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Added filtering module, also support loading from a single-column CSV of tickers #40

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@c0sc0 c0sc0 commented Aug 2, 2020

stocklist_filter.py does the filtering & outputs the tickers in a single-column CSV

right now it just grabs tickers up to the 95th percentile of daily volume. Should probably filter on market cap (or weight volume by mcap)

main_func() has a new parameter, doFilter (False by default), that loads list_of_tickers from filtered_tickers.csv when set to True

NihilistPenguin and others added 30 commits July 31, 2020 01:51
Change time output to minutes instead of seconds
Add ability to print all results together an the end
Output anomalous tickers to a results.txt file
opens anomalous tickers in Robinhood in a new browser window
Creates graphs for all tickers in results.txt 
Allows option for single ticker or tickers of your choice
Example results.txt file
change line numbers for controlling the script
Add/update descriptions grapher.py and openRobinhood.py
Fix formatting error
Provides option to save graphs to the figures directory or to print them to screen
Create figures dir if it doesn't exist
remove previous addition of printing anomalous results together at the end
This removes the unused finding function, and replaces it with the
normal algorithm. Then, all the indexing through the Pandas Dataframes
are refactored in preference for the faster Pandas calls.
Remove additional /r in README
flask_freezer to generate the static page

flask_server to host it yourself (dynamic stuff coming later)

6 month window
Alex Shirley and others added 8 commits August 1, 2020 11:01
template.html for generating static page with website_generator

dynamic.html for serving yourself with flask_server

refactored globals to class variables in market_scanner

print all results at end when running market_scanner

line 34 fixes the off-by-1 bug (if it exists, will test it on Monday).
try to pull secret key from env var

added default parameters,  now these are set when you instantiate the object

made exportList a class variable
example of filtering, grabbing tickers up to the 95th percentile of trading volume. Brings us down to ~5000 tickers
remove redundancy
@c0sc0 c0sc0 mentioned this pull request Aug 2, 2020
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c0sc0 commented Aug 2, 2020

the loading can also easily be modified to make a list of tickers to ignore, a la #24

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LGTM, be sure to fix up the merge issues, and get them committed to Master soon. Big PRs are hard to navigate

@c0sc0 c0sc0 marked this pull request as draft August 2, 2020 14:50
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c0sc0 commented Aug 2, 2020

working on merging

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4 participants