Climate Esg Investing

WHENWhen fetching monthly frequency stock data

ACTIONUse yfinance interval='1mo' (monthly candles), NOT interval='1d'

CONSEQUENCEUsing daily data for monthly frequency causes incorrect MonthEnd date alignment, leading to misaligned returns that corrupt downstream factor regressions

WHENWhen fetching stock price data from yfinance

ACTIONDrop the last entry assuming it is an incomplete candle

CONSEQUENCEPartial last-period candle causes incomplete return calculations, producing NaN or incorrect values when computing pct_change in downstream stages

WHENWhen fetching stock data with yfinance

ACTIONLimit frequency to DAILY or MONTHLY only (raises Exception for other values)

CONSEQUENCEUnsupported frequency triggers Exception at stock_price_function.py:25, aborting the data fetch and leaving downstream stages without required data