uzakov / UnusualVolumeDetector

scans every ticker on the market, gets their last 5 months of volume history, and alerts you when a stock's volume exceeds 10 standard deviations from the mean within the last 3 days

Unusual Volume Detector

This scans every ticker on the market, gets their last 5 months of volume history, and alerts you when a stock's volume exceeds 10 standard deviations from the mean within the last 3 days. (these numbers are all adjustable). Helps find anomalies in the stock market

Website Link!:

credit!

Requirements

Docker - install Docker https://docs.docker.com/get-docker/

Alternatively,

1. download your favorite Python IDE. (For example, the project creator uses VSCode)

2. Clone project from GitHub

3. Open project in your IDE and install all required dependancies by typing pip install -r requirements.txt into the IDE's terminal. You can get to the the terminal on VSC by pressing CMD and ` at the same time.

How to run

Build docker image by running commands below, from the same directory as Dockerfile.

docker build --tag NAME:VERSION . ie docker build --tag wsb:1.0 .

You will be presented with a message

Successfully built ID
Successfully tagged wsb:1.0

Then run

docker run  -ti ID bash
Once inside
python /opt/wsb/market_scanner.py

Alternatively,

1. run the market_scanner.py and it will print out results into the terminal
2. you can also graph any ticker's volume in grapher.py

Controlling the Script

Line 17 controls the amount of months of historical volume the script gets

Line 75 controls the amount of days before today that it will alert you

Line 84 controls the number of standard deviations away from the mean volume