Tracking performance after block trade for different periods of time.

Tracking performance of a stock for different time periods using a transaction as trigger and price start point

I am trying to do research on large block trades and a stock's performance thereafter. I am using yfinance to analyze price movement but I am unsure how to trigger and the code to start tracking performance when a block trade occurs.

data = [{'Date': '30 Sep 2020 09:55'}, {'Symbol':'AAPL'}, {'Price':116.35}, {'Size': 90,000}, {'MoneyFlow': 10,471,500},{'% of 14d':0}, {'Condition':'Regular'}]

Above is an example of a block trade and associated data with it. My goal is that when the program sees a block trade on 9/30/2020 at 9:55am at $116.50 to start calculating performance from that price using the adjusted close column from yfinance. I'd like to be able measure different performance for different periods; 5,10,30,60,90 day performances for example.

I assume I will have to transform the datetime data but can handle that. I'm just totally lost on where to start on using block data as trigger and anchor for analysis.

If any other data is needed I apologize it was excluded and I can add ASAP.

Thank you in advance for any help.

Submitted October 02, 2020 at 07:25PM by momostats34
via https://ift.tt/2GudenB

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