#status-active#stock-market#stocks#trading#typescript#yahoo-finance
Real-case fixture for OHLC_INCONSISTENT (yfinance#2857, 000020.KS close below low) 13 days ago
help wanted data
pacocartones/market-data-sanity-checker
2

Trust layer for market data: validate, score and explain anomalies in OHLCV, dividends, splits & fundamentals. 36 rules, each citing the documented failure behind it. CLI + TypeScript SDK.

TypeScript
#anomaly-detection#backtesting#cli#corporate-actions#data-observability#data-quality#data-validation#dividends#equities#finance#fintech#market-data#ohlcv#quant#status-active#stock-market#stocks#trading#typescript#yahoo-finance
Real-case fixture for CURRENCY_SCALE_SUSPECT (yfinance#280, EasyJet in pence then pounds) (about 1 hour) 13 days ago
help wanted data
pacocartones/market-data-sanity-checker
2

Trust layer for market data: validate, score and explain anomalies in OHLCV, dividends, splits & fundamentals. 36 rules, each citing the documented failure behind it. CLI + TypeScript SDK.

TypeScript
#anomaly-detection#backtesting#cli#corporate-actions#data-observability#data-quality#data-validation#dividends#equities#finance#fintech#market-data#ohlcv#quant#status-active#stock-market#stocks#trading#typescript#yahoo-finance
CLI tests for the `mdsc compare` error paths and exit codes 13 days ago
help wanted
pacocartones/market-data-sanity-checker
2

Trust layer for market data: validate, score and explain anomalies in OHLCV, dividends, splits & fundamentals. 36 rules, each citing the documented failure behind it. CLI + TypeScript SDK.

TypeScript
#anomaly-detection#backtesting#cli#corporate-actions#data-observability#data-quality#data-validation#dividends#equities#finance#fintech#market-data#ohlcv#quant#status-active#stock-market#stocks#trading#typescript#yahoo-finance
Add direct tests for the INSUFFICIENT_OVERLAP and SYMBOL_MISMATCH compare rules (about 1 hour) 13 days ago
help wanted
pacocartones/market-data-sanity-checker
2

Trust layer for market data: validate, score and explain anomalies in OHLCV, dividends, splits & fundamentals. 36 rules, each citing the documented failure behind it. CLI + TypeScript SDK.

TypeScript
#anomaly-detection#backtesting#cli#corporate-actions#data-observability#data-quality#data-validation#dividends#equities#finance#fintech#market-data#ohlcv#quant#status-active#stock-market#stocks#trading#typescript#yahoo-finance
Test the magnitude, isolation and minPeers edges of DIV_SPECIAL_MISCLASSIFIED 13 days ago
help wanted
pacocartones/market-data-sanity-checker
2

Trust layer for market data: validate, score and explain anomalies in OHLCV, dividends, splits & fundamentals. 36 rules, each citing the documented failure behind it. CLI + TypeScript SDK.

TypeScript
#anomaly-detection#backtesting#cli#corporate-actions#data-observability#data-quality#data-validation#dividends#equities#finance#fintech#market-data#ohlcv#quant#status-active#stock-market#stocks#trading#typescript#yahoo-finance
Test the 20% exemption boundary of EXDATE_AFTER_PAYDATE (about 1 hour) 13 days ago
good first issue
pacocartones/market-data-sanity-checker
2

Trust layer for market data: validate, score and explain anomalies in OHLCV, dividends, splits & fundamentals. 36 rules, each citing the documented failure behind it. CLI + TypeScript SDK.

TypeScript
#anomaly-detection#backtesting#cli#corporate-actions#data-observability#data-quality#data-validation#dividends#equities#finance#fintech#market-data#ohlcv#quant#status-active#stock-market#stocks#trading#typescript#yahoo-finance
Test the PE_EPS_INCOMPATIBLE branches that no test reaches (EPS = 0, positive EPS with negative P/E) 13 days ago
help wanted
pacocartones/market-data-sanity-checker
2

Trust layer for market data: validate, score and explain anomalies in OHLCV, dividends, splits & fundamentals. 36 rules, each citing the documented failure behind it. CLI + TypeScript SDK.

