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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@@ -345,8 +345,10 @@ class SecFundamentalsImporter:
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code="no_xbrl_filings",
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message=(
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f"{len(staged.no_xbrl_filings)} tracked issuer(s) resolved to a "
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f"registrant with no XBRL 10-K/10-Q — pin the right CIK via the "
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f"'{sec_universe.CIK_OVERRIDES_KEY}' setting: {named}"
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f"registrant with no XBRL 10-K/10-Q. Either a successor shell "
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f"(pin the real filer via the '{sec_universe.CIK_OVERRIDES_KEY}' "
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f"setting) or a new registrant that has not filed its first "
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f"10-K/10-Q yet, which needs nothing and clears itself: {named}"
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)[:4000],
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dedup_key=f"sec_facts:no_xbrl_filings:{run_id}",
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created_at=_now(),
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