├── .gitignore
├── .gitattributes
├── requirements.txt
├── requirements2.txt
├── rateLimitCheck.py
├── LICENSE
├── website_generator.py
├── README.md
├── stocklist.py
├── grapher.py
├── templates
    └── template.html
├── market_scanner.py
├── dynamic.html
└── index.html


/.gitignore:
--------------------------------------------------------------------------------
1 | .DS_Store
2 | __pycache__/
3 | __pycache__
4 | .vscode
5 | build/
6 | 


--------------------------------------------------------------------------------
/.gitattributes:
--------------------------------------------------------------------------------
1 | # Auto detect text files and perform LF normalization
2 | * text=auto
3 | 


--------------------------------------------------------------------------------
/requirements.txt:
--------------------------------------------------------------------------------
 1 | # Using a venv with python@3.10.15
 2 | 
 3 | mplcursors==0.3
 4 | numpy==2.0.0
 5 | yfinance==0.2.44
 6 | tqdm==4.48.0
 7 | joblib==0.16.0
 8 | matplotlib==3.9.2
 9 | Flask==2.2.2
10 | Flask_FlatPages==0.7.2
11 | pandas==2.2.3
12 | Frozen_Flask==1.0.2
13 | python_dateutil==2.9.0
14 | Werkzeug==2.2.2
15 | quandl==3.7.0
16 | joblib==1.4.2


--------------------------------------------------------------------------------
/requirements2.txt:
--------------------------------------------------------------------------------
 1 | # Using a venv with python@3.10.15
 2 | 
 3 | beautifulsoup4==4.12.3
 4 | certifi==2024.8.30
 5 | charset-normalizer==3.4.0
 6 | click==8.1.7
 7 | contourpy==1.3.0
 8 | cycler==0.12.1
 9 | Flask==2.2.2
10 | Flask-FlatPages==0.7.2
11 | fonttools==4.54.1
12 | Frozen-Flask==1.0.2
13 | frozendict==2.4.5
14 | html5lib==1.1
15 | idna==3.10
16 | inflection==0.5.1
17 | itsdangerous==2.2.0
18 | Jinja2==3.1.4
19 | joblib==1.4.2
20 | kiwisolver==1.4.7
21 | lxml==5.3.0
22 | Markdown==3.7
23 | MarkupSafe==3.0.1
24 | matplotlib==3.9.2
25 | more-itertools==10.5.0
26 | mplcursors==0.3
27 | multitasking==0.0.11
28 | numpy==2.0.0
29 | packaging==24.1
30 | pandas==2.2.3
31 | peewee==3.17.6
32 | pillow==10.4.0
33 | platformdirs==4.3.6
34 | pyparsing==3.1.4
35 | python-dateutil==2.9.0.post0
36 | pytz==2024.2
37 | PyYAML==6.0.2
38 | Quandl==3.7.0
39 | requests==2.32.3
40 | six==1.16.0
41 | soupsieve==2.6
42 | tqdm==4.48.0
43 | tzdata==2024.2
44 | urllib3==2.2.3
45 | webencodings==0.5.1
46 | Werkzeug==2.2.2
47 | yfinance==0.2.44
48 | 


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/rateLimitCheck.py:
--------------------------------------------------------------------------------
 1 | import yfinance as yf
 2 | from datetime import date
 3 | import dateutil.relativedelta
 4 | import datetime
 5 | import pandas as pd
 6 | from pandas_datareader import data as pdr
 7 | import quandl
 8 | 
 9 | 
10 | def getData(ticker):
11 |     currentDate = datetime.date.today() + datetime.timedelta(days=1)
12 |     pastDate = currentDate - \
13 |     dateutil.relativedelta.relativedelta(months=3)
14 |     data = yf.download(ticker, pastDate, currentDate)
15 |     #with pd.option_context('display.max_rows', None, 'display.max_columns', None):
16 |     print(data[["Volume"]])
17 | 
18 | 
19 | getData("MSFT")
20 | 
21 | #when on probation, 18 calls results in a lock
22 | 
23 | def getQuan():
24 |     start = currentDate = datetime.date.today() + datetime.timedelta(days=1)
25 |     end = pastDate = currentDate - \
26 |         dateutil.relativedelta.relativedelta(months=1)
27 |     
28 |     mydata = quandl.get("WIKI/AAPL", start_date=pastDate, end_date=currentDate, rows=50)
29 |     mydata = mydata["Volume"]
30 |     print(mydata)


--------------------------------------------------------------------------------
/LICENSE:
--------------------------------------------------------------------------------
 1 | MIT License
 2 | 
 3 | Copyright (c) 2020 Sam Pomerantz
 4 | 
 5 | Permission is hereby granted, free of charge, to any person obtaining a copy
 6 | of this software and associated documentation files (the "Software"), to deal
 7 | in the Software without restriction, including without limitation the rights
 8 | to use, copy, modify, merge, publish, distribute, sublicense, and/or sell
 9 | copies of the Software, and to permit persons to whom the Software is
10 | furnished to do so, subject to the following conditions:
11 | 
12 | The above copyright notice and this permission notice shall be included in all
13 | copies or substantial portions of the Software.
14 | 
15 | THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
16 | IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
17 | FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE
18 | AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
19 | LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
20 | OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE
21 | SOFTWARE.
22 | 


