nubra-volume-breakout 0.1.1

Volume breakout scanner built on top of the Nubra Python SDK.

nubra-volume-breakout

nubra-volume-breakout is a Python library for scanning stocks based on volume breakout using the Nubra Python SDK.

It fetches historical OHLCV data using MarketData.historical_data(...), derives candle volume for intraday intervals, calculates the average lookback volume, computes:

volume_ratio = current_volume / average_volume

and returns a ranked pandas DataFrame.

Installation

pip install nubra-volume-breakout==0.1.1

Quickstart

See example/quickstart.py.

from nubra_python_sdk.marketdata.market_data import MarketData
from nubra_python_sdk.start_sdk import InitNubraSdk, NubraEnv
from nubra_volume_breakout import run_volume_breakout

nubra = InitNubraSdk(NubraEnv.PROD, env_creds=True)
market_data = MarketData(nubra)

stocks = ["ABB", "ADANIENSOL", "ADANIENT", "ADANIGREEN", "ADANIPORTS"]

volume_breakout = run_volume_breakout(
    market_data=market_data,
    stocks=stocks,
    lookback_days=10,
    interval="1d",
    rank=10,
)

print(volume_breakout.head())

Returned DataFrame

The scanner returns only these columns:

• symbol
• candle_time
• current_volume
• average_volume
• volume_ratio