Is there some sort of time decay in the score factor? If I run it now vs an hour from now using the same dictionary I'll get different Symbols, the Symbols which are the same have different scores. What's going on?
python detection_engine.py --top_n 25 --min_volume 5000 --data_granularity_minutes 60 --history_to_use 14 --is_load_from_dictionary 1 --data_dictionary_path 'dictionaries/data_dict.npy' --is_save_dictionary 0 --is_test 0 --future_bars 0 --output_format JSON
[latest_date] => 2020-09-03 15:30:00-04:00
[Symbol] => SHLO
[Anomaly Score] => -0.090577053896931
[Today Volume] => 191.8M
[Average Volume 5d] => 4.4M
[Average Volume 20d] => 1.6M
[Volatility 5bars] => 0.039062185261644
[Volatility 20bars] => 0.16062981405984
VS
[latest_date] => 2020-09-03 15:30:00-04:00
[Symbol] => SHLO
[Anomaly Score] => -0.089904823370707
[Today Volume] => 191.8M
[Average Volume 5d] => 4.4M
[Average Volume 20d] => 1.6M
[Volatility 5bars] => 0.039062185261644
[Volatility 20bars] => 0.16062981405984
This was number 4 the first time:
[latest_date] => 2020-09-03 15:30:00-04:00
[Symbol] => SBPH
[Anomaly Score] => -0.064138750572796
[Today Volume] => 178.03K
[Average Volume 5d] => 129.7K
[Average Volume 20d] => 102.2K
[Volatility 5bars] => 0.0067650775893322
[Volatility 20bars] => 0.090846754019149
7th the second time:
[latest_date] => 2020-09-03 15:30:00-04:00
[Symbol] => SBPH
[Anomaly Score] => -0.054286909962896
[Today Volume] => 178.03K
[Average Volume 5d] => 129.7K
[Average Volume 20d] => 102.2K
[Volatility 5bars] => 0.0067650775893322
[Volatility 20bars] => 0.090846754019149
Is there some sort of time decay in the score factor? If I run it now vs an hour from now using the same dictionary I'll get different Symbols, the Symbols which are the same have different scores. What's going on?
python detection_engine.py --top_n 25 --min_volume 5000 --data_granularity_minutes 60 --history_to_use 14 --is_load_from_dictionary 1 --data_dictionary_path 'dictionaries/data_dict.npy' --is_save_dictionary 0 --is_test 0 --future_bars 0 --output_format JSON
VS
[latest_date] => 2020-09-03 15:30:00-04:00
[Symbol] => SHLO
[Anomaly Score] => -0.089904823370707
[Today Volume] => 191.8M
[Average Volume 5d] => 4.4M
[Average Volume 20d] => 1.6M
[Volatility 5bars] => 0.039062185261644
[Volatility 20bars] => 0.16062981405984
This was number 4 the first time:
[latest_date] => 2020-09-03 15:30:00-04:00
[Symbol] => SBPH
[Anomaly Score] => -0.064138750572796
[Today Volume] => 178.03K
[Average Volume 5d] => 129.7K
[Average Volume 20d] => 102.2K
[Volatility 5bars] => 0.0067650775893322
[Volatility 20bars] => 0.090846754019149
7th the second time:
[latest_date] => 2020-09-03 15:30:00-04:00
[Symbol] => SBPH
[Anomaly Score] => -0.054286909962896
[Today Volume] => 178.03K
[Average Volume 5d] => 129.7K
[Average Volume 20d] => 102.2K
[Volatility 5bars] => 0.0067650775893322
[Volatility 20bars] => 0.090846754019149