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/website_generator.py:
--------------------------------------------------------------------------------
 1 | import flask
 2 | from flask_flatpages import FlatPages
 3 | from flask_frozen import Freezer
 4 | from flask import Flask, request, send_from_directory, render_template
 5 | from shutil import copyfile
 6 | import os
 7 | import shutil
 8 | import numpy
 9 | from market_scanner import mainObj
10 | 
11 | # this is used by me AUTOMATICALLY to update the web page you can find at: https://sampom100.github.io/UnusualVolumeDetector/
12 | 
13 | app = flask.Flask(__name__, static_url_path='')
14 | app.config["DEBUG"] = False
15 | app.config['SECRET_KEY'] = 'deditaded wam'
16 | pages = FlatPages(app)
17 | freezer = Freezer(app)
18 | 
19 | 
20 | @app.after_request
21 | def after_request(response):
22 |     response.headers.add('Access-Control-Allow-Origin', 'localhost*,192.168.*')
23 |     response.headers.add('Access-Control-Allow-Headers',
24 |                          'Content-Type,Authorization')
25 |     response.headers.add('Access-Control-Allow-Methods',
26 |                          'GET,PUT,POST,DELETE,OPTIONS')
27 |     return response
28 | 
29 | 
30 | @app.route('/', methods=['GET'])
31 | def home():
32 |     return render_template('template.html', stocks=stock)
33 | 
34 | 
35 | def sort_by_volume(data):
36 |     def get_volume(item):
37 |         return int(item['TargetVolume'].replace(',', ''))
38 |     return sorted(data, key=get_volume, reverse=True)
39 | 
40 | if __name__ == "__main__":
41 |     os.system('git fetch')
42 |     stock = sort_by_volume(mainObj().main_func()[:15])
43 |     freezer.freeze()
44 |     copyfile('build/index.html', 'index.html')
45 |     # shutil.rmtree('build/')
46 |     # I'm lazy :)
47 |     # os.system('git add .')
48 |     # os.system('git commit -m "updated website"')
49 |     # os.system('git push origin master')
50 |     # app.run(host='0.0.0.0', port='5000')  # run the app on LAN
51 |     # app.run()  # run the app on your machine
52 | 


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/README.md:
--------------------------------------------------------------------------------
 1 | # Unusual Volume Detector --- [New Website!  ](https://unusualvolume.info/):
 2 | 
 3 | 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
 4 | 
 5 | ## Easiest way to see this:
 6 | 
 7 | Go to the [website](https://unusualvolume.info/)
 8 | 
 9 | 
10 | ### How to run the script:
11 | - Download your favorite Python IDE. (I use VSCode)
12 | - Get my script from GitHub
13 | - Open the script 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.
14 | - Run the market_scanner.py and it will print out results into the terminal
15 | - You can also graph any ticker's volume in grapher.py
16 | 
17 | ### Controlling the Script
18 | - Line 21 controls the amount of months of historical volume the script gets
19 | - Line 22 controls the amount of days before today that it will alert you
20 | - Line 23 controls the number of standard deviations away from the mean volume
21 | - Line 116, "n-jobs" controls the number of threads the script runs on, which I lowered to avoid new rate limits
22 | 
23 | 
24 | 
25 | <img width="1347" alt="Screen Shot 2020-08-01 at 3 24 03 AM" src="https://user-images.githubusercontent.com/28206070/89097659-8fdeda00-d3a6-11ea-88f4-6c896eaadc59.png">
26 | 
27 | ![j67nuj3cl0e51](https://user-images.githubusercontent.com/28206070/88943805-8d1ea080-d251-11ea-81ed-04138e21bf1f.png)
28 | 
29 | ![ue395lbgl0e51](https://user-images.githubusercontent.com/28206070/88943804-8d1ea080-d251-11ea-8c03-3f42da8849f6.png)
30 | 
31 | ![s9jtygygl0e51](https://user-images.githubusercontent.com/28206070/88943801-8c860a00-d251-11ea-833b-8e7685360ab2.png)
32 | 
33 | 
34 | ### Websites
35 | 
36 | [Main Website](https://sampom100.github.io/UnusualVolumeDetector/)
37 | 
38 | [alternate website](http://165.22.228.6/)
39 | 
40 | [alternate credit](https://www.removeddit.com/r/wallstreetbets/comments/i10mif/i_made_a_website_for_that_scanner_made_by_that/)
41 | 
42 | 
43 | ### Donations
44 | 
45 | If you enjoy my work, please [donate here](https://www.paypal.me/SamPom100)
46 | 


