Skip to content

Commit

Permalink
Adjust cutoff after formula change.
Browse files Browse the repository at this point in the history
  • Loading branch information
skyte committed Jun 12, 2022
1 parent d43314a commit 693e6b7
Showing 1 changed file with 1 addition and 1 deletion.
2 changes: 1 addition & 1 deletion rs_ranking.py
Original file line number Diff line number Diff line change
Expand Up @@ -106,7 +106,7 @@ def rankings():
rs6m = relative_strength(closes_series.head(-6*month), closes_ref_series.head(-6*month))

# if rs is too big assume there is faulty price data
if rs < 8000:
if rs < 600:
# stocks output
ranks.append(len(ranks)+1)
relative_strengths.append((0, ticker, sector, industry, json[ticker]["universe"], rs, tmp_percentile, rs1m, rs3m, rs6m))
Expand Down

0 comments on commit 693e6b7

Please sign in to comment.