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OpenBB/website/content/sdk/reference/qa/cusum.md
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Co-authored-by: jose-donato <zmcdonato@gmail.com>
Co-authored-by: jose-donato <43375532+jose-donato@users.noreply.github.com>
Co-authored-by: andrewkenreich <andrew.kenreich@gmail.com>
2023-10-30 21:01:29 +00:00

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title, description, keywords
title description keywords
cusum Documentation page for the Cumulative Sum Algorithm (CUSUM) used in the OpenBB Terminal for quantitative analysis. Contains a snippet of the source code, parameters descriptions, and an example of usage.
OpenBB Terminal documentation
Cumulative Sum Algorithm
CUSUM
quantitative analysis
parameters description
OpenBB SDK

import HeadTitle from '@site/src/components/General/HeadTitle.tsx';

Plots Cumulative sum algorithm (CUSUM) to detect abrupt changes in data

Source Code: [link]

openbb.qa.cusum(data: pd.DataFrame, target: str, threshold: float = 5, drift: float = 2.1, external_axes: Optional[List[matplotlib.axes._axes.Axes]] = None)

Parameters

Name Type Description Default Optional
data pd.DataFrame Dataframe None False
target str Column of data to look at None False
threshold float Threshold value 5 True
drift float Drift parameter 2.1 True
external_axes Optional[List[plt.Axes]] External axes (2 axes are expected in the list), by default None None True

Returns

This function does not return anything


Examples

from openbb_terminal.sdk import openbb
df = openbb.stocks.load("AAPL")
openbb.qa.cusum(data=df, target="Adj Close")