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/stocklist.py:
--------------------------------------------------------------------------------
 1 | from ftplib import FTP
 2 | import os
 3 | import errno
 4 | 
 5 | 
 6 | # this is used to get all tickers from the market.
 7 | 
 8 | 
 9 | exportList = []
10 | 
11 | 
12 | class NasdaqController:
13 |     def getList(self):
14 |         return exportList
15 | 
16 |     def __init__(self, update=False):
17 | 
18 |         #"otherlisted": "data/otherlisted.txt",
19 |         self.filenames = {
20 |             "nasdaqlisted": "data/nasdaqlisted.txt"
21 |         }
22 | 
23 |         # Update lists only if update = True
24 | 
25 |         if update == True:
26 |             self.ftp = FTP("ftp.nasdaqtrader.com")
27 |             self.ftp.login()
28 | 
29 |             #print("Nasdaq Controller: Welcome message: " + self.ftp.getwelcome())
30 | 
31 |             self.ftp.cwd("SymbolDirectory")
32 | 
33 |             for filename, filepath in self.filenames.items():
34 |                 if not os.path.exists(os.path.dirname(filepath)):
35 |                     try:
36 |                         os.makedirs(os.path.dirname(filepath))
37 |                     except OSError as exc:  # Guard against race condition
38 |                         if exc.errno != errno.EEXIST:
39 |                             raise
40 | 
41 |                 self.ftp.retrbinary("RETR " + filename +
42 |                                     ".txt", open(filepath, 'wb').write)
43 | 
44 |         all_listed = open("data/alllisted.txt", 'w')
45 | 
46 |         for filename, filepath in self.filenames.items():
47 |             with open(filepath, "r") as file_reader:
48 |                 for i, line in enumerate(file_reader, 0):
49 |                     if i == 0:
50 |                         continue
51 | 
52 |                     line = line.strip().split("|")
53 | 
54 |                     # line[6] and line[4] is for ETFs. Let's skip those to make this faster.
55 |                     if line[0] == "" or line[1] == "" or (filename == 'nasdaqlisted' and line[6] == 'Y') or (filename == 'otherlisted' and line[4] == 'Y'):
56 |                         continue
57 | 
58 |                     all_listed.write(line[0] + ",")
59 |                     global exportList
60 |                     exportList.append(line[0])
61 |                     all_listed.write(line[0] + "|" + line[1] + "\n")
62 | 
63 | if __name__ == "__main__":
64 |     StocksController = NasdaqController(True)
65 |     print(StocksController.getList())
66 |     print("Refresh Done.")


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/grapher.py:
--------------------------------------------------------------------------------
 1 | import matplotlib.pyplot as plt
 2 | import yfinance as yf
 3 | from datetime import *
 4 | import dateutil.relativedelta
 5 | import datetime
 6 | import pandas as pd
 7 | import mplcursors
 8 | import matplotlib
 9 | import matplotlib.dates as mdates
10 | from dateutil import parser
11 | import numpy as np
12 | 
13 | 
14 | # Use this to graph the volume history of your favorite ticker#
15 | 
16 | 
17 | class mainObj:
18 |     def getData(self, ticker):
19 |         currentDate = datetime.datetime.strptime(
20 |             date.today().strftime("%Y-%m-%d"), "%Y-%m-%d")
21 |         pastDate = currentDate - dateutil.relativedelta.relativedelta(months=4)
22 |         data = yf.download(ticker, pastDate, currentDate)
23 |         return data[["Volume"]]
24 | 
25 |     def printData(self, data):
26 |         with pd.option_context('display.max_rows', None, 'display.max_columns', None):
27 |             cleanData_print = data.copy()
28 |             cleanData_print.reset_index(level=0, inplace=True)
29 |             print(cleanData_print.to_string(index=False))
30 | 
31 |     def barGraph(self, data):
32 |         data.reset_index(level=0, inplace=True)
33 |         tempList = []
34 |         for x in data['Date']:
35 |             tempList.append(x.date())
36 |         data['goodDate'] = tempList
37 |         data = data.drop('Date', 1)
38 |         data.set_index('goodDate', inplace=True)
39 |         ################
40 |         fig, ax = plt.subplots(figsize=(15, 7))
41 |         data.plot(kind='bar', ax=ax)
42 |         ax.get_yaxis().set_major_formatter(
43 |             matplotlib.ticker.FuncFormatter(lambda x, p: format(int(x), ',')))
44 |         mplcursors.cursor(hover=True)
45 |         ################
46 |         plt.show()
47 | 
48 |     def lineGraph(self, data):
49 |         data.reset_index(level=0, inplace=True)
50 |         fig, ax = plt.subplots(figsize=(15, 7))
51 |         ax.plot(data['Date'], data['Volume'])
52 |         ax.get_yaxis().set_major_formatter(
53 |             matplotlib.ticker.FuncFormatter(lambda x, p: format(int(x), ',')))
54 |         mplcursors.cursor(hover=True)
55 |         currentDate = datetime.datetime.strptime(
56 |             date.today().strftime("%Y-%m-%d"), "%Y-%m-%d")
57 |         pastDate = currentDate - dateutil.relativedelta.relativedelta(months=4)
58 |         plt.show()
59 | 
60 |     def find_anomalies(self, random_data):
61 |         anomalies = []
62 |         random_data_std = np.std(random_data)
63 |         random_data_mean = np.mean(random_data)
64 |         # Set upper and lower limit to 3 standard deviation
65 |         anomaly_cut_off = random_data_std * 4
66 |         lower_limit = random_data_mean - anomaly_cut_off
67 |         upper_limit = random_data_mean + anomaly_cut_off
68 |         # Generate outliers
69 |         for outlier in random_data:
70 |             if outlier > upper_limit or outlier < lower_limit:
71 |                 anomalies.append(outlier)
72 |         return anomalies
73 | 
74 | 
75 | main = mainObj()
76 | 
77 | # INSTRUCTIONS #
78 | 
79 | # change KODK to your desired ticker
80 | # feel free to uncomment 'printData' or 'barGraph' depending on what you'd like
81 | data = main.getData("KODK")
82 | # main.printData(data)
83 | # main.barGraph(data)
84 | main.lineGraph(data)
85 | 


