From b54ac6d5b7e392bf424a7204fa2b89274ef7b666 Mon Sep 17 00:00:00 2001
From: I Luk Kim <yirugi@gmail.com>
Date: Sun, 29 Mar 2026 17:29:24 -0700
Subject: [PATCH] =?UTF-8?q?fix:=20universe=20=EB=8D=B0=EC=9D=B4=ED=84=B0?=
 =?UTF-8?q?=20=ED=92=88=EC=A7=88=20=EA=B0=9C=EC=84=A0=20=E2=80=94=20sanity?=
 =?UTF-8?q?=20check=20+=20preferred=20stock=20=ED=95=84=ED=84=B0=EB=A7=81?=
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- SEC EDGAR fallback에서 "-" 포함 티커 제외 (preferred stock, BAC-PL 등)
- W/R/Z suffix 티커 제외 (warrant, right, special)
- build_snapshots: close > $1M 또는 shares < 100,000 또는 market_cap > $5T 제외
- screen_historical: market_cap > $5T 쿼리 레벨 필터 추가

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
---
 app/services/universe_service.py | 19 +++++++++++++++++--
 1 file changed, 17 insertions(+), 2 deletions(-)

diff --git a/app/services/universe_service.py b/app/services/universe_service.py
index e07b049..b3aa948 100644
--- a/app/services/universe_service.py
+++ b/app/services/universe_service.py
@@ -116,6 +116,11 @@ class UniverseService:
                 # Keep only major US exchanges
                 if exchange not in _US_EXCHANGES:
                     continue
+                # Skip preferred stocks / warrants / rights / units (contain - or end in W/R/U/Z)
+                if "-" in ticker:
+                    continue
+                if len(ticker) > 1 and ticker[-1] in ("W", "R", "Z") and ticker[:-1].isalpha():
+                    continue
                 quotes.append({
                     "symbol": ticker,
                     "shortName": str(row[name_idx]) if row[name_idx] else None,
@@ -343,9 +348,14 @@ class UniverseService:
                     shares = latest_shares
                     if shares is None or close is None:
                         continue
+                    # Sanity checks: skip absurd values (data quality)
+                    if close > 1_000_000 or close <= 0:   # max BRK-A ~$600K
+                        continue
+                    if shares < 100_000:                  # too few shares for a real public co
+                        continue
 
                     market_cap = shares * close
-                    if math.isnan(market_cap) or market_cap <= 0:
+                    if math.isnan(market_cap) or market_cap <= 0 or market_cap > 5e12:
                         continue
 
                     # Normalize to first of month
@@ -537,7 +547,12 @@ class UniverseService:
 
         snapshot_dt = datetime(target.year, target.month, 1, tzinfo=timezone.utc)
 
-        conditions = [UniverseSnapshot.snapshot_date == snapshot_dt]
+        # Always exclude clearly bad data (sanity cap: $5T max, historical record is ~$3.7T)
+        _MAX_MARKET_CAP = 5e12
+        conditions = [
+            UniverseSnapshot.snapshot_date == snapshot_dt,
+            UniverseSnapshot.market_cap <= _MAX_MARKET_CAP,
+        ]
         if market_cap_min is not None:
             conditions.append(UniverseSnapshot.market_cap >= market_cap_min)
         if market_cap_max is not None: