fix(sec): keep the market-cap fallback through an amendment merge
Found in review. _merge_amendments rebuilds a period from _MERGED_FIELDS + _CARRIED_FIELDS alone, so a column in neither list is absent from the merged row, not just stale — and callers read it with getattr(..., None), which silently yields None. weighted_avg_diluted_shares was never added when the market-cap fallback landed (_SNAPSHOT_COLS in the importer was updated, its counterpart in the derivation was not). The failure needed both of this branch's fixes at once: a multi-class issuer with a partial amendment on its latest period (META with a Part-III-only 10-K/A) would silently lose market cap and FCF yield again. Adds the field, a regression test for that case, and a guard test asserting the merge/carry lists cover every SnapshotRow field, so the next column added fails loudly rather than losing data quietly. Confirmed the guard catches the original bug. Also from review: - Expose pe_caveat in the valuation payload, so a P/E suppressed by split contamination says why instead of looking like missing data (the caveat was set but never read). - no_xbrl_filings now names both causes; the old text advised pinning a CIK override, which is wrong for a genuine new registrant that simply has not filed yet and clears itself. - Document that fiscalYearEnd is the issuer's current calendar, so a fiscal- year-end change degrades old periods (fallback/newest-wins), not current ones. - Parser-level tests for _select_weighted_avg_shares (shortest-span-wins and concept priority), which only had derivation-level coverage. 823 unit tests pass. Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
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@@ -310,6 +310,12 @@ def _period_identity(
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ends in early January (DPZ) shifts by one — they need to be unique, monotonic
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and YoY-aligned, which is all the derivation asks of them. Nothing outside the
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derivation reads these columns.
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Known limitation: ``fiscalYearEnd`` is the issuer's *current* calendar, so a
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company that has changed its fiscal year end gets its historical periods
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measured against the new one. The quarter tolerance shunts most of those to
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the fy/fp fallback, and a same-key collision resolves newest-wins, so the
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failure mode is a degraded old year rather than a scrambled current one.
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"""
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fy = _fiscal_year_of(meta.report_date, fiscal_year_end)
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if fy is None:
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