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/templates/template.html:
--------------------------------------------------------------------------------
  1 | <meta charset="UTF-8" />
  2 | <meta name="viewport" content="width=device-width, initial-scale=1" />
  3 | <!DOCTYPE html>
  4 | <html>
  5 |   <head>
  6 |     <title>Unusual Volume Scanner</title>
  7 |     <link rel="icon" type="image/png" href="https://user-images.githubusercontent.com/28206070/89098997-dbe34c00-d3b1-11ea-8027-8db44a0e08a0.png" />
  8 |     <link href="https://fonts.googleapis.com/css2?family=Lexend+Deca&display=swap" rel="stylesheet">
  9 |     <link
 10 |       rel="stylesheet"
 11 |       href="https://maxcdn.bootstrapcdn.com/bootstrap/4.0.0/css/bootstrap.min.css"
 12 |       integrity="sha384-Gn5384xqQ1aoWXA+058RXPxPg6fy4IWvTNh0E263XmFcJlSAwiGgFAW/dAiS6JXm"
 13 |       crossorigin="anonymous"
 14 |     />
 15 |     <script
 16 |       src="https://cdnjs.cloudflare.com/ajax/libs/popper.js/1.14.7/umd/popper.min.js"
 17 |       integrity="sha384-UO2eT0CpHqdSJQ6hJty5KVphtPhzWj9WO1clHTMGa3JDZwrnQq4sF86dIHNDz0W1"
 18 |       crossorigin="anonymous"
 19 |     ></script>
 20 |     <script
 21 |       src="https://stackpath.bootstrapcdn.com/bootstrap/4.3.1/js/bootstrap.min.js"
 22 |       integrity="sha384-JjSmVgyd0p3pXB1rRibZUAYoIIy6OrQ6VrjIEaFf/nJGzIxFDsf4x0xIM+B07jRM"
 23 |       crossorigin="anonymous"
 24 |     ></script>
 25 |     <script data-ad-client="ca-pub-5554385581369218" async src="https://pagead2.googlesyndication.com/pagead/js/adsbygoogle.js"></script>
 26 | 
 27 |     <style>
 28 |       @import url('https://fonts.googleapis.com/css2?family=Lexend+Deca&display=swap');
 29 |       h1 {font-family: 'Lexend Deca', sans-serif; text-align: center; color: white;}
 30 |       h2 {font-family: 'Lexend Deca', sans-serif; font-size: 20px; text-align: center; color: white;}
 31 |       body {color: A9A9A9; padding-bottom: 25px;}
 32 |       @media (max-width: 1024px) { h1 { font-size: 20vw;} }
 33 |       .transparent-box {
 34 |         opacity: 0;
 35 |         height: 100px;
 36 |         margin-top: 100px;
 37 |       }
 38 |     </style>
 39 |   </head>
 40 | 
 41 | 
 42 | 
 43 | 
 44 | 
 45 |   <body style="background-color: black;">
 46 |     <div
 47 |       class="d-flex flex-column justify-content-center align-items-center"
 48 |       style="margin-left: 5vw; margin-right: 5vw; padding-top: 20px;"
 49 |     >
 50 |     <h1 class="display-3">Unusual Volume Scanner</h1>
 51 |       <h2 >
 52 |         Get alerted when a stock's volume exceeds 10 standard deviations from the mean
 53 |         within the last 3 days. <a href = "https://sampom100.github.io/UnusualVolumeDetector_Dynamic/">Dynamic Version.</a>
 54 |       </h2>
 55 |       <table class="mb-auto table table-hover table-dark">
 56 |         <thead>
 57 |           <tr>
 58 |             <th scope="col">Ticker</th>
 59 |             <th scope="col">Date</th>
 60 |             <th scope="col">Volume</th>
 61 |           </tr>
 62 |         </thead>
 63 |         <tbody>
 64 |           {% for stock in stocks %}
 65 |           <tr>
 66 |             <th scope="row">
 67 |               <a
 68 |                 href=" {{ 'http://robinhood.com/stocks/{}'.format(stock['Ticker']) }}"
 69 |                 >{{stock['Ticker']}}</a
 70 |               >
 71 |             </th>
 72 |             <td>{{stock['TargetDate']}}</td>
 73 |             <td>{{stock['TargetVolume']}}</td>
 74 |           </tr>
 75 |           {% endfor %}
 76 |         </tbody>
 77 | 
 78 | 
 79 | 
 80 | 
 81 |       </table>
 82 |       <body>
 83 |         <span style="margin-top: 10px; ">
 84 |           <body>
 85 |             Made by <a href="https://www.sampomerantz.me" target="_blank">Sam Pomerantz</a> and contributors.
 86 |           <body>
 87 |         </span>
 88 |           <span style="margin-top: 0px; margin-bottom: 200px;">
 89 |               <a href = "https://github.com/SamPom100/UnusualVolumeDetector">
 90 |                 GitHub
 91 |               </a>
 92 |               <a>
 93 |                 •
 94 |               </a>
 95 |               <a href = "https://www.linkedin.com/in/pomerantzsam/">
 96 |                 LinkedIn
 97 |               <a>
 98 |               <a>
 99 |                  
100 |               </a>
101 |           </span>
102 |           <span style="margin-top: 10px; color: grey; font-size: 10px;">
103 |             <body>
104 |               Thank you for visiting
105 |             <body>
106 |           </span>
107 |     </div>
108 | 
109 |   </body>
110 | </html>
111 | 