TypeScript
#anomaly-detection#backtesting#cli#corporate-actions#data-observability#data-quality#data-validation#dividends#equities#finance#fintech#market-data#ohlcv#quant#status-active#stock-market#stocks#trading#typescript#yahoo-finance
Test the PAYOUT_IMPOSSIBLE threshold at exactly 300% and with a custom maxPayout (about 1 hour) 13 days ago
good first issue
pacocartones/market-data-sanity-checker
2

Trust layer for market data: validate, score and explain anomalies in OHLCV, dividends, splits & fundamentals. 36 rules, each citing the documented failure behind it. CLI + TypeScript SDK.

TypeScript
#anomaly-detection#backtesting#cli#corporate-actions#data-observability#data-quality#data-validation#dividends#equities#finance#fintech#market-data#ohlcv#quant#status-active#stock-market#stocks#trading#typescript#yahoo-finance
Document gating and HTML flags on `mdsc compare` 13 days ago
docs help wanted hacktoberfest
pacocartones/market-data-sanity-checker
2

Trust layer for market data: validate, score and explain anomalies in OHLCV, dividends, splits & fundamentals. 36 rules, each citing the documented failure behind it. CLI + TypeScript SDK.

TypeScript
#anomaly-detection#backtesting#cli#corporate-actions#data-observability#data-quality#data-validation#dividends#equities#finance#fintech#market-data#ohlcv#quant#status-active#stock-market#stocks#trading#typescript#yahoo-finance
[good first issue] Document `mdsc rules --format json` and `mdsc --version` 13 days ago
docs good first issue hacktoberfest
pacocartones/market-data-sanity-checker
2

Trust layer for market data: validate, score and explain anomalies in OHLCV, dividends, splits & fundamentals. 36 rules, each citing the documented failure behind it. CLI + TypeScript SDK.

TypeScript
#anomaly-detection#backtesting#cli#corporate-actions#data-observability#data-quality#data-validation#dividends#equities#finance#fintech#market-data#ohlcv#quant#status-active#stock-market#stocks#trading#typescript#yahoo-finance
[good first issue] Document `mdsc history --limit` and `--history-dir` in the README 13 days ago
docs good first issue hacktoberfest
pacocartones/market-data-sanity-checker
2

Trust layer for market data: validate, score and explain anomalies in OHLCV, dividends, splits & fundamentals. 36 rules, each citing the documented failure behind it. CLI + TypeScript SDK.

TypeScript
#anomaly-detection#backtesting#cli#corporate-actions#data-observability#data-quality#data-validation#dividends#equities#finance#fintech#market-data#ohlcv#quant#status-active#stock-market#stocks#trading#typescript#yahoo-finance
Add yfinance#2666 (dividend column includes capital gains distribution) to incidents.md 13 days ago
docs help wanted hacktoberfest
pacocartones/market-data-sanity-checker
2

Trust layer for market data: validate, score and explain anomalies in OHLCV, dividends, splits & fundamentals. 36 rules, each citing the documented failure behind it. CLI + TypeScript SDK.

TypeScript
#anomaly-detection#backtesting#cli#corporate-actions#data-observability#data-quality#data-validation#dividends#equities#finance#fintech#market-data#ohlcv#quant#status-active#stock-market#stocks#trading#typescript#yahoo-finance
Add yfinance#2964 (a trading session missing across five tickers) to incidents.md 13 days ago
docs help wanted hacktoberfest
pacocartones/market-data-sanity-checker
2

Trust layer for market data: validate, score and explain anomalies in OHLCV, dividends, splits & fundamentals. 36 rules, each citing the documented failure behind it. CLI + TypeScript SDK.

