Historic market cap data is incorrect

Describe the bug
Historic market cap data is incorrect

To Reproduce

client = RESTClient(api_key=api_key)
date = ["2004-03-30", "2004-04-01", "2017-03-30", "2017-04-01", "2026-03-27"]
ticker = "AAPL"
for d in date:
    details = client.get_ticker_details(ticker, date=d)
    print(f"date: {d}  market_cap: {int(details.market_cap)/1e9:.2f}B")

Output:
AAPL:
date: 2004-03-30 market_cap: 458.07B
date: 2004-04-01 market_cap: 444.78B
date: 2017-03-30 market_cap: 2361.37B
date: 2017-04-01 market_cap: 2356.94B
date: 2026-03-27 market_cap: 3652.67B

MSFT:
date: 2004-03-30 market_cap: 189.20B
date: 2004-04-01 market_cap: 188.30B
date: 2017-03-30 market_cap: 493.35B
date: 2017-04-01 market_cap: 494.48B
date: 2026-03-27 market_cap: 2649.24B

Expected behavior
AAPL is off by almost 2 magnitude on 2004-03-30 according to https://companiesmarketcap.com/apple/marketcap/

MSFT is off by ~80B on 2004-03-30 according to https://companiesmarketcap.com/microsoft/marketcap/

2017 data also off

Additional context
Additionally, is there other ways of querying for market cap and weighted_shares_outstanding of a ticker for a range of dates, other than to query get_ticker_details for each date separately?

Inizia riproducendo l'esempio Python fornito tramite RESTClient.get_ticker_details, quindi confronta i valori storici restituiti con i dati citati di CompaniesMarketCap. Verifica se la discrepanza ha origine nel client o nel servizio e determina se una query per un intervallo di date relativa a market cap e weighted_shares_outstanding è già supportata o se è necessaria una richiesta separata.