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Pandas Refactoring #33

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f974456
Update market_scanner.py
NihilistPenguin Jul 31, 2020
7574904
Add files via upload
NihilistPenguin Jul 31, 2020
6f5cb6c
Update grapher.py
NihilistPenguin Jul 31, 2020
ae0a979
Add files via upload
NihilistPenguin Jul 31, 2020
2f4fd42
Update README.md
NihilistPenguin Jul 31, 2020
29c29bc
Update README.md
NihilistPenguin Jul 31, 2020
4c1770b
Update README.md
NihilistPenguin Jul 31, 2020
cbf1b4e
Update grapher.py
NihilistPenguin Jul 31, 2020
f9e20da
Update grapher.py
NihilistPenguin Jul 31, 2020
eb859ec
Update market_scanner.py
NihilistPenguin Jul 31, 2020
2fd7709
add figures directory with demo images
Jul 31, 2020
1d9ddc8
add figures directory with sample images
Jul 31, 2020
24eca53
Delete .gitignore
NihilistPenguin Jul 31, 2020
e845186
Update README.md
Jul 31, 2020
18b5427
Update README.md
Jul 31, 2020
65c26cf
Update README.md
Jul 31, 2020
9fb4250
Merge pull request #16 from tcosculluela/master
Jul 31, 2020
21933ae
Revert "Parallelization"
SamPom100 Jul 31, 2020
f2b9e36
Merge pull request #20 from SamPom100/revert-16-master
Jul 31, 2020
4893e10
Merge pull request #18 from NihilistPenguin/master
Jul 31, 2020
bd6508b
Revert "Add various functionality "
SamPom100 Jul 31, 2020
1032b62
Merge pull request #21 from SamPom100/revert-18-master
Jul 31, 2020
93270ef
Make Anomaly Finding more Pandas friendly
Jul 31, 2020
3f7b376
Merge branch 'master' into pandas_branch
elizabethshirley Jul 31, 2020
ff600fe
Merge pull request #1 from alexshirley/pandas_branch
elizabethshirley Aug 1, 2020
5c1c0f0
Rebasing off of updated upstream
Aug 1, 2020
79b4f29
Update README.md
elizabethshirley Aug 1, 2020
ae1c40d
Merge branch 'master' into Pandas-Refactor-updated-to-master
elizabethshirley Aug 1, 2020
ba162bd
Merge branch 'master' into Pandas-Refactor-updated-to-master
elizabethshirley Aug 1, 2020
f292699
Catching up with changes on master
Aug 1, 2020
08e075d
Allow modifiable DAY_CUTOFF
Aug 1, 2020
24e5fbe
Merge branch 'master' into Pandas-Refactor-updated-to-master
elizabethshirley Aug 1, 2020
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Allow modifiable DAY_CUTOFF
Alex Shirley committed Aug 1, 2020
commit 08e075d40eda1f2145867a6279a8e33fe0503c80
3 changes: 2 additions & 1 deletion market_scanner.py
Original file line number Diff line number Diff line change
@@ -39,13 +39,14 @@ def getData(self, ticker):

def find_anomalies(self, data, currentDate):
global STD_CUTTOFF
global DAY_CUTTOFF
data_std = np.std(data['Volume'])
data_mean = np.mean(data['Volume'])
anomaly_cut_off = data_std * STD_CUTTOFF
upper_limit = data_mean + anomaly_cut_off
data.reset_index(level=0, inplace=True)
is_outlier = data['Volume'] > upper_limit
is_in_three_days = ((currentDate - data['Date']) <= datetime.timedelta(days=3))
is_in_three_days = ((currentDate - data['Date']) <= datetime.timedelta(days=DAY_CUTTOFF))
return data[is_outlier & is_in_three_days]

def customPrint(self, d, tick):