A Toolkit to perform anomaly detection on time-series data of any stock that can be download via yahoo finance API. You can download the stock data and perform anomaly detection using a range of algorithms
For installing the pre-release version use -
pip install https://github.com/AchintyaX/fad/releases/download/v0.1.1/fad-0.1.1-py3-none-any.whl
The package has 2 primary methods -
- fetch_data - Used for fetching stock data using yahoo finance API and transforming it for anamoly detection :
In [1]: from fad import FinancialAnomalyDetector
In [2]: fad = FinancialAnomalyDetector()
In [3]: start = '2020-01-10'
In [4]: end = '2022-09-10'
In [5]: data = fad.fetch_data('SBIN.NS', start, end)
In [6]: data
Out[6]:
Open High ... Adj Close Volume
2020-01-10 331.000000 337.950012 ... 324.151825 42377838.0
2020-01-11 331.000000 337.950012 ... 324.151825 42377838.0
2020-01-12 331.000000 337.950012 ... 324.151825 42377838.0
2020-01-13 334.000000 335.450012 ... 322.688354 23615129.0
2020-01-14 329.799988 331.700012 ... 320.005402 26296117.0
... ... ... ... ... ...
2022-09-06 538.000000 542.700012 ... 537.799988 8657868.0
2022-09-07 534.400024 537.450012 ... 532.849976 8445359.0
2022-09-08 536.000000 546.299988 ... 544.650024 12240707.0
2022-09-09 549.650024 557.000000 ... 553.349976 18585432.0
2022-09-10 549.650024 557.000000 ... 553.349976 18585432.0
[975 rows x 6 columns]
- anomaly_detection - Used to find anomalies in the data returning the dataframe along with plotting them in the time series.
We have a series algorithms available for usage -
- seasonal anomaly detection
- min cluster anomaly detection
- outlier anomaly detection
- level shift anomaly detection
- volatile shift anomaly detection
You can read more about them here
In [7]: fad.anomaly_detect(data)
Out[7]:
2020-01-10 False
2020-01-11 False
2020-01-12 False
2020-01-13 False
2020-01-14 False
...
2022-09-06 False
2022-09-07 False
2022-09-08 False
2022-09-09 False
2022-09-10 False
Freq: D, Length: 975, dtype: bool
- Clone the project
pip install --upgrade pippip install poetrypoetry install
project setup is complete for contributions
For bugs and feature requests please raise an issue on the github repo
For contributions please raise a Pull Request