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/market_scanner.py:
--------------------------------------------------------------------------------
  1 | import os
  2 | import time
  3 | import yfinance as yf
  4 | from datetime import date
  5 | import datetime
  6 | import numpy as np
  7 | import sys
  8 | from stocklist import NasdaqController
  9 | from tqdm import tqdm
 10 | from joblib import Parallel, delayed, parallel_backend
 11 | import multiprocessing
 12 | import pandas as pd
 13 | import quandl
 14 | from dateutil.parser import parse
 15 | from yfinance.exceptions import YFInvalidPeriodError
 16 | import random
 17 | 
 18 | ###########################
 19 | # THIS IS THE MAIN SCRIPT #
 20 | ###########################
 21 | 
 22 | # Change variables to your liking then run the script
 23 | MONTH_CUTTOFF = 6  # 6
 24 | DAY_CUTTOFF = 4  # 3
 25 | STD_CUTTOFF = 7  # 9
 26 | MIN_STOCK_VOLUME = 10000
 27 | MIN_PRICE = 20
 28 | 
 29 | 
 30 | class mainObj:
 31 | 
 32 |     def __init__(self):
 33 |         pass
 34 | 
 35 |     def getDataQuandl(self, ticker, pastDate, currentDate):
 36 |         ticker = "WIKI/"+ticker
 37 |         mydata = quandl.get(ticker, start_date=pastDate,
 38 |                             end_date=currentDate, rows=50)
 39 |         mydata = mydata["Volume"]
 40 |         return mydata
 41 | 
 42 |     def getData(self, ticker):
 43 |         try:
 44 |             global MONTH_CUTOFF
 45 | 
 46 |             sys.stdout = open(os.devnull, "w")
 47 |             # maybe swap yahoo finance to quandl due to rate limits
 48 |             try:
 49 |                 data = yf.Ticker(ticker).history(period=str(MONTH_CUTTOFF) + "mo", raise_errors=True)
 50 |             except (YFInvalidPeriodError) as e:
 51 |                 try:
 52 |                     data = yf.Ticker(ticker).history(period=e.valid_ranges[-1])
 53 |                 except:
 54 |                     return pd.DataFrame(columns=["Volume"])
 55 |             sys.stdout = sys.__stdout__
 56 | 
 57 |             if data.tail(1)["Close"].values[0] < MIN_PRICE:
 58 |                 return pd.DataFrame(columns=["Volume"])
 59 | 
 60 |             # avoid yahoo finance rate limits
 61 |             time.sleep(random.uniform(0.2, 1.5))
 62 |             return data[["Volume"]]
 63 |         except:
 64 |             return pd.DataFrame(columns=["Volume"])
 65 | 
 66 |     def find_anomalies(self, data):
 67 |         global STD_CUTTOFF
 68 |         global MIN_STOCK_VOLUME
 69 |         indexs = []
 70 |         outliers = []
 71 |         data_std = np.std(data['Volume'])
 72 |         data_mean = np.mean(data['Volume'])
 73 |         anomaly_cut_off = data_std * STD_CUTTOFF
 74 |         upper_limit = data_mean + anomaly_cut_off
 75 |         data.reset_index(level=0, inplace=True)
 76 |         for i in range(len(data)):
 77 |             temp = data['Volume'].iloc[i]
 78 |             if temp > upper_limit and temp > MIN_STOCK_VOLUME:
 79 |                 indexs.append(str(data['Date'].iloc[i])[:-15])
 80 |                 outliers.append(temp)
 81 |         d = {'Dates': indexs, 'Volume': outliers}
 82 |         return d
 83 | 
 84 |     def customPrint(self, d, tick):
 85 |         print("\n\n\n*******  " + tick.upper() + "  *******")
 86 |         print("Ticker is: "+tick.upper())
 87 |         for i in range(len(d['Dates'])):
 88 |             str1 = str(d['Dates'][i])
 89 |             str2 = str(d['Volume'][i])
 90 |             print(str1 + " - " + str2)
 91 |         print("*********************\n\n\n")
 92 | 
 93 |     def days_between(self, d1, d2):
 94 |         return abs((parse(d2) - parse(d1)).days)
 95 | 
 96 |     def parallel_wrapper(self, x, currentDate, positive_scans):
 97 |         global DAY_CUTTOFF
 98 |         d = (self.find_anomalies(self.getData(x)))
 99 |         if d['Dates']:
100 |             for i in range(len(d['Dates'])):
101 |                 if self.days_between(str(currentDate), str(d['Dates'][i])) <= DAY_CUTTOFF:
102 |                     self.customPrint(d, x)
103 |                     stock = dict()
104 |                     stock['Ticker'] = x
105 |                     stock['TargetDate'] = d['Dates'][0]
106 |                     stock['TargetVolume'] = str(
107 |                         '{:,.2f}'.format(d['Volume'][0]))[:-3]
108 |                     positive_scans.append(stock)
109 | 
110 |     def main_func(self):
111 |         StocksController = NasdaqController(False)
112 |         list_of_tickers = StocksController.getList()
113 |         currentDate = datetime.date.today().strftime("%m-%d-%Y")
114 |         start_time = time.time()
115 | 
116 |         # positive_scans = []
117 |         # for x in tqdm(list_of_tickers):
118 |         #     self.parallel_wrapper(x, currentDate, positive_scans)
119 | 
120 |         manager = multiprocessing.Manager()
121 |         positive_scans = manager.list()
122 | 
123 |         cpu_count = multiprocessing.cpu_count()
124 |         try:
125 |             with parallel_backend('loky', n_jobs=cpu_count):
126 |                 Parallel()(delayed(self.parallel_wrapper)(x, currentDate, positive_scans)
127 |                            for x in tqdm(list_of_tickers))
128 |         except Exception as e:
129 |             print(e)
130 | 
131 |         print("\n\n\n\n--- this took %s seconds to run ---" %
132 |               (time.time() - start_time))
133 | 
134 |         return positive_scans
135 | 
136 | 
137 | if __name__ == '__main__':
138 |     mainObj().main_func()
139 | 


