Quant Signal Monitoring System (QSM)
Overview
The Dynamic Market Monitoring System (QSM) is designed to provide real-time financial market data analysis, focusing on stock transaction volumes and price movements. This system fetches data from various market sources, processes this data to extract meaningful insights like transaction volumes over different time intervals, and detects anomalies in stock prices.
Features
Real-Time Data Fetching: Retrieves minute-level stock data from configured APIs. Transaction Volume Analysis: Calculates transaction volumes over intervals of 1, 2, 5, 10, 20, and 30 minutes. Anomaly Detection: Identifies unusual patterns in stock price movements and transaction volumes. Web-Based Dashboard: Displays real-time insights through a web interface, allowing users to view updated market conditions. Prerequisites
Before setting up the project, ensure you have the following installed:
Python 3.8 or higher Pip (Python package installer) Node.js and npm (for the frontend) Installation
Backend Setup Clone the repository: bash Copy code git clone https://github.com/your-username/dmms.git
cd dmms/backend
Install the required Python libraries:
pip install -r requirements.txtFrontend Setup Navigate to the frontend
cd ../frontend
Contributing
Contributions are welcome! Please read the CONTRIBUTING.md for instructions on how to make contributions to this project.
License
This project is licensed under the MIT License - see the LICENSE.md file for details.
Acknowledgements
Thanks to all the contributors who participate in the development of this project. Special thanks to data providers for making their APIs available. This template is a starting point and can be further customized based on the specific needs of your project, such as adding a section on API documentation, more detailed installation instructions, screenshots of the application, or additional technical details.