Tim55667757 / TKSBrokerAPI

TKSBrokerAPI is the trading platform for automation and simplifying the implementation of trading scenarios, as well as working with Tinkoff Invest API server via the REST protocol. The TKSBrokerAPI platform may be used in two ways: from the console, it has a rich keys and commands, or you can use it as Python module.
https://tim55667757.github.io/TKSBrokerAPI/
Apache License 2.0
25 stars 9 forks source link

Implement Anomaly Detection function using Hampel Filter #113

Closed Tim55667757 closed 1 year ago

Tim55667757 commented 1 year ago

After #112

Anomaly Detection function using Hampel Filter. This function returns the minimum index of elements in anomaly list or index of the first maximum element in input series if this index less than anomaly element index.

Examples:

Tim55667757 commented 1 year ago

Implemented since v1.6.dev136

Debug build: https://app.travis-ci.com/github/Tim55667757/TKSBrokerAPI/builds/259166520 PyPI artefact for testing: https://pypi.org/project/tksbrokerapi/1.6.dev136/