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/dynamic.html:
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  1 | <meta charset="UTF-8" />
  2 | <meta name="viewport" content="width=device-width, initial-scale=1" />
  3 | <!DOCTYPE html>
  4 | <html>
  5 |   <head>
  6 |     <title>Unusual Volume Scanner</title>
  7 |     <link rel="icon" type="image/png" href="https://user-images.githubusercontent.com/28206070/89098997-dbe34c00-d3b1-11ea-8027-8db44a0e08a0.png" />
  8 |     <link rel="icon" type="image/png" href="https://user-images.githubusercontent.com/28206070/89098997-dbe34c00-d3b1-11ea-8027-8db44a0e08a0.png" />
  9 |     <link href="https://fonts.googleapis.com/css2?family=Lexend+Deca&display=swap" rel="stylesheet">
 10 |     <link
 11 |       rel="stylesheet"
 12 |       href="https://maxcdn.bootstrapcdn.com/bootstrap/4.0.0/css/bootstrap.min.css"
 13 |       integrity="sha384-Gn5384xqQ1aoWXA+058RXPxPg6fy4IWvTNh0E263XmFcJlSAwiGgFAW/dAiS6JXm"
 14 |       crossorigin="anonymous"
 15 |     />
 16 |     <script
 17 |       src="https://cdnjs.cloudflare.com/ajax/libs/popper.js/1.14.7/umd/popper.min.js"
 18 |       integrity="sha384-UO2eT0CpHqdSJQ6hJty5KVphtPhzWj9WO1clHTMGa3JDZwrnQq4sF86dIHNDz0W1"
 19 |       crossorigin="anonymous"
 20 |     ></script>
 21 |     <script
 22 |       src="https://stackpath.bootstrapcdn.com/bootstrap/4.3.1/js/bootstrap.min.js"
 23 |       integrity="sha384-JjSmVgyd0p3pXB1rRibZUAYoIIy6OrQ6VrjIEaFf/nJGzIxFDsf4x0xIM+B07jRM"
 24 |       crossorigin="anonymous"
 25 |     ></script>
 26 |     <script data-ad-client="ca-pub-5554385581369218" async src="https://pagead2.googlesyndication.com/pagead/js/adsbygoogle.js"></script>
 27 | 
 28 |     <style>
 29 |       @import url('https://fonts.googleapis.com/css2?family=Lexend+Deca&display=swap');
 30 |       h1 {font-family: 'Lexend Deca', sans-serif; text-align: center; color: white; padding-top: 50%;}
 31 |       h2 {font-family: 'Lexend Deca', sans-serif; font-size: 20px; text-align: center; color: white;}
 32 |       body {color: A9A9A9; padding-bottom: 25px;}
 33 |       @media (max-width: 1024px) { h1 { font-size: 20vw; padding-top: 130%} }
 34 |       .transparent-box {
 35 |         opacity: 0;
 36 |         height: 100px;
 37 |         margin-top: 100px;
 38 |       }
 39 |     </style>
 40 |   </head>
 41 | 
 42 | 
 43 | 
 44 | 
 45 | 
 46 |   <body style="background-color: black;">
 47 |     <div
 48 |       class="d-flex flex-column justify-content-center align-items-center"
 49 |       style="height: 100vh; margin-left: 5vw; margin-right: 5vw;"
 50 |     >
 51 |     <h1 class="mt-auto display-3">Unusual Volume Scanner</h1>
 52 |       <h2 >
 53 |         Get alerted when a stock's volume exceeds 10 standard deviations from the mean
 54 |         within the last 3 days. Stay ahead of other retailers.
 55 |       </h2>
 56 |       <table class="mb-auto table table-hover table-dark">
 57 |         <thead>
 58 |           <tr>
 59 |             <th scope="col">Ticker</th>
 60 |             <th scope="col">Date</th>
 61 |             <th scope="col">Volume</th>
 62 |           </tr>
 63 |         </thead>
 64 |         <tbody>
 65 |           
 66 |           <tr>
 67 |             <th scope="row">
 68 |               <a
 69 |                 href=" http://robinhood.com/stocks/AIMT"
 70 |                 >AIMT</a
 71 |               >
 72 |             </th>
 73 |             <td></td>
 74 |             <td></td>
 75 |           </tr>
 76 |           
 77 |           <tr>
 78 |             <th scope="row">
 79 |               <a
 80 |                 href=" http://robinhood.com/stocks/AKCA"
 81 |                 >AKCA</a
 82 |               >
 83 |             </th>
 84 |             <td></td>
 85 |             <td></td>
 86 |           </tr>
 87 |           
 88 |           <tr>
 89 |             <th scope="row">
 90 |               <a
 91 |                 href=" http://robinhood.com/stocks/NSYS"
 92 |                 >NSYS</a
 93 |               >
 94 |             </th>
 95 |             <td></td>
 96 |             <td></td>
 97 |           </tr>
 98 |           
 99 |           <tr>
100 |             <th scope="row">
101 |               <a
102 |                 href=" http://robinhood.com/stocks/UTSI"
103 |                 >UTSI</a
104 |               >
105 |             </th>
106 |             <td></td>
107 |             <td></td>
108 |           </tr>
109 |           
110 |         </tbody>
111 | 
112 | 
113 | 
114 | 
115 |       </table>
116 |       <body>
117 |         <span style="margin-top: 10px; ">
118 |           <body>
119 |             Made by Sam Pomerantz and contributors.
120 |           <body>
121 |         </span>
122 |           <span style="margin-top: 0px; margin-bottom: 200px;">
123 |               <a href = "https://github.com/SamPom100/UnusualVolumeDetector">
124 |                 GitHub
125 |               </a>
126 |               <a>
127 |                 •
128 |               </a>
129 |               <a href = "https://www.linkedin.com/in/pomerantzsam/">
130 |                 LinkedIn
131 |               <a>
132 |               <a>
133 |                 •
134 |               </a>
135 |               <a href = "https://www.paypal.me/SamPom100">
136 |                 Donate
137 |               <a>
138 |           </span>
139 |           <span style="margin-top: 10px; color: grey; font-size: 10px;">
140 |             <body>
141 |               Thank you for visiting
142 |             <body>
143 |           </span>
144 |     </div>
145 | 
146 |   </body>
147 | </html>


