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fix: apply aggressive data cleaning for FTSE100 strategy - #207

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rpadiou:fix-ftse100-data-cleaning-142
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rpadiou wants to merge 1 commit into
cvxgrp:masterfrom
rpadiou:fix-ftse100-data-cleaning-142

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@rpadiou

@rpadiou rpadiou commented Sep 22, 2026

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Fixes #142

As suggested in the issue, I created a specific subclass (FTSEYahooFinance) directly inside the FTSE100 example script to handle the erratic LSE data (like III.L and SMT.L).

This applies the more aggressive OHLCV cleaning parameters exclusively to this strategy, without altering the default YahooFinance behavior for other regions. Problematic tickers are now naturally filtered out by the min_history requirement if their data is too dirty.

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Data quality issues in ftse100_daily example strategy

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