TypeScript
#anomaly-detection#backtesting#cli#corporate-actions#data-observability#data-quality#data-validation#dividends#equities#finance#fintech#market-data#ohlcv#quant#status-active#stock-market#stocks#trading#typescript#yahoo-finance
Add yfinance#2519 (RAYMOND.NS phantom drop with no corporate action) to incidents.md 13 days ago
docs help wanted hacktoberfest
pacocartones/market-data-sanity-checker
2

Trust layer for market data: validate, score and explain anomalies in OHLCV, dividends, splits & fundamentals. 36 rules, each citing the documented failure behind it. CLI + TypeScript SDK.

TypeScript
#anomaly-detection#backtesting#cli#corporate-actions#data-observability#data-quality#data-validation#dividends#equities#finance#fintech#market-data#ohlcv#quant#status-active#stock-market#stocks#trading#typescript#yahoo-finance
Add the yfinance repair=True whole-table 100x case (#2924) to incidents.md 13 days ago
docs help wanted hacktoberfest
pacocartones/market-data-sanity-checker
2

Trust layer for market data: validate, score and explain anomalies in OHLCV, dividends, splits & fundamentals. 36 rules, each citing the documented failure behind it. CLI + TypeScript SDK.

TypeScript
#anomaly-detection#backtesting#cli#corporate-actions#data-observability#data-quality#data-validation#dividends#equities#finance#fintech#market-data#ohlcv#quant#status-active#stock-market#stocks#trading#typescript#yahoo-finance
[good first issue] Docs: a runnable example for ZERO_VOLUME_MOVED 13 days ago
docs good first issue hacktoberfest
pacocartones/market-data-sanity-checker
2

Trust layer for market data: validate, score and explain anomalies in OHLCV, dividends, splits & fundamentals. 36 rules, each citing the documented failure behind it. CLI + TypeScript SDK.

TypeScript
#anomaly-detection#backtesting#cli#corporate-actions#data-observability#data-quality#data-validation#dividends#equities#finance#fintech#market-data#ohlcv#quant#status-active#stock-market#stocks#trading#typescript#yahoo-finance
[good first issue] Add the yfinance zero-volume case (#2686) to incidents.md 13 days ago
docs good first issue hacktoberfest
pacocartones/market-data-sanity-checker
2

Trust layer for market data: validate, score and explain anomalies in OHLCV, dividends, splits & fundamentals. 36 rules, each citing the documented failure behind it. CLI + TypeScript SDK.

TypeScript
#anomaly-detection#backtesting#cli#corporate-actions#data-observability#data-quality#data-validation#dividends#equities#finance#fintech#market-data#ohlcv#quant#status-active#stock-market#stocks#trading#typescript#yahoo-finance
[good first issue] `mdsc rules <ID>`: show a single rule 14 days ago
feature good first issue hacktoberfest
pacocartones/market-data-sanity-checker
2

Trust layer for market data: validate, score and explain anomalies in OHLCV, dividends, splits & fundamentals. 36 rules, each citing the documented failure behind it. CLI + TypeScript SDK.

TypeScript
#anomaly-detection#backtesting#cli#corporate-actions#data-observability#data-quality#data-validation#dividends#equities#finance#fintech#market-data#ohlcv#quant#status-active#stock-market#stocks#trading#typescript#yahoo-finance
[good first issue] `mdsc rules --format` ignores the case and accepts unknown formats 14 days ago
bug good first issue hacktoberfest
pacocartones/market-data-sanity-checker
2

Trust layer for market data: validate, score and explain anomalies in OHLCV, dividends, splits & fundamentals. 36 rules, each citing the documented failure behind it. CLI + TypeScript SDK.

TypeScript
#anomaly-detection#backtesting#cli#corporate-actions#data-observability#data-quality#data-validation#dividends#equities#finance#fintech#market-data#ohlcv#quant#status-active#stock-market#stocks#trading#typescript#yahoo-finance
[good first issue] Docs: run mdsc in GitHub Actions and fail the job on bad data 14 days ago
docs good first issue hacktoberfest
pacocartones/market-data-sanity-checker
2

Trust layer for market data: validate, score and explain anomalies in OHLCV, dividends, splits & fundamentals. 36 rules, each citing the documented failure behind it. CLI + TypeScript SDK.