--------------------------------------------------------------------------------
/index.html:
--------------------------------------------------------------------------------
  1 | <meta charset="UTF-8" />
  2 | <meta name="viewport" content="width=device-width, initial-scale=1" />
  3 | <!DOCTYPE html>
  4 | <html>
  5 |   <head>
  6 |     <title>Unusual Volume Scanner</title>
  7 |     <link rel="icon" type="image/png" href="https://user-images.githubusercontent.com/28206070/89098997-dbe34c00-d3b1-11ea-8027-8db44a0e08a0.png" />
  8 |     <link href="https://fonts.googleapis.com/css2?family=Lexend+Deca&display=swap" rel="stylesheet">
  9 |     <link
 10 |       rel="stylesheet"
 11 |       href="https://maxcdn.bootstrapcdn.com/bootstrap/4.0.0/css/bootstrap.min.css"
 12 |       integrity="sha384-Gn5384xqQ1aoWXA+058RXPxPg6fy4IWvTNh0E263XmFcJlSAwiGgFAW/dAiS6JXm"
 13 |       crossorigin="anonymous"
 14 |     />
 15 |     <script
 16 |       src="https://cdnjs.cloudflare.com/ajax/libs/popper.js/1.14.7/umd/popper.min.js"
 17 |       integrity="sha384-UO2eT0CpHqdSJQ6hJty5KVphtPhzWj9WO1clHTMGa3JDZwrnQq4sF86dIHNDz0W1"
 18 |       crossorigin="anonymous"
 19 |     ></script>
 20 |     <script
 21 |       src="https://stackpath.bootstrapcdn.com/bootstrap/4.3.1/js/bootstrap.min.js"
 22 |       integrity="sha384-JjSmVgyd0p3pXB1rRibZUAYoIIy6OrQ6VrjIEaFf/nJGzIxFDsf4x0xIM+B07jRM"
 23 |       crossorigin="anonymous"
 24 |     ></script>
 25 |     <script data-ad-client="ca-pub-5554385581369218" async src="https://pagead2.googlesyndication.com/pagead/js/adsbygoogle.js"></script>
 26 | 
 27 |     <style>
 28 |       @import url('https://fonts.googleapis.com/css2?family=Lexend+Deca&display=swap');
 29 |       h1 {font-family: 'Lexend Deca', sans-serif; text-align: center; color: white;}
 30 |       h2 {font-family: 'Lexend Deca', sans-serif; font-size: 20px; text-align: center; color: white;}
 31 |       body {color: A9A9A9; padding-bottom: 25px;}
 32 |       @media (max-width: 1024px) { h1 { font-size: 20vw;} }
 33 |       .transparent-box {
 34 |         opacity: 0;
 35 |         height: 100px;
 36 |         margin-top: 100px;
 37 |       }
 38 |     </style>
 39 |   </head>
 40 | 
 41 | 
 42 | 
 43 | 
 44 | 
 45 |   <body style="background-color: black;">
 46 |     <div
 47 |       class="d-flex flex-column justify-content-center align-items-center"
 48 |       style="margin-left: 5vw; margin-right: 5vw; padding-top: 20px;"
 49 |     >
 50 |     <h1 class="display-3">Unusual Volume Scanner</h1>
 51 |       <h2 >
 52 |         Get alerted when a stock's volume exceeds 10 standard deviations from the mean
 53 |         within the last 3 days. <a href = "https://sampom100.github.io/UnusualVolumeDetector_Dynamic/">Dynamic Version.</a>
 54 |       </h2>
 55 |       <table class="mb-auto table table-hover table-dark">
 56 |         <thead>
 57 |           <tr>
 58 |             <th scope="col">Ticker</th>
 59 |             <th scope="col">Date</th>
 60 |             <th scope="col">Volume</th>
 61 |           </tr>
 62 |         </thead>
 63 |         <tbody>
 64 |           
 65 |           <tr>
 66 |             <th scope="row">
 67 |               <a
 68 |                 href=" http://robinhood.com/stocks/SRRK"
 69 |                 >SRRK</a
 70 |               >
 71 |             </th>
 72 |             <td>2024-10-07</td>
 73 |             <td>42,667,700</td>
 74 |           </tr>
 75 |           
 76 |           <tr>
 77 |             <th scope="row">
 78 |               <a
 79 |                 href=" http://robinhood.com/stocks/DOCU"
 80 |                 >DOCU</a
 81 |               >
 82 |             </th>
 83 |             <td>2024-10-10</td>
 84 |             <td>33,208,400</td>
 85 |           </tr>
 86 |           
 87 |           <tr>
 88 |             <th scope="row">
 89 |               <a
 90 |                 href=" http://robinhood.com/stocks/FANG"
 91 |                 >FANG</a
 92 |               >
 93 |             </th>
 94 |             <td>2024-10-08</td>
 95 |             <td>10,794,600</td>
 96 |           </tr>
 97 |           
 98 |           <tr>
 99 |             <th scope="row">
100 |               <a
101 |                 href=" http://robinhood.com/stocks/ALRS"
102 |                 >ALRS</a
103 |               >
104 |             </th>
105 |             <td>2024-10-09</td>
106 |             <td>1,002,800</td>
107 |           </tr>
108 |           
109 |           <tr>
110 |             <th scope="row">
111 |               <a
112 |                 href=" http://robinhood.com/stocks/EXEEZ"
113 |                 >EXEEZ</a
114 |               >
115 |             </th>
116 |             <td>2024-10-10</td>
117 |             <td>108,200</td>
118 |           </tr>
119 |           
120 |         </tbody>
121 | 
122 | 
123 | 
124 | 
125 |       </table>
126 |       <body>
127 |         <span style="margin-top: 10px; ">
128 |           <body>
129 |             Made by <a href="https://www.sampomerantz.me" target="_blank">Sam Pomerantz</a> and contributors.
130 |           <body>
131 |         </span>
132 |           <span style="margin-top: 0px; margin-bottom: 200px;">
133 |               <a href = "https://github.com/SamPom100/UnusualVolumeDetector">
134 |                 GitHub
135 |               </a>
136 |               <a>
137 |                 •
138 |               </a>
139 |               <a href = "https://www.linkedin.com/in/pomerantzsam/">
140 |                 LinkedIn
141 |               <a>
142 |               <a>
143 |                  
144 |               </a>
145 |           </span>
146 |           <span style="margin-top: 10px; color: grey; font-size: 10px;">
147 |             <body>
148 |               Thank you for visiting
149 |             <body>
150 |           </span>
151 |     </div>
152 | 
153 |   </body>
154 | </html>


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