TypeScript
#anomaly-detection#backtesting#cli#corporate-actions#data-observability#data-quality#data-validation#dividends#equities#finance#fintech#market-data#ohlcv#quant#status-active#stock-market#stocks#trading#typescript#yahoo-finance
[good first issue] `mdsc history --format json` 14 days ago
enhancement good first issue hacktoberfest
pacocartones/market-data-sanity-checker
2

Trust layer for market data: validate, score and explain anomalies in OHLCV, dividends, splits & fundamentals. 36 rules, each citing the documented failure behind it. CLI + TypeScript SDK.

TypeScript
#anomaly-detection#backtesting#cli#corporate-actions#data-observability#data-quality#data-validation#dividends#equities#finance#fintech#market-data#ohlcv#quant#status-active#stock-market#stocks#trading#typescript#yahoo-finance
[good first issue] Real-case fixture for STALE_PRICE (yfinance #2966, COPEC.SN frozen since 2026-07-17) 15 days ago
good first issue hacktoberfest
pacocartones/market-data-sanity-checker
2

Trust layer for market data: validate, score and explain anomalies in OHLCV, dividends, splits & fundamentals. 36 rules, each citing the documented failure behind it. CLI + TypeScript SDK.

TypeScript
#anomaly-detection#backtesting#cli#corporate-actions#data-observability#data-quality#data-validation#dividends#equities#finance#fintech#market-data#ohlcv#quant#status-active#stock-market#stocks#trading#typescript#yahoo-finance
[good first issue] Your first rule: BAR_ON_WEEKEND (daily bar dated on a non-trading weekday) 15 days ago
enhancement good first issue hacktoberfest
pacocartones/market-data-sanity-checker
2

Trust layer for market data: validate, score and explain anomalies in OHLCV, dividends, splits & fundamentals. 36 rules, each citing the documented failure behind it. CLI + TypeScript SDK.

TypeScript
#anomaly-detection#backtesting#cli#corporate-actions#data-observability#data-quality#data-validation#dividends#equities#finance#fintech#market-data#ohlcv#quant#status-active#stock-market#stocks#trading#typescript#yahoo-finance
[good first issue] Let ALPHA_VANTAGE_DAILY_LIMIT override the free-key cap 15 days ago
enhancement good first issue hacktoberfest
pacocartones/market-data-sanity-checker
2

Trust layer for market data: validate, score and explain anomalies in OHLCV, dividends, splits & fundamentals. 36 rules, each citing the documented failure behind it. CLI + TypeScript SDK.

TypeScript
#anomaly-detection#backtesting#cli#corporate-actions#data-observability#data-quality#data-validation#dividends#equities#finance#fintech#market-data#ohlcv#quant#status-active#stock-market#stocks#trading#typescript#yahoo-finance
[good first issue] Document SERIES_TAIL_TRUNCATED with a runnable example 15 days ago
documentation good first issue hacktoberfest
pacocartones/market-data-sanity-checker
2

Trust layer for market data: validate, score and explain anomalies in OHLCV, dividends, splits & fundamentals. 36 rules, each citing the documented failure behind it. CLI + TypeScript SDK.

TypeScript
#anomaly-detection#backtesting#cli#corporate-actions#data-observability#data-quality#data-validation#dividends#equities#finance#fintech#market-data#ohlcv#quant#status-active#stock-market#stocks#trading#typescript#yahoo-finance
[good first issue] Render the scoreboard's cross-provider section as a table, not a JSON dump 15 days ago
enhancement good first issue hacktoberfest
pacocartones/market-data-sanity-checker
2

Trust layer for market data: validate, score and explain anomalies in OHLCV, dividends, splits & fundamentals. 36 rules, each citing the documented failure behind it. CLI + TypeScript SDK.

TypeScript
#anomaly-detection#backtesting#cli#corporate-actions#data-observability#data-quality#data-validation#dividends#equities#finance#fintech#market-data#ohlcv#quant#status-active#stock-market#stocks#trading#typescript#yahoo-finance
[good first issue] `--format markdown` for `mdsc check` and `mdsc compare` 15 days ago
enhancement good first issue hacktoberfest
pacocartones/market-data-sanity-checker
2

Trust layer for market data: validate, score and explain anomalies in OHLCV, dividends, splits & fundamentals. 36 rules, each citing the documented failure behind it. CLI + TypeScript SDK.

TypeScript
#anomaly-detection#backtesting#cli#corporate-actions#data-observability#data-quality#data-validation#dividends#equities#finance#fintech#market-data#ohlcv#quant#status-active#stock-market#stocks#trading#typescript#yahoo-finance
[good first issue] `mdsc history --limit` accepts "abc" and negative numbers 15 days ago
enhancement good first issue hacktoberfest
pacocartones/market-data-sanity-checker
2

Trust layer for market data: validate, score and explain anomalies in OHLCV, dividends, splits & fundamentals. 36 rules, each citing the documented failure behind it. CLI + TypeScript SDK.

TypeScript
#anomaly-detection#backtesting#cli#corporate-actions#data-observability#data-quality#data-validation#dividends#equities#finance#fintech#market-data#ohlcv#quant#status-active#stock-market#stocks#trading#typescript#yahoo-finance
[good first issue] List the skipped symbols under the scoreboard table 15 days ago
enhancement good first issue
pacocartones/market-data-sanity-checker
2

Trust layer for market data: validate, score and explain anomalies in OHLCV, dividends, splits & fundamentals. 36 rules, each citing the documented failure behind it. CLI + TypeScript SDK.

TypeScript
#anomaly-detection#backtesting#cli#corporate-actions#data-observability#data-quality#data-validation#dividends#equities#finance#fintech#market-data#ohlcv#quant#status-active#stock-market#stocks#trading#typescript#yahoo-finance
STALE_PRICE misses a frozen price when every bar in the window has volume 0 19 days ago
help wanted question
pacocartones/market-data-sanity-checker
2

Trust layer for market data: validate, score and explain anomalies in OHLCV, dividends, splits & fundamentals. 36 rules, each citing the documented failure behind it. CLI + TypeScript SDK.

TypeScript
#anomaly-detection#backtesting#cli#corporate-actions#data-observability#data-quality#data-validation#dividends#equities#finance#fintech#market-data#ohlcv#quant#status-active#stock-market#stocks#trading#typescript#yahoo-finance
Find a documented vendor incident for TS_UNORDERED 19 days ago
help wanted
pacocartones/market-data-sanity-checker
2

Trust layer for market data: validate, score and explain anomalies in OHLCV, dividends, splits & fundamentals. 36 rules, each citing the documented failure behind it. CLI + TypeScript SDK.

TypeScript
#anomaly-detection#backtesting#cli#corporate-actions#data-observability#data-quality#data-validation#dividends#equities#finance#fintech#market-data#ohlcv#quant#status-active#stock-market#stocks#trading#typescript#yahoo-finance
[good first issue] CONTRIBUTING says Node.js ≥ 20, but engines requires ≥ 22.12 19 days ago
documentation good first issue
pacocartones/market-data-sanity-checker
2

Trust layer for market data: validate, score and explain anomalies in OHLCV, dividends, splits & fundamentals. 36 rules, each citing the documented failure behind it. CLI + TypeScript SDK.

TypeScript
#anomaly-detection#backtesting#cli#corporate-actions#data-observability#data-quality#data-validation#dividends#equities#finance#fintech#market-data#ohlcv#quant#status-active#stock-market#stocks#trading#typescript#